PREVIEW / futures_30min / 2011-11-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-10.parquet
  size:    78 KB
  rows:    2,745

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
2011-11-10 00:00:00	ES	Futures	1229.47	1233.73	1229.22	1233.23	5891.0
2011-11-10 00:30:00	ES	Futures	1232.98	1233.23	1230.72	1231.47	2218.0
2011-11-10 01:00:00	ES	Futures	1231.22	1231.22	1227.21	1228.71	3351.0
2011-11-10 01:30:00	ES	Futures	1228.46	1228.71	1224.2	1224.45	6463.0
2011-11-10 02:00:00	ES	Futures	1224.7	1226.71	1221.94	1226.46	16291.0
2011-11-10 02:30:00	ES	Futures	1226.46	1228.21	1223.2	1223.2	10776.0
2011-11-10 03:00:00	ES	Futures	1223.2	1233.98	1222.95	1232.48	39356.0
2011-11-10 03:30:00	ES	Futures	1232.48	1237.74	1229.47	1236.24	30733.0
2011-11-10 04:00:00	ES	Futures	1236.49	1239.5	1234.48	1239.5	34585.0
2011-11-10 04:30:00	ES	Futures	1239.25	1246.77	1237.74	1244.01	57213.0
2011-11-10 05:00:00	ES	Futures	1244.01	1247.52	1239.5	1239.75	39144.0
2011-11-10 05:30:00	ES	Futures	1239.75	1241.5	1234.98	1241.0	36573.0
2011-11-10 06:00:00	ES	Futures	1241.0	1241.25	1236.99	1239.5	17655.0
2011-11-10 06:30:00	ES	Futures	1239.25	1244.51	1238.49	1244.26	19574.0
2011-11-10 07:00:00	ES	Futures	1244.26	1244.76	1241.25	1242.76	30751.0
2011-11-10 07:30:00	ES	Futures	1242.76	1248.78	1242.51	1246.02	45861.0
2011-11-10 08:00:00	ES	Futures	1246.02	1247.27	1243.01	1247.02	31124.0
2011-11-10 08:30:00	ES	Futures	1247.02	1248.78	1244.76	1247.27	47177.0
2011-11-10 09:00:00	ES	Futures	1247.27	1247.77	1243.26	1246.27	43374.0
2011-11-10 09:30:00	ES	Futures	1246.27	1246.77	1237.24	1237.99	243166.0
2011-11-10 10:00:00	ES	Futures	1237.74	1241.5	1233.98	1233.98	225410.0
2011-11-10 10:30:00	ES	Futures	1233.98	1234.23	1228.21	1232.48	244425.0
2011-11-10 11:00:00	ES	Futures	1232.23	1236.99	1231.47	1234.98	183544.0
2011-11-10 11:30:00	ES	Futures	1234.98	1243.01	1233.73	1240.25	185609.0
2011-11-10 12:00:00	ES	Futures	1240.0	1242.26	1237.74	1237.99	98319.0
2011-11-10 12:30:00	ES	Futures	1237.99	1241.5	1234.73	1240.75	88650.0
2011-11-10 13:00:00	ES	Futures	1240.75	1247.77	1240.0	1244.51	133359.0
2011-11-10 13:30:00	ES	Futures	1244.51	1246.52	1241.75	1244.76	81028.0
2011-11-10 14:00:00	ES	Futures	1245.01	1245.52	1239.0	1240.0	94438.0
2011-11-10 14:30:00	ES	Futures	1240.0	1242.26	1235.99	1236.49	75061.0
2011-11-10 15:00:00	ES	Futures	1236.49	1243.26	1235.74	1241.75	102162.0
2011-11-10 15:30:00	ES	Futures	1241.75	1244.01	1238.24	1241.0	176519.0
2011-11-10 16:00:00	ES	Futures	1241.0	1242.26	1240.75	1241.5	70505.0
2011-11-10 16:30:00	ES	Futures	1241.25	1242.76	1241.25	1242.76	4471.0
2011-11-10 17:00:00	ES	Futures	1242.51	1243.26	1242.51	1242.51	1308.0
2011-11-10 18:00:00	ES	Futures	1241.75	1241.75	1240.0	1240.0	3274.0
2011-11-10 18:30:00	ES	Futures	1240.25	1243.26	1239.75	1241.5	3136.0
2011-11-10 19:00:00	ES	Futures	1241.5	1242.76	1238.74	1239.75	4345.0
2011-11-10 19:30:00	ES	Futures	1239.75	1240.75	1237.49	1239.0	2874.0
2011-11-10 20:00:00	ES	Futures	1239.0	1242.26	1237.99	1240.5	3501.0
2011-11-10 20:30:00	ES	Futures	1240.5	1242.51	1239.5	1241.25	2452.0
2011-11-10 21:00:00	ES	Futures	1241.0	1244.51	1241.0	1243.51	3033.0
2011-11-10 21:30:00	ES	Futures	1243.51	1248.78	1243.26	1246.02	7804.0
2011-11-10 22:00:00	ES	Futures	1246.02	1252.54	1246.02	1250.28	5911.0
2011-11-10 22:30:00	ES	Futures	1250.53	1252.29	1249.28	1249.78	5019.0
2011-11-10 23:00:00	ES	Futures	1249.53	1250.53	1248.52	1249.53	1884.0
2011-11-10 23:30:00	ES	Futures	1249.78	1251.53	1248.78	1250.53	3823.0
2011-11-10 00:00:00	NQ	Futures	2668.42	2675.34	2668.14	2674.48	327.0
2011-11-10 00:30:00	NQ	Futures	2674.19	2674.19	2670.15	2671.6	169.0
2011-11-10 01:00:00	NQ	Futures	2671.02	2671.02	2663.81	2667.27	226.0

> showing 50 of 2,745 rows — these rows as CSV

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