PREVIEW / futures_30min / 2011-10-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-04.parquet
  size:    84 KB
  rows:    2,816

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
2011-10-04 00:00:00	ES	Futures	1088.54	1091.8	1088.04	1091.55	3894.0
2011-10-04 00:30:00	ES	Futures	1091.3	1094.31	1090.8	1092.3	3649.0
2011-10-04 01:00:00	ES	Futures	1092.55	1095.81	1090.8	1095.56	4976.0
2011-10-04 01:30:00	ES	Futures	1095.31	1096.56	1093.81	1096.56	5216.0
2011-10-04 02:00:00	ES	Futures	1096.31	1097.32	1095.06	1095.81	8531.0
2011-10-04 02:30:00	ES	Futures	1095.81	1097.32	1095.81	1096.06	5953.0
2011-10-04 03:00:00	ES	Futures	1095.81	1096.06	1088.79	1090.55	31284.0
2011-10-04 03:30:00	ES	Futures	1090.55	1090.55	1081.77	1082.52	45030.0
2011-10-04 04:00:00	ES	Futures	1082.27	1087.29	1081.02	1085.78	36983.0
2011-10-04 04:30:00	ES	Futures	1085.78	1090.3	1084.03	1087.29	30206.0
2011-10-04 05:00:00	ES	Futures	1087.29	1090.8	1082.77	1083.27	28979.0
2011-10-04 05:30:00	ES	Futures	1083.53	1089.54	1083.53	1088.79	20694.0
2011-10-04 06:00:00	ES	Futures	1088.79	1089.29	1084.53	1085.28	17147.0
2011-10-04 06:30:00	ES	Futures	1085.53	1087.04	1080.27	1080.52	28336.0
2011-10-04 07:00:00	ES	Futures	1080.52	1084.03	1080.27	1081.52	19638.0
2011-10-04 07:30:00	ES	Futures	1081.77	1083.27	1076.25	1077.26	41856.0
2011-10-04 08:00:00	ES	Futures	1077.01	1078.26	1075.0	1078.01	51824.0
2011-10-04 08:30:00	ES	Futures	1078.01	1082.77	1077.76	1081.52	60705.0
2011-10-04 09:00:00	ES	Futures	1081.52	1083.53	1078.76	1080.52	52021.0
2011-10-04 09:30:00	ES	Futures	1080.77	1086.03	1071.24	1075.75	415922.0
2011-10-04 10:00:00	ES	Futures	1075.75	1085.78	1071.49	1078.51	438125.0
2011-10-04 10:30:00	ES	Futures	1078.76	1092.05	1076.76	1089.29	323706.0
2011-10-04 11:00:00	ES	Futures	1089.54	1096.31	1086.28	1090.05	249318.0
2011-10-04 11:30:00	ES	Futures	1090.05	1094.56	1084.28	1093.05	191756.0
2011-10-04 12:00:00	ES	Futures	1093.05	1100.58	1093.05	1094.81	203791.0
2011-10-04 12:30:00	ES	Futures	1095.06	1100.33	1093.81	1096.06	100136.0
2011-10-04 13:00:00	ES	Futures	1095.81	1097.57	1089.54	1090.55	143591.0
2011-10-04 13:30:00	ES	Futures	1090.55	1093.31	1087.04	1088.29	117093.0
2011-10-04 14:00:00	ES	Futures	1088.04	1092.55	1081.52	1086.28	153727.0
2011-10-04 14:30:00	ES	Futures	1086.03	1091.3	1079.26	1080.52	188217.0
2011-10-04 15:00:00	ES	Futures	1080.77	1091.05	1075.75	1089.04	250297.0
2011-10-04 15:30:00	ES	Futures	1088.79	1123.15	1088.54	1120.64	612712.0
2011-10-04 16:00:00	ES	Futures	1120.39	1121.64	1116.12	1117.38	195311.0
2011-10-04 16:30:00	ES	Futures	1117.88	1119.63	1110.86	1116.37	40187.0
2011-10-04 17:00:00	ES	Futures	1116.37	1119.13	1116.12	1118.63	7012.0
2011-10-04 18:00:00	ES	Futures	1118.13	1118.38	1115.62	1117.13	7942.0
2011-10-04 18:30:00	ES	Futures	1116.88	1120.89	1116.88	1119.89	5281.0
2011-10-04 19:00:00	ES	Futures	1120.14	1121.89	1119.38	1120.39	4092.0
2011-10-04 19:30:00	ES	Futures	1120.14	1120.39	1118.88	1119.13	3561.0
2011-10-04 20:00:00	ES	Futures	1119.13	1119.38	1115.12	1115.12	8728.0
2011-10-04 20:30:00	ES	Futures	1115.12	1116.88	1112.61	1115.87	6564.0
2011-10-04 21:00:00	ES	Futures	1116.12	1116.63	1111.86	1114.12	7195.0
2011-10-04 21:30:00	ES	Futures	1114.12	1114.87	1111.61	1112.86	4868.0
2011-10-04 22:00:00	ES	Futures	1112.86	1114.87	1111.36	1112.61	6447.0
2011-10-04 22:30:00	ES	Futures	1112.36	1115.37	1112.36	1114.37	3642.0
2011-10-04 23:00:00	ES	Futures	1114.37	1115.37	1113.62	1113.87	1572.0
2011-10-04 23:30:00	ES	Futures	1113.87	1117.13	1113.62	1115.62	5206.0
2011-10-04 00:00:00	NQ	Futures	2379.24	2386.45	2377.51	2386.45	193.0
2011-10-04 00:30:00	NQ	Futures	2385.0	2390.77	2385.0	2387.31	215.0
2011-10-04 01:00:00	NQ	Futures	2386.45	2391.63	2383.56	2391.06	734.0

> showing 50 of 2,816 rows — these rows as CSV

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