PREVIEW / futures_30min / 2011-11-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-21.parquet
  size:    74 KB
  rows:    2,645

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
2011-11-21 00:00:00	ES	Futures	1209.91	1210.41	1208.4	1209.41	1771.0
2011-11-21 00:30:00	ES	Futures	1209.66	1209.66	1207.4	1208.65	1894.0
2011-11-21 01:00:00	ES	Futures	1208.65	1209.91	1206.65	1208.15	2673.0
2011-11-21 01:30:00	ES	Futures	1208.4	1210.66	1207.9	1209.91	1846.0
2011-11-21 02:00:00	ES	Futures	1209.91	1212.16	1209.16	1211.16	7886.0
2011-11-21 02:30:00	ES	Futures	1211.16	1212.16	1208.4	1209.91	7577.0
2011-11-21 03:00:00	ES	Futures	1209.91	1210.41	1202.64	1203.64	38125.0
2011-11-21 03:30:00	ES	Futures	1203.39	1203.89	1195.61	1198.12	57773.0
2011-11-21 04:00:00	ES	Futures	1198.37	1201.38	1197.12	1197.62	22726.0
2011-11-21 04:30:00	ES	Futures	1197.37	1200.38	1196.62	1198.87	18629.0
2011-11-21 05:00:00	ES	Futures	1198.87	1199.88	1197.37	1198.62	14104.0
2011-11-21 05:30:00	ES	Futures	1198.87	1199.88	1197.12	1199.38	10701.0
2011-11-21 06:00:00	ES	Futures	1199.38	1200.38	1197.37	1197.62	16266.0
2011-11-21 06:30:00	ES	Futures	1197.62	1198.62	1195.61	1197.62	19745.0
2011-11-21 07:00:00	ES	Futures	1197.37	1199.38	1196.12	1198.37	25827.0
2011-11-21 07:30:00	ES	Futures	1198.12	1199.88	1196.87	1198.12	19720.0
2011-11-21 08:00:00	ES	Futures	1198.37	1199.63	1197.62	1198.62	15477.0
2011-11-21 08:30:00	ES	Futures	1198.87	1203.39	1198.62	1201.63	36401.0
2011-11-21 09:00:00	ES	Futures	1201.38	1202.89	1198.87	1199.88	40905.0
2011-11-21 09:30:00	ES	Futures	1199.63	1201.38	1192.35	1194.11	238913.0
2011-11-21 10:00:00	ES	Futures	1194.36	1195.61	1190.85	1193.11	185621.0
2011-11-21 10:30:00	ES	Futures	1193.11	1193.61	1186.59	1187.34	202425.0
2011-11-21 11:00:00	ES	Futures	1187.09	1190.6	1185.08	1188.84	200240.0
2011-11-21 11:30:00	ES	Futures	1189.09	1189.6	1184.08	1189.35	146397.0
2011-11-21 12:00:00	ES	Futures	1189.09	1190.35	1186.34	1186.84	86341.0
2011-11-21 12:30:00	ES	Futures	1186.84	1190.1	1186.09	1188.09	61543.0
2011-11-21 13:00:00	ES	Futures	1187.84	1192.61	1187.84	1190.1	76021.0
2011-11-21 13:30:00	ES	Futures	1190.1	1190.6	1186.59	1186.84	52955.0
2011-11-21 14:00:00	ES	Futures	1187.09	1195.87	1186.09	1192.86	118558.0
2011-11-21 14:30:00	ES	Futures	1193.11	1197.12	1192.61	1192.86	117373.0
2011-11-21 15:00:00	ES	Futures	1192.86	1199.63	1190.35	1198.37	131206.0
2011-11-21 15:30:00	ES	Futures	1198.37	1200.38	1194.11	1194.11	247580.0
2011-11-21 16:00:00	ES	Futures	1194.11	1195.61	1191.6	1194.36	98568.0
2011-11-21 16:30:00	ES	Futures	1194.36	1194.36	1189.85	1191.6	12946.0
2011-11-21 17:00:00	ES	Futures	1191.6	1192.1	1188.84	1191.35	6426.0
2011-11-21 18:00:00	ES	Futures	1192.61	1192.61	1190.85	1192.35	7063.0
2011-11-21 18:30:00	ES	Futures	1192.35	1193.61	1192.1	1193.36	3428.0
2011-11-21 19:00:00	ES	Futures	1193.36	1196.12	1193.36	1195.36	8287.0
2011-11-21 19:30:00	ES	Futures	1195.36	1197.37	1195.36	1197.12	5270.0
2011-11-21 20:00:00	ES	Futures	1197.12	1199.63	1196.87	1199.12	6822.0
2011-11-21 20:30:00	ES	Futures	1199.38	1199.88	1196.87	1198.87	5641.0
2011-11-21 21:00:00	ES	Futures	1198.62	1199.63	1197.12	1199.12	3087.0
2011-11-21 21:30:00	ES	Futures	1199.12	1201.13	1198.37	1200.88	5707.0
2011-11-21 22:00:00	ES	Futures	1200.88	1200.88	1198.87	1199.38	3888.0
2011-11-21 22:30:00	ES	Futures	1199.12	1199.63	1196.37	1197.12	4863.0
2011-11-21 23:00:00	ES	Futures	1197.12	1198.87	1195.11	1198.62	3937.0
2011-11-21 23:30:00	ES	Futures	1198.62	1199.38	1197.62	1199.38	1981.0
2011-11-21 00:00:00	NQ	Futures	2581.06	2581.35	2578.47	2580.77	161.0
2011-11-21 00:30:00	NQ	Futures	2581.06	2581.06	2577.03	2579.04	222.0
2011-11-21 01:00:00	NQ	Futures	2579.33	2581.35	2576.45	2579.91	252.0

> showing 50 of 2,645 rows — these rows as CSV

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