PREVIEW / futures_30min / 2011-10-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-12.parquet
  size:    82 KB
  rows:    2,772

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
2011-10-12 00:00:00	ES	Futures	1188.84	1190.6	1188.84	1190.35	1667.0
2011-10-12 00:30:00	ES	Futures	1190.1	1190.35	1188.84	1189.09	1614.0
2011-10-12 01:00:00	ES	Futures	1188.84	1190.85	1188.84	1190.6	1925.0
2011-10-12 01:30:00	ES	Futures	1190.6	1192.1	1189.6	1190.1	3568.0
2011-10-12 02:00:00	ES	Futures	1190.35	1193.61	1189.6	1192.61	8590.0
2011-10-12 02:30:00	ES	Futures	1192.61	1194.36	1192.35	1193.36	9277.0
2011-10-12 03:00:00	ES	Futures	1193.36	1193.61	1188.09	1189.09	22591.0
2011-10-12 03:30:00	ES	Futures	1188.84	1193.11	1188.59	1192.61	17424.0
2011-10-12 04:00:00	ES	Futures	1192.86	1201.88	1192.1	1200.88	44815.0
2011-10-12 04:30:00	ES	Futures	1201.13	1202.38	1199.88	1201.13	22543.0
2011-10-12 05:00:00	ES	Futures	1201.13	1205.14	1200.88	1204.14	29364.0
2011-10-12 05:30:00	ES	Futures	1204.39	1206.65	1203.14	1205.39	27825.0
2011-10-12 06:00:00	ES	Futures	1205.64	1207.4	1204.64	1205.14	26163.0
2011-10-12 06:30:00	ES	Futures	1205.14	1205.39	1203.39	1204.89	15451.0
2011-10-12 07:00:00	ES	Futures	1204.89	1205.9	1203.14	1203.64	20051.0
2011-10-12 07:30:00	ES	Futures	1203.64	1204.39	1201.13	1201.38	22565.0
2011-10-12 08:00:00	ES	Futures	1201.13	1202.64	1200.13	1201.63	25718.0
2011-10-12 08:30:00	ES	Futures	1201.88	1205.39	1201.13	1204.64	39546.0
2011-10-12 09:00:00	ES	Futures	1204.89	1207.15	1203.39	1204.14	72311.0
2011-10-12 09:30:00	ES	Futures	1204.39	1206.65	1201.38	1206.4	262715.0
2011-10-12 10:00:00	ES	Futures	1206.4	1211.91	1203.14	1209.91	236724.0
2011-10-12 10:30:00	ES	Futures	1210.16	1213.42	1207.9	1208.15	205060.0
2011-10-12 11:00:00	ES	Futures	1208.15	1212.16	1208.15	1210.91	125058.0
2011-10-12 11:30:00	ES	Futures	1210.91	1213.17	1210.16	1210.41	101995.0
2011-10-12 12:00:00	ES	Futures	1210.41	1211.66	1208.65	1211.41	69070.0
2011-10-12 12:30:00	ES	Futures	1211.41	1215.68	1210.91	1214.67	94123.0
2011-10-12 13:00:00	ES	Futures	1214.42	1217.43	1213.92	1214.42	93742.0
2011-10-12 13:30:00	ES	Futures	1214.42	1216.43	1212.92	1213.67	63859.0
2011-10-12 14:00:00	ES	Futures	1213.67	1217.68	1212.67	1216.18	96248.0
2011-10-12 14:30:00	ES	Futures	1216.18	1219.69	1211.16	1212.16	147870.0
2011-10-12 15:00:00	ES	Futures	1212.16	1213.92	1209.41	1211.91	147071.0
2011-10-12 15:30:00	ES	Futures	1211.91	1214.42	1205.14	1205.39	302884.0
2011-10-12 16:00:00	ES	Futures	1205.39	1207.65	1200.13	1201.13	136622.0
2011-10-12 16:30:00	ES	Futures	1202.13	1202.89	1201.13	1202.38	9817.0
2011-10-12 17:00:00	ES	Futures	1202.38	1203.14	1201.88	1202.64	2246.0
2011-10-12 18:00:00	ES	Futures	1202.38	1203.39	1202.13	1202.64	3265.0
2011-10-12 18:30:00	ES	Futures	1202.64	1203.64	1202.38	1203.64	1998.0
2011-10-12 19:00:00	ES	Futures	1203.64	1203.64	1202.13	1202.64	1732.0
2011-10-12 19:30:00	ES	Futures	1202.38	1202.64	1201.88	1202.38	1935.0
2011-10-12 20:00:00	ES	Futures	1202.13	1202.38	1200.63	1201.38	4348.0
2011-10-12 20:30:00	ES	Futures	1201.38	1202.64	1200.13	1201.88	4756.0
2011-10-12 21:00:00	ES	Futures	1201.88	1201.88	1199.88	1200.13	3403.0
2011-10-12 21:30:00	ES	Futures	1200.13	1201.88	1199.88	1201.13	3886.0
2011-10-12 22:00:00	ES	Futures	1201.38	1202.64	1200.38	1202.13	2892.0
2011-10-12 22:30:00	ES	Futures	1202.13	1203.14	1201.13	1201.63	3102.0
2011-10-12 23:00:00	ES	Futures	1201.63	1203.14	1200.88	1202.64	2069.0
2011-10-12 23:30:00	ES	Futures	1202.64	1203.14	1201.88	1202.64	1528.0
2011-10-12 00:00:00	NQ	Futures	2633.25	2637.0	2633.25	2636.13	113.0
2011-10-12 00:30:00	NQ	Futures	2635.84	2636.71	2634.11	2634.4	138.0
2011-10-12 01:00:00	NQ	Futures	2634.11	2637.29	2634.11	2637.29	213.0

> showing 50 of 2,772 rows — these rows as CSV

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