PREVIEW / futures_30min / 2011-10-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-11.parquet
  size:    75 KB
  rows:    2,686

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
2011-10-11 00:00:00	ES	Futures	1191.1	1191.6	1190.85	1191.35	1308.0
2011-10-11 00:30:00	ES	Futures	1191.35	1191.6	1190.6	1191.35	1952.0
2011-10-11 01:00:00	ES	Futures	1191.6	1193.86	1191.35	1192.1	4622.0
2011-10-11 01:30:00	ES	Futures	1192.1	1193.11	1191.85	1191.85	3155.0
2011-10-11 02:00:00	ES	Futures	1192.1	1193.86	1190.6	1190.85	8400.0
2011-10-11 02:30:00	ES	Futures	1190.85	1191.1	1188.59	1189.09	9206.0
2011-10-11 03:00:00	ES	Futures	1189.09	1192.1	1188.34	1191.6	24873.0
2011-10-11 03:30:00	ES	Futures	1191.85	1193.86	1188.59	1189.85	27657.0
2011-10-11 04:00:00	ES	Futures	1189.85	1190.1	1186.84	1188.34	23514.0
2011-10-11 04:30:00	ES	Futures	1188.34	1188.34	1184.58	1186.34	18425.0
2011-10-11 05:00:00	ES	Futures	1186.09	1187.59	1185.33	1186.09	28057.0
2011-10-11 05:30:00	ES	Futures	1186.09	1188.34	1185.08	1187.59	13551.0
2011-10-11 06:00:00	ES	Futures	1187.59	1190.6	1186.34	1186.34	10026.0
2011-10-11 06:30:00	ES	Futures	1186.59	1189.6	1185.83	1189.35	7070.0
2011-10-11 07:00:00	ES	Futures	1189.35	1190.6	1188.59	1190.35	5867.0
2011-10-11 07:30:00	ES	Futures	1190.35	1192.35	1187.84	1188.09	17860.0
2011-10-11 08:00:00	ES	Futures	1188.34	1190.35	1186.84	1187.59	26539.0
2011-10-11 08:30:00	ES	Futures	1187.59	1187.59	1184.33	1186.84	29710.0
2011-10-11 09:00:00	ES	Futures	1186.84	1187.34	1184.83	1186.84	33641.0
2011-10-11 09:30:00	ES	Futures	1186.84	1192.35	1185.58	1190.1	222911.0
2011-10-11 10:00:00	ES	Futures	1189.85	1194.61	1187.09	1194.61	176839.0
2011-10-11 10:30:00	ES	Futures	1194.61	1198.37	1193.36	1194.61	188066.0
2011-10-11 11:00:00	ES	Futures	1194.86	1195.87	1191.1	1192.35	130753.0
2011-10-11 11:30:00	ES	Futures	1192.35	1197.12	1192.1	1196.12	81533.0
2011-10-11 12:00:00	ES	Futures	1196.12	1197.62	1194.61	1195.61	53040.0
2011-10-11 12:30:00	ES	Futures	1195.36	1196.37	1190.35	1193.36	83020.0
2011-10-11 13:00:00	ES	Futures	1193.36	1195.11	1189.85	1194.86	78544.0
2011-10-11 13:30:00	ES	Futures	1194.86	1197.12	1192.1	1196.87	74999.0
2011-10-11 14:00:00	ES	Futures	1196.87	1197.37	1191.6	1192.35	77328.0
2011-10-11 14:30:00	ES	Futures	1192.1	1194.11	1190.35	1193.11	79322.0
2011-10-11 15:00:00	ES	Futures	1193.11	1197.12	1192.35	1192.61	111490.0
2011-10-11 15:30:00	ES	Futures	1192.86	1197.37	1192.35	1194.61	168164.0
2011-10-11 16:00:00	ES	Futures	1194.61	1195.61	1192.35	1193.36	80629.0
2011-10-11 16:30:00	ES	Futures	1191.1	1191.35	1188.59	1189.35	11675.0
2011-10-11 17:00:00	ES	Futures	1189.09	1191.6	1188.34	1190.85	4501.0
2011-10-11 18:00:00	ES	Futures	1190.6	1190.85	1189.09	1189.35	2543.0
2011-10-11 18:30:00	ES	Futures	1189.09	1190.1	1189.09	1189.6	771.0
2011-10-11 19:00:00	ES	Futures	1189.85	1190.35	1189.09	1189.35	1563.0
2011-10-11 19:30:00	ES	Futures	1189.35	1190.1	1188.34	1188.84	3828.0
2011-10-11 20:00:00	ES	Futures	1188.84	1190.1	1186.84	1188.34	5900.0
2011-10-11 20:30:00	ES	Futures	1188.34	1188.59	1185.83	1187.09	5178.0
2011-10-11 21:00:00	ES	Futures	1186.84	1187.34	1184.83	1185.83	6206.0
2011-10-11 21:30:00	ES	Futures	1185.83	1186.59	1184.33	1186.34	5268.0
2011-10-11 22:00:00	ES	Futures	1186.34	1188.59	1185.83	1188.34	4369.0
2011-10-11 22:30:00	ES	Futures	1188.34	1189.09	1187.84	1188.34	3592.0
2011-10-11 23:00:00	ES	Futures	1188.34	1190.35	1187.59	1189.35	3701.0
2011-10-11 23:30:00	ES	Futures	1189.6	1190.35	1188.59	1188.84	2869.0
2011-10-11 00:00:00	NQ	Futures	2618.54	2619.12	2617.39	2618.54	101.0
2011-10-11 00:30:00	NQ	Futures	2618.54	2619.41	2617.68	2619.41	198.0
2011-10-11 01:00:00	NQ	Futures	2619.7	2623.73	2619.7	2621.72	543.0

> showing 50 of 2,686 rows — these rows as CSV

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