PREVIEW / futures_30min / 2011-11-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-15.parquet
  size:    77 KB
  rows:    2,762

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
2011-11-15 00:00:00	ES	Futures	1252.03	1254.79	1252.03	1254.54	2932.0
2011-11-15 00:30:00	ES	Futures	1254.29	1254.79	1253.04	1253.54	2496.0
2011-11-15 01:00:00	ES	Futures	1253.79	1254.54	1252.29	1252.54	1483.0
2011-11-15 01:30:00	ES	Futures	1252.54	1253.54	1251.78	1253.29	1848.0
2011-11-15 02:00:00	ES	Futures	1253.29	1254.54	1251.03	1253.54	6604.0
2011-11-15 02:30:00	ES	Futures	1253.29	1254.79	1251.53	1253.54	5132.0
2011-11-15 03:00:00	ES	Futures	1253.29	1258.55	1252.54	1256.55	31314.0
2011-11-15 03:30:00	ES	Futures	1256.55	1256.8	1250.28	1250.78	30095.0
2011-11-15 04:00:00	ES	Futures	1250.78	1251.03	1245.77	1248.27	37594.0
2011-11-15 04:30:00	ES	Futures	1248.52	1250.28	1247.02	1248.52	19598.0
2011-11-15 05:00:00	ES	Futures	1248.78	1251.03	1247.77	1248.52	16287.0
2011-11-15 05:30:00	ES	Futures	1248.52	1248.78	1244.26	1244.51	23650.0
2011-11-15 06:00:00	ES	Futures	1244.51	1245.77	1239.75	1241.25	38224.0
2011-11-15 06:30:00	ES	Futures	1241.0	1241.5	1237.74	1240.0	32176.0
2011-11-15 07:00:00	ES	Futures	1240.0	1244.51	1239.75	1243.01	21722.0
2011-11-15 07:30:00	ES	Futures	1243.01	1245.01	1241.5	1242.0	21396.0
2011-11-15 08:00:00	ES	Futures	1242.0	1246.77	1242.0	1246.02	39413.0
2011-11-15 08:30:00	ES	Futures	1246.27	1249.78	1245.77	1246.77	95234.0
2011-11-15 09:00:00	ES	Futures	1246.77	1250.53	1246.52	1250.03	29722.0
2011-11-15 09:30:00	ES	Futures	1250.03	1257.05	1248.02	1254.54	243908.0
2011-11-15 10:00:00	ES	Futures	1254.79	1255.29	1249.28	1252.03	154853.0
2011-11-15 10:30:00	ES	Futures	1251.78	1255.55	1249.78	1250.03	137044.0
2011-11-15 11:00:00	ES	Futures	1250.03	1252.54	1246.52	1248.27	161392.0
2011-11-15 11:30:00	ES	Futures	1248.02	1250.53	1245.52	1249.53	110269.0
2011-11-15 12:00:00	ES	Futures	1249.53	1255.55	1249.28	1254.79	97990.0
2011-11-15 12:30:00	ES	Futures	1254.79	1259.56	1254.54	1259.31	113710.0
2011-11-15 13:00:00	ES	Futures	1259.06	1261.56	1258.05	1260.06	90020.0
2011-11-15 13:30:00	ES	Futures	1260.06	1263.32	1259.81	1261.81	89196.0
2011-11-15 14:00:00	ES	Futures	1261.81	1264.07	1259.81	1260.56	74026.0
2011-11-15 14:30:00	ES	Futures	1260.31	1263.57	1260.31	1262.57	69502.0
2011-11-15 15:00:00	ES	Futures	1262.32	1266.08	1262.07	1265.58	119492.0
2011-11-15 15:30:00	ES	Futures	1265.33	1266.08	1258.81	1259.56	202692.0
2011-11-15 16:00:00	ES	Futures	1259.56	1260.56	1257.05	1257.55	85548.0
2011-11-15 16:30:00	ES	Futures	1258.3	1259.31	1258.05	1258.55	5453.0
2011-11-15 17:00:00	ES	Futures	1258.55	1259.06	1257.8	1257.8	1536.0
2011-11-15 18:00:00	ES	Futures	1258.3	1258.81	1258.05	1258.05	2359.0
2011-11-15 18:30:00	ES	Futures	1258.3	1259.31	1256.3	1256.55	5528.0
2011-11-15 19:00:00	ES	Futures	1256.55	1257.55	1255.55	1256.55	4914.0
2011-11-15 19:30:00	ES	Futures	1256.3	1256.55	1255.29	1256.05	2802.0
2011-11-15 20:00:00	ES	Futures	1256.05	1258.05	1255.8	1257.05	3714.0
2011-11-15 20:30:00	ES	Futures	1256.8	1257.05	1253.29	1253.54	4116.0
2011-11-15 21:00:00	ES	Futures	1253.79	1253.79	1248.52	1249.53	11415.0
2011-11-15 21:30:00	ES	Futures	1249.78	1249.78	1246.02	1247.27	8925.0
2011-11-15 22:00:00	ES	Futures	1247.27	1248.52	1247.02	1248.02	4300.0
2011-11-15 22:30:00	ES	Futures	1248.02	1248.27	1245.52	1247.77	6199.0
2011-11-15 23:00:00	ES	Futures	1247.52	1248.52	1247.27	1247.52	1952.0
2011-11-15 23:30:00	ES	Futures	1247.52	1247.77	1246.52	1247.52	1719.0
2011-11-15 00:00:00	NQ	Futures	2693.8	2697.26	2693.51	2696.68	135.0
2011-11-15 00:30:00	NQ	Futures	2696.68	2697.26	2694.95	2695.53	93.0
2011-11-15 01:00:00	NQ	Futures	2696.39	2696.97	2693.22	2693.22	76.0

> showing 50 of 2,762 rows — these rows as CSV

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