PREVIEW / futures_30min / 2011-11-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-28.parquet
  size:    76 KB
  rows:    2,708

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
2011-11-28 00:00:00	ES	Futures	1178.31	1179.06	1176.81	1178.06	3812.0
2011-11-28 00:30:00	ES	Futures	1178.06	1180.57	1178.06	1180.57	3616.0
2011-11-28 01:00:00	ES	Futures	1180.57	1182.32	1179.32	1181.57	6697.0
2011-11-28 01:30:00	ES	Futures	1181.32	1181.57	1178.81	1180.07	3313.0
2011-11-28 02:00:00	ES	Futures	1180.32	1182.07	1177.81	1178.06	8725.0
2011-11-28 02:30:00	ES	Futures	1178.06	1179.06	1176.56	1178.56	8016.0
2011-11-28 03:00:00	ES	Futures	1178.56	1181.82	1176.81	1181.57	21134.0
2011-11-28 03:30:00	ES	Futures	1181.57	1187.59	1181.07	1187.34	34322.0
2011-11-28 04:00:00	ES	Futures	1187.34	1188.59	1185.08	1187.34	25472.0
2011-11-28 04:30:00	ES	Futures	1187.34	1191.1	1187.09	1190.6	29131.0
2011-11-28 05:00:00	ES	Futures	1190.85	1192.61	1189.6	1190.35	22212.0
2011-11-28 05:30:00	ES	Futures	1190.1	1190.85	1187.84	1189.6	10849.0
2011-11-28 06:00:00	ES	Futures	1189.6	1190.35	1187.84	1188.34	8930.0
2011-11-28 06:30:00	ES	Futures	1188.59	1190.1	1187.59	1189.6	11992.0
2011-11-28 07:00:00	ES	Futures	1189.85	1190.35	1187.09	1187.34	17600.0
2011-11-28 07:30:00	ES	Futures	1187.34	1190.35	1187.09	1188.84	22078.0
2011-11-28 08:00:00	ES	Futures	1189.09	1190.35	1187.84	1190.1	23587.0
2011-11-28 08:30:00	ES	Futures	1190.1	1192.1	1189.35	1191.35	37768.0
2011-11-28 09:00:00	ES	Futures	1191.35	1193.86	1191.1	1193.11	60643.0
2011-11-28 09:30:00	ES	Futures	1193.11	1198.12	1190.85	1197.12	252622.0
2011-11-28 10:00:00	ES	Futures	1197.37	1199.12	1195.36	1197.62	171454.0
2011-11-28 10:30:00	ES	Futures	1197.62	1199.88	1195.61	1196.12	159446.0
2011-11-28 11:00:00	ES	Futures	1196.12	1198.12	1195.61	1197.87	131005.0
2011-11-28 11:30:00	ES	Futures	1197.87	1199.38	1196.12	1196.62	106494.0
2011-11-28 12:00:00	ES	Futures	1196.62	1197.37	1194.61	1194.86	80553.0
2011-11-28 12:30:00	ES	Futures	1194.86	1194.86	1192.35	1193.11	106794.0
2011-11-28 13:00:00	ES	Futures	1193.11	1196.87	1192.1	1196.62	92511.0
2011-11-28 13:30:00	ES	Futures	1196.37	1197.62	1192.61	1193.11	94428.0
2011-11-28 14:00:00	ES	Futures	1193.11	1196.87	1192.61	1194.61	84919.0
2011-11-28 14:30:00	ES	Futures	1194.36	1194.86	1190.35	1191.6	89107.0
2011-11-28 15:00:00	ES	Futures	1191.6	1192.86	1186.09	1188.34	159322.0
2011-11-28 15:30:00	ES	Futures	1188.09	1195.36	1186.59	1194.86	231553.0
2011-11-28 16:00:00	ES	Futures	1195.11	1195.61	1194.11	1195.11	117808.0
2011-11-28 16:30:00	ES	Futures	1194.36	1196.37	1193.61	1194.61	7326.0
2011-11-28 17:00:00	ES	Futures	1194.61	1195.61	1194.61	1195.61	2177.0
2011-11-28 18:00:00	ES	Futures	1194.86	1195.36	1193.11	1193.61	5985.0
2011-11-28 18:30:00	ES	Futures	1193.61	1194.36	1193.11	1193.61	3112.0
2011-11-28 19:00:00	ES	Futures	1193.61	1194.11	1190.35	1191.35	9003.0
2011-11-28 19:30:00	ES	Futures	1191.1	1192.61	1190.85	1191.85	3524.0
2011-11-28 20:00:00	ES	Futures	1191.85	1193.36	1190.85	1192.35	5298.0
2011-11-28 20:30:00	ES	Futures	1192.35	1192.86	1190.1	1190.35	3548.0
2011-11-28 21:00:00	ES	Futures	1190.35	1191.35	1189.85	1190.6	3616.0
2011-11-28 21:30:00	ES	Futures	1190.85	1191.6	1190.6	1190.85	1741.0
2011-11-28 22:00:00	ES	Futures	1190.85	1193.86	1190.6	1193.61	2855.0
2011-11-28 22:30:00	ES	Futures	1193.86	1194.61	1193.36	1193.86	2671.0
2011-11-28 23:00:00	ES	Futures	1193.86	1195.36	1193.86	1194.11	3285.0
2011-11-28 23:30:00	ES	Futures	1194.36	1194.86	1192.86	1194.61	4269.0
2011-11-28 00:00:00	NQ	Futures	2521.96	2522.53	2517.92	2520.8	292.0
2011-11-28 00:30:00	NQ	Futures	2521.09	2523.69	2519.94	2523.4	224.0
2011-11-28 01:00:00	NQ	Futures	2523.69	2526.86	2522.82	2526.57	427.0

> showing 50 of 2,708 rows — these rows as CSV

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