PREVIEW / futures_30min / 2011-10-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-28.parquet
  size:    66 KB
  rows:    2,240

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
2011-10-28 00:00:00	ES	Futures	1282.13	1283.63	1281.88	1282.13	2003.0
2011-10-28 00:30:00	ES	Futures	1282.13	1282.38	1280.12	1280.37	3780.0
2011-10-28 01:00:00	ES	Futures	1280.62	1281.62	1280.12	1281.62	3232.0
2011-10-28 01:30:00	ES	Futures	1281.88	1282.38	1280.87	1282.38	2536.0
2011-10-28 02:00:00	ES	Futures	1282.63	1283.38	1280.37	1280.87	5353.0
2011-10-28 02:30:00	ES	Futures	1280.87	1281.88	1279.87	1280.12	6240.0
2011-10-28 03:00:00	ES	Futures	1280.12	1281.37	1278.11	1279.37	26306.0
2011-10-28 03:30:00	ES	Futures	1279.12	1283.13	1279.12	1281.37	19309.0
2011-10-28 04:00:00	ES	Futures	1281.62	1286.14	1281.12	1283.63	23385.0
2011-10-28 04:30:00	ES	Futures	1283.63	1285.14	1282.38	1283.63	12245.0
2011-10-28 05:00:00	ES	Futures	1283.63	1284.13	1280.12	1280.87	17523.0
2011-10-28 05:30:00	ES	Futures	1280.62	1283.63	1279.87	1283.13	15543.0
2011-10-28 06:00:00	ES	Futures	1283.13	1283.13	1278.36	1278.36	19862.0
2011-10-28 06:30:00	ES	Futures	1278.62	1280.12	1277.36	1279.87	16359.0
2011-10-28 07:00:00	ES	Futures	1279.87	1282.13	1278.11	1278.87	19914.0
2011-10-28 07:30:00	ES	Futures	1278.62	1279.87	1277.61	1279.12	26854.0
2011-10-28 08:00:00	ES	Futures	1279.12	1281.12	1278.62	1280.62	15336.0
2011-10-28 08:30:00	ES	Futures	1280.62	1280.87	1277.86	1279.37	26786.0
2011-10-28 09:00:00	ES	Futures	1279.37	1280.12	1277.11	1278.87	32787.0
2011-10-28 09:30:00	ES	Futures	1278.87	1283.13	1276.61	1280.62	258383.0
2011-10-28 10:00:00	ES	Futures	1280.37	1282.13	1276.86	1280.37	166353.0
2011-10-28 10:30:00	ES	Futures	1280.37	1284.38	1279.62	1283.38	134659.0
2011-10-28 11:00:00	ES	Futures	1283.63	1285.89	1283.13	1284.13	135989.0
2011-10-28 11:30:00	ES	Futures	1284.13	1286.14	1279.62	1279.62	142413.0
2011-10-28 12:00:00	ES	Futures	1279.62	1282.13	1278.36	1279.37	81399.0
2011-10-28 12:30:00	ES	Futures	1279.12	1282.63	1278.62	1282.13	64045.0
2011-10-28 13:00:00	ES	Futures	1282.13	1285.39	1281.12	1284.38	73344.0
2011-10-28 13:30:00	ES	Futures	1284.13	1284.63	1281.62	1283.13	56975.0
2011-10-28 14:00:00	ES	Futures	1283.13	1284.13	1280.12	1281.37	53389.0
2011-10-28 14:30:00	ES	Futures	1281.12	1283.38	1280.87	1281.88	57259.0
2011-10-28 15:00:00	ES	Futures	1282.13	1285.14	1281.12	1283.13	71948.0
2011-10-28 15:30:00	ES	Futures	1282.88	1287.39	1281.12	1284.63	187027.0
2011-10-28 16:00:00	ES	Futures	1284.88	1287.39	1284.63	1286.14	76405.0
2011-10-28 00:00:00	NQ	Futures	2756.36	2758.96	2756.07	2756.65	83.0
2011-10-28 00:30:00	NQ	Futures	2756.07	2756.65	2750.88	2751.75	336.0
2011-10-28 01:00:00	NQ	Futures	2752.04	2754.34	2751.46	2754.06	137.0
2011-10-28 01:30:00	NQ	Futures	2754.63	2755.79	2752.9	2755.5	119.0
2011-10-28 02:00:00	NQ	Futures	2756.36	2758.09	2753.19	2753.77	325.0
2011-10-28 02:30:00	NQ	Futures	2754.06	2755.21	2752.04	2752.04	307.0
2011-10-28 03:00:00	NQ	Futures	2752.04	2754.63	2748.0	2750.31	1925.0
2011-10-28 03:30:00	NQ	Futures	2750.31	2754.06	2747.42	2750.31	2825.0
2011-10-28 04:00:00	NQ	Futures	2750.6	2759.82	2749.44	2755.5	1228.0
2011-10-28 04:30:00	NQ	Futures	2755.5	2758.38	2752.61	2755.21	898.0
2011-10-28 05:00:00	NQ	Futures	2754.92	2756.07	2748.58	2749.44	953.0
2011-10-28 05:30:00	NQ	Futures	2748.87	2754.92	2747.71	2754.06	897.0
2011-10-28 06:00:00	NQ	Futures	2754.34	2754.34	2745.69	2746.27	1776.0
2011-10-28 06:30:00	NQ	Futures	2746.56	2749.15	2743.68	2748.29	1317.0
2011-10-28 07:00:00	NQ	Futures	2748.0	2752.61	2744.54	2745.69	1749.0
2011-10-28 07:30:00	NQ	Futures	2745.41	2748.0	2743.1	2746.56	2690.0
2011-10-28 08:00:00	NQ	Futures	2746.56	2750.6	2745.12	2748.87	1728.0

> showing 50 of 2,240 rows — these rows as CSV

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