PREVIEW / futures_30min / 2011-10-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-27.parquet
  size:    85 KB
  rows:    2,828

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
2011-10-27 00:00:00	ES	Futures	1257.55	1259.56	1256.8	1257.3	6458.0
2011-10-27 00:30:00	ES	Futures	1257.3	1258.3	1255.8	1256.8	3499.0
2011-10-27 01:00:00	ES	Futures	1256.8	1261.06	1256.55	1260.81	6925.0
2011-10-27 01:30:00	ES	Futures	1261.06	1261.31	1259.56	1260.06	5261.0
2011-10-27 02:00:00	ES	Futures	1260.06	1261.81	1258.81	1259.06	14404.0
2011-10-27 02:30:00	ES	Futures	1259.06	1263.57	1259.06	1263.07	16417.0
2011-10-27 03:00:00	ES	Futures	1263.07	1263.32	1256.8	1258.81	36562.0
2011-10-27 03:30:00	ES	Futures	1258.81	1263.07	1257.8	1261.06	23752.0
2011-10-27 04:00:00	ES	Futures	1260.81	1263.57	1260.31	1263.07	19818.0
2011-10-27 04:30:00	ES	Futures	1263.07	1263.57	1259.56	1259.81	15251.0
2011-10-27 05:00:00	ES	Futures	1259.81	1262.82	1259.56	1262.57	16507.0
2011-10-27 05:30:00	ES	Futures	1262.57	1267.08	1261.31	1265.58	28638.0
2011-10-27 06:00:00	ES	Futures	1265.33	1266.08	1264.32	1265.58	14636.0
2011-10-27 06:30:00	ES	Futures	1265.58	1267.83	1265.07	1267.58	21783.0
2011-10-27 07:00:00	ES	Futures	1267.58	1267.83	1266.08	1267.33	21179.0
2011-10-27 07:30:00	ES	Futures	1267.33	1270.84	1266.33	1269.59	37335.0
2011-10-27 08:00:00	ES	Futures	1269.59	1273.1	1269.34	1272.1	47276.0
2011-10-27 08:30:00	ES	Futures	1271.84	1273.35	1269.59	1271.59	62672.0
2011-10-27 09:00:00	ES	Futures	1271.59	1277.11	1271.59	1274.85	95326.0
2011-10-27 09:30:00	ES	Futures	1274.85	1276.36	1269.59	1269.84	304245.0
2011-10-27 10:00:00	ES	Futures	1269.59	1270.84	1265.07	1266.08	211478.0
2011-10-27 10:30:00	ES	Futures	1266.08	1270.59	1264.57	1269.84	197805.0
2011-10-27 11:00:00	ES	Futures	1270.09	1272.1	1268.84	1270.59	154148.0
2011-10-27 11:30:00	ES	Futures	1270.59	1275.61	1269.59	1275.36	158057.0
2011-10-27 12:00:00	ES	Futures	1275.36	1279.62	1275.36	1277.11	210919.0
2011-10-27 12:30:00	ES	Futures	1277.36	1279.37	1276.11	1276.61	87885.0
2011-10-27 13:00:00	ES	Futures	1276.61	1281.88	1276.61	1280.87	119367.0
2011-10-27 13:30:00	ES	Futures	1280.87	1284.88	1280.12	1284.38	117120.0
2011-10-27 14:00:00	ES	Futures	1284.63	1286.64	1282.13	1285.64	164489.0
2011-10-27 14:30:00	ES	Futures	1285.64	1288.14	1284.38	1285.89	135346.0
2011-10-27 15:00:00	ES	Futures	1285.64	1293.16	1285.14	1289.9	251607.0
2011-10-27 15:30:00	ES	Futures	1289.65	1291.15	1278.36	1284.63	453468.0
2011-10-27 16:00:00	ES	Futures	1284.88	1287.39	1284.13	1287.14	107890.0
2011-10-27 16:30:00	ES	Futures	1286.14	1286.89	1285.14	1286.14	8077.0
2011-10-27 17:00:00	ES	Futures	1286.14	1286.89	1285.64	1286.64	3564.0
2011-10-27 18:00:00	ES	Futures	1286.14	1286.39	1285.14	1285.89	3658.0
2011-10-27 18:30:00	ES	Futures	1286.14	1286.39	1284.88	1285.64	1558.0
2011-10-27 19:00:00	ES	Futures	1285.64	1286.39	1285.39	1286.14	1245.0
2011-10-27 19:30:00	ES	Futures	1286.14	1288.14	1285.89	1287.39	3088.0
2011-10-27 20:00:00	ES	Futures	1287.39	1288.14	1285.39	1285.89	4683.0
2011-10-27 20:30:00	ES	Futures	1285.89	1286.64	1285.64	1285.89	3930.0
2011-10-27 21:00:00	ES	Futures	1285.89	1285.89	1283.38	1283.63	6324.0
2011-10-27 21:30:00	ES	Futures	1283.63	1285.14	1283.38	1283.38	2490.0
2011-10-27 22:00:00	ES	Futures	1283.38	1284.13	1282.63	1283.13	3789.0
2011-10-27 22:30:00	ES	Futures	1282.88	1283.13	1281.62	1282.13	4811.0
2011-10-27 23:00:00	ES	Futures	1281.88	1282.38	1281.37	1281.62	3898.0
2011-10-27 23:30:00	ES	Futures	1281.62	1282.63	1281.12	1282.38	4169.0
2011-10-27 00:00:00	NQ	Futures	2718.88	2721.76	2716.57	2717.44	400.0
2011-10-27 00:30:00	NQ	Futures	2716.86	2719.75	2714.84	2716.29	218.0
2011-10-27 01:00:00	NQ	Futures	2716.29	2725.51	2716.29	2725.51	340.0

> showing 50 of 2,828 rows — these rows as CSV

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