PREVIEW / futures_30min / 2011-12-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-12.parquet
  size:    71 KB
  rows:    2,514

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
2011-12-12 00:00:00	ES	Futures	1258.3	1260.81	1258.3	1260.56	585.0
2011-12-12 00:30:00	ES	Futures	1260.81	1260.81	1259.31	1259.56	537.0
2011-12-12 01:00:00	ES	Futures	1259.81	1260.31	1258.05	1258.81	1232.0
2011-12-12 01:30:00	ES	Futures	1258.55	1260.06	1258.3	1259.31	666.0
2011-12-12 02:00:00	ES	Futures	1259.31	1259.31	1254.04	1254.54	3871.0
2011-12-12 02:30:00	ES	Futures	1254.54	1255.8	1253.29	1255.8	2944.0
2011-12-12 03:00:00	ES	Futures	1255.8	1257.55	1252.79	1255.29	7706.0
2011-12-12 03:30:00	ES	Futures	1255.55	1255.8	1252.29	1254.54	7129.0
2011-12-12 04:00:00	ES	Futures	1254.54	1256.55	1250.53	1252.29	10269.0
2011-12-12 04:30:00	ES	Futures	1252.29	1252.79	1249.03	1250.53	6139.0
2011-12-12 05:00:00	ES	Futures	1250.53	1252.54	1249.03	1249.78	5372.0
2011-12-12 05:30:00	ES	Futures	1250.03	1253.79	1250.03	1251.03	4604.0
2011-12-12 06:00:00	ES	Futures	1251.03	1255.04	1251.03	1253.79	4295.0
2011-12-12 06:30:00	ES	Futures	1254.04	1254.54	1252.03	1252.54	5397.0
2011-12-12 07:00:00	ES	Futures	1252.54	1254.29	1252.03	1254.29	3683.0
2011-12-12 07:30:00	ES	Futures	1254.29	1254.29	1251.78	1253.04	2576.0
2011-12-12 08:00:00	ES	Futures	1253.04	1253.29	1249.53	1250.53	6912.0
2011-12-12 08:30:00	ES	Futures	1250.53	1252.03	1249.03	1250.28	5978.0
2011-12-12 09:00:00	ES	Futures	1250.28	1250.78	1246.02	1247.77	12215.0
2011-12-12 09:30:00	ES	Futures	1247.77	1248.02	1239.0	1240.0	47286.0
2011-12-12 10:00:00	ES	Futures	1240.0	1241.5	1236.24	1237.49	29663.0
2011-12-12 10:30:00	ES	Futures	1237.24	1239.25	1235.99	1238.24	15214.0
2011-12-12 11:00:00	ES	Futures	1237.99	1239.0	1235.23	1236.74	16790.0
2011-12-12 11:30:00	ES	Futures	1236.74	1237.74	1229.72	1231.97	28838.0
2011-12-12 12:00:00	ES	Futures	1231.97	1233.23	1230.72	1232.73	11802.0
2011-12-12 12:30:00	ES	Futures	1232.73	1234.23	1231.97	1233.23	6617.0
2011-12-12 13:00:00	ES	Futures	1233.23	1233.48	1230.72	1233.48	12948.0
2011-12-12 13:30:00	ES	Futures	1233.48	1234.73	1232.73	1233.73	7396.0
2011-12-12 14:00:00	ES	Futures	1233.48	1235.23	1230.97	1233.98	9437.0
2011-12-12 14:30:00	ES	Futures	1233.98	1235.23	1231.22	1234.98	12232.0
2011-12-12 15:00:00	ES	Futures	1234.98	1236.99	1232.48	1236.49	10331.0
2011-12-12 15:30:00	ES	Futures	1236.49	1240.75	1235.48	1239.75	45307.0
2011-12-12 16:00:00	ES	Futures	1240.0	1240.5	1238.49	1239.0	22177.0
2011-12-12 16:30:00	ES	Futures	1238.74	1239.5	1238.24	1238.49	1828.0
2011-12-12 17:00:00	ES	Futures	1238.49	1238.49	1237.49	1238.24	539.0
2011-12-12 18:00:00	ES	Futures	1238.24	1240.75	1238.24	1240.75	1281.0
2011-12-12 18:30:00	ES	Futures	1240.75	1241.0	1239.25	1239.75	580.0
2011-12-12 19:00:00	ES	Futures	1240.0	1242.0	1238.74	1241.5	1428.0
2011-12-12 19:30:00	ES	Futures	1241.5	1242.76	1241.25	1241.75	921.0
2011-12-12 20:00:00	ES	Futures	1241.5	1242.51	1240.75	1240.75	739.0
2011-12-12 20:30:00	ES	Futures	1240.75	1241.75	1239.5	1240.75	875.0
2011-12-12 21:00:00	ES	Futures	1241.0	1241.0	1240.0	1240.25	217.0
2011-12-12 21:30:00	ES	Futures	1240.25	1241.25	1240.25	1240.75	194.0
2011-12-12 22:00:00	ES	Futures	1240.75	1241.25	1239.75	1240.25	228.0
2011-12-12 22:30:00	ES	Futures	1240.5	1243.01	1240.25	1242.26	662.0
2011-12-12 23:00:00	ES	Futures	1242.51	1242.51	1241.5	1241.75	272.0
2011-12-12 23:30:00	ES	Futures	1241.75	1242.26	1241.0	1241.5	266.0
2011-12-12 00:00:00	NQ	Futures	2671.31	2675.92	2671.31	2674.77	43.0
2011-12-12 00:30:00	NQ	Futures	2675.63	2675.92	2673.33	2674.19	7.0
2011-12-12 01:00:00	NQ	Futures	2675.34	2675.34	2673.04	2673.04	8.0

> showing 50 of 2,514 rows — these rows as CSV

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