PREVIEW / futures_30min / 2011-12-02

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-02.parquet
  size:    65 KB
  rows:    2,189

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
2011-12-02 00:00:00	ES	Futures	1252.03	1253.04	1251.78	1252.03	4160.0
2011-12-02 00:30:00	ES	Futures	1252.29	1252.29	1251.03	1252.03	1589.0
2011-12-02 01:00:00	ES	Futures	1252.03	1253.29	1252.03	1252.54	2023.0
2011-12-02 01:30:00	ES	Futures	1252.79	1253.04	1251.78	1252.54	1738.0
2011-12-02 02:00:00	ES	Futures	1252.29	1253.04	1251.28	1252.79	2895.0
2011-12-02 02:30:00	ES	Futures	1253.04	1260.81	1252.54	1256.8	21015.0
2011-12-02 03:00:00	ES	Futures	1257.05	1261.06	1256.3	1259.56	31847.0
2011-12-02 03:30:00	ES	Futures	1259.56	1262.57	1258.81	1261.06	22773.0
2011-12-02 04:00:00	ES	Futures	1261.06	1261.31	1258.3	1259.06	12580.0
2011-12-02 04:30:00	ES	Futures	1259.06	1261.81	1258.3	1260.56	10903.0
2011-12-02 05:00:00	ES	Futures	1260.56	1262.82	1260.31	1261.06	12532.0
2011-12-02 05:30:00	ES	Futures	1261.31	1262.07	1258.81	1261.31	10766.0
2011-12-02 06:00:00	ES	Futures	1261.31	1261.81	1260.06	1261.06	8929.0
2011-12-02 06:30:00	ES	Futures	1261.31	1263.57	1261.06	1261.56	18825.0
2011-12-02 07:00:00	ES	Futures	1261.56	1265.33	1259.56	1263.07	30055.0
2011-12-02 07:30:00	ES	Futures	1263.32	1265.83	1261.81	1262.07	25386.0
2011-12-02 08:00:00	ES	Futures	1262.07	1264.32	1261.06	1262.82	36539.0
2011-12-02 08:30:00	ES	Futures	1262.32	1266.58	1258.81	1261.31	116826.0
2011-12-02 09:00:00	ES	Futures	1261.31	1261.81	1258.05	1259.31	48587.0
2011-12-02 09:30:00	ES	Futures	1259.56	1260.06	1255.29	1258.55	221543.0
2011-12-02 10:00:00	ES	Futures	1258.3	1263.32	1258.05	1262.07	207454.0
2011-12-02 10:30:00	ES	Futures	1262.32	1263.32	1259.56	1260.56	143878.0
2011-12-02 11:00:00	ES	Futures	1260.31	1261.56	1254.29	1257.3	186880.0
2011-12-02 11:30:00	ES	Futures	1257.3	1259.06	1250.28	1253.29	184274.0
2011-12-02 12:00:00	ES	Futures	1253.54	1255.29	1251.28	1253.79	94442.0
2011-12-02 12:30:00	ES	Futures	1253.79	1256.3	1252.79	1255.04	59717.0
2011-12-02 13:00:00	ES	Futures	1255.04	1255.8	1251.78	1252.79	64197.0
2011-12-02 13:30:00	ES	Futures	1253.04	1255.04	1251.78	1253.04	63648.0
2011-12-02 14:00:00	ES	Futures	1253.04	1253.79	1249.78	1252.29	79696.0
2011-12-02 14:30:00	ES	Futures	1252.54	1252.79	1249.03	1249.78	64050.0
2011-12-02 15:00:00	ES	Futures	1249.53	1252.29	1249.03	1250.28	68483.0
2011-12-02 15:30:00	ES	Futures	1250.03	1251.78	1245.77	1246.52	166212.0
2011-12-02 16:00:00	ES	Futures	1246.52	1249.53	1246.27	1247.77	73717.0
2011-12-02 00:00:00	NQ	Futures	2673.33	2679.38	2672.75	2675.92	1057.0
2011-12-02 00:30:00	NQ	Futures	2675.63	2676.21	2674.48	2675.92	118.0
2011-12-02 01:00:00	NQ	Futures	2676.5	2677.36	2675.92	2676.21	164.0
2011-12-02 01:30:00	NQ	Futures	2676.5	2676.79	2675.06	2676.5	171.0
2011-12-02 02:00:00	NQ	Futures	2676.21	2676.21	2673.04	2676.21	271.0
2011-12-02 02:30:00	NQ	Futures	2676.21	2691.2	2675.92	2684.57	1173.0
2011-12-02 03:00:00	NQ	Futures	2684.86	2690.91	2682.84	2689.18	2345.0
2011-12-02 03:30:00	NQ	Futures	2688.61	2696.68	2687.17	2694.09	1899.0
2011-12-02 04:00:00	NQ	Futures	2693.8	2694.66	2687.17	2690.91	1238.0
2011-12-02 04:30:00	NQ	Futures	2690.34	2697.26	2689.76	2694.66	832.0
2011-12-02 05:00:00	NQ	Futures	2694.37	2697.26	2692.36	2693.51	1117.0
2011-12-02 05:30:00	NQ	Futures	2692.93	2694.95	2689.76	2693.51	1107.0
2011-12-02 06:00:00	NQ	Futures	2693.22	2694.37	2691.2	2693.51	791.0
2011-12-02 06:30:00	NQ	Futures	2693.8	2701.0	2693.8	2694.66	2036.0
2011-12-02 07:00:00	NQ	Futures	2694.37	2700.43	2691.2	2696.1	1801.0
2011-12-02 07:30:00	NQ	Futures	2696.39	2702.16	2695.53	2695.82	1803.0
2011-12-02 08:00:00	NQ	Futures	2695.82	2698.7	2684.57	2693.51	2269.0

> showing 50 of 2,189 rows — these rows as CSV

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