PREVIEW / futures_30min / 2011-11-11

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-11.parquet
  size:    65 KB
  rows:    2,173

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
2011-11-11 00:00:00	ES	Futures	1250.53	1251.78	1248.78	1249.28	3143.0
2011-11-11 00:30:00	ES	Futures	1249.03	1250.53	1247.27	1249.53	3067.0
2011-11-11 01:00:00	ES	Futures	1249.53	1249.78	1247.52	1247.77	3631.0
2011-11-11 01:30:00	ES	Futures	1248.02	1248.02	1246.02	1246.77	1752.0
2011-11-11 02:00:00	ES	Futures	1247.02	1248.52	1245.52	1245.77	4445.0
2011-11-11 02:30:00	ES	Futures	1245.52	1246.02	1243.01	1243.51	5433.0
2011-11-11 03:00:00	ES	Futures	1243.76	1250.53	1240.5	1248.52	26416.0
2011-11-11 03:30:00	ES	Futures	1248.78	1252.29	1247.02	1250.53	19153.0
2011-11-11 04:00:00	ES	Futures	1250.28	1250.78	1245.52	1249.28	16362.0
2011-11-11 04:30:00	ES	Futures	1249.28	1249.28	1244.76	1247.52	12658.0
2011-11-11 05:00:00	ES	Futures	1247.52	1249.28	1247.02	1248.02	10793.0
2011-11-11 05:30:00	ES	Futures	1248.27	1248.78	1245.52	1246.77	8010.0
2011-11-11 06:00:00	ES	Futures	1247.02	1250.78	1246.77	1250.28	10773.0
2011-11-11 06:30:00	ES	Futures	1250.03	1250.28	1247.52	1247.77	6429.0
2011-11-11 07:00:00	ES	Futures	1247.52	1252.03	1246.52	1250.78	12718.0
2011-11-11 07:30:00	ES	Futures	1250.53	1252.79	1249.78	1252.54	10942.0
2011-11-11 08:00:00	ES	Futures	1252.29	1255.04	1252.03	1254.29	24666.0
2011-11-11 08:30:00	ES	Futures	1254.04	1254.29	1251.78	1253.29	20468.0
2011-11-11 09:00:00	ES	Futures	1253.54	1256.8	1253.04	1256.8	37469.0
2011-11-11 09:30:00	ES	Futures	1256.55	1261.81	1256.3	1259.31	213677.0
2011-11-11 10:00:00	ES	Futures	1259.31	1263.32	1259.31	1262.57	147214.0
2011-11-11 10:30:00	ES	Futures	1262.57	1267.83	1262.32	1266.33	159903.0
2011-11-11 11:00:00	ES	Futures	1266.58	1268.58	1266.08	1266.58	101514.0
2011-11-11 11:30:00	ES	Futures	1266.33	1267.58	1264.82	1265.33	80900.0
2011-11-11 12:00:00	ES	Futures	1265.33	1267.08	1264.07	1265.07	76236.0
2011-11-11 12:30:00	ES	Futures	1265.33	1265.58	1263.57	1265.58	41437.0
2011-11-11 13:00:00	ES	Futures	1265.33	1267.83	1265.33	1265.83	53988.0
2011-11-11 13:30:00	ES	Futures	1265.83	1267.08	1264.57	1265.07	42816.0
2011-11-11 14:00:00	ES	Futures	1265.07	1267.33	1264.57	1266.33	46824.0
2011-11-11 14:30:00	ES	Futures	1266.08	1267.58	1263.32	1264.07	50799.0
2011-11-11 15:00:00	ES	Futures	1264.07	1264.82	1261.81	1264.82	72294.0
2011-11-11 15:30:00	ES	Futures	1264.82	1265.83	1261.81	1265.58	143372.0
2011-11-11 16:00:00	ES	Futures	1265.33	1265.83	1263.32	1265.58	77692.0
2011-11-11 00:00:00	NQ	Futures	2678.23	2680.53	2675.63	2675.63	134.0
2011-11-11 00:30:00	NQ	Futures	2675.34	2678.8	2672.75	2677.36	219.0
2011-11-11 01:00:00	NQ	Futures	2677.07	2677.36	2673.9	2673.9	195.0
2011-11-11 01:30:00	NQ	Futures	2673.9	2674.19	2671.31	2672.17	135.0
2011-11-11 02:00:00	NQ	Futures	2672.46	2673.33	2667.27	2667.85	855.0
2011-11-11 02:30:00	NQ	Futures	2666.98	2666.98	2661.79	2662.66	478.0
2011-11-11 03:00:00	NQ	Futures	2662.95	2678.23	2656.03	2674.77	2254.0
2011-11-11 03:30:00	NQ	Futures	2675.34	2682.26	2671.31	2677.94	1336.0
2011-11-11 04:00:00	NQ	Futures	2678.23	2678.23	2666.69	2674.19	1341.0
2011-11-11 04:30:00	NQ	Futures	2674.48	2674.77	2664.68	2670.15	1070.0
2011-11-11 05:00:00	NQ	Futures	2670.44	2674.19	2669.29	2670.73	618.0
2011-11-11 05:30:00	NQ	Futures	2671.6	2671.88	2665.25	2667.56	659.0
2011-11-11 06:00:00	NQ	Futures	2667.85	2675.63	2667.56	2674.19	973.0
2011-11-11 06:30:00	NQ	Futures	2674.48	2674.48	2668.71	2669.0	1355.0
2011-11-11 07:00:00	NQ	Futures	2668.71	2677.65	2666.41	2675.06	809.0
2011-11-11 07:30:00	NQ	Futures	2674.77	2679.96	2673.61	2679.09	883.0
2011-11-11 08:00:00	NQ	Futures	2678.52	2685.72	2677.94	2682.84	2139.0

> showing 50 of 2,173 rows — these rows as CSV

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