PREVIEW / futures_30min / 2011-12-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-01.parquet
  size:    74 KB
  rows:    2,693

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
2011-12-01 00:00:00	ES	Futures	1251.28	1251.78	1248.27	1248.52	3783.0
2011-12-01 00:30:00	ES	Futures	1248.52	1248.52	1246.02	1247.52	5131.0
2011-12-01 01:00:00	ES	Futures	1247.77	1248.27	1247.27	1247.77	3013.0
2011-12-01 01:30:00	ES	Futures	1247.77	1248.27	1247.02	1248.27	2146.0
2011-12-01 02:00:00	ES	Futures	1248.02	1248.52	1247.02	1248.52	4681.0
2011-12-01 02:30:00	ES	Futures	1248.27	1248.52	1244.76	1245.01	8450.0
2011-12-01 03:00:00	ES	Futures	1245.01	1245.52	1240.75	1241.25	29014.0
2011-12-01 03:30:00	ES	Futures	1241.5	1243.26	1239.5	1243.01	22528.0
2011-12-01 04:00:00	ES	Futures	1243.01	1244.51	1240.75	1243.26	15889.0
2011-12-01 04:30:00	ES	Futures	1243.26	1246.52	1243.01	1246.02	25298.0
2011-12-01 05:00:00	ES	Futures	1246.02	1248.02	1244.26	1246.02	18668.0
2011-12-01 05:30:00	ES	Futures	1246.27	1248.52	1244.76	1248.02	12798.0
2011-12-01 06:00:00	ES	Futures	1247.77	1248.02	1243.26	1245.52	14677.0
2011-12-01 06:30:00	ES	Futures	1245.26	1247.02	1244.76	1246.02	12136.0
2011-12-01 07:00:00	ES	Futures	1246.02	1248.52	1245.77	1247.52	14129.0
2011-12-01 07:30:00	ES	Futures	1247.52	1249.78	1247.02	1248.78	22425.0
2011-12-01 08:00:00	ES	Futures	1248.78	1251.78	1248.02	1250.28	25038.0
2011-12-01 08:30:00	ES	Futures	1250.28	1250.28	1245.26	1247.52	44292.0
2011-12-01 09:00:00	ES	Futures	1247.52	1247.77	1245.77	1246.52	41963.0
2011-12-01 09:30:00	ES	Futures	1246.52	1252.29	1245.26	1251.53	207551.0
2011-12-01 10:00:00	ES	Futures	1251.78	1254.79	1249.53	1252.29	253886.0
2011-12-01 10:30:00	ES	Futures	1252.03	1252.29	1246.77	1247.52	171104.0
2011-12-01 11:00:00	ES	Futures	1247.27	1249.53	1243.26	1244.26	205871.0
2011-12-01 11:30:00	ES	Futures	1244.26	1247.52	1242.51	1247.27	161557.0
2011-12-01 12:00:00	ES	Futures	1247.27	1247.77	1245.26	1247.02	58403.0
2011-12-01 12:30:00	ES	Futures	1247.02	1248.27	1242.76	1243.01	74863.0
2011-12-01 13:00:00	ES	Futures	1243.01	1247.52	1242.76	1247.02	62488.0
2011-12-01 13:30:00	ES	Futures	1247.02	1251.78	1246.77	1251.53	72967.0
2011-12-01 14:00:00	ES	Futures	1251.28	1251.78	1248.02	1249.53	60160.0
2011-12-01 14:30:00	ES	Futures	1249.28	1251.03	1247.77	1249.03	53814.0
2011-12-01 15:00:00	ES	Futures	1249.03	1250.78	1246.52	1250.53	67464.0
2011-12-01 15:30:00	ES	Futures	1250.53	1251.03	1245.01	1248.02	183584.0
2011-12-01 16:00:00	ES	Futures	1247.77	1248.27	1246.27	1247.02	69372.0
2011-12-01 16:30:00	ES	Futures	1247.27	1247.77	1246.27	1247.02	3532.0
2011-12-01 17:00:00	ES	Futures	1247.02	1248.02	1246.52	1247.27	1187.0
2011-12-01 18:00:00	ES	Futures	1247.02	1247.52	1246.27	1246.52	1959.0
2011-12-01 18:30:00	ES	Futures	1246.52	1248.02	1246.02	1247.52	2203.0
2011-12-01 19:00:00	ES	Futures	1247.77	1250.53	1247.52	1250.53	3735.0
2011-12-01 19:30:00	ES	Futures	1250.53	1251.28	1249.28	1250.53	3059.0
2011-12-01 20:00:00	ES	Futures	1250.53	1251.03	1249.28	1250.03	3485.0
2011-12-01 20:30:00	ES	Futures	1249.78	1250.53	1248.02	1249.53	3892.0
2011-12-01 21:00:00	ES	Futures	1249.53	1250.28	1249.03	1249.53	989.0
2011-12-01 21:30:00	ES	Futures	1249.53	1249.78	1248.02	1248.52	1490.0
2011-12-01 22:00:00	ES	Futures	1248.52	1248.78	1247.77	1248.02	935.0
2011-12-01 22:30:00	ES	Futures	1248.02	1248.78	1247.52	1248.52	1881.0
2011-12-01 23:00:00	ES	Futures	1248.52	1249.53	1248.27	1249.53	1665.0
2011-12-01 23:30:00	ES	Futures	1249.53	1252.79	1249.53	1252.29	4123.0
2011-12-01 00:00:00	NQ	Futures	2656.6	2656.6	2650.55	2651.41	231.0
2011-12-01 00:30:00	NQ	Futures	2650.55	2650.84	2646.8	2649.11	222.0
2011-12-01 01:00:00	NQ	Futures	2649.11	2651.13	2648.53	2650.55	99.0

> showing 50 of 2,693 rows — these rows as CSV

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