PREVIEW / futures_30min / 2011-11-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-23.parquet
  size:    73 KB
  rows:    2,561

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
2011-11-23 00:00:00	ES	Futures	1173.05	1173.3	1171.79	1172.8	3017.0
2011-11-23 00:30:00	ES	Futures	1173.05	1173.8	1172.04	1173.55	1479.0
2011-11-23 01:00:00	ES	Futures	1173.3	1174.3	1171.79	1173.05	1954.0
2011-11-23 01:30:00	ES	Futures	1173.05	1174.3	1172.8	1174.05	2134.0
2011-11-23 02:00:00	ES	Futures	1174.3	1176.06	1174.05	1175.05	9673.0
2011-11-23 02:30:00	ES	Futures	1175.05	1176.06	1173.55	1173.8	6505.0
2011-11-23 03:00:00	ES	Futures	1173.8	1178.06	1172.54	1177.81	29504.0
2011-11-23 03:30:00	ES	Futures	1177.56	1180.07	1176.31	1177.56	24697.0
2011-11-23 04:00:00	ES	Futures	1177.56	1181.07	1174.05	1179.57	20080.0
2011-11-23 04:30:00	ES	Futures	1179.57	1181.32	1177.56	1177.81	17890.0
2011-11-23 05:00:00	ES	Futures	1177.81	1180.57	1171.29	1172.29	39429.0
2011-11-23 05:30:00	ES	Futures	1172.29	1176.81	1170.79	1176.06	24878.0
2011-11-23 06:00:00	ES	Futures	1176.06	1179.82	1174.55	1179.32	20451.0
2011-11-23 06:30:00	ES	Futures	1179.32	1181.57	1178.06	1178.56	26939.0
2011-11-23 07:00:00	ES	Futures	1178.31	1179.57	1174.55	1175.8	27763.0
2011-11-23 07:30:00	ES	Futures	1175.8	1178.06	1174.8	1176.56	16196.0
2011-11-23 08:00:00	ES	Futures	1176.56	1177.06	1174.8	1176.31	16720.0
2011-11-23 08:30:00	ES	Futures	1176.31	1178.56	1174.05	1175.3	31804.0
2011-11-23 09:00:00	ES	Futures	1175.55	1180.07	1175.05	1178.31	39985.0
2011-11-23 09:30:00	ES	Futures	1178.31	1179.82	1171.79	1171.79	208370.0
2011-11-23 10:00:00	ES	Futures	1172.04	1173.55	1168.28	1169.03	219476.0
2011-11-23 10:30:00	ES	Futures	1169.28	1171.79	1167.53	1170.54	154222.0
2011-11-23 11:00:00	ES	Futures	1170.54	1172.04	1166.02	1166.28	164793.0
2011-11-23 11:30:00	ES	Futures	1166.02	1169.54	1164.52	1168.03	132423.0
2011-11-23 12:00:00	ES	Futures	1168.28	1171.04	1168.03	1168.03	71330.0
2011-11-23 12:30:00	ES	Futures	1168.03	1173.05	1166.78	1172.29	96953.0
2011-11-23 13:00:00	ES	Futures	1172.04	1172.8	1169.79	1172.04	61754.0
2011-11-23 13:30:00	ES	Futures	1172.29	1173.05	1167.28	1168.28	65565.0
2011-11-23 14:00:00	ES	Futures	1168.28	1169.28	1164.52	1166.02	107252.0
2011-11-23 14:30:00	ES	Futures	1166.28	1168.53	1166.02	1166.78	66678.0
2011-11-23 15:00:00	ES	Futures	1166.78	1172.04	1165.52	1168.28	155880.0
2011-11-23 15:30:00	ES	Futures	1168.53	1173.55	1163.27	1164.02	235831.0
2011-11-23 16:00:00	ES	Futures	1164.02	1164.77	1162.01	1163.77	114820.0
2011-11-23 16:30:00	ES	Futures	1163.77	1164.02	1162.01	1163.27	4720.0
2011-11-23 17:00:00	ES	Futures	1163.02	1163.77	1163.02	1163.52	1164.0
2011-11-23 18:00:00	ES	Futures	1163.77	1165.02	1163.02	1163.77	3402.0
2011-11-23 18:30:00	ES	Futures	1163.52	1164.52	1163.02	1164.52	3128.0
2011-11-23 19:00:00	ES	Futures	1164.52	1166.02	1163.52	1165.02	3987.0
2011-11-23 19:30:00	ES	Futures	1165.02	1166.02	1164.52	1165.52	2034.0
2011-11-23 20:00:00	ES	Futures	1165.52	1167.28	1164.77	1166.53	4332.0
2011-11-23 20:30:00	ES	Futures	1166.53	1168.03	1166.28	1167.78	3759.0
2011-11-23 21:00:00	ES	Futures	1167.53	1169.54	1166.78	1169.03	3327.0
2011-11-23 21:30:00	ES	Futures	1168.78	1171.04	1168.53	1170.29	4161.0
2011-11-23 22:00:00	ES	Futures	1170.29	1171.54	1170.04	1171.04	2885.0
2011-11-23 22:30:00	ES	Futures	1171.29	1171.29	1169.79	1170.04	2054.0
2011-11-23 23:00:00	ES	Futures	1170.04	1170.79	1169.54	1169.79	1241.0
2011-11-23 23:30:00	ES	Futures	1169.79	1170.04	1168.28	1168.53	1086.0
2011-11-23 00:00:00	NQ	Futures	2527.43	2528.59	2526.28	2527.72	225.0
2011-11-23 00:30:00	NQ	Futures	2527.43	2529.74	2526.57	2528.59	161.0
2011-11-23 01:00:00	NQ	Futures	2528.88	2531.47	2525.99	2528.3	238.0

> showing 50 of 2,561 rows — these rows as CSV

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