PREVIEW / futures_30min / 2011-11-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-22.parquet
  size:    76 KB
  rows:    2,716

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
2011-11-22 00:00:00	ES	Futures	1199.12	1199.63	1197.37	1199.12	2213.0
2011-11-22 00:30:00	ES	Futures	1199.12	1200.13	1197.62	1199.63	3258.0
2011-11-22 01:00:00	ES	Futures	1199.63	1200.13	1197.12	1197.62	2271.0
2011-11-22 01:30:00	ES	Futures	1197.87	1198.37	1196.87	1198.12	2367.0
2011-11-22 02:00:00	ES	Futures	1198.37	1200.13	1197.87	1198.12	4217.0
2011-11-22 02:30:00	ES	Futures	1198.12	1200.38	1197.62	1199.12	5515.0
2011-11-22 03:00:00	ES	Futures	1198.87	1201.63	1196.87	1198.87	30092.0
2011-11-22 03:30:00	ES	Futures	1198.87	1202.38	1198.62	1199.38	18999.0
2011-11-22 04:00:00	ES	Futures	1199.63	1200.13	1194.86	1197.12	24063.0
2011-11-22 04:30:00	ES	Futures	1197.12	1198.12	1193.86	1194.36	13300.0
2011-11-22 05:00:00	ES	Futures	1194.61	1198.62	1193.86	1197.87	13439.0
2011-11-22 05:30:00	ES	Futures	1197.87	1200.13	1197.87	1199.12	12325.0
2011-11-22 06:00:00	ES	Futures	1199.38	1202.64	1198.37	1201.38	14776.0
2011-11-22 06:30:00	ES	Futures	1201.13	1202.38	1200.13	1200.88	16342.0
2011-11-22 07:00:00	ES	Futures	1200.88	1201.88	1198.87	1199.12	17543.0
2011-11-22 07:30:00	ES	Futures	1198.87	1199.63	1194.86	1196.62	26528.0
2011-11-22 08:00:00	ES	Futures	1196.62	1197.12	1191.35	1193.36	42595.0
2011-11-22 08:30:00	ES	Futures	1193.36	1193.61	1187.59	1190.85	72607.0
2011-11-22 09:00:00	ES	Futures	1190.6	1192.86	1189.85	1191.85	34221.0
2011-11-22 09:30:00	ES	Futures	1191.6	1198.12	1189.35	1195.11	191309.0
2011-11-22 10:00:00	ES	Futures	1195.36	1196.87	1190.6	1195.61	149917.0
2011-11-22 10:30:00	ES	Futures	1195.36	1196.12	1185.08	1186.84	202085.0
2011-11-22 11:00:00	ES	Futures	1186.84	1188.84	1184.33	1185.83	171459.0
2011-11-22 11:30:00	ES	Futures	1185.83	1187.34	1182.83	1186.84	141708.0
2011-11-22 12:00:00	ES	Futures	1186.84	1196.12	1186.34	1190.6	237155.0
2011-11-22 12:30:00	ES	Futures	1190.35	1195.11	1189.6	1195.11	88162.0
2011-11-22 13:00:00	ES	Futures	1194.86	1198.87	1192.86	1195.87	106085.0
2011-11-22 13:30:00	ES	Futures	1195.61	1197.87	1192.35	1193.11	65348.0
2011-11-22 14:00:00	ES	Futures	1193.11	1194.61	1190.6	1192.1	65691.0
2011-11-22 14:30:00	ES	Futures	1192.1	1192.86	1187.84	1189.35	75442.0
2011-11-22 15:00:00	ES	Futures	1189.35	1191.85	1187.59	1190.85	99193.0
2011-11-22 15:30:00	ES	Futures	1190.85	1192.35	1188.34	1189.35	165058.0
2011-11-22 16:00:00	ES	Futures	1189.35	1189.85	1183.58	1185.58	107207.0
2011-11-22 16:30:00	ES	Futures	1186.34	1186.84	1185.83	1186.34	3753.0
2011-11-22 17:00:00	ES	Futures	1186.59	1186.84	1185.83	1186.59	2055.0
2011-11-22 18:00:00	ES	Futures	1187.09	1187.09	1184.58	1186.34	3273.0
2011-11-22 18:30:00	ES	Futures	1186.59	1188.59	1186.34	1187.84	4251.0
2011-11-22 19:00:00	ES	Futures	1187.59	1187.84	1185.58	1185.58	2755.0
2011-11-22 19:30:00	ES	Futures	1185.58	1186.34	1184.58	1185.33	2703.0
2011-11-22 20:00:00	ES	Futures	1185.33	1186.09	1172.29	1179.57	25074.0
2011-11-22 20:30:00	ES	Futures	1179.82	1180.32	1175.05	1175.3	9044.0
2011-11-22 21:00:00	ES	Futures	1175.3	1176.06	1173.8	1175.3	9542.0
2011-11-22 21:30:00	ES	Futures	1175.05	1175.05	1170.29	1173.55	20064.0
2011-11-22 22:00:00	ES	Futures	1173.55	1176.06	1172.8	1175.3	7392.0
2011-11-22 22:30:00	ES	Futures	1175.3	1175.8	1171.29	1173.05	8768.0
2011-11-22 23:00:00	ES	Futures	1172.8	1173.3	1171.79	1172.54	2821.0
2011-11-22 23:30:00	ES	Futures	1172.8	1174.55	1172.8	1173.3	2742.0
2011-11-22 00:00:00	NQ	Futures	2562.9	2564.05	2558.57	2561.75	214.0
2011-11-22 00:30:00	NQ	Futures	2562.03	2564.63	2559.73	2562.9	188.0
2011-11-22 01:00:00	NQ	Futures	2562.61	2563.76	2557.71	2558.29	312.0

> showing 50 of 2,716 rows — these rows as CSV

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