PREVIEW / futures_30min / 2011-11-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-18.parquet
  size:    65 KB
  rows:    2,171

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
2011-11-18 00:00:00	ES	Futures	1217.43	1217.93	1215.42	1216.43	2877.0
2011-11-18 00:30:00	ES	Futures	1216.43	1217.18	1215.93	1216.18	1562.0
2011-11-18 01:00:00	ES	Futures	1215.93	1218.68	1215.42	1216.93	4274.0
2011-11-18 01:30:00	ES	Futures	1216.68	1217.18	1213.92	1214.17	4719.0
2011-11-18 02:00:00	ES	Futures	1214.17	1219.44	1213.92	1218.93	8984.0
2011-11-18 02:30:00	ES	Futures	1218.93	1220.69	1218.18	1219.44	8695.0
2011-11-18 03:00:00	ES	Futures	1219.44	1221.69	1217.93	1219.94	26314.0
2011-11-18 03:30:00	ES	Futures	1219.94	1220.94	1217.68	1218.93	18239.0
2011-11-18 04:00:00	ES	Futures	1218.93	1224.95	1218.93	1224.95	25930.0
2011-11-18 04:30:00	ES	Futures	1224.95	1225.71	1223.95	1225.45	14503.0
2011-11-18 05:00:00	ES	Futures	1225.45	1226.96	1223.95	1224.2	14959.0
2011-11-18 05:30:00	ES	Futures	1223.95	1224.2	1221.44	1222.95	15627.0
2011-11-18 06:00:00	ES	Futures	1223.2	1223.2	1220.69	1221.44	11402.0
2011-11-18 06:30:00	ES	Futures	1221.44	1227.46	1221.44	1227.21	29115.0
2011-11-18 07:00:00	ES	Futures	1227.21	1230.72	1225.96	1230.72	38645.0
2011-11-18 07:30:00	ES	Futures	1230.47	1233.48	1228.46	1228.71	60890.0
2011-11-18 08:00:00	ES	Futures	1228.71	1229.72	1225.96	1226.71	32021.0
2011-11-18 08:30:00	ES	Futures	1226.96	1228.46	1225.96	1227.96	27880.0
2011-11-18 09:00:00	ES	Futures	1227.71	1228.97	1222.95	1223.2	57049.0
2011-11-18 09:30:00	ES	Futures	1222.95	1224.45	1216.43	1221.44	329267.0
2011-11-18 10:00:00	ES	Futures	1221.69	1221.94	1215.17	1217.93	234037.0
2011-11-18 10:30:00	ES	Futures	1218.18	1225.45	1217.43	1222.7	171890.0
2011-11-18 11:00:00	ES	Futures	1222.7	1223.7	1219.69	1220.94	104119.0
2011-11-18 11:30:00	ES	Futures	1220.94	1221.94	1216.93	1217.93	107523.0
2011-11-18 12:00:00	ES	Futures	1217.68	1218.18	1212.42	1216.43	144508.0
2011-11-18 12:30:00	ES	Futures	1216.43	1218.68	1215.93	1216.43	72655.0
2011-11-18 13:00:00	ES	Futures	1216.43	1220.44	1215.93	1219.69	58061.0
2011-11-18 13:30:00	ES	Futures	1219.44	1222.95	1219.44	1220.69	70011.0
2011-11-18 14:00:00	ES	Futures	1220.69	1223.95	1218.68	1220.44	85415.0
2011-11-18 14:30:00	ES	Futures	1220.44	1222.45	1217.93	1218.68	66996.0
2011-11-18 15:00:00	ES	Futures	1218.93	1220.44	1217.18	1218.43	65234.0
2011-11-18 15:30:00	ES	Futures	1218.43	1220.44	1216.68	1217.68	131554.0
2011-11-18 16:00:00	ES	Futures	1217.93	1218.18	1216.43	1217.18	62836.0
2011-11-18 00:00:00	NQ	Futures	2612.78	2614.22	2610.18	2612.49	342.0
2011-11-18 00:30:00	NQ	Futures	2611.91	2613.35	2611.34	2611.34	120.0
2011-11-18 01:00:00	NQ	Futures	2611.62	2615.95	2611.34	2612.49	393.0
2011-11-18 01:30:00	NQ	Futures	2612.78	2613.64	2607.59	2607.88	292.0
2011-11-18 02:00:00	NQ	Futures	2607.88	2616.24	2607.59	2615.95	742.0
2011-11-18 02:30:00	NQ	Futures	2615.95	2619.12	2614.51	2616.24	584.0
2011-11-18 03:00:00	NQ	Futures	2616.53	2620.85	2613.93	2616.53	2362.0
2011-11-18 03:30:00	NQ	Futures	2615.95	2618.54	2611.05	2613.64	1787.0
2011-11-18 04:00:00	NQ	Futures	2613.93	2625.75	2613.93	2624.89	2218.0
2011-11-18 04:30:00	NQ	Futures	2625.46	2627.48	2623.45	2627.19	1152.0
2011-11-18 05:00:00	NQ	Futures	2627.19	2629.21	2623.45	2623.45	1110.0
2011-11-18 05:30:00	NQ	Futures	2623.16	2623.16	2616.24	2619.7	2409.0
2011-11-18 06:00:00	NQ	Futures	2619.41	2619.41	2613.93	2615.37	1143.0
2011-11-18 06:30:00	NQ	Futures	2615.66	2629.21	2615.66	2628.35	2901.0
2011-11-18 07:00:00	NQ	Futures	2628.35	2633.25	2625.46	2633.25	3179.0
2011-11-18 07:30:00	NQ	Futures	2633.25	2641.03	2630.08	2630.94	5793.0
2011-11-18 08:00:00	NQ	Futures	2630.94	2633.83	2627.19	2629.5	2558.0

> showing 50 of 2,171 rows — these rows as CSV

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