PREVIEW / futures_30min / 2011-11-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-09.parquet
  size:    83 KB
  rows:    2,754

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
2011-11-09 00:00:00	ES	Futures	1273.6	1273.85	1272.35	1272.6	2718.0
2011-11-09 00:30:00	ES	Futures	1272.35	1274.35	1272.35	1274.1	2131.0
2011-11-09 01:00:00	ES	Futures	1274.1	1275.1	1273.6	1274.1	1820.0
2011-11-09 01:30:00	ES	Futures	1274.1	1275.36	1273.85	1275.1	1295.0
2011-11-09 02:00:00	ES	Futures	1275.36	1276.11	1269.84	1270.84	9975.0
2011-11-09 02:30:00	ES	Futures	1270.84	1271.59	1269.84	1271.09	7311.0
2011-11-09 03:00:00	ES	Futures	1271.09	1272.1	1267.58	1269.34	22881.0
2011-11-09 03:30:00	ES	Futures	1269.34	1270.84	1267.33	1269.09	18221.0
2011-11-09 04:00:00	ES	Futures	1269.09	1269.09	1255.8	1257.3	75731.0
2011-11-09 04:30:00	ES	Futures	1257.3	1259.31	1253.79	1255.55	44663.0
2011-11-09 05:00:00	ES	Futures	1255.55	1257.8	1250.53	1252.54	63503.0
2011-11-09 05:30:00	ES	Futures	1252.79	1254.04	1248.78	1251.78	34679.0
2011-11-09 06:00:00	ES	Futures	1251.78	1251.78	1244.51	1245.26	48281.0
2011-11-09 06:30:00	ES	Futures	1245.26	1250.03	1244.01	1247.27	41145.0
2011-11-09 07:00:00	ES	Futures	1247.27	1251.53	1246.02	1248.52	38879.0
2011-11-09 07:30:00	ES	Futures	1248.78	1250.78	1246.77	1250.28	31543.0
2011-11-09 08:00:00	ES	Futures	1250.28	1252.29	1244.51	1245.52	51922.0
2011-11-09 08:30:00	ES	Futures	1245.26	1250.53	1240.75	1250.28	74981.0
2011-11-09 09:00:00	ES	Futures	1250.28	1250.53	1246.27	1247.02	59276.0
2011-11-09 09:30:00	ES	Futures	1247.27	1250.03	1241.25	1243.51	297584.0
2011-11-09 10:00:00	ES	Futures	1243.26	1247.77	1241.5	1242.0	180738.0
2011-11-09 10:30:00	ES	Futures	1242.0	1249.78	1239.75	1247.52	265029.0
2011-11-09 11:00:00	ES	Futures	1247.27	1252.29	1245.77	1250.03	163715.0
2011-11-09 11:30:00	ES	Futures	1250.03	1253.04	1248.27	1250.28	113015.0
2011-11-09 12:00:00	ES	Futures	1250.53	1251.28	1245.52	1246.27	114690.0
2011-11-09 12:30:00	ES	Futures	1246.27	1249.53	1245.77	1249.03	76135.0
2011-11-09 13:00:00	ES	Futures	1249.03	1250.28	1242.76	1244.26	108620.0
2011-11-09 13:30:00	ES	Futures	1244.51	1244.76	1234.98	1236.74	149661.0
2011-11-09 14:00:00	ES	Futures	1236.99	1237.24	1226.46	1230.47	276133.0
2011-11-09 14:30:00	ES	Futures	1230.47	1234.23	1228.21	1231.22	159888.0
2011-11-09 15:00:00	ES	Futures	1231.22	1237.24	1230.47	1234.23	168392.0
2011-11-09 15:30:00	ES	Futures	1233.98	1234.23	1227.21	1229.72	364303.0
2011-11-09 16:00:00	ES	Futures	1229.47	1234.73	1228.71	1229.47	134519.0
2011-11-09 16:30:00	ES	Futures	1229.97	1231.22	1227.96	1230.47	9216.0
2011-11-09 17:00:00	ES	Futures	1230.72	1231.22	1229.47	1230.22	2808.0
2011-11-09 18:00:00	ES	Futures	1230.22	1230.72	1226.21	1227.21	6127.0
2011-11-09 18:30:00	ES	Futures	1227.21	1227.96	1226.71	1226.71	3610.0
2011-11-09 19:00:00	ES	Futures	1226.71	1226.96	1223.45	1224.7	8195.0
2011-11-09 19:30:00	ES	Futures	1224.7	1227.71	1223.95	1227.46	4118.0
2011-11-09 20:00:00	ES	Futures	1227.71	1228.21	1226.46	1227.96	4832.0
2011-11-09 20:30:00	ES	Futures	1227.96	1229.97	1226.71	1229.22	3904.0
2011-11-09 21:00:00	ES	Futures	1228.97	1229.22	1227.71	1228.97	2737.0
2011-11-09 21:30:00	ES	Futures	1228.71	1229.47	1227.46	1228.21	2648.0
2011-11-09 22:00:00	ES	Futures	1228.21	1229.97	1228.21	1229.97	1952.0
2011-11-09 22:30:00	ES	Futures	1229.97	1229.97	1228.46	1228.46	2332.0
2011-11-09 23:00:00	ES	Futures	1228.71	1228.97	1227.71	1227.96	1791.0
2011-11-09 23:30:00	ES	Futures	1227.96	1229.72	1227.96	1229.72	1800.0
2011-11-09 00:00:00	NQ	Futures	2757.52	2757.52	2755.79	2756.36	136.0
2011-11-09 00:30:00	NQ	Futures	2756.36	2760.4	2756.36	2759.53	129.0
2011-11-09 01:00:00	NQ	Futures	2759.53	2762.71	2759.53	2760.98	225.0

> showing 50 of 2,754 rows — these rows as CSV

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