PREVIEW / futures_30min / 2011-11-03

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-03.parquet
  size:    81 KB
  rows:    2,731

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
2011-11-03 00:00:00	ES	Futures	1226.71	1226.71	1223.45	1223.95	2046.0
2011-11-03 00:30:00	ES	Futures	1223.95	1224.45	1221.69	1223.2	2388.0
2011-11-03 01:00:00	ES	Futures	1223.2	1225.71	1222.45	1225.2	2019.0
2011-11-03 01:30:00	ES	Futures	1225.2	1225.71	1222.95	1223.45	2348.0
2011-11-03 02:00:00	ES	Futures	1223.45	1223.7	1221.44	1222.45	2494.0
2011-11-03 02:30:00	ES	Futures	1222.7	1222.7	1220.69	1220.69	3173.0
2011-11-03 03:00:00	ES	Futures	1220.69	1221.94	1217.18	1218.18	13960.0
2011-11-03 03:30:00	ES	Futures	1217.93	1220.94	1217.43	1219.69	9468.0
2011-11-03 04:00:00	ES	Futures	1219.44	1227.71	1219.19	1225.71	30355.0
2011-11-03 04:30:00	ES	Futures	1225.71	1229.72	1224.2	1229.47	21303.0
2011-11-03 05:00:00	ES	Futures	1229.47	1236.49	1228.97	1233.48	45196.0
2011-11-03 05:30:00	ES	Futures	1233.23	1241.0	1231.72	1237.74	35033.0
2011-11-03 06:00:00	ES	Futures	1237.49	1247.27	1237.49	1242.76	53989.0
2011-11-03 06:30:00	ES	Futures	1242.76	1244.26	1239.0	1242.0	34883.0
2011-11-03 07:00:00	ES	Futures	1242.0	1244.26	1237.74	1243.51	49548.0
2011-11-03 07:30:00	ES	Futures	1243.51	1245.77	1240.5	1242.51	40049.0
2011-11-03 08:00:00	ES	Futures	1242.51	1249.03	1242.26	1247.77	50192.0
2011-11-03 08:30:00	ES	Futures	1247.52	1258.55	1246.02	1255.55	113311.0
2011-11-03 09:00:00	ES	Futures	1255.55	1256.05	1250.03	1251.03	79850.0
2011-11-03 09:30:00	ES	Futures	1251.03	1252.54	1240.0	1242.0	242001.0
2011-11-03 10:00:00	ES	Futures	1242.26	1244.01	1234.23	1242.0	302414.0
2011-11-03 10:30:00	ES	Futures	1242.26	1249.78	1241.25	1245.26	241185.0
2011-11-03 11:00:00	ES	Futures	1245.26	1251.28	1243.51	1250.28	128627.0
2011-11-03 11:30:00	ES	Futures	1250.28	1251.78	1247.02	1247.77	119829.0
2011-11-03 12:00:00	ES	Futures	1247.52	1251.78	1246.77	1251.03	112477.0
2011-11-03 12:30:00	ES	Futures	1251.28	1254.29	1247.27	1253.54	122448.0
2011-11-03 13:00:00	ES	Futures	1253.54	1256.8	1252.03	1254.29	130481.0
2011-11-03 13:30:00	ES	Futures	1254.29	1260.56	1253.54	1257.05	127847.0
2011-11-03 14:00:00	ES	Futures	1257.05	1260.31	1255.8	1256.55	93821.0
2011-11-03 14:30:00	ES	Futures	1256.3	1258.3	1254.79	1256.8	60949.0
2011-11-03 15:00:00	ES	Futures	1256.8	1261.31	1256.55	1260.56	95595.0
2011-11-03 15:30:00	ES	Futures	1260.56	1263.57	1258.81	1261.06	275891.0
2011-11-03 16:00:00	ES	Futures	1260.81	1261.56	1258.81	1259.56	86328.0
2011-11-03 16:30:00	ES	Futures	1259.56	1261.06	1258.55	1259.06	6598.0
2011-11-03 17:00:00	ES	Futures	1259.06	1261.06	1258.81	1260.31	1990.0
2011-11-03 18:00:00	ES	Futures	1259.81	1260.81	1259.06	1260.56	1528.0
2011-11-03 18:30:00	ES	Futures	1260.31	1260.31	1257.8	1259.31	1198.0
2011-11-03 19:00:00	ES	Futures	1259.31	1260.06	1258.3	1259.06	1087.0
2011-11-03 19:30:00	ES	Futures	1259.31	1260.56	1259.31	1259.81	1568.0
2011-11-03 20:00:00	ES	Futures	1259.56	1260.31	1258.55	1258.55	3457.0
2011-11-03 20:30:00	ES	Futures	1258.55	1259.31	1257.05	1257.05	2640.0
2011-11-03 21:00:00	ES	Futures	1257.3	1257.55	1255.8	1256.05	3864.0
2011-11-03 21:30:00	ES	Futures	1255.8	1257.8	1255.8	1257.55	3723.0
2011-11-03 22:00:00	ES	Futures	1257.55	1257.8	1256.3	1256.3	1712.0
2011-11-03 22:30:00	ES	Futures	1256.3	1257.05	1255.29	1255.8	2357.0
2011-11-03 23:00:00	ES	Futures	1256.05	1256.05	1254.54	1255.29	1560.0
2011-11-03 23:30:00	ES	Futures	1255.55	1256.3	1255.29	1255.8	1463.0
2011-11-03 00:00:00	NQ	Futures	2654.58	2654.87	2649.68	2650.55	171.0
2011-11-03 00:30:00	NQ	Futures	2649.4	2651.13	2646.22	2649.11	183.0
2011-11-03 01:00:00	NQ	Futures	2649.11	2652.57	2647.09	2652.28	219.0

> showing 50 of 2,731 rows — these rows as CSV

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