PREVIEW / futures_30min / 2011-12-13

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-13.parquet
  size:    73 KB
  rows:    2,620

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
2011-12-13 00:00:00	ES	Futures	1241.5	1241.75	1237.99	1238.24	945.0
2011-12-13 00:30:00	ES	Futures	1237.99	1239.75	1237.99	1239.75	445.0
2011-12-13 01:00:00	ES	Futures	1239.75	1239.75	1238.24	1239.75	513.0
2011-12-13 01:30:00	ES	Futures	1239.75	1241.25	1239.75	1241.25	523.0
2011-12-13 02:00:00	ES	Futures	1241.25	1241.5	1238.49	1238.74	1236.0
2011-12-13 02:30:00	ES	Futures	1238.74	1242.26	1238.24	1241.75	2044.0
2011-12-13 03:00:00	ES	Futures	1241.75	1245.26	1239.75	1242.0	6382.0
2011-12-13 03:30:00	ES	Futures	1242.0	1243.51	1237.49	1240.0	5948.0
2011-12-13 04:00:00	ES	Futures	1240.0	1242.51	1236.74	1242.0	4374.0
2011-12-13 04:30:00	ES	Futures	1242.0	1244.51	1240.75	1243.51	3197.0
2011-12-13 05:00:00	ES	Futures	1244.01	1245.52	1243.01	1244.51	4229.0
2011-12-13 05:30:00	ES	Futures	1244.26	1246.52	1243.26	1245.26	2281.0
2011-12-13 06:00:00	ES	Futures	1245.52	1247.52	1245.26	1246.27	3673.0
2011-12-13 06:30:00	ES	Futures	1246.27	1248.27	1245.01	1246.77	3415.0
2011-12-13 07:00:00	ES	Futures	1246.77	1247.02	1243.01	1245.77	3919.0
2011-12-13 07:30:00	ES	Futures	1245.52	1248.02	1245.52	1247.77	3175.0
2011-12-13 08:00:00	ES	Futures	1247.77	1248.02	1245.77	1247.02	6887.0
2011-12-13 08:30:00	ES	Futures	1246.77	1248.02	1243.76	1246.52	12496.0
2011-12-13 09:00:00	ES	Futures	1246.52	1247.77	1245.52	1246.52	6813.0
2011-12-13 09:30:00	ES	Futures	1246.27	1253.04	1246.27	1251.28	26961.0
2011-12-13 10:00:00	ES	Futures	1251.28	1253.54	1248.02	1248.02	16348.0
2011-12-13 10:30:00	ES	Futures	1248.27	1249.78	1242.76	1244.51	24802.0
2011-12-13 11:00:00	ES	Futures	1244.26	1244.76	1240.25	1244.51	22239.0
2011-12-13 11:30:00	ES	Futures	1244.51	1246.77	1243.51	1246.52	15822.0
2011-12-13 12:00:00	ES	Futures	1246.52	1247.02	1244.26	1244.51	8445.0
2011-12-13 12:30:00	ES	Futures	1244.51	1246.77	1242.76	1246.02	7945.0
2011-12-13 13:00:00	ES	Futures	1246.02	1246.77	1243.51	1245.01	13032.0
2011-12-13 13:30:00	ES	Futures	1244.76	1246.52	1243.26	1245.77	7149.0
2011-12-13 14:00:00	ES	Futures	1245.77	1249.03	1239.5	1243.76	23820.0
2011-12-13 14:30:00	ES	Futures	1243.26	1243.51	1233.98	1236.74	26236.0
2011-12-13 15:00:00	ES	Futures	1236.24	1239.25	1227.96	1229.22	24333.0
2011-12-13 15:30:00	ES	Futures	1228.97	1229.72	1222.19	1228.46	45418.0
2011-12-13 16:00:00	ES	Futures	1228.46	1230.97	1227.96	1229.97	11888.0
2011-12-13 16:30:00	ES	Futures	1229.72	1231.47	1229.22	1230.47	841.0
2011-12-13 17:00:00	ES	Futures	1230.47	1230.72	1229.72	1229.97	308.0
2011-12-13 18:00:00	ES	Futures	1229.97	1231.97	1229.97	1231.47	427.0
2011-12-13 18:30:00	ES	Futures	1231.47	1231.72	1229.47	1229.97	412.0
2011-12-13 19:00:00	ES	Futures	1229.97	1231.47	1229.97	1231.47	574.0
2011-12-13 19:30:00	ES	Futures	1231.22	1232.23	1231.22	1231.47	348.0
2011-12-13 20:00:00	ES	Futures	1231.47	1231.97	1230.97	1231.22	288.0
2011-12-13 20:30:00	ES	Futures	1231.47	1231.97	1229.97	1231.72	613.0
2011-12-13 21:00:00	ES	Futures	1231.72	1232.48	1231.22	1232.23	709.0
2011-12-13 21:30:00	ES	Futures	1232.23	1232.73	1231.72	1232.23	206.0
2011-12-13 22:00:00	ES	Futures	1232.23	1233.48	1231.97	1233.23	282.0
2011-12-13 22:30:00	ES	Futures	1233.23	1233.48	1232.23	1232.73	249.0
2011-12-13 23:00:00	ES	Futures	1232.73	1233.48	1232.48	1232.98	129.0
2011-12-13 23:30:00	ES	Futures	1232.73	1233.23	1232.73	1232.98	105.0
2011-12-13 00:00:00	NQ	Futures	2650.55	2650.55	2645.65	2645.65	38.0
2011-12-13 00:30:00	NQ	Futures	2645.36	2647.09	2645.36	2646.22	5.0
2011-12-13 01:00:00	NQ	Futures	2646.51	2646.8	2644.78	2646.22	15.0

> showing 50 of 2,620 rows — these rows as CSV

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