PREVIEW / futures_30min / 2011-10-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-14.parquet
  size:    67 KB
  rows:    2,201

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
2011-10-14 00:00:00	ES	Futures	1199.63	1202.38	1199.38	1201.88	2013.0
2011-10-14 00:30:00	ES	Futures	1201.88	1202.13	1200.63	1201.13	1818.0
2011-10-14 01:00:00	ES	Futures	1200.88	1201.13	1199.63	1200.88	1555.0
2011-10-14 01:30:00	ES	Futures	1200.88	1204.89	1200.88	1204.64	5889.0
2011-10-14 02:00:00	ES	Futures	1204.64	1205.9	1203.64	1204.89	6392.0
2011-10-14 02:30:00	ES	Futures	1204.89	1206.9	1203.64	1204.39	7691.0
2011-10-14 03:00:00	ES	Futures	1204.64	1204.89	1199.88	1201.88	21038.0
2011-10-14 03:30:00	ES	Futures	1202.13	1204.64	1199.12	1203.64	18826.0
2011-10-14 04:00:00	ES	Futures	1203.64	1209.66	1203.39	1208.65	28684.0
2011-10-14 04:30:00	ES	Futures	1208.65	1211.66	1208.15	1209.91	31463.0
2011-10-14 05:00:00	ES	Futures	1209.91	1211.16	1208.65	1209.91	28667.0
2011-10-14 05:30:00	ES	Futures	1209.91	1213.92	1209.91	1212.42	26735.0
2011-10-14 06:00:00	ES	Futures	1212.42	1213.42	1211.91	1212.42	14797.0
2011-10-14 06:30:00	ES	Futures	1212.42	1212.92	1211.16	1211.91	8527.0
2011-10-14 07:00:00	ES	Futures	1211.91	1212.16	1209.16	1210.66	24081.0
2011-10-14 07:30:00	ES	Futures	1210.66	1212.92	1209.41	1212.16	22394.0
2011-10-14 08:00:00	ES	Futures	1212.16	1214.42	1211.91	1214.42	22771.0
2011-10-14 08:30:00	ES	Futures	1214.42	1218.18	1214.17	1214.42	63954.0
2011-10-14 09:00:00	ES	Futures	1214.42	1219.19	1214.42	1217.18	56774.0
2011-10-14 09:30:00	ES	Futures	1217.18	1220.94	1216.43	1218.18	250471.0
2011-10-14 10:00:00	ES	Futures	1218.18	1218.68	1212.92	1212.92	205519.0
2011-10-14 10:30:00	ES	Futures	1212.92	1216.18	1212.42	1215.42	174787.0
2011-10-14 11:00:00	ES	Futures	1215.68	1216.68	1210.66	1211.41	133225.0
2011-10-14 11:30:00	ES	Futures	1211.41	1213.92	1210.91	1211.66	86823.0
2011-10-14 12:00:00	ES	Futures	1211.91	1212.92	1210.41	1212.42	72692.0
2011-10-14 12:30:00	ES	Futures	1212.42	1214.42	1211.91	1213.17	49487.0
2011-10-14 13:00:00	ES	Futures	1213.17	1216.43	1212.92	1214.67	59640.0
2011-10-14 13:30:00	ES	Futures	1214.67	1217.68	1213.92	1217.43	63806.0
2011-10-14 14:00:00	ES	Futures	1217.43	1217.68	1215.68	1216.93	44231.0
2011-10-14 14:30:00	ES	Futures	1217.18	1219.44	1214.67	1219.19	62640.0
2011-10-14 15:00:00	ES	Futures	1219.19	1220.44	1217.18	1220.19	83099.0
2011-10-14 15:30:00	ES	Futures	1220.19	1224.45	1217.43	1223.95	333254.0
2011-10-14 16:00:00	ES	Futures	1223.95	1225.2	1222.45	1223.7	125330.0
2011-10-14 00:00:00	NQ	Futures	2685.15	2691.78	2685.15	2689.76	312.0
2011-10-14 00:30:00	NQ	Futures	2689.47	2690.91	2688.03	2688.9	121.0
2011-10-14 01:00:00	NQ	Futures	2688.61	2688.9	2686.59	2688.9	146.0
2011-10-14 01:30:00	NQ	Futures	2688.9	2697.26	2688.9	2696.1	523.0
2011-10-14 02:00:00	NQ	Futures	2696.39	2698.12	2694.09	2696.1	712.0
2011-10-14 02:30:00	NQ	Futures	2696.1	2700.14	2693.22	2695.24	1188.0
2011-10-14 03:00:00	NQ	Futures	2695.24	2695.82	2683.99	2687.45	2238.0
2011-10-14 03:30:00	NQ	Futures	2687.74	2693.22	2680.25	2691.2	2265.0
2011-10-14 04:00:00	NQ	Futures	2691.49	2703.31	2690.63	2701.29	2834.0
2011-10-14 04:30:00	NQ	Futures	2701.58	2705.04	2700.43	2702.45	2269.0
2011-10-14 05:00:00	NQ	Futures	2702.45	2704.75	2699.27	2701.58	1892.0
2011-10-14 05:30:00	NQ	Futures	2701.29	2708.79	2700.72	2704.75	2026.0
2011-10-14 06:00:00	NQ	Futures	2704.75	2706.77	2703.31	2704.46	1365.0
2011-10-14 06:30:00	NQ	Futures	2704.18	2706.19	2702.45	2704.75	1073.0
2011-10-14 07:00:00	NQ	Futures	2704.75	2705.62	2696.68	2699.56	4651.0
2011-10-14 07:30:00	NQ	Futures	2698.99	2702.73	2697.55	2701.87	2326.0
2011-10-14 08:00:00	NQ	Futures	2701.87	2707.64	2701.58	2707.64	3047.0

> showing 50 of 2,201 rows — these rows as CSV

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