PREVIEW / futures_30min / 2011-12-07

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-07.parquet
  size:    73 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
2011-12-07 00:00:00	ES	Futures	1264.57	1265.83	1264.07	1265.83	1408.0
2011-12-07 00:30:00	ES	Futures	1265.83	1265.83	1263.82	1263.82	1560.0
2011-12-07 01:00:00	ES	Futures	1264.07	1265.83	1263.07	1265.33	5066.0
2011-12-07 01:30:00	ES	Futures	1265.33	1267.33	1265.33	1267.08	3003.0
2011-12-07 02:00:00	ES	Futures	1267.33	1271.84	1267.08	1270.09	16467.0
2011-12-07 02:30:00	ES	Futures	1270.09	1271.59	1269.59	1270.09	8346.0
2011-12-07 03:00:00	ES	Futures	1269.84	1271.09	1267.58	1270.59	24797.0
2011-12-07 03:30:00	ES	Futures	1270.59	1270.59	1268.84	1269.84	8278.0
2011-12-07 04:00:00	ES	Futures	1270.09	1271.09	1268.58	1270.34	15509.0
2011-12-07 04:30:00	ES	Futures	1270.34	1270.59	1267.08	1267.33	9827.0
2011-12-07 05:00:00	ES	Futures	1267.33	1268.58	1265.83	1267.58	17414.0
2011-12-07 05:30:00	ES	Futures	1267.58	1269.59	1265.33	1266.33	17734.0
2011-12-07 06:00:00	ES	Futures	1266.33	1266.58	1263.57	1264.07	15790.0
2011-12-07 06:30:00	ES	Futures	1264.07	1266.83	1263.32	1265.07	16496.0
2011-12-07 07:00:00	ES	Futures	1265.07	1265.33	1262.07	1263.82	19263.0
2011-12-07 07:30:00	ES	Futures	1263.82	1264.57	1260.06	1260.81	21939.0
2011-12-07 08:00:00	ES	Futures	1260.56	1261.56	1253.29	1254.79	53493.0
2011-12-07 08:30:00	ES	Futures	1254.79	1260.31	1253.54	1256.8	87110.0
2011-12-07 09:00:00	ES	Futures	1256.55	1259.31	1254.79	1256.55	47537.0
2011-12-07 09:30:00	ES	Futures	1256.3	1257.05	1249.53	1253.04	252884.0
2011-12-07 10:00:00	ES	Futures	1253.04	1253.79	1248.02	1249.78	188516.0
2011-12-07 10:30:00	ES	Futures	1249.78	1253.29	1247.77	1253.29	176823.0
2011-12-07 11:00:00	ES	Futures	1253.29	1256.8	1252.29	1256.3	149553.0
2011-12-07 11:30:00	ES	Futures	1256.55	1258.05	1256.3	1257.8	130592.0
2011-12-07 12:00:00	ES	Futures	1257.55	1261.56	1256.05	1261.06	135484.0
2011-12-07 12:30:00	ES	Futures	1261.06	1262.57	1260.06	1261.56	100151.0
2011-12-07 13:00:00	ES	Futures	1261.81	1262.32	1259.31	1261.56	104565.0
2011-12-07 13:30:00	ES	Futures	1261.56	1261.81	1258.05	1259.31	77661.0
2011-12-07 14:00:00	ES	Futures	1259.56	1260.31	1256.8	1259.31	75634.0
2011-12-07 14:30:00	ES	Futures	1259.06	1259.81	1254.79	1256.05	119689.0
2011-12-07 15:00:00	ES	Futures	1256.05	1262.82	1255.55	1262.32	114543.0
2011-12-07 15:30:00	ES	Futures	1262.32	1270.84	1261.06	1264.57	355309.0
2011-12-07 16:00:00	ES	Futures	1264.57	1268.58	1263.57	1268.08	85583.0
2011-12-07 16:30:00	ES	Futures	1267.58	1268.58	1266.58	1267.08	9020.0
2011-12-07 17:00:00	ES	Futures	1267.08	1270.34	1266.83	1269.84	2637.0
2011-12-07 18:00:00	ES	Futures	1269.34	1270.09	1268.58	1269.34	3393.0
2011-12-07 18:30:00	ES	Futures	1269.34	1269.59	1266.83	1267.08	3170.0
2011-12-07 19:00:00	ES	Futures	1267.08	1269.09	1266.33	1268.33	3483.0
2011-12-07 19:30:00	ES	Futures	1268.58	1268.84	1267.08	1268.58	3004.0
2011-12-07 20:00:00	ES	Futures	1268.58	1269.09	1267.08	1267.33	2387.0
2011-12-07 20:30:00	ES	Futures	1267.58	1267.83	1266.33	1266.83	2410.0
2011-12-07 21:00:00	ES	Futures	1266.83	1267.08	1265.83	1266.08	1495.0
2011-12-07 21:30:00	ES	Futures	1265.83	1266.83	1265.33	1265.58	3253.0
2011-12-07 22:00:00	ES	Futures	1265.58	1267.33	1265.33	1267.08	2122.0
2011-12-07 22:30:00	ES	Futures	1266.83	1268.08	1266.08	1268.08	2145.0
2011-12-07 23:00:00	ES	Futures	1268.08	1269.09	1267.33	1268.33	1511.0
2011-12-07 23:30:00	ES	Futures	1268.33	1269.09	1267.08	1268.84	1536.0
2011-12-07 00:00:00	NQ	Futures	2689.47	2691.78	2688.9	2691.78	99.0
2011-12-07 00:30:00	NQ	Futures	2691.49	2691.49	2688.32	2688.32	59.0
2011-12-07 01:00:00	NQ	Futures	2688.32	2691.49	2686.3	2690.34	186.0

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

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