PREVIEW / futures_30min / 2011-10-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-20.parquet
  size:    81 KB
  rows:    2,753

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
2011-10-20 00:00:00	ES	Futures	1210.16	1210.16	1208.4	1208.65	2743.0
2011-10-20 00:30:00	ES	Futures	1208.4	1208.65	1207.15	1208.15	3437.0
2011-10-20 01:00:00	ES	Futures	1207.9	1208.9	1205.9	1206.65	3786.0
2011-10-20 01:30:00	ES	Futures	1206.4	1206.9	1205.39	1205.39	5082.0
2011-10-20 02:00:00	ES	Futures	1205.39	1207.65	1204.64	1207.15	7866.0
2011-10-20 02:30:00	ES	Futures	1206.9	1209.16	1206.65	1207.65	6712.0
2011-10-20 03:00:00	ES	Futures	1207.65	1209.41	1205.14	1206.15	26334.0
2011-10-20 03:30:00	ES	Futures	1205.9	1210.91	1205.64	1209.41	18625.0
2011-10-20 04:00:00	ES	Futures	1209.66	1213.42	1208.4	1212.67	22746.0
2011-10-20 04:30:00	ES	Futures	1212.92	1213.92	1209.66	1210.16	15040.0
2011-10-20 05:00:00	ES	Futures	1209.91	1218.18	1208.15	1216.93	24911.0
2011-10-20 05:30:00	ES	Futures	1216.93	1219.94	1214.17	1215.17	33303.0
2011-10-20 06:00:00	ES	Futures	1215.17	1217.68	1214.67	1216.68	12618.0
2011-10-20 06:30:00	ES	Futures	1216.43	1219.44	1215.17	1217.18	19855.0
2011-10-20 07:00:00	ES	Futures	1216.93	1217.18	1211.66	1212.92	27067.0
2011-10-20 07:30:00	ES	Futures	1212.92	1216.68	1212.92	1215.93	15843.0
2011-10-20 08:00:00	ES	Futures	1215.68	1217.93	1215.17	1216.93	24627.0
2011-10-20 08:30:00	ES	Futures	1216.93	1218.18	1214.17	1215.93	31333.0
2011-10-20 09:00:00	ES	Futures	1215.93	1217.43	1208.65	1212.16	96176.0
2011-10-20 09:30:00	ES	Futures	1212.42	1213.42	1206.65	1208.65	242381.0
2011-10-20 10:00:00	ES	Futures	1208.4	1216.18	1208.15	1210.91	275514.0
2011-10-20 10:30:00	ES	Futures	1210.91	1213.67	1204.39	1204.64	224035.0
2011-10-20 11:00:00	ES	Futures	1204.64	1204.64	1200.13	1203.89	230591.0
2011-10-20 11:30:00	ES	Futures	1203.89	1206.4	1198.87	1200.63	171930.0
2011-10-20 12:00:00	ES	Futures	1200.88	1201.38	1196.12	1199.63	144447.0
2011-10-20 12:30:00	ES	Futures	1199.63	1206.15	1199.12	1205.14	116803.0
2011-10-20 13:00:00	ES	Futures	1205.14	1215.42	1204.14	1212.16	220488.0
2011-10-20 13:30:00	ES	Futures	1211.91	1214.42	1207.9	1210.16	197971.0
2011-10-20 14:00:00	ES	Futures	1209.91	1212.42	1206.9	1210.16	109541.0
2011-10-20 14:30:00	ES	Futures	1210.41	1219.19	1209.41	1216.93	149948.0
2011-10-20 15:00:00	ES	Futures	1216.93	1217.68	1210.16	1211.66	115846.0
2011-10-20 15:30:00	ES	Futures	1211.41	1216.93	1210.41	1214.17	176436.0
2011-10-20 16:00:00	ES	Futures	1214.17	1215.17	1211.91	1212.67	72977.0
2011-10-20 16:30:00	ES	Futures	1212.42	1214.17	1211.66	1213.67	4985.0
2011-10-20 17:00:00	ES	Futures	1213.42	1213.92	1212.67	1212.67	1749.0
2011-10-20 18:00:00	ES	Futures	1212.92	1213.92	1212.92	1213.42	1162.0
2011-10-20 18:30:00	ES	Futures	1213.67	1214.42	1213.42	1213.42	987.0
2011-10-20 19:00:00	ES	Futures	1213.42	1214.17	1212.92	1212.92	1482.0
2011-10-20 19:30:00	ES	Futures	1213.17	1214.17	1212.92	1214.17	1338.0
2011-10-20 20:00:00	ES	Futures	1213.92	1216.68	1213.67	1214.67	5467.0
2011-10-20 20:30:00	ES	Futures	1214.67	1215.42	1213.67	1214.92	3144.0
2011-10-20 21:00:00	ES	Futures	1214.92	1216.93	1214.92	1216.43	3539.0
2011-10-20 21:30:00	ES	Futures	1216.43	1217.93	1216.18	1216.93	4456.0
2011-10-20 22:00:00	ES	Futures	1216.68	1218.43	1216.43	1218.43	2940.0
2011-10-20 22:30:00	ES	Futures	1218.43	1218.93	1217.43	1217.68	3595.0
2011-10-20 23:00:00	ES	Futures	1217.68	1218.43	1217.18	1217.68	3553.0
2011-10-20 23:30:00	ES	Futures	1217.68	1217.93	1214.92	1215.17	3130.0
2011-10-20 00:00:00	NQ	Futures	2671.6	2672.17	2669.29	2669.29	142.0
2011-10-20 00:30:00	NQ	Futures	2669.0	2669.29	2666.41	2668.42	279.0
2011-10-20 01:00:00	NQ	Futures	2668.14	2669.87	2664.39	2665.25	294.0

> showing 50 of 2,753 rows — these rows as CSV

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