PREVIEW / futures_30min / 2011-10-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-25.parquet
  size:    80 KB
  rows:    2,748

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
2011-10-25 00:00:00	ES	Futures	1247.27	1249.03	1247.02	1248.27	1815.0
2011-10-25 00:30:00	ES	Futures	1248.02	1248.78	1247.27	1248.52	1915.0
2011-10-25 01:00:00	ES	Futures	1248.52	1249.03	1247.02	1247.02	2355.0
2011-10-25 01:30:00	ES	Futures	1247.02	1247.77	1245.77	1246.52	4511.0
2011-10-25 02:00:00	ES	Futures	1246.27	1248.78	1246.27	1248.52	3765.0
2011-10-25 02:30:00	ES	Futures	1248.27	1249.03	1246.27	1246.77	5291.0
2011-10-25 03:00:00	ES	Futures	1246.52	1250.78	1246.27	1248.78	19554.0
2011-10-25 03:30:00	ES	Futures	1248.78	1253.54	1247.77	1252.29	20429.0
2011-10-25 04:00:00	ES	Futures	1252.29	1252.79	1249.28	1249.53	12969.0
2011-10-25 04:30:00	ES	Futures	1249.78	1252.29	1249.03	1251.03	6732.0
2011-10-25 05:00:00	ES	Futures	1250.78	1253.79	1249.53	1252.79	11368.0
2011-10-25 05:30:00	ES	Futures	1252.54	1253.04	1251.28	1252.03	6259.0
2011-10-25 06:00:00	ES	Futures	1251.78	1254.54	1250.53	1253.29	12170.0
2011-10-25 06:30:00	ES	Futures	1253.04	1258.05	1253.04	1256.3	22092.0
2011-10-25 07:00:00	ES	Futures	1256.3	1258.3	1256.05	1256.55	14528.0
2011-10-25 07:30:00	ES	Futures	1256.3	1256.55	1254.54	1255.55	18773.0
2011-10-25 08:00:00	ES	Futures	1255.55	1256.3	1249.78	1250.03	41874.0
2011-10-25 08:30:00	ES	Futures	1250.03	1251.03	1245.77	1247.02	42815.0
2011-10-25 09:00:00	ES	Futures	1246.77	1249.28	1244.01	1247.27	69799.0
2011-10-25 09:30:00	ES	Futures	1247.02	1247.77	1231.22	1238.74	475220.0
2011-10-25 10:00:00	ES	Futures	1238.74	1243.51	1234.23	1242.51	275663.0
2011-10-25 10:30:00	ES	Futures	1242.51	1245.52	1239.0	1240.0	209587.0
2011-10-25 11:00:00	ES	Futures	1240.0	1241.25	1234.98	1237.24	156934.0
2011-10-25 11:30:00	ES	Futures	1237.24	1240.0	1235.74	1238.24	101288.0
2011-10-25 12:00:00	ES	Futures	1238.49	1244.76	1237.24	1243.76	96110.0
2011-10-25 12:30:00	ES	Futures	1243.76	1244.51	1238.74	1239.25	78438.0
2011-10-25 13:00:00	ES	Futures	1239.0	1243.26	1239.0	1240.75	70000.0
2011-10-25 13:30:00	ES	Futures	1240.5	1241.5	1237.74	1240.0	80902.0
2011-10-25 14:00:00	ES	Futures	1240.25	1240.25	1234.73	1235.48	117733.0
2011-10-25 14:30:00	ES	Futures	1235.48	1238.49	1233.98	1237.99	94925.0
2011-10-25 15:00:00	ES	Futures	1238.24	1240.5	1231.97	1233.48	108702.0
2011-10-25 15:30:00	ES	Futures	1233.48	1235.74	1225.96	1228.97	282107.0
2011-10-25 16:00:00	ES	Futures	1228.71	1231.22	1226.21	1229.22	118445.0
2011-10-25 16:30:00	ES	Futures	1228.71	1229.47	1227.21	1228.71	6591.0
2011-10-25 17:00:00	ES	Futures	1228.46	1229.47	1227.96	1229.47	2446.0
2011-10-25 18:00:00	ES	Futures	1229.47	1229.97	1227.96	1229.72	2297.0
2011-10-25 18:30:00	ES	Futures	1229.47	1229.72	1227.71	1227.96	873.0
2011-10-25 19:00:00	ES	Futures	1228.21	1228.46	1226.71	1228.21	2745.0
2011-10-25 19:30:00	ES	Futures	1228.21	1228.71	1227.71	1228.21	1562.0
2011-10-25 20:00:00	ES	Futures	1227.96	1230.47	1227.46	1229.97	4170.0
2011-10-25 20:30:00	ES	Futures	1229.72	1230.72	1228.46	1230.72	4278.0
2011-10-25 21:00:00	ES	Futures	1230.72	1231.47	1229.97	1230.22	3131.0
2011-10-25 21:30:00	ES	Futures	1230.22	1231.47	1229.97	1231.47	2691.0
2011-10-25 22:00:00	ES	Futures	1231.22	1232.98	1230.72	1232.73	3856.0
2011-10-25 22:30:00	ES	Futures	1232.73	1233.23	1232.23	1232.48	2936.0
2011-10-25 23:00:00	ES	Futures	1232.23	1232.73	1231.97	1232.23	1330.0
2011-10-25 23:30:00	ES	Futures	1232.23	1234.23	1231.97	1234.23	3741.0
2011-10-25 00:00:00	NQ	Futures	2731.28	2734.16	2730.41	2733.01	120.0
2011-10-25 00:30:00	NQ	Futures	2732.72	2734.16	2731.57	2733.01	145.0
2011-10-25 01:00:00	NQ	Futures	2733.3	2733.87	2730.41	2730.99	114.0

> showing 50 of 2,748 rows — these rows as CSV

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