PREVIEW / futures_30min / 2011-12-06

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-06.parquet
  size:    72 KB
  rows:    2,666

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
2011-12-06 00:00:00	ES	Futures	1251.28	1251.28	1249.03	1250.03	5341.0
2011-12-06 00:30:00	ES	Futures	1250.03	1252.79	1249.53	1252.79	2983.0
2011-12-06 01:00:00	ES	Futures	1252.54	1254.04	1252.03	1253.29	2947.0
2011-12-06 01:30:00	ES	Futures	1253.04	1254.54	1252.79	1253.79	3083.0
2011-12-06 02:00:00	ES	Futures	1253.79	1254.29	1250.53	1252.29	8694.0
2011-12-06 02:30:00	ES	Futures	1252.03	1254.54	1251.03	1253.29	6994.0
2011-12-06 03:00:00	ES	Futures	1253.04	1262.07	1253.04	1261.31	36436.0
2011-12-06 03:30:00	ES	Futures	1261.31	1262.82	1259.06	1260.81	19696.0
2011-12-06 04:00:00	ES	Futures	1260.56	1261.56	1256.3	1257.3	14605.0
2011-12-06 04:30:00	ES	Futures	1257.3	1259.56	1255.29	1259.06	15617.0
2011-12-06 05:00:00	ES	Futures	1258.81	1262.57	1258.05	1261.81	14947.0
2011-12-06 05:30:00	ES	Futures	1261.56	1264.82	1261.06	1264.57	15071.0
2011-12-06 06:00:00	ES	Futures	1264.57	1265.58	1262.32	1262.32	13946.0
2011-12-06 06:30:00	ES	Futures	1262.57	1263.32	1261.06	1263.32	15322.0
2011-12-06 07:00:00	ES	Futures	1263.07	1264.82	1261.56	1263.57	16775.0
2011-12-06 07:30:00	ES	Futures	1263.57	1263.57	1260.56	1261.56	13834.0
2011-12-06 08:00:00	ES	Futures	1261.31	1263.32	1259.31	1260.06	21031.0
2011-12-06 08:30:00	ES	Futures	1260.06	1260.56	1258.05	1259.31	41141.0
2011-12-06 09:00:00	ES	Futures	1259.31	1261.81	1258.3	1260.06	31352.0
2011-12-06 09:30:00	ES	Futures	1260.31	1262.57	1255.8	1258.3	202331.0
2011-12-06 10:00:00	ES	Futures	1258.3	1262.82	1257.8	1262.32	176112.0
2011-12-06 10:30:00	ES	Futures	1262.07	1264.07	1259.06	1259.56	206848.0
2011-12-06 11:00:00	ES	Futures	1259.56	1261.06	1258.3	1259.06	148166.0
2011-12-06 11:30:00	ES	Futures	1259.06	1261.06	1256.55	1260.31	111288.0
2011-12-06 12:00:00	ES	Futures	1260.06	1261.06	1258.3	1259.81	51012.0
2011-12-06 12:30:00	ES	Futures	1259.56	1260.81	1258.55	1259.56	41660.0
2011-12-06 13:00:00	ES	Futures	1259.56	1262.82	1258.05	1262.32	79796.0
2011-12-06 13:30:00	ES	Futures	1262.32	1262.82	1260.56	1260.81	45282.0
2011-12-06 14:00:00	ES	Futures	1260.81	1262.57	1259.56	1261.81	61365.0
2011-12-06 14:30:00	ES	Futures	1261.81	1268.58	1261.56	1267.33	173141.0
2011-12-06 15:00:00	ES	Futures	1267.33	1269.59	1264.32	1264.82	179825.0
2011-12-06 15:30:00	ES	Futures	1264.57	1266.83	1261.06	1261.31	197413.0
2011-12-06 16:00:00	ES	Futures	1261.31	1261.81	1258.05	1258.55	97326.0
2011-12-06 16:30:00	ES	Futures	1259.31	1260.81	1259.06	1260.56	6081.0
2011-12-06 17:00:00	ES	Futures	1260.31	1260.56	1259.56	1259.56	1544.0
2011-12-06 18:00:00	ES	Futures	1259.56	1261.56	1258.55	1260.56	5073.0
2011-12-06 18:30:00	ES	Futures	1260.56	1261.56	1259.81	1261.31	2920.0
2011-12-06 19:00:00	ES	Futures	1261.06	1261.56	1260.06	1261.56	3032.0
2011-12-06 19:30:00	ES	Futures	1261.31	1263.07	1261.06	1263.07	5159.0
2011-12-06 20:00:00	ES	Futures	1262.82	1263.57	1262.07	1263.32	2892.0
2011-12-06 20:30:00	ES	Futures	1263.32	1265.07	1262.57	1264.32	4765.0
2011-12-06 21:00:00	ES	Futures	1264.57	1265.33	1263.57	1264.07	3808.0
2011-12-06 21:30:00	ES	Futures	1264.07	1265.07	1263.32	1263.82	3488.0
2011-12-06 22:00:00	ES	Futures	1263.82	1264.82	1263.57	1264.32	1628.0
2011-12-06 22:30:00	ES	Futures	1264.32	1264.82	1263.82	1264.82	1864.0
2011-12-06 23:00:00	ES	Futures	1264.82	1266.08	1264.57	1265.33	2960.0
2011-12-06 23:30:00	ES	Futures	1265.33	1265.58	1264.07	1264.57	1506.0
2011-12-06 00:00:00	NQ	Futures	2670.73	2670.73	2667.27	2669.0	290.0
2011-12-06 00:30:00	NQ	Futures	2669.0	2674.19	2668.14	2673.9	200.0
2011-12-06 01:00:00	NQ	Futures	2673.61	2676.5	2673.04	2674.77	305.0

> showing 50 of 2,666 rows — these rows as CSV

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