PREVIEW / futures_30min / 2011-11-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-16.parquet
  size:    77 KB
  rows:    2,783

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
2011-11-16 00:00:00	ES	Futures	1247.27	1248.02	1244.76	1245.77	4204.0
2011-11-16 00:30:00	ES	Futures	1245.77	1246.27	1242.0	1244.26	7218.0
2011-11-16 01:00:00	ES	Futures	1244.01	1244.76	1242.51	1244.26	3341.0
2011-11-16 01:30:00	ES	Futures	1244.26	1244.76	1242.76	1242.76	3976.0
2011-11-16 02:00:00	ES	Futures	1243.01	1247.27	1242.26	1246.02	11613.0
2011-11-16 02:30:00	ES	Futures	1245.77	1249.53	1244.76	1248.02	12828.0
2011-11-16 03:00:00	ES	Futures	1247.77	1254.04	1245.52	1252.29	39952.0
2011-11-16 03:30:00	ES	Futures	1252.29	1258.55	1251.53	1257.05	33208.0
2011-11-16 04:00:00	ES	Futures	1257.05	1257.8	1254.29	1255.55	21915.0
2011-11-16 04:30:00	ES	Futures	1255.55	1261.06	1255.04	1261.06	22860.0
2011-11-16 05:00:00	ES	Futures	1261.06	1262.57	1259.81	1260.06	22555.0
2011-11-16 05:30:00	ES	Futures	1260.06	1260.06	1247.27	1249.78	57574.0
2011-11-16 06:00:00	ES	Futures	1250.03	1250.03	1242.76	1247.52	52106.0
2011-11-16 06:30:00	ES	Futures	1247.52	1249.03	1243.51	1246.52	26639.0
2011-11-16 07:00:00	ES	Futures	1246.52	1253.29	1244.51	1250.53	46279.0
2011-11-16 07:30:00	ES	Futures	1250.78	1252.29	1247.52	1249.03	28232.0
2011-11-16 08:00:00	ES	Futures	1248.78	1250.53	1245.52	1248.78	37780.0
2011-11-16 08:30:00	ES	Futures	1248.78	1249.28	1244.01	1245.01	45678.0
2011-11-16 09:00:00	ES	Futures	1245.26	1247.52	1244.26	1246.27	47364.0
2011-11-16 09:30:00	ES	Futures	1246.52	1252.03	1244.51	1250.03	221088.0
2011-11-16 10:00:00	ES	Futures	1250.28	1252.03	1246.77	1247.77	167309.0
2011-11-16 10:30:00	ES	Futures	1247.77	1255.04	1246.27	1253.79	171023.0
2011-11-16 11:00:00	ES	Futures	1254.04	1258.3	1253.79	1255.8	163257.0
2011-11-16 11:30:00	ES	Futures	1255.8	1257.05	1251.78	1252.03	133349.0
2011-11-16 12:00:00	ES	Futures	1252.03	1253.29	1251.03	1251.78	84278.0
2011-11-16 12:30:00	ES	Futures	1252.03	1255.8	1251.53	1253.54	88858.0
2011-11-16 13:00:00	ES	Futures	1253.54	1258.55	1253.29	1258.55	67359.0
2011-11-16 13:30:00	ES	Futures	1258.3	1261.56	1257.05	1258.81	112213.0
2011-11-16 14:00:00	ES	Futures	1258.55	1259.81	1256.3	1258.3	66917.0
2011-11-16 14:30:00	ES	Futures	1258.55	1259.56	1253.79	1255.29	92057.0
2011-11-16 15:00:00	ES	Futures	1255.29	1256.05	1245.77	1246.02	227193.0
2011-11-16 15:30:00	ES	Futures	1246.02	1246.27	1236.99	1238.74	392161.0
2011-11-16 16:00:00	ES	Futures	1239.0	1240.25	1234.23	1234.48	130848.0
2011-11-16 16:30:00	ES	Futures	1234.98	1235.74	1231.97	1233.98	13949.0
2011-11-16 17:00:00	ES	Futures	1234.23	1234.48	1231.72	1233.23	3505.0
2011-11-16 18:00:00	ES	Futures	1233.23	1233.98	1231.22	1232.48	4572.0
2011-11-16 18:30:00	ES	Futures	1232.23	1234.48	1231.22	1233.48	6390.0
2011-11-16 19:00:00	ES	Futures	1233.23	1235.48	1232.98	1233.98	5191.0
2011-11-16 19:30:00	ES	Futures	1233.98	1234.48	1230.72	1231.97	5678.0
2011-11-16 20:00:00	ES	Futures	1231.97	1234.48	1229.47	1233.73	8073.0
2011-11-16 20:30:00	ES	Futures	1233.98	1235.74	1233.48	1235.48	5058.0
2011-11-16 21:00:00	ES	Futures	1235.74	1236.24	1233.98	1236.24	3302.0
2011-11-16 21:30:00	ES	Futures	1236.24	1237.24	1234.98	1236.49	4065.0
2011-11-16 22:00:00	ES	Futures	1236.49	1237.99	1235.74	1237.24	3591.0
2011-11-16 22:30:00	ES	Futures	1237.24	1240.25	1236.74	1238.74	6318.0
2011-11-16 23:00:00	ES	Futures	1238.49	1240.75	1238.24	1239.0	2764.0
2011-11-16 23:30:00	ES	Futures	1239.0	1241.0	1237.24	1240.5	3430.0
2011-11-16 00:00:00	NQ	Futures	2706.48	2707.64	2701.58	2703.02	296.0
2011-11-16 00:30:00	NQ	Futures	2703.02	2703.89	2696.68	2700.43	419.0
2011-11-16 01:00:00	NQ	Futures	2700.72	2700.72	2696.68	2700.14	243.0

> showing 50 of 2,783 rows — these rows as CSV

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