PREVIEW / futures_30min / 2011-12-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-14.parquet
  size:    74 KB
  rows:    2,656

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
2011-12-14 00:00:00	ES	Futures	1232.98	1233.23	1232.22	1232.47	1599.0
2011-12-14 00:30:00	ES	Futures	1232.22	1233.48	1232.22	1233.23	1329.0
2011-12-14 01:00:00	ES	Futures	1233.23	1234.49	1232.98	1233.73	2508.0
2011-12-14 01:30:00	ES	Futures	1233.73	1233.73	1231.72	1231.97	3042.0
2011-12-14 02:00:00	ES	Futures	1231.97	1235.25	1231.47	1234.99	4869.0
2011-12-14 02:30:00	ES	Futures	1234.74	1234.74	1232.47	1232.98	4078.0
2011-12-14 03:00:00	ES	Futures	1232.98	1235.25	1230.96	1234.24	15874.0
2011-12-14 03:30:00	ES	Futures	1234.49	1236.25	1231.47	1233.73	20658.0
2011-12-14 04:00:00	ES	Futures	1233.73	1234.49	1231.47	1233.23	13064.0
2011-12-14 04:30:00	ES	Futures	1233.23	1234.99	1230.96	1234.49	13914.0
2011-12-14 05:00:00	ES	Futures	1234.49	1235.5	1232.73	1233.23	13542.0
2011-12-14 05:30:00	ES	Futures	1233.23	1234.24	1231.21	1232.47	11754.0
2011-12-14 06:00:00	ES	Futures	1232.22	1232.98	1229.7	1230.46	16512.0
2011-12-14 06:30:00	ES	Futures	1230.46	1230.71	1226.17	1227.43	21556.0
2011-12-14 07:00:00	ES	Futures	1227.18	1228.44	1224.91	1225.92	26202.0
2011-12-14 07:30:00	ES	Futures	1225.92	1229.7	1225.67	1228.95	31241.0
2011-12-14 08:00:00	ES	Futures	1228.95	1230.96	1227.69	1229.2	30945.0
2011-12-14 08:30:00	ES	Futures	1229.2	1229.95	1225.67	1226.17	50792.0
2011-12-14 09:00:00	ES	Futures	1226.17	1226.68	1222.65	1223.4	54414.0
2011-12-14 09:30:00	ES	Futures	1223.4	1228.19	1218.36	1222.14	290766.0
2011-12-14 10:00:00	ES	Futures	1222.14	1222.14	1215.84	1220.13	218472.0
2011-12-14 10:30:00	ES	Futures	1220.13	1221.64	1215.34	1215.59	176392.0
2011-12-14 11:00:00	ES	Futures	1215.59	1217.61	1214.08	1215.34	171849.0
2011-12-14 11:30:00	ES	Futures	1215.09	1216.35	1212.82	1214.33	151566.0
2011-12-14 12:00:00	ES	Futures	1214.08	1218.61	1213.57	1216.85	131138.0
2011-12-14 12:30:00	ES	Futures	1216.85	1220.38	1216.6	1219.12	122318.0
2011-12-14 13:00:00	ES	Futures	1219.12	1223.15	1217.61	1222.65	97236.0
2011-12-14 13:30:00	ES	Futures	1222.65	1223.4	1217.86	1218.36	85291.0
2011-12-14 14:00:00	ES	Futures	1218.36	1219.37	1214.83	1218.36	109435.0
2011-12-14 14:30:00	ES	Futures	1218.11	1218.61	1212.82	1214.33	125972.0
2011-12-14 15:00:00	ES	Futures	1214.33	1218.36	1212.06	1217.35	131056.0
2011-12-14 15:30:00	ES	Futures	1217.1	1218.61	1213.83	1214.83	180300.0
2011-12-14 16:00:00	ES	Futures	1214.83	1216.35	1214.08	1215.84	102808.0
2011-12-14 16:30:00	ES	Futures	1215.84	1216.6	1214.83	1215.84	4016.0
2011-12-14 17:00:00	ES	Futures	1215.84	1216.85	1214.58	1215.09	2604.0
2011-12-14 18:00:00	ES	Futures	1215.09	1215.34	1213.57	1214.33	2988.0
2011-12-14 18:30:00	ES	Futures	1214.08	1215.84	1214.08	1215.84	2375.0
2011-12-14 19:00:00	ES	Futures	1215.84	1217.61	1215.34	1216.85	4747.0
2011-12-14 19:30:00	ES	Futures	1216.6	1217.1	1215.09	1215.59	3223.0
2011-12-14 20:00:00	ES	Futures	1215.34	1215.84	1214.33	1215.84	2803.0
2011-12-14 20:30:00	ES	Futures	1215.59	1217.1	1215.09	1215.34	3188.0
2011-12-14 21:00:00	ES	Futures	1215.09	1215.34	1213.07	1213.83	2931.0
2011-12-14 21:30:00	ES	Futures	1214.08	1216.09	1211.81	1214.08	7603.0
2011-12-14 22:00:00	ES	Futures	1214.08	1215.59	1214.08	1215.09	1569.0
2011-12-14 22:30:00	ES	Futures	1215.09	1215.84	1214.08	1215.34	2828.0
2011-12-14 23:00:00	ES	Futures	1215.34	1215.84	1214.58	1215.09	1300.0
2011-12-14 23:30:00	ES	Futures	1215.09	1215.34	1214.58	1214.83	1302.0
2011-12-14 00:00:00	NQ	Futures	2624.6	2625.18	2622.87	2623.73	96.0
2011-12-14 00:30:00	NQ	Futures	2622.87	2625.18	2622.87	2624.89	53.0
2011-12-14 01:00:00	NQ	Futures	2624.6	2626.62	2624.31	2625.75	120.0

> showing 50 of 2,656 rows — these rows as CSV

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