PREVIEW / futures_30min / 2011-11-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-02.parquet
  size:    79 KB
  rows:    2,746

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
2011-11-02 00:00:00	ES	Futures	1229.97	1231.72	1229.47	1231.47	2190.0
2011-11-02 00:30:00	ES	Futures	1231.72	1232.23	1230.47	1230.72	1966.0
2011-11-02 01:00:00	ES	Futures	1230.72	1231.97	1229.72	1231.22	2911.0
2011-11-02 01:30:00	ES	Futures	1231.22	1233.23	1230.72	1232.98	2987.0
2011-11-02 02:00:00	ES	Futures	1232.98	1239.0	1232.48	1237.99	11581.0
2011-11-02 02:30:00	ES	Futures	1238.24	1239.25	1236.49	1238.24	6734.0
2011-11-02 03:00:00	ES	Futures	1238.24	1240.5	1236.49	1236.74	10780.0
2011-11-02 03:30:00	ES	Futures	1236.49	1238.49	1234.23	1237.49	10083.0
2011-11-02 04:00:00	ES	Futures	1237.49	1241.25	1234.48	1237.24	32454.0
2011-11-02 04:30:00	ES	Futures	1237.24	1240.5	1235.99	1237.49	18552.0
2011-11-02 05:00:00	ES	Futures	1237.49	1239.5	1232.48	1233.23	21254.0
2011-11-02 05:30:00	ES	Futures	1232.98	1234.23	1224.45	1226.21	34689.0
2011-11-02 06:00:00	ES	Futures	1226.46	1230.97	1225.71	1230.47	21290.0
2011-11-02 06:30:00	ES	Futures	1230.47	1232.48	1229.22	1230.47	15157.0
2011-11-02 07:00:00	ES	Futures	1230.47	1233.73	1228.71	1232.98	17323.0
2011-11-02 07:30:00	ES	Futures	1233.23	1234.48	1231.22	1232.23	17892.0
2011-11-02 08:00:00	ES	Futures	1232.23	1236.99	1231.97	1234.98	31158.0
2011-11-02 08:30:00	ES	Futures	1234.73	1234.98	1232.23	1234.23	16907.0
2011-11-02 09:00:00	ES	Futures	1234.48	1237.99	1234.23	1236.24	35213.0
2011-11-02 09:30:00	ES	Futures	1236.49	1238.49	1231.97	1233.48	178715.0
2011-11-02 10:00:00	ES	Futures	1233.73	1236.24	1230.97	1235.99	139838.0
2011-11-02 10:30:00	ES	Futures	1235.99	1242.51	1232.98	1240.5	174452.0
2011-11-02 11:00:00	ES	Futures	1240.75	1242.51	1239.5	1240.25	119778.0
2011-11-02 11:30:00	ES	Futures	1240.5	1240.75	1238.24	1239.0	100793.0
2011-11-02 12:00:00	ES	Futures	1239.0	1239.75	1235.99	1237.99	97313.0
2011-11-02 12:30:00	ES	Futures	1238.24	1240.75	1232.23	1232.73	168616.0
2011-11-02 13:00:00	ES	Futures	1232.98	1233.23	1225.96	1228.71	170725.0
2011-11-02 13:30:00	ES	Futures	1228.97	1232.98	1228.21	1228.97	63998.0
2011-11-02 14:00:00	ES	Futures	1228.97	1231.97	1225.96	1229.47	131310.0
2011-11-02 14:30:00	ES	Futures	1229.72	1236.49	1228.21	1235.23	103380.0
2011-11-02 15:00:00	ES	Futures	1235.23	1240.5	1232.48	1237.74	126171.0
2011-11-02 15:30:00	ES	Futures	1237.99	1239.5	1233.48	1237.99	220723.0
2011-11-02 16:00:00	ES	Futures	1237.99	1239.0	1236.99	1238.24	64090.0
2011-11-02 16:30:00	ES	Futures	1237.99	1239.5	1237.99	1238.74	5686.0
2011-11-02 17:00:00	ES	Futures	1238.74	1241.25	1238.74	1240.5	2804.0
2011-11-02 18:00:00	ES	Futures	1240.5	1241.75	1238.24	1238.49	5700.0
2011-11-02 18:30:00	ES	Futures	1238.49	1239.5	1233.48	1234.98	9284.0
2011-11-02 19:00:00	ES	Futures	1235.23	1236.49	1232.23	1233.98	5534.0
2011-11-02 19:30:00	ES	Futures	1233.73	1234.48	1229.97	1230.47	8032.0
2011-11-02 20:00:00	ES	Futures	1230.47	1230.72	1226.71	1228.71	9292.0
2011-11-02 20:30:00	ES	Futures	1228.46	1230.72	1227.96	1228.46	4211.0
2011-11-02 21:00:00	ES	Futures	1228.71	1228.97	1223.7	1225.2	9633.0
2011-11-02 21:30:00	ES	Futures	1225.2	1226.46	1221.19	1222.19	8556.0
2011-11-02 22:00:00	ES	Futures	1222.19	1225.2	1221.69	1221.94	5048.0
2011-11-02 22:30:00	ES	Futures	1221.94	1223.7	1220.44	1222.95	8293.0
2011-11-02 23:00:00	ES	Futures	1222.95	1223.45	1221.19	1223.2	3502.0
2011-11-02 23:30:00	ES	Futures	1223.2	1226.71	1222.95	1226.71	3921.0
2011-11-02 00:00:00	NQ	Futures	2664.68	2668.42	2663.81	2667.56	116.0
2011-11-02 00:30:00	NQ	Futures	2668.42	2668.42	2665.25	2665.25	146.0
2011-11-02 01:00:00	NQ	Futures	2665.25	2668.42	2664.1	2666.41	113.0

> showing 50 of 2,746 rows — these rows as CSV

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