PREVIEW / futures_30min / 2011-11-30

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-30.parquet
  size:    82 KB
  rows:    2,780

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
2011-11-30 00:00:00	ES	Futures	1192.35	1195.36	1192.1	1193.61	6138.0
2011-11-30 00:30:00	ES	Futures	1193.61	1195.11	1191.85	1192.1	3993.0
2011-11-30 01:00:00	ES	Futures	1191.85	1192.86	1190.35	1190.6	4107.0
2011-11-30 01:30:00	ES	Futures	1190.85	1192.35	1189.09	1189.35	5445.0
2011-11-30 02:00:00	ES	Futures	1189.6	1190.35	1186.59	1187.84	10614.0
2011-11-30 02:30:00	ES	Futures	1187.84	1191.35	1187.59	1190.1	9353.0
2011-11-30 03:00:00	ES	Futures	1190.1	1194.86	1189.09	1191.1	20690.0
2011-11-30 03:30:00	ES	Futures	1191.35	1193.86	1190.35	1193.36	12045.0
2011-11-30 04:00:00	ES	Futures	1193.61	1195.87	1192.86	1195.11	12811.0
2011-11-30 04:30:00	ES	Futures	1195.11	1195.11	1191.85	1193.61	10023.0
2011-11-30 05:00:00	ES	Futures	1193.86	1197.62	1192.86	1195.87	12792.0
2011-11-30 05:30:00	ES	Futures	1195.87	1197.12	1194.11	1195.36	12138.0
2011-11-30 06:00:00	ES	Futures	1195.36	1210.16	1194.61	1207.65	79980.0
2011-11-30 06:30:00	ES	Futures	1207.65	1211.91	1206.9	1209.16	31441.0
2011-11-30 07:00:00	ES	Futures	1209.41	1210.16	1205.9	1207.4	27766.0
2011-11-30 07:30:00	ES	Futures	1207.4	1209.66	1206.65	1209.16	29200.0
2011-11-30 08:00:00	ES	Futures	1209.16	1233.23	1208.9	1232.98	281699.0
2011-11-30 08:30:00	ES	Futures	1232.98	1238.24	1232.23	1235.99	133270.0
2011-11-30 09:00:00	ES	Futures	1235.99	1237.49	1231.72	1232.73	82337.0
2011-11-30 09:30:00	ES	Futures	1232.73	1239.25	1230.22	1238.24	368209.0
2011-11-30 10:00:00	ES	Futures	1238.49	1240.0	1235.48	1238.24	238252.0
2011-11-30 10:30:00	ES	Futures	1238.49	1243.51	1237.49	1243.26	250300.0
2011-11-30 11:00:00	ES	Futures	1243.01	1243.26	1239.25	1240.0	197454.0
2011-11-30 11:30:00	ES	Futures	1239.75	1242.0	1238.24	1239.5	126006.0
2011-11-30 12:00:00	ES	Futures	1239.75	1240.25	1237.99	1239.5	86588.0
2011-11-30 12:30:00	ES	Futures	1239.25	1240.75	1238.24	1239.5	60902.0
2011-11-30 13:00:00	ES	Futures	1239.5	1241.0	1237.49	1237.74	59832.0
2011-11-30 13:30:00	ES	Futures	1237.74	1239.25	1236.24	1236.99	74944.0
2011-11-30 14:00:00	ES	Futures	1236.74	1239.25	1236.24	1238.24	73631.0
2011-11-30 14:30:00	ES	Futures	1237.99	1240.0	1236.24	1239.0	79412.0
2011-11-30 15:00:00	ES	Futures	1238.74	1242.51	1237.99	1241.5	103695.0
2011-11-30 15:30:00	ES	Futures	1241.5	1250.53	1241.0	1249.28	469975.0
2011-11-30 16:00:00	ES	Futures	1249.03	1249.78	1246.52	1248.27	206480.0
2011-11-30 16:30:00	ES	Futures	1247.52	1248.52	1246.52	1248.02	12443.0
2011-11-30 17:00:00	ES	Futures	1248.02	1249.28	1247.77	1249.03	3644.0
2011-11-30 18:00:00	ES	Futures	1248.52	1248.78	1246.77	1246.77	5494.0
2011-11-30 18:30:00	ES	Futures	1246.77	1247.77	1246.52	1247.02	4323.0
2011-11-30 19:00:00	ES	Futures	1247.02	1247.52	1245.77	1246.52	6788.0
2011-11-30 19:30:00	ES	Futures	1246.27	1246.77	1245.26	1246.52	5199.0
2011-11-30 20:00:00	ES	Futures	1246.52	1249.53	1245.77	1247.27	9534.0
2011-11-30 20:30:00	ES	Futures	1247.27	1247.52	1245.26	1246.02	5521.0
2011-11-30 21:00:00	ES	Futures	1246.02	1247.02	1245.52	1246.02	2446.0
2011-11-30 21:30:00	ES	Futures	1246.27	1246.52	1245.01	1246.02	3577.0
2011-11-30 22:00:00	ES	Futures	1246.02	1247.02	1245.52	1246.77	2629.0
2011-11-30 22:30:00	ES	Futures	1247.02	1248.02	1246.52	1247.77	3538.0
2011-11-30 23:00:00	ES	Futures	1247.77	1248.52	1247.77	1248.27	2173.0
2011-11-30 23:30:00	ES	Futures	1248.52	1253.29	1248.27	1251.28	9447.0
2011-11-30 00:00:00	NQ	Futures	2540.41	2545.89	2540.12	2542.14	356.0
2011-11-30 00:30:00	NQ	Futures	2542.14	2545.31	2540.7	2540.7	241.0
2011-11-30 01:00:00	NQ	Futures	2540.7	2542.14	2538.97	2539.26	213.0

> showing 50 of 2,780 rows — these rows as CSV

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