PREVIEW / futures_30min / 2011-10-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-03.parquet
  size:    83 KB
  rows:    2,787

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2011-10-03 00:00:00	ES	Futures	1120.64	1122.14	1119.63	1121.89	4423.0
2011-10-03 00:30:00	ES	Futures	1121.89	1123.15	1121.39	1122.89	2998.0
2011-10-03 01:00:00	ES	Futures	1122.89	1123.4	1119.38	1119.89	5641.0
2011-10-03 01:30:00	ES	Futures	1120.14	1124.4	1119.89	1120.39	6886.0
2011-10-03 02:00:00	ES	Futures	1120.39	1120.39	1115.62	1116.37	13121.0
2011-10-03 02:30:00	ES	Futures	1116.37	1121.39	1114.62	1118.88	15533.0
2011-10-03 03:00:00	ES	Futures	1119.13	1123.9	1116.63	1123.4	32073.0
2011-10-03 03:30:00	ES	Futures	1123.4	1123.65	1118.63	1121.89	19853.0
2011-10-03 04:00:00	ES	Futures	1121.89	1127.16	1121.14	1126.66	24462.0
2011-10-03 04:30:00	ES	Futures	1126.66	1127.16	1121.89	1121.89	14614.0
2011-10-03 05:00:00	ES	Futures	1121.89	1127.16	1121.89	1126.66	14645.0
2011-10-03 05:30:00	ES	Futures	1126.66	1126.91	1122.89	1123.15	10503.0
2011-10-03 06:00:00	ES	Futures	1123.15	1127.91	1121.64	1127.41	19954.0
2011-10-03 06:30:00	ES	Futures	1127.16	1129.16	1125.9	1127.16	17643.0
2011-10-03 07:00:00	ES	Futures	1127.16	1127.91	1124.65	1125.65	21098.0
2011-10-03 07:30:00	ES	Futures	1125.65	1128.41	1124.65	1128.16	27323.0
2011-10-03 08:00:00	ES	Futures	1127.91	1130.17	1121.89	1122.89	40256.0
2011-10-03 08:30:00	ES	Futures	1122.64	1123.9	1121.14	1121.39	20564.0
2011-10-03 09:00:00	ES	Futures	1121.39	1125.4	1120.39	1122.14	40617.0
2011-10-03 09:30:00	ES	Futures	1121.89	1126.91	1117.88	1118.88	238957.0
2011-10-03 10:00:00	ES	Futures	1119.13	1136.94	1117.88	1129.16	381676.0
2011-10-03 10:30:00	ES	Futures	1129.16	1129.92	1118.13	1121.39	284511.0
2011-10-03 11:00:00	ES	Futures	1121.39	1128.16	1118.38	1125.9	221065.0
2011-10-03 11:30:00	ES	Futures	1125.9	1129.41	1122.89	1127.91	155531.0
2011-10-03 12:00:00	ES	Futures	1128.16	1129.16	1119.13	1119.89	141766.0
2011-10-03 12:30:00	ES	Futures	1119.89	1120.14	1113.87	1114.37	134525.0
2011-10-03 13:00:00	ES	Futures	1114.62	1114.62	1105.84	1109.6	194840.0
2011-10-03 13:30:00	ES	Futures	1109.6	1110.36	1101.08	1106.34	189690.0
2011-10-03 14:00:00	ES	Futures	1106.09	1110.36	1103.59	1104.84	150578.0
2011-10-03 14:30:00	ES	Futures	1105.09	1107.1	1098.57	1103.84	191830.0
2011-10-03 15:00:00	ES	Futures	1103.84	1109.35	1099.57	1100.83	179776.0
2011-10-03 15:30:00	ES	Futures	1100.58	1110.11	1095.31	1096.06	402342.0
2011-10-03 16:00:00	ES	Futures	1096.06	1097.32	1088.54	1090.3	197560.0
2011-10-03 16:30:00	ES	Futures	1090.8	1091.8	1089.29	1089.79	12733.0
2011-10-03 17:00:00	ES	Futures	1089.79	1089.79	1087.29	1088.29	5595.0
2011-10-03 18:00:00	ES	Futures	1089.54	1091.3	1088.29	1090.3	6469.0
2011-10-03 18:30:00	ES	Futures	1090.3	1091.55	1088.79	1091.55	2883.0
2011-10-03 19:00:00	ES	Futures	1091.3	1091.55	1089.04	1089.04	3326.0
2011-10-03 19:30:00	ES	Futures	1089.29	1091.05	1087.54	1090.55	5251.0
2011-10-03 20:00:00	ES	Futures	1090.55	1091.3	1088.79	1090.3	6031.0
2011-10-03 20:30:00	ES	Futures	1090.05	1091.3	1087.54	1089.29	10772.0
2011-10-03 21:00:00	ES	Futures	1089.54	1091.8	1088.29	1091.05	8660.0
2011-10-03 21:30:00	ES	Futures	1091.3	1093.56	1090.55	1093.31	7266.0
2011-10-03 22:00:00	ES	Futures	1093.31	1094.06	1091.55	1093.56	4461.0
2011-10-03 22:30:00	ES	Futures	1093.81	1095.06	1091.8	1094.31	6307.0
2011-10-03 23:00:00	ES	Futures	1094.31	1094.56	1090.8	1091.05	3650.0
2011-10-03 23:30:00	ES	Futures	1091.05	1092.05	1087.29	1088.54	5516.0
2011-10-03 00:00:00	NQ	Futures	2439.21	2442.09	2436.9	2442.09	572.0
2011-10-03 00:30:00	NQ	Futures	2441.51	2444.97	2440.36	2442.96	431.0
2011-10-03 01:00:00	NQ	Futures	2443.24	2444.11	2435.75	2436.61	951.0

> showing 50 of 2,787 rows — these rows as CSV

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