PREVIEW / futures_30min / 2011-10-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-05.parquet
  size:    82 KB
  rows:    2,761

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
2011-10-05 00:00:00	ES	Futures	1115.62	1117.13	1114.37	1115.37	2721.0
2011-10-05 00:30:00	ES	Futures	1115.62	1116.88	1114.87	1115.12	2813.0
2011-10-05 01:00:00	ES	Futures	1115.37	1115.62	1112.36	1112.86	5425.0
2011-10-05 01:30:00	ES	Futures	1112.86	1116.63	1112.11	1115.12	6660.0
2011-10-05 02:00:00	ES	Futures	1115.12	1115.62	1111.86	1114.87	10731.0
2011-10-05 02:30:00	ES	Futures	1115.12	1119.38	1113.87	1118.13	13006.0
2011-10-05 03:00:00	ES	Futures	1118.13	1119.63	1112.86	1113.11	32090.0
2011-10-05 03:30:00	ES	Futures	1113.11	1113.87	1109.86	1111.61	25870.0
2011-10-05 04:00:00	ES	Futures	1111.36	1116.37	1111.36	1115.87	21376.0
2011-10-05 04:30:00	ES	Futures	1116.12	1118.88	1114.62	1118.38	18058.0
2011-10-05 05:00:00	ES	Futures	1118.38	1119.13	1114.62	1115.12	17000.0
2011-10-05 05:30:00	ES	Futures	1115.12	1116.37	1112.11	1116.37	14582.0
2011-10-05 06:00:00	ES	Futures	1116.37	1123.15	1115.37	1122.64	27679.0
2011-10-05 06:30:00	ES	Futures	1122.64	1128.16	1120.39	1125.9	40407.0
2011-10-05 07:00:00	ES	Futures	1125.9	1126.66	1123.4	1124.15	16102.0
2011-10-05 07:30:00	ES	Futures	1123.9	1124.4	1121.14	1121.64	22521.0
2011-10-05 08:00:00	ES	Futures	1121.64	1126.15	1119.89	1120.64	68087.0
2011-10-05 08:30:00	ES	Futures	1120.64	1121.89	1116.63	1117.38	49275.0
2011-10-05 09:00:00	ES	Futures	1117.38	1124.15	1117.13	1123.65	54899.0
2011-10-05 09:30:00	ES	Futures	1123.4	1123.65	1112.86	1117.88	328671.0
2011-10-05 10:00:00	ES	Futures	1117.63	1126.91	1116.37	1121.39	352284.0
2011-10-05 10:30:00	ES	Futures	1121.39	1132.42	1120.89	1131.42	264006.0
2011-10-05 11:00:00	ES	Futures	1131.42	1131.92	1124.9	1127.16	158781.0
2011-10-05 11:30:00	ES	Futures	1127.16	1131.67	1126.41	1130.17	102521.0
2011-10-05 12:00:00	ES	Futures	1130.17	1131.42	1123.4	1123.9	99285.0
2011-10-05 12:30:00	ES	Futures	1123.65	1126.15	1121.14	1125.4	122253.0
2011-10-05 13:00:00	ES	Futures	1125.4	1131.92	1125.4	1131.42	113703.0
2011-10-05 13:30:00	ES	Futures	1131.42	1136.94	1128.91	1135.68	129304.0
2011-10-05 14:00:00	ES	Futures	1135.68	1136.94	1132.67	1135.43	86137.0
2011-10-05 14:30:00	ES	Futures	1135.18	1137.44	1129.67	1135.18	134097.0
2011-10-05 15:00:00	ES	Futures	1134.93	1137.69	1130.67	1135.68	166028.0
2011-10-05 15:30:00	ES	Futures	1135.68	1144.71	1135.43	1141.95	297234.0
2011-10-05 16:00:00	ES	Futures	1142.2	1142.96	1137.44	1138.44	102096.0
2011-10-05 16:30:00	ES	Futures	1138.44	1139.19	1137.94	1138.94	4245.0
2011-10-05 17:00:00	ES	Futures	1138.69	1139.7	1137.94	1139.19	2560.0
2011-10-05 18:00:00	ES	Futures	1139.19	1139.44	1136.94	1138.19	1826.0
2011-10-05 18:30:00	ES	Futures	1138.19	1138.44	1136.44	1136.44	1758.0
2011-10-05 19:00:00	ES	Futures	1136.44	1138.44	1136.44	1138.44	2217.0
2011-10-05 19:30:00	ES	Futures	1138.44	1138.94	1135.18	1135.43	9537.0
2011-10-05 20:00:00	ES	Futures	1135.43	1137.19	1134.43	1134.93	8598.0
2011-10-05 20:30:00	ES	Futures	1135.18	1137.94	1134.93	1136.44	5784.0
2011-10-05 21:00:00	ES	Futures	1136.44	1137.69	1134.43	1134.68	3988.0
2011-10-05 21:30:00	ES	Futures	1134.93	1138.44	1134.43	1137.44	4806.0
2011-10-05 22:00:00	ES	Futures	1137.69	1137.69	1135.68	1136.94	2136.0
2011-10-05 22:30:00	ES	Futures	1137.19	1137.44	1135.18	1136.69	2225.0
2011-10-05 23:00:00	ES	Futures	1136.69	1136.69	1134.68	1135.43	1551.0
2011-10-05 23:30:00	ES	Futures	1135.43	1136.69	1134.43	1136.18	2285.0
2011-10-05 00:00:00	NQ	Futures	2436.61	2440.07	2434.02	2436.04	331.0
2011-10-05 00:30:00	NQ	Futures	2436.04	2439.78	2434.59	2435.17	354.0
2011-10-05 01:00:00	NQ	Futures	2434.88	2435.46	2426.52	2427.39	1032.0

> showing 50 of 2,761 rows — these rows as CSV

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