PREVIEW / futures_30min / 2011-11-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-01.parquet
  size:    85 KB
  rows:    2,802

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
2011-11-01 00:00:00	ES	Futures	1245.26	1245.77	1244.26	1244.51	1276.0
2011-11-01 00:30:00	ES	Futures	1244.51	1245.26	1243.26	1243.51	1727.0
2011-11-01 01:00:00	ES	Futures	1243.51	1244.26	1241.5	1243.51	3582.0
2011-11-01 01:30:00	ES	Futures	1243.51	1244.26	1241.5	1243.01	3311.0
2011-11-01 02:00:00	ES	Futures	1242.76	1243.26	1241.0	1242.76	3480.0
2011-11-01 02:30:00	ES	Futures	1242.76	1243.51	1240.0	1240.25	5677.0
2011-11-01 03:00:00	ES	Futures	1240.25	1240.75	1233.73	1235.48	29174.0
2011-11-01 03:30:00	ES	Futures	1235.48	1239.75	1234.73	1237.74	11384.0
2011-11-01 04:00:00	ES	Futures	1237.49	1238.24	1229.72	1230.97	38634.0
2011-11-01 04:30:00	ES	Futures	1230.72	1234.73	1229.72	1232.23	29886.0
2011-11-01 05:00:00	ES	Futures	1232.23	1236.99	1231.97	1233.98	25671.0
2011-11-01 05:30:00	ES	Futures	1233.98	1236.49	1231.97	1232.23	20603.0
2011-11-01 06:00:00	ES	Futures	1232.23	1232.73	1228.97	1229.22	30211.0
2011-11-01 06:30:00	ES	Futures	1229.22	1230.22	1226.21	1227.21	31234.0
2011-11-01 07:00:00	ES	Futures	1227.21	1231.47	1226.96	1230.72	31067.0
2011-11-01 07:30:00	ES	Futures	1230.72	1230.72	1216.18	1223.7	80696.0
2011-11-01 08:00:00	ES	Futures	1223.95	1226.71	1221.19	1222.45	53110.0
2011-11-01 08:30:00	ES	Futures	1222.45	1223.7	1212.16	1216.18	108206.0
2011-11-01 09:00:00	ES	Futures	1216.18	1218.43	1212.42	1218.43	78875.0
2011-11-01 09:30:00	ES	Futures	1218.43	1224.7	1213.17	1224.45	354305.0
2011-11-01 10:00:00	ES	Futures	1224.45	1230.97	1218.43	1229.47	300064.0
2011-11-01 10:30:00	ES	Futures	1229.72	1232.48	1225.96	1226.21	217711.0
2011-11-01 11:00:00	ES	Futures	1226.46	1229.47	1223.95	1225.71	150326.0
2011-11-01 11:30:00	ES	Futures	1225.96	1226.46	1216.43	1217.43	217342.0
2011-11-01 12:00:00	ES	Futures	1217.43	1222.19	1214.42	1218.93	171956.0
2011-11-01 12:30:00	ES	Futures	1218.93	1223.2	1215.68	1215.93	152438.0
2011-11-01 13:00:00	ES	Futures	1215.93	1225.45	1214.17	1223.95	191457.0
2011-11-01 13:30:00	ES	Futures	1223.7	1231.47	1221.94	1224.45	269840.0
2011-11-01 14:00:00	ES	Futures	1224.45	1233.23	1222.45	1231.22	151531.0
2011-11-01 14:30:00	ES	Futures	1231.22	1232.98	1224.2	1225.71	141125.0
2011-11-01 15:00:00	ES	Futures	1225.71	1226.71	1219.69	1223.2	163456.0
2011-11-01 15:30:00	ES	Futures	1223.2	1228.97	1214.92	1217.93	380556.0
2011-11-01 16:00:00	ES	Futures	1218.18	1228.71	1217.68	1227.71	126281.0
2011-11-01 16:30:00	ES	Futures	1227.21	1228.46	1226.21	1227.71	7069.0
2011-11-01 17:00:00	ES	Futures	1227.71	1229.97	1226.71	1229.47	3273.0
2011-11-01 18:00:00	ES	Futures	1229.22	1229.47	1227.21	1227.46	3915.0
2011-11-01 18:30:00	ES	Futures	1227.46	1227.71	1223.95	1224.2	4662.0
2011-11-01 19:00:00	ES	Futures	1224.2	1224.45	1220.19	1222.45	9040.0
2011-11-01 19:30:00	ES	Futures	1222.45	1224.95	1221.44	1222.95	4492.0
2011-11-01 20:00:00	ES	Futures	1222.7	1224.45	1222.19	1223.2	4858.0
2011-11-01 20:30:00	ES	Futures	1222.95	1225.45	1222.19	1225.2	4624.0
2011-11-01 21:00:00	ES	Futures	1225.2	1227.46	1224.2	1226.46	6634.0
2011-11-01 21:30:00	ES	Futures	1226.46	1230.47	1225.71	1228.97	6689.0
2011-11-01 22:00:00	ES	Futures	1229.22	1229.22	1227.71	1227.96	3381.0
2011-11-01 22:30:00	ES	Futures	1227.96	1229.47	1226.96	1227.46	3239.0
2011-11-01 23:00:00	ES	Futures	1227.71	1231.22	1226.96	1230.72	2607.0
2011-11-01 23:30:00	ES	Futures	1230.72	1231.22	1229.47	1229.97	2337.0
2011-11-01 00:00:00	NQ	Futures	2705.33	2706.77	2703.31	2703.31	112.0
2011-11-01 00:30:00	NQ	Futures	2703.31	2704.18	2700.43	2700.43	151.0
2011-11-01 01:00:00	NQ	Futures	2700.43	2702.45	2696.97	2700.14	345.0

> showing 50 of 2,802 rows — these rows as CSV

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