PREVIEW / futures_30min / 2011-11-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-24.parquet
  size:    53 KB
  rows:    1,831

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
2011-11-24 00:00:00	ES	Futures	1168.53	1170.04	1167.53	1168.78	1943.0
2011-11-24 00:30:00	ES	Futures	1168.78	1170.04	1165.52	1166.02	3461.0
2011-11-24 01:00:00	ES	Futures	1166.02	1167.03	1164.27	1166.02	2768.0
2011-11-24 01:30:00	ES	Futures	1166.02	1167.53	1165.27	1167.28	1291.0
2011-11-24 02:00:00	ES	Futures	1167.28	1171.29	1167.03	1170.04	6977.0
2011-11-24 02:30:00	ES	Futures	1169.79	1172.29	1169.28	1170.04	4630.0
2011-11-24 03:00:00	ES	Futures	1170.04	1172.54	1167.03	1169.79	17768.0
2011-11-24 03:30:00	ES	Futures	1169.54	1171.79	1168.03	1168.28	9524.0
2011-11-24 04:00:00	ES	Futures	1168.28	1175.55	1168.03	1174.3	18677.0
2011-11-24 04:30:00	ES	Futures	1174.05	1177.31	1173.55	1176.31	12241.0
2011-11-24 05:00:00	ES	Futures	1176.31	1176.56	1173.05	1173.55	11195.0
2011-11-24 05:30:00	ES	Futures	1173.3	1173.55	1169.79	1170.29	14226.0
2011-11-24 06:00:00	ES	Futures	1170.29	1172.04	1170.04	1171.79	8735.0
2011-11-24 06:30:00	ES	Futures	1171.54	1173.8	1170.29	1172.54	5181.0
2011-11-24 07:00:00	ES	Futures	1172.8	1174.8	1171.54	1172.29	8942.0
2011-11-24 07:30:00	ES	Futures	1172.29	1174.55	1171.79	1173.3	5488.0
2011-11-24 08:00:00	ES	Futures	1173.3	1174.8	1172.54	1173.8	6168.0
2011-11-24 08:30:00	ES	Futures	1173.55	1174.05	1168.03	1169.79	15448.0
2011-11-24 09:00:00	ES	Futures	1169.79	1170.54	1166.02	1166.02	11265.0
2011-11-24 09:30:00	ES	Futures	1166.28	1166.28	1159.51	1162.51	37791.0
2011-11-24 10:00:00	ES	Futures	1162.77	1166.53	1159.76	1165.02	17880.0
2011-11-24 10:30:00	ES	Futures	1164.77	1165.27	1163.27	1164.02	7269.0
2011-11-24 11:00:00	ES	Futures	1164.27	1167.03	1161.76	1162.77	15829.0
2011-11-24 18:00:00	ES	Futures	1163.52	1164.27	1156.5	1157.75	8652.0
2011-11-24 18:30:00	ES	Futures	1158.0	1161.76	1157.75	1161.01	2356.0
2011-11-24 19:00:00	ES	Futures	1161.01	1163.02	1159.76	1160.26	3082.0
2011-11-24 19:30:00	ES	Futures	1160.01	1161.01	1159.0	1160.01	1861.0
2011-11-24 20:00:00	ES	Futures	1160.01	1161.76	1158.5	1159.25	2698.0
2011-11-24 20:30:00	ES	Futures	1159.51	1159.76	1157.0	1159.51	3646.0
2011-11-24 21:00:00	ES	Futures	1159.51	1160.51	1158.75	1160.26	1926.0
2011-11-24 21:30:00	ES	Futures	1160.26	1160.51	1158.5	1159.0	1594.0
2011-11-24 22:00:00	ES	Futures	1159.0	1159.25	1157.5	1158.0	2220.0
2011-11-24 22:30:00	ES	Futures	1158.0	1161.01	1157.25	1158.25	2828.0
2011-11-24 23:00:00	ES	Futures	1158.25	1158.75	1156.5	1157.5	2146.0
2011-11-24 23:30:00	ES	Futures	1157.5	1158.5	1157.0	1158.0	2075.0
2011-11-24 00:00:00	NQ	Futures	2506.96	2507.83	2505.23	2507.54	125.0
2011-11-24 00:30:00	NQ	Futures	2507.54	2508.98	2501.2	2501.49	313.0
2011-11-24 01:00:00	NQ	Futures	2501.49	2503.22	2497.16	2498.89	493.0
2011-11-24 01:30:00	NQ	Futures	2498.89	2500.91	2496.87	2500.62	288.0
2011-11-24 02:00:00	NQ	Futures	2500.62	2507.83	2500.33	2504.66	1064.0
2011-11-24 02:30:00	NQ	Futures	2504.66	2507.83	2501.77	2503.22	751.0
2011-11-24 03:00:00	NQ	Futures	2503.22	2507.25	2498.89	2505.23	1969.0
2011-11-24 03:30:00	NQ	Futures	2505.23	2508.98	2502.64	2502.64	738.0
2011-11-24 04:00:00	NQ	Futures	2502.93	2514.75	2502.93	2512.15	1323.0
2011-11-24 04:30:00	NQ	Futures	2511.29	2518.79	2510.71	2518.21	1057.0
2011-11-24 05:00:00	NQ	Futures	2518.79	2519.36	2511.29	2512.73	653.0
2011-11-24 05:30:00	NQ	Futures	2512.15	2513.02	2508.41	2509.85	903.0
2011-11-24 06:00:00	NQ	Futures	2510.14	2514.46	2508.41	2513.88	846.0
2011-11-24 06:30:00	NQ	Futures	2513.31	2515.04	2510.14	2513.31	538.0
2011-11-24 07:00:00	NQ	Futures	2514.46	2517.34	2513.02	2514.75	646.0

> showing 50 of 1,831 rows — these rows as CSV

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