PREVIEW / futures_30min / 2011-11-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-14.parquet
  size:    74 KB
  rows:    2,640

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
2011-11-14 00:00:00	ES	Futures	1271.84	1272.1	1270.09	1270.34	3689.0
2011-11-14 00:30:00	ES	Futures	1270.34	1271.09	1269.84	1270.34	2499.0
2011-11-14 01:00:00	ES	Futures	1270.09	1270.34	1269.09	1269.59	1786.0
2011-11-14 01:30:00	ES	Futures	1269.59	1271.84	1269.09	1270.84	1402.0
2011-11-14 02:00:00	ES	Futures	1270.84	1272.6	1270.34	1271.84	3835.0
2011-11-14 02:30:00	ES	Futures	1272.1	1272.1	1269.09	1269.59	6094.0
2011-11-14 03:00:00	ES	Futures	1269.59	1272.35	1268.84	1269.09	24123.0
2011-11-14 03:30:00	ES	Futures	1269.09	1271.59	1266.83	1270.84	19051.0
2011-11-14 04:00:00	ES	Futures	1270.84	1271.84	1265.58	1266.08	25037.0
2011-11-14 04:30:00	ES	Futures	1266.08	1266.33	1263.82	1264.32	25713.0
2011-11-14 05:00:00	ES	Futures	1264.32	1267.58	1262.32	1267.08	25863.0
2011-11-14 05:30:00	ES	Futures	1267.08	1267.58	1262.82	1263.32	15510.0
2011-11-14 06:00:00	ES	Futures	1263.32	1263.57	1258.55	1259.81	30091.0
2011-11-14 06:30:00	ES	Futures	1260.06	1262.07	1259.31	1260.31	19281.0
2011-11-14 07:00:00	ES	Futures	1260.06	1260.31	1256.05	1258.55	25345.0
2011-11-14 07:30:00	ES	Futures	1258.55	1260.56	1255.8	1259.56	25382.0
2011-11-14 08:00:00	ES	Futures	1259.56	1261.06	1258.3	1260.31	18230.0
2011-11-14 08:30:00	ES	Futures	1260.31	1263.57	1259.06	1261.06	32276.0
2011-11-14 09:00:00	ES	Futures	1261.31	1261.31	1258.55	1260.31	29740.0
2011-11-14 09:30:00	ES	Futures	1260.06	1262.07	1254.04	1257.3	174315.0
2011-11-14 10:00:00	ES	Futures	1257.3	1260.56	1255.04	1258.81	116497.0
2011-11-14 10:30:00	ES	Futures	1258.81	1259.06	1254.29	1257.8	128077.0
2011-11-14 11:00:00	ES	Futures	1257.8	1261.06	1257.05	1258.55	133530.0
2011-11-14 11:30:00	ES	Futures	1258.55	1260.56	1252.54	1254.04	136850.0
2011-11-14 12:00:00	ES	Futures	1254.29	1254.79	1249.03	1250.28	137064.0
2011-11-14 12:30:00	ES	Futures	1250.28	1252.03	1248.27	1251.53	97192.0
2011-11-14 13:00:00	ES	Futures	1251.53	1253.04	1249.78	1252.79	43182.0
2011-11-14 13:30:00	ES	Futures	1252.79	1254.29	1251.03	1252.03	56054.0
2011-11-14 14:00:00	ES	Futures	1252.03	1254.29	1250.28	1250.53	50870.0
2011-11-14 14:30:00	ES	Futures	1250.53	1251.28	1247.27	1247.52	69666.0
2011-11-14 15:00:00	ES	Futures	1247.77	1252.29	1247.27	1251.53	73829.0
2011-11-14 15:30:00	ES	Futures	1251.28	1254.79	1251.28	1253.04	189356.0
2011-11-14 16:00:00	ES	Futures	1253.04	1256.55	1252.54	1255.8	68764.0
2011-11-14 16:30:00	ES	Futures	1255.29	1256.3	1254.79	1256.3	4256.0
2011-11-14 17:00:00	ES	Futures	1256.3	1256.55	1254.79	1254.79	1303.0
2011-11-14 18:00:00	ES	Futures	1254.54	1255.04	1253.54	1254.29	2940.0
2011-11-14 18:30:00	ES	Futures	1254.54	1255.8	1254.04	1255.8	2447.0
2011-11-14 19:00:00	ES	Futures	1255.8	1256.55	1255.29	1255.55	2290.0
2011-11-14 19:30:00	ES	Futures	1255.55	1257.55	1255.55	1257.3	3584.0
2011-11-14 20:00:00	ES	Futures	1257.3	1257.3	1254.54	1254.79	2869.0
2011-11-14 20:30:00	ES	Futures	1254.79	1256.3	1254.54	1255.04	2518.0
2011-11-14 21:00:00	ES	Futures	1254.79	1256.05	1254.54	1254.79	2045.0
2011-11-14 21:30:00	ES	Futures	1254.54	1255.04	1254.04	1254.54	2651.0
2011-11-14 22:00:00	ES	Futures	1254.54	1254.79	1253.79	1254.29	1288.0
2011-11-14 22:30:00	ES	Futures	1254.04	1255.04	1253.79	1254.04	1254.0
2011-11-14 23:00:00	ES	Futures	1254.29	1255.04	1253.79	1254.04	1487.0
2011-11-14 23:30:00	ES	Futures	1254.04	1254.29	1251.28	1252.03	4721.0
2011-11-14 00:00:00	NQ	Futures	2720.32	2721.19	2716.86	2718.02	210.0
2011-11-14 00:30:00	NQ	Futures	2718.02	2719.17	2716.57	2717.73	140.0
2011-11-14 01:00:00	NQ	Futures	2716.86	2717.44	2716.0	2716.0	142.0

> showing 50 of 2,640 rows — these rows as CSV

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