PREVIEW / futures_30min / 2011-12-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-05.parquet
  size:    72 KB
  rows:    2,589

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
2011-12-05 00:00:00	ES	Futures	1256.8	1257.8	1256.3	1256.55	2031.0
2011-12-05 00:30:00	ES	Futures	1256.55	1258.3	1256.3	1258.05	2407.0
2011-12-05 01:00:00	ES	Futures	1258.05	1258.55	1256.3	1256.55	2215.0
2011-12-05 01:30:00	ES	Futures	1256.55	1257.3	1255.55	1256.8	3105.0
2011-12-05 02:00:00	ES	Futures	1256.55	1260.31	1256.55	1259.31	6398.0
2011-12-05 02:30:00	ES	Futures	1259.56	1261.31	1258.81	1260.81	5943.0
2011-12-05 03:00:00	ES	Futures	1261.06	1261.31	1255.29	1256.55	25861.0
2011-12-05 03:30:00	ES	Futures	1256.3	1259.56	1256.3	1257.55	13550.0
2011-12-05 04:00:00	ES	Futures	1257.55	1259.06	1256.3	1257.55	8395.0
2011-12-05 04:30:00	ES	Futures	1257.55	1262.57	1257.05	1261.81	11668.0
2011-12-05 05:00:00	ES	Futures	1261.81	1262.32	1259.81	1261.31	8526.0
2011-12-05 05:30:00	ES	Futures	1261.31	1261.81	1260.06	1260.31	7652.0
2011-12-05 06:00:00	ES	Futures	1260.31	1260.56	1257.8	1259.31	8906.0
2011-12-05 06:30:00	ES	Futures	1259.56	1260.81	1258.81	1259.31	7820.0
2011-12-05 07:00:00	ES	Futures	1259.31	1264.32	1258.81	1262.82	22594.0
2011-12-05 07:30:00	ES	Futures	1262.82	1264.32	1262.32	1262.57	11822.0
2011-12-05 08:00:00	ES	Futures	1262.57	1265.07	1261.31	1264.57	28274.0
2011-12-05 08:30:00	ES	Futures	1264.32	1265.83	1263.57	1265.07	28866.0
2011-12-05 09:00:00	ES	Futures	1265.07	1267.08	1262.32	1266.33	57737.0
2011-12-05 09:30:00	ES	Futures	1266.58	1267.08	1262.82	1266.83	190943.0
2011-12-05 10:00:00	ES	Futures	1266.58	1269.34	1263.32	1268.08	197889.0
2011-12-05 10:30:00	ES	Futures	1268.08	1269.84	1266.83	1267.08	176027.0
2011-12-05 11:00:00	ES	Futures	1267.08	1268.33	1265.33	1266.83	137269.0
2011-12-05 11:30:00	ES	Futures	1266.58	1267.58	1265.33	1266.33	94392.0
2011-12-05 12:00:00	ES	Futures	1266.33	1268.33	1265.58	1266.83	64378.0
2011-12-05 12:30:00	ES	Futures	1266.83	1270.09	1266.58	1268.58	66221.0
2011-12-05 13:00:00	ES	Futures	1268.84	1269.34	1267.08	1267.83	43206.0
2011-12-05 13:30:00	ES	Futures	1267.58	1269.09	1259.81	1261.31	205596.0
2011-12-05 14:00:00	ES	Futures	1261.31	1261.31	1256.55	1259.81	172296.0
2011-12-05 14:30:00	ES	Futures	1259.56	1261.56	1257.55	1261.06	87321.0
2011-12-05 15:00:00	ES	Futures	1260.81	1262.32	1252.54	1253.54	227642.0
2011-12-05 15:30:00	ES	Futures	1253.54	1260.81	1252.79	1260.31	236634.0
2011-12-05 16:00:00	ES	Futures	1260.31	1262.32	1257.05	1259.06	91380.0
2011-12-05 16:30:00	ES	Futures	1257.05	1259.31	1256.05	1256.3	11472.0
2011-12-05 17:00:00	ES	Futures	1256.55	1258.05	1256.05	1258.05	2187.0
2011-12-05 18:00:00	ES	Futures	1257.05	1257.3	1255.29	1257.05	4836.0
2011-12-05 18:30:00	ES	Futures	1257.05	1257.3	1255.04	1256.3	2529.0
2011-12-05 19:00:00	ES	Futures	1256.3	1257.3	1255.55	1255.8	3324.0
2011-12-05 19:30:00	ES	Futures	1255.8	1257.05	1255.55	1256.55	2819.0
2011-12-05 20:00:00	ES	Futures	1256.55	1257.05	1254.29	1255.55	3876.0
2011-12-05 20:30:00	ES	Futures	1255.55	1255.8	1254.29	1254.79	3055.0
2011-12-05 21:00:00	ES	Futures	1255.04	1256.3	1255.04	1255.8	2483.0
2011-12-05 21:30:00	ES	Futures	1256.05	1256.3	1255.04	1255.29	3260.0
2011-12-05 22:00:00	ES	Futures	1255.29	1255.55	1254.04	1254.54	2855.0
2011-12-05 22:30:00	ES	Futures	1254.54	1255.04	1253.04	1253.79	5076.0
2011-12-05 23:00:00	ES	Futures	1253.79	1254.29	1252.03	1252.29	4652.0
2011-12-05 23:30:00	ES	Futures	1252.29	1253.29	1250.28	1251.03	6059.0
2011-12-05 00:00:00	NQ	Futures	2672.17	2673.04	2671.31	2671.31	142.0
2011-12-05 00:30:00	NQ	Futures	2672.17	2673.33	2671.31	2673.33	133.0
2011-12-05 01:00:00	NQ	Futures	2673.33	2673.33	2670.15	2671.02	110.0

> showing 50 of 2,589 rows — these rows as CSV

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