PREVIEW / futures_30min / 2011-11-29

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-29.parquet
  size:    76 KB
  rows:    2,739

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
2011-11-29 00:00:00	ES	Futures	1194.61	1202.64	1194.61	1201.88	12547.0
2011-11-29 00:30:00	ES	Futures	1202.13	1202.64	1200.38	1202.64	4605.0
2011-11-29 01:00:00	ES	Futures	1202.64	1202.89	1200.88	1202.13	4871.0
2011-11-29 01:30:00	ES	Futures	1202.38	1202.89	1200.63	1201.38	2616.0
2011-11-29 02:00:00	ES	Futures	1201.38	1201.38	1198.12	1198.62	7152.0
2011-11-29 02:30:00	ES	Futures	1198.62	1200.63	1197.12	1197.37	6578.0
2011-11-29 03:00:00	ES	Futures	1197.37	1197.37	1193.61	1194.11	21210.0
2011-11-29 03:30:00	ES	Futures	1194.11	1195.61	1190.1	1192.1	22275.0
2011-11-29 04:00:00	ES	Futures	1192.35	1199.12	1191.85	1198.62	20163.0
2011-11-29 04:30:00	ES	Futures	1198.62	1200.63	1198.12	1200.13	12908.0
2011-11-29 05:00:00	ES	Futures	1200.13	1209.66	1199.63	1206.65	53619.0
2011-11-29 05:30:00	ES	Futures	1206.4	1209.66	1205.9	1207.15	27938.0
2011-11-29 06:00:00	ES	Futures	1207.4	1208.15	1204.39	1207.15	22728.0
2011-11-29 06:30:00	ES	Futures	1207.15	1207.9	1204.89	1204.89	26730.0
2011-11-29 07:00:00	ES	Futures	1205.14	1205.39	1201.13	1202.38	44803.0
2011-11-29 07:30:00	ES	Futures	1202.64	1204.14	1200.13	1200.63	26418.0
2011-11-29 08:00:00	ES	Futures	1200.88	1202.38	1199.88	1200.88	25460.0
2011-11-29 08:30:00	ES	Futures	1200.88	1200.88	1196.37	1199.12	55525.0
2011-11-29 09:00:00	ES	Futures	1199.12	1200.38	1196.37	1198.62	70623.0
2011-11-29 09:30:00	ES	Futures	1198.37	1200.88	1194.11	1199.63	221403.0
2011-11-29 10:00:00	ES	Futures	1199.63	1206.65	1197.87	1204.64	321742.0
2011-11-29 10:30:00	ES	Futures	1204.64	1206.4	1201.88	1202.64	160042.0
2011-11-29 11:00:00	ES	Futures	1202.64	1204.14	1199.63	1203.14	170271.0
2011-11-29 11:30:00	ES	Futures	1203.14	1206.15	1200.88	1202.38	128712.0
2011-11-29 12:00:00	ES	Futures	1202.13	1205.39	1201.63	1204.89	91286.0
2011-11-29 12:30:00	ES	Futures	1204.89	1204.89	1200.13	1202.13	81146.0
2011-11-29 13:00:00	ES	Futures	1201.88	1202.89	1198.37	1201.88	80678.0
2011-11-29 13:30:00	ES	Futures	1201.88	1201.88	1196.12	1197.12	104631.0
2011-11-29 14:00:00	ES	Futures	1197.12	1199.12	1195.61	1198.37	86511.0
2011-11-29 14:30:00	ES	Futures	1198.62	1201.38	1198.12	1199.88	77457.0
2011-11-29 15:00:00	ES	Futures	1199.63	1204.39	1198.87	1201.63	91224.0
2011-11-29 15:30:00	ES	Futures	1201.63	1203.89	1197.37	1198.12	183290.0
2011-11-29 16:00:00	ES	Futures	1198.37	1201.13	1197.37	1199.38	85815.0
2011-11-29 16:30:00	ES	Futures	1198.62	1198.62	1192.35	1194.11	19361.0
2011-11-29 17:00:00	ES	Futures	1193.86	1194.86	1192.61	1194.61	4624.0
2011-11-29 18:00:00	ES	Futures	1195.36	1196.62	1192.86	1192.86	8710.0
2011-11-29 18:30:00	ES	Futures	1192.86	1194.11	1192.61	1193.61	2787.0
2011-11-29 19:00:00	ES	Futures	1193.61	1195.36	1192.61	1194.61	3929.0
2011-11-29 19:30:00	ES	Futures	1194.86	1196.62	1194.61	1195.87	4505.0
2011-11-29 20:00:00	ES	Futures	1195.61	1196.62	1195.11	1195.61	4002.0
2011-11-29 20:30:00	ES	Futures	1195.61	1196.37	1193.86	1194.36	3569.0
2011-11-29 21:00:00	ES	Futures	1194.11	1196.12	1193.86	1195.36	2587.0
2011-11-29 21:30:00	ES	Futures	1195.61	1195.87	1193.11	1193.61	3233.0
2011-11-29 22:00:00	ES	Futures	1193.86	1193.86	1190.35	1192.1	7448.0
2011-11-29 22:30:00	ES	Futures	1192.1	1192.86	1191.1	1192.1	3734.0
2011-11-29 23:00:00	ES	Futures	1192.1	1193.11	1191.85	1192.35	1982.0
2011-11-29 23:30:00	ES	Futures	1192.35	1192.61	1191.35	1192.35	2387.0
2011-11-29 00:00:00	NQ	Futures	2561.75	2576.74	2561.75	2575.87	1135.0
2011-11-29 00:30:00	NQ	Futures	2576.16	2576.74	2572.41	2575.87	428.0
2011-11-29 01:00:00	NQ	Futures	2575.87	2576.45	2573.28	2575.3	363.0

> showing 50 of 2,739 rows — these rows as CSV

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