PREVIEW / futures_30min / 2011-11-17

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-17.parquet
  size:    78 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
2011-11-17 00:00:00	ES	Futures	1240.25	1241.5	1239.0	1239.75	3660.0
2011-11-17 00:30:00	ES	Futures	1239.75	1243.01	1238.74	1242.26	4623.0
2011-11-17 01:00:00	ES	Futures	1242.26	1242.51	1238.74	1239.75	2398.0
2011-11-17 01:30:00	ES	Futures	1239.75	1241.0	1239.0	1240.25	2029.0
2011-11-17 02:00:00	ES	Futures	1240.5	1243.76	1240.0	1242.26	8945.0
2011-11-17 02:30:00	ES	Futures	1242.26	1243.01	1238.74	1241.5	8744.0
2011-11-17 03:00:00	ES	Futures	1241.5	1245.52	1237.99	1239.75	34577.0
2011-11-17 03:30:00	ES	Futures	1240.0	1240.5	1235.74	1240.25	26792.0
2011-11-17 04:00:00	ES	Futures	1240.25	1242.51	1238.24	1239.5	17507.0
2011-11-17 04:30:00	ES	Futures	1239.75	1240.75	1232.98	1236.49	33888.0
2011-11-17 05:00:00	ES	Futures	1236.49	1237.99	1231.47	1235.99	29386.0
2011-11-17 05:30:00	ES	Futures	1235.74	1236.74	1232.73	1235.74	23858.0
2011-11-17 06:00:00	ES	Futures	1235.99	1237.99	1234.23	1236.24	14860.0
2011-11-17 06:30:00	ES	Futures	1236.24	1236.49	1229.47	1230.47	30641.0
2011-11-17 07:00:00	ES	Futures	1230.47	1230.47	1223.95	1227.71	61876.0
2011-11-17 07:30:00	ES	Futures	1227.71	1232.98	1226.71	1232.48	48306.0
2011-11-17 08:00:00	ES	Futures	1232.23	1232.98	1228.46	1229.97	42474.0
2011-11-17 08:30:00	ES	Futures	1230.22	1237.49	1230.22	1234.23	69364.0
2011-11-17 09:00:00	ES	Futures	1234.23	1240.25	1233.98	1236.24	82931.0
2011-11-17 09:30:00	ES	Futures	1236.24	1237.74	1227.46	1232.23	229307.0
2011-11-17 10:00:00	ES	Futures	1232.23	1236.74	1229.47	1236.74	232157.0
2011-11-17 10:30:00	ES	Futures	1236.49	1239.75	1232.23	1235.48	187160.0
2011-11-17 11:00:00	ES	Futures	1235.48	1236.74	1230.22	1233.23	155701.0
2011-11-17 11:30:00	ES	Futures	1233.23	1237.24	1232.23	1233.98	111774.0
2011-11-17 12:00:00	ES	Futures	1233.73	1234.73	1226.96	1226.96	108893.0
2011-11-17 12:30:00	ES	Futures	1226.96	1227.46	1212.42	1219.44	346122.0
2011-11-17 13:00:00	ES	Futures	1219.19	1220.69	1214.42	1218.18	142727.0
2011-11-17 13:30:00	ES	Futures	1217.93	1218.68	1210.41	1216.93	168727.0
2011-11-17 14:00:00	ES	Futures	1216.68	1216.93	1210.66	1213.67	120080.0
2011-11-17 14:30:00	ES	Futures	1213.67	1217.93	1211.41	1215.68	128277.0
2011-11-17 15:00:00	ES	Futures	1215.93	1218.18	1211.41	1214.42	147691.0
2011-11-17 15:30:00	ES	Futures	1214.17	1219.44	1210.16	1219.19	268406.0
2011-11-17 16:00:00	ES	Futures	1219.19	1220.44	1217.68	1218.68	115759.0
2011-11-17 16:30:00	ES	Futures	1218.68	1220.19	1218.68	1219.44	5363.0
2011-11-17 17:00:00	ES	Futures	1219.44	1220.19	1218.68	1218.93	3554.0
2011-11-17 18:00:00	ES	Futures	1218.43	1219.19	1215.68	1216.18	7319.0
2011-11-17 18:30:00	ES	Futures	1216.18	1216.43	1214.17	1214.42	5328.0
2011-11-17 19:00:00	ES	Futures	1214.42	1216.43	1212.67	1216.18	7871.0
2011-11-17 19:30:00	ES	Futures	1216.18	1218.43	1216.18	1216.93	5901.0
2011-11-17 20:00:00	ES	Futures	1217.18	1218.68	1216.68	1218.43	3345.0
2011-11-17 20:30:00	ES	Futures	1218.43	1218.43	1215.68	1217.93	3283.0
2011-11-17 21:00:00	ES	Futures	1218.18	1219.69	1216.93	1219.44	4160.0
2011-11-17 21:30:00	ES	Futures	1219.44	1220.69	1218.18	1219.19	3692.0
2011-11-17 22:00:00	ES	Futures	1218.93	1219.94	1218.43	1219.19	1616.0
2011-11-17 22:30:00	ES	Futures	1219.44	1220.69	1219.19	1219.69	3166.0
2011-11-17 23:00:00	ES	Futures	1219.69	1219.69	1217.18	1217.43	2713.0
2011-11-17 23:30:00	ES	Futures	1217.43	1218.18	1216.93	1217.43	1225.0
2011-11-17 00:00:00	NQ	Futures	2682.26	2683.99	2679.96	2680.82	357.0
2011-11-17 00:30:00	NQ	Futures	2680.53	2685.15	2679.67	2683.99	335.0
2011-11-17 01:00:00	NQ	Futures	2683.42	2683.71	2678.23	2679.67	179.0

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

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