PREVIEW / futures_30min / 2011-11-04

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-04.parquet
  size:    65 KB
  rows:    2,186

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
2011-11-04 00:00:00	ES	Futures	1256.05	1258.55	1255.8	1258.05	2140.0
2011-11-04 00:30:00	ES	Futures	1258.05	1258.81	1257.55	1258.05	890.0
2011-11-04 01:00:00	ES	Futures	1258.05	1259.06	1257.55	1258.05	1464.0
2011-11-04 01:30:00	ES	Futures	1258.05	1259.56	1257.8	1258.3	1528.0
2011-11-04 02:00:00	ES	Futures	1258.55	1260.06	1258.55	1259.81	1881.0
2011-11-04 02:30:00	ES	Futures	1259.81	1260.81	1259.31	1260.31	1980.0
2011-11-04 03:00:00	ES	Futures	1260.31	1262.32	1259.81	1260.56	4117.0
2011-11-04 03:30:00	ES	Futures	1260.56	1260.81	1258.05	1259.31	4473.0
2011-11-04 04:00:00	ES	Futures	1259.31	1260.31	1256.05	1256.8	23139.0
2011-11-04 04:30:00	ES	Futures	1256.8	1259.06	1254.79	1256.3	19496.0
2011-11-04 05:00:00	ES	Futures	1256.55	1258.81	1254.29	1258.3	14684.0
2011-11-04 05:30:00	ES	Futures	1258.3	1260.81	1258.05	1260.06	12585.0
2011-11-04 06:00:00	ES	Futures	1260.31	1261.31	1258.81	1259.56	9905.0
2011-11-04 06:30:00	ES	Futures	1259.56	1261.31	1258.55	1260.31	8926.0
2011-11-04 07:00:00	ES	Futures	1260.06	1260.06	1256.3	1257.55	15378.0
2011-11-04 07:30:00	ES	Futures	1257.55	1260.06	1254.79	1254.79	22746.0
2011-11-04 08:00:00	ES	Futures	1254.79	1261.81	1250.28	1258.3	50009.0
2011-11-04 08:30:00	ES	Futures	1258.3	1262.57	1248.52	1252.29	125204.0
2011-11-04 09:00:00	ES	Futures	1252.54	1253.54	1247.77	1250.53	74201.0
2011-11-04 09:30:00	ES	Futures	1250.53	1253.54	1246.27	1247.27	219532.0
2011-11-04 10:00:00	ES	Futures	1247.27	1248.52	1241.5	1242.76	223425.0
2011-11-04 10:30:00	ES	Futures	1242.51	1243.26	1238.24	1242.76	193657.0
2011-11-04 11:00:00	ES	Futures	1243.01	1244.76	1239.25	1242.76	176238.0
2011-11-04 11:30:00	ES	Futures	1242.76	1245.26	1241.0	1245.01	113184.0
2011-11-04 12:00:00	ES	Futures	1244.76	1247.27	1244.26	1246.77	91327.0
2011-11-04 12:30:00	ES	Futures	1246.77	1247.02	1242.51	1245.52	80296.0
2011-11-04 13:00:00	ES	Futures	1245.52	1251.03	1244.76	1250.53	106371.0
2011-11-04 13:30:00	ES	Futures	1250.53	1255.29	1249.28	1252.79	104170.0
2011-11-04 14:00:00	ES	Futures	1252.54	1254.79	1251.53	1254.04	56903.0
2011-11-04 14:30:00	ES	Futures	1253.79	1255.04	1250.53	1252.29	59451.0
2011-11-04 15:00:00	ES	Futures	1252.54	1252.54	1247.27	1249.78	76551.0
2011-11-04 15:30:00	ES	Futures	1249.78	1254.54	1249.03	1253.29	222777.0
2011-11-04 16:00:00	ES	Futures	1253.29	1257.05	1251.78	1254.54	87927.0
2011-11-04 00:00:00	NQ	Futures	2719.46	2723.49	2718.88	2723.49	235.0
2011-11-04 00:30:00	NQ	Futures	2723.21	2723.78	2722.63	2722.92	79.0
2011-11-04 01:00:00	NQ	Futures	2722.92	2723.49	2720.9	2722.34	136.0
2011-11-04 01:30:00	NQ	Futures	2722.34	2725.22	2721.76	2722.92	157.0
2011-11-04 02:00:00	NQ	Futures	2722.92	2725.51	2722.92	2724.94	192.0
2011-11-04 02:30:00	NQ	Futures	2724.94	2725.51	2722.34	2724.65	171.0
2011-11-04 03:00:00	NQ	Futures	2724.07	2726.95	2722.63	2725.22	461.0
2011-11-04 03:30:00	NQ	Futures	2724.94	2724.94	2720.03	2723.21	325.0
2011-11-04 04:00:00	NQ	Futures	2723.21	2724.94	2715.13	2717.15	2161.0
2011-11-04 04:30:00	NQ	Futures	2716.86	2722.05	2714.27	2717.44	1502.0
2011-11-04 05:00:00	NQ	Futures	2717.44	2720.9	2713.11	2719.75	869.0
2011-11-04 05:30:00	NQ	Futures	2720.03	2724.94	2720.03	2723.78	715.0
2011-11-04 06:00:00	NQ	Futures	2723.49	2725.8	2721.19	2723.49	557.0
2011-11-04 06:30:00	NQ	Futures	2723.21	2725.51	2721.48	2724.07	695.0
2011-11-04 07:00:00	NQ	Futures	2723.78	2723.78	2711.1	2713.98	2513.0
2011-11-04 07:30:00	NQ	Futures	2714.27	2719.17	2704.75	2707.35	2416.0
2011-11-04 08:00:00	NQ	Futures	2707.35	2722.63	2701.58	2719.17	3328.0

> showing 50 of 2,186 rows — these rows as CSV

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