PREVIEW / futures_30min / 2011-12-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-09.parquet
  size:    66 KB
  rows:    2,202

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
2011-12-09 00:00:00	ES	Futures	1241.5	1241.5	1236.24	1237.49	2310.0
2011-12-09 00:30:00	ES	Futures	1237.24	1239.25	1236.49	1237.49	1930.0
2011-12-09 01:00:00	ES	Futures	1237.49	1239.75	1235.99	1239.75	3159.0
2011-12-09 01:30:00	ES	Futures	1240.0	1240.0	1235.74	1236.74	2226.0
2011-12-09 02:00:00	ES	Futures	1236.74	1236.99	1232.23	1234.23	12648.0
2011-12-09 02:30:00	ES	Futures	1233.98	1235.74	1232.98	1234.73	6251.0
2011-12-09 03:00:00	ES	Futures	1234.98	1243.76	1234.73	1242.51	22155.0
2011-12-09 03:30:00	ES	Futures	1242.51	1246.27	1241.5	1245.77	12625.0
2011-12-09 04:00:00	ES	Futures	1245.52	1246.52	1241.5	1241.5	8185.0
2011-12-09 04:30:00	ES	Futures	1241.5	1242.26	1239.75	1242.26	6421.0
2011-12-09 05:00:00	ES	Futures	1242.26	1246.27	1240.5	1245.26	6230.0
2011-12-09 05:30:00	ES	Futures	1245.26	1250.78	1243.51	1250.28	11429.0
2011-12-09 06:00:00	ES	Futures	1250.53	1252.03	1248.02	1249.03	18304.0
2011-12-09 06:30:00	ES	Futures	1249.03	1253.29	1248.52	1252.54	8898.0
2011-12-09 07:00:00	ES	Futures	1252.54	1253.04	1249.78	1251.78	7702.0
2011-12-09 07:30:00	ES	Futures	1251.78	1252.54	1249.03	1249.28	11069.0
2011-12-09 08:00:00	ES	Futures	1249.53	1250.03	1245.01	1246.52	17400.0
2011-12-09 08:30:00	ES	Futures	1246.52	1247.52	1242.76	1244.26	20608.0
2011-12-09 09:00:00	ES	Futures	1244.01	1245.26	1242.0	1243.26	18661.0
2011-12-09 09:30:00	ES	Futures	1243.01	1251.53	1242.26	1249.28	75881.0
2011-12-09 10:00:00	ES	Futures	1249.03	1253.79	1248.78	1250.78	51436.0
2011-12-09 10:30:00	ES	Futures	1250.53	1253.04	1247.77	1252.79	55851.0
2011-12-09 11:00:00	ES	Futures	1252.79	1256.8	1252.54	1256.55	41220.0
2011-12-09 11:30:00	ES	Futures	1256.55	1259.06	1255.04	1255.29	33103.0
2011-12-09 12:00:00	ES	Futures	1255.29	1257.8	1254.04	1255.55	24479.0
2011-12-09 12:30:00	ES	Futures	1255.8	1258.3	1255.29	1256.3	23657.0
2011-12-09 13:00:00	ES	Futures	1256.55	1259.31	1255.55	1258.55	16890.0
2011-12-09 13:30:00	ES	Futures	1258.3	1259.06	1256.8	1257.3	17025.0
2011-12-09 14:00:00	ES	Futures	1257.3	1259.81	1256.3	1259.06	15199.0
2011-12-09 14:30:00	ES	Futures	1258.81	1262.07	1258.81	1260.31	31654.0
2011-12-09 15:00:00	ES	Futures	1260.06	1260.56	1257.3	1260.31	24336.0
2011-12-09 15:30:00	ES	Futures	1260.31	1261.81	1257.55	1258.3	54272.0
2011-12-09 16:00:00	ES	Futures	1258.3	1264.32	1258.3	1263.57	34924.0
2011-12-09 00:00:00	NQ	Futures	2633.83	2633.83	2624.89	2626.91	247.0
2011-12-09 00:30:00	NQ	Futures	2626.91	2630.37	2625.75	2626.62	116.0
2011-12-09 01:00:00	NQ	Futures	2626.62	2631.23	2624.31	2630.65	168.0
2011-12-09 01:30:00	NQ	Futures	2630.65	2631.23	2624.31	2626.04	201.0
2011-12-09 02:00:00	NQ	Futures	2625.75	2625.75	2616.81	2621.14	703.0
2011-12-09 02:30:00	NQ	Futures	2619.99	2624.6	2619.12	2621.43	377.0
2011-12-09 03:00:00	NQ	Futures	2621.72	2641.32	2621.72	2638.73	1386.0
2011-12-09 03:30:00	NQ	Futures	2638.73	2647.67	2637.57	2645.07	662.0
2011-12-09 04:00:00	NQ	Futures	2645.65	2647.38	2637.57	2638.73	395.0
2011-12-09 04:30:00	NQ	Futures	2638.44	2639.59	2635.27	2639.3	361.0
2011-12-09 05:00:00	NQ	Futures	2638.73	2645.36	2635.84	2643.92	344.0
2011-12-09 05:30:00	NQ	Futures	2643.63	2653.14	2640.17	2652.86	587.0
2011-12-09 06:00:00	NQ	Futures	2652.57	2657.47	2650.26	2653.43	1470.0
2011-12-09 06:30:00	NQ	Futures	2653.72	2661.79	2651.99	2659.49	766.0
2011-12-09 07:00:00	NQ	Futures	2660.35	2661.79	2654.87	2658.33	550.0
2011-12-09 07:30:00	NQ	Futures	2658.04	2659.77	2651.13	2652.28	1059.0
2011-12-09 08:00:00	NQ	Futures	2652.57	2652.57	2641.9	2644.49	1129.0

> showing 50 of 2,202 rows — these rows as CSV

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