PREVIEW / futures_30min / 2011-10-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-06.parquet
  size:    83 KB
  rows:    2,779

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
2011-10-06 00:00:00	ES	Futures	1136.18	1138.44	1135.93	1137.94	2706.0
2011-10-06 00:30:00	ES	Futures	1138.19	1138.19	1136.94	1137.94	2266.0
2011-10-06 01:00:00	ES	Futures	1138.19	1139.19	1135.68	1135.68	5580.0
2011-10-06 01:30:00	ES	Futures	1135.68	1137.69	1134.43	1137.44	3509.0
2011-10-06 02:00:00	ES	Futures	1137.44	1141.7	1137.19	1140.7	9204.0
2011-10-06 02:30:00	ES	Futures	1140.7	1141.45	1138.94	1139.44	6841.0
2011-10-06 03:00:00	ES	Futures	1139.7	1141.2	1136.44	1140.2	20738.0
2011-10-06 03:30:00	ES	Futures	1140.2	1143.71	1140.2	1143.71	20515.0
2011-10-06 04:00:00	ES	Futures	1143.71	1147.47	1142.45	1146.22	28657.0
2011-10-06 04:30:00	ES	Futures	1146.47	1149.47	1145.71	1147.47	23375.0
2011-10-06 05:00:00	ES	Futures	1147.47	1149.47	1146.22	1146.47	16410.0
2011-10-06 05:30:00	ES	Futures	1146.47	1146.72	1144.21	1145.21	14399.0
2011-10-06 06:00:00	ES	Futures	1145.21	1147.72	1143.71	1147.72	12984.0
2011-10-06 06:30:00	ES	Futures	1147.72	1147.97	1146.22	1147.47	15336.0
2011-10-06 07:00:00	ES	Futures	1147.22	1151.98	1146.97	1150.48	43491.0
2011-10-06 07:30:00	ES	Futures	1150.23	1150.48	1139.19	1142.96	98127.0
2011-10-06 08:00:00	ES	Futures	1142.7	1145.46	1139.19	1144.21	44697.0
2011-10-06 08:30:00	ES	Futures	1144.21	1149.22	1138.69	1143.21	114171.0
2011-10-06 09:00:00	ES	Futures	1142.96	1143.21	1134.68	1140.7	103055.0
2011-10-06 09:30:00	ES	Futures	1140.7	1143.46	1132.42	1136.44	296437.0
2011-10-06 10:00:00	ES	Futures	1136.44	1147.47	1133.68	1146.22	278576.0
2011-10-06 10:30:00	ES	Futures	1146.22	1150.98	1144.21	1145.21	224235.0
2011-10-06 11:00:00	ES	Futures	1145.21	1151.98	1144.46	1150.73	186740.0
2011-10-06 11:30:00	ES	Futures	1150.73	1158.25	1150.73	1154.74	219710.0
2011-10-06 12:00:00	ES	Futures	1154.49	1157.75	1152.73	1155.99	115803.0
2011-10-06 12:30:00	ES	Futures	1155.99	1157.0	1151.98	1152.48	98444.0
2011-10-06 13:00:00	ES	Futures	1152.48	1155.74	1150.73	1151.98	104959.0
2011-10-06 13:30:00	ES	Futures	1151.98	1154.24	1148.97	1153.49	98655.0
2011-10-06 14:00:00	ES	Futures	1153.49	1159.76	1151.73	1157.75	103501.0
2011-10-06 14:30:00	ES	Futures	1158.0	1158.5	1152.73	1155.99	88818.0
2011-10-06 15:00:00	ES	Futures	1155.99	1158.5	1151.23	1152.23	116341.0
2011-10-06 15:30:00	ES	Futures	1152.23	1164.02	1151.73	1162.51	239163.0
2011-10-06 16:00:00	ES	Futures	1162.51	1163.27	1160.76	1161.51	92746.0
2011-10-06 16:30:00	ES	Futures	1160.76	1161.76	1160.51	1161.01	6285.0
2011-10-06 17:00:00	ES	Futures	1161.01	1161.76	1160.51	1161.51	1430.0
2011-10-06 18:00:00	ES	Futures	1161.26	1161.76	1160.51	1160.76	1861.0
2011-10-06 18:30:00	ES	Futures	1161.01	1162.77	1160.76	1161.01	2829.0
2011-10-06 19:00:00	ES	Futures	1161.26	1161.51	1160.26	1161.26	2760.0
2011-10-06 19:30:00	ES	Futures	1161.01	1161.26	1160.26	1161.26	1573.0
2011-10-06 20:00:00	ES	Futures	1161.26	1161.76	1160.26	1160.26	4398.0
2011-10-06 20:30:00	ES	Futures	1160.51	1160.76	1158.5	1159.0	3715.0
2011-10-06 21:00:00	ES	Futures	1159.0	1159.25	1158.0	1158.25	2916.0
2011-10-06 21:30:00	ES	Futures	1158.25	1159.0	1158.0	1158.5	1970.0
2011-10-06 22:00:00	ES	Futures	1158.75	1161.26	1158.5	1160.51	2606.0
2011-10-06 22:30:00	ES	Futures	1160.76	1161.26	1159.51	1160.51	1842.0
2011-10-06 23:00:00	ES	Futures	1160.26	1162.77	1160.01	1162.01	2685.0
2011-10-06 23:30:00	ES	Futures	1162.01	1163.52	1162.01	1162.51	2743.0
2011-10-06 00:00:00	NQ	Futures	2487.93	2493.99	2487.36	2493.41	486.0
2011-10-06 00:30:00	NQ	Futures	2493.7	2494.57	2491.97	2493.99	619.0
2011-10-06 01:00:00	NQ	Futures	2493.99	2496.01	2488.22	2488.51	803.0

> showing 50 of 2,779 rows — these rows as CSV

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