PREVIEW / futures_30min / 2011-10-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-17.parquet
  size:    81 KB
  rows:    2,679

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
2011-10-17 00:00:00	ES	Futures	1229.72	1230.97	1228.71	1230.22	2947.0
2011-10-17 00:30:00	ES	Futures	1230.47	1230.97	1229.47	1229.97	2156.0
2011-10-17 01:00:00	ES	Futures	1229.97	1231.47	1229.22	1230.22	3195.0
2011-10-17 01:30:00	ES	Futures	1230.22	1230.72	1227.46	1228.21	4165.0
2011-10-17 02:00:00	ES	Futures	1228.21	1229.47	1226.96	1226.96	6272.0
2011-10-17 02:30:00	ES	Futures	1226.96	1229.47	1226.46	1229.22	6108.0
2011-10-17 03:00:00	ES	Futures	1229.22	1232.23	1227.71	1231.72	23675.0
2011-10-17 03:30:00	ES	Futures	1231.72	1233.48	1230.47	1232.73	20301.0
2011-10-17 04:00:00	ES	Futures	1232.48	1234.48	1231.47	1233.48	19290.0
2011-10-17 04:30:00	ES	Futures	1233.23	1233.98	1231.97	1232.73	14593.0
2011-10-17 05:00:00	ES	Futures	1232.98	1233.48	1228.71	1229.22	26138.0
2011-10-17 05:30:00	ES	Futures	1229.22	1229.72	1227.46	1228.21	25808.0
2011-10-17 06:00:00	ES	Futures	1227.96	1229.22	1226.71	1228.21	22760.0
2011-10-17 06:30:00	ES	Futures	1228.21	1228.21	1223.45	1224.45	32763.0
2011-10-17 07:00:00	ES	Futures	1224.45	1224.45	1220.44	1222.45	33389.0
2011-10-17 07:30:00	ES	Futures	1222.19	1223.7	1219.69	1221.69	30051.0
2011-10-17 08:00:00	ES	Futures	1221.44	1223.2	1219.69	1222.19	27179.0
2011-10-17 08:30:00	ES	Futures	1222.19	1222.7	1217.93	1218.68	43154.0
2011-10-17 09:00:00	ES	Futures	1218.93	1219.44	1216.18	1218.18	47859.0
2011-10-17 09:30:00	ES	Futures	1218.18	1218.93	1213.17	1213.92	213661.0
2011-10-17 10:00:00	ES	Futures	1213.92	1214.42	1209.16	1209.16	203959.0
2011-10-17 10:30:00	ES	Futures	1209.16	1211.66	1206.65	1209.91	193255.0
2011-10-17 11:00:00	ES	Futures	1209.91	1211.91	1208.9	1211.66	121145.0
2011-10-17 11:30:00	ES	Futures	1211.91	1212.42	1207.65	1208.15	95053.0
2011-10-17 12:00:00	ES	Futures	1207.9	1208.65	1205.64	1207.9	95218.0
2011-10-17 12:30:00	ES	Futures	1207.9	1208.15	1203.39	1204.14	98477.0
2011-10-17 13:00:00	ES	Futures	1204.39	1207.15	1202.89	1205.39	93416.0
2011-10-17 13:30:00	ES	Futures	1205.64	1205.64	1201.13	1203.89	113557.0
2011-10-17 14:00:00	ES	Futures	1203.89	1204.89	1200.63	1201.63	74561.0
2011-10-17 14:30:00	ES	Futures	1201.88	1202.38	1198.12	1202.13	114407.0
2011-10-17 15:00:00	ES	Futures	1202.13	1205.39	1201.38	1202.64	108239.0
2011-10-17 15:30:00	ES	Futures	1202.64	1205.39	1197.12	1200.13	289326.0
2011-10-17 16:00:00	ES	Futures	1200.13	1203.14	1197.12	1198.12	112042.0
2011-10-17 16:30:00	ES	Futures	1197.62	1197.87	1194.36	1195.61	11685.0
2011-10-17 17:00:00	ES	Futures	1195.87	1195.87	1190.85	1193.36	13863.0
2011-10-17 18:00:00	ES	Futures	1193.86	1195.61	1193.11	1194.86	3786.0
2011-10-17 18:30:00	ES	Futures	1194.86	1196.12	1194.36	1196.12	1379.0
2011-10-17 19:00:00	ES	Futures	1196.12	1197.62	1195.36	1196.37	2764.0
2011-10-17 19:30:00	ES	Futures	1196.37	1197.12	1194.61	1195.36	2432.0
2011-10-17 20:00:00	ES	Futures	1195.36	1197.87	1194.11	1197.62	5187.0
2011-10-17 20:30:00	ES	Futures	1197.62	1197.87	1196.12	1196.87	3155.0
2011-10-17 21:00:00	ES	Futures	1197.12	1199.12	1197.12	1198.12	3619.0
2011-10-17 21:30:00	ES	Futures	1198.12	1199.12	1196.12	1196.37	3714.0
2011-10-17 22:00:00	ES	Futures	1196.37	1198.12	1194.86	1195.36	6247.0
2011-10-17 22:30:00	ES	Futures	1195.36	1196.62	1194.61	1196.12	3260.0
2011-10-17 23:00:00	ES	Futures	1196.12	1196.37	1195.11	1196.12	1745.0
2011-10-17 23:30:00	ES	Futures	1195.87	1200.13	1195.36	1199.63	4685.0
2011-10-17 00:00:00	NQ	Futures	2740.79	2743.39	2739.35	2742.24	195.0
2011-10-17 00:30:00	NQ	Futures	2742.24	2743.96	2741.66	2743.1	261.0
2011-10-17 01:00:00	NQ	Futures	2742.52	2745.12	2740.79	2743.39	260.0

> showing 50 of 2,679 rows — these rows as CSV

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