PREVIEW / futures_30min / 2011-12-15

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-15.parquet
  size:    75 KB
  rows:    2,701

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
2011-12-15 00:00:00	ES	Futures	1215.09	1215.34	1212.82	1213.07	2202.0
2011-12-15 00:30:00	ES	Futures	1213.07	1213.57	1207.53	1210.55	7972.0
2011-12-15 01:00:00	ES	Futures	1210.55	1211.31	1209.79	1210.55	3874.0
2011-12-15 01:30:00	ES	Futures	1210.55	1211.31	1210.05	1211.05	2128.0
2011-12-15 02:00:00	ES	Futures	1211.05	1214.33	1210.8	1212.57	5666.0
2011-12-15 02:30:00	ES	Futures	1212.82	1218.11	1212.31	1217.86	12314.0
2011-12-15 03:00:00	ES	Futures	1217.86	1223.4	1215.34	1222.9	32929.0
2011-12-15 03:30:00	ES	Futures	1222.9	1224.16	1219.87	1222.14	23973.0
2011-12-15 04:00:00	ES	Futures	1222.14	1223.15	1218.61	1220.13	15979.0
2011-12-15 04:30:00	ES	Futures	1219.87	1219.87	1215.59	1217.1	20697.0
2011-12-15 05:00:00	ES	Futures	1217.1	1219.37	1216.6	1219.12	12601.0
2011-12-15 05:30:00	ES	Futures	1219.12	1222.65	1219.12	1221.39	15479.0
2011-12-15 06:00:00	ES	Futures	1221.13	1223.4	1220.63	1220.88	15194.0
2011-12-15 06:30:00	ES	Futures	1220.88	1221.64	1219.62	1220.13	19132.0
2011-12-15 07:00:00	ES	Futures	1219.87	1224.66	1219.62	1223.65	21003.0
2011-12-15 07:30:00	ES	Futures	1223.91	1224.91	1221.64	1223.91	22923.0
2011-12-15 08:00:00	ES	Futures	1223.91	1225.92	1223.4	1225.17	29116.0
2011-12-15 08:30:00	ES	Futures	1225.42	1230.21	1225.42	1229.2	72264.0
2011-12-15 09:00:00	ES	Futures	1229.2	1230.21	1227.69	1227.69	42075.0
2011-12-15 09:30:00	ES	Futures	1227.94	1229.2	1225.42	1226.93	177598.0
2011-12-15 10:00:00	ES	Futures	1226.93	1229.7	1222.14	1223.15	182922.0
2011-12-15 10:30:00	ES	Futures	1223.4	1223.4	1217.35	1219.37	272870.0
2011-12-15 11:00:00	ES	Futures	1219.37	1223.65	1218.87	1222.9	131227.0
2011-12-15 11:30:00	ES	Futures	1223.15	1223.91	1218.87	1220.63	104280.0
2011-12-15 12:00:00	ES	Futures	1220.38	1225.17	1220.38	1224.41	91312.0
2011-12-15 12:30:00	ES	Futures	1224.41	1225.17	1221.39	1222.14	78888.0
2011-12-15 13:00:00	ES	Futures	1222.14	1223.4	1221.39	1222.39	48709.0
2011-12-15 13:30:00	ES	Futures	1222.14	1224.16	1219.37	1221.64	94934.0
2011-12-15 14:00:00	ES	Futures	1221.64	1223.15	1220.38	1220.63	45680.0
2011-12-15 14:30:00	ES	Futures	1220.38	1220.88	1218.11	1219.37	63730.0
2011-12-15 15:00:00	ES	Futures	1219.12	1223.15	1218.87	1221.39	93760.0
2011-12-15 15:30:00	ES	Futures	1221.13	1222.9	1217.61	1219.12	186144.0
2011-12-15 16:00:00	ES	Futures	1219.12	1222.39	1218.87	1221.64	93751.0
2011-12-15 16:30:00	ES	Futures	1221.89	1221.89	1220.38	1220.88	7287.0
2011-12-15 17:00:00	ES	Futures	1220.88	1221.89	1220.63	1221.64	2293.0
2011-12-15 18:00:00	ES	Futures	1222.14	1223.15	1221.64	1222.39	2521.0
2011-12-15 18:30:00	ES	Futures	1222.39	1224.16	1221.89	1223.65	2347.0
2011-12-15 19:00:00	ES	Futures	1223.65	1224.91	1223.15	1224.16	3076.0
2011-12-15 19:30:00	ES	Futures	1224.41	1224.91	1223.4	1223.91	3055.0
2011-12-15 20:00:00	ES	Futures	1223.91	1225.67	1223.65	1224.66	3649.0
2011-12-15 20:30:00	ES	Futures	1224.66	1225.67	1223.65	1224.41	1955.0
2011-12-15 21:00:00	ES	Futures	1224.16	1225.17	1223.91	1224.91	1503.0
2011-12-15 21:30:00	ES	Futures	1224.91	1225.67	1224.16	1225.42	1667.0
2011-12-15 22:00:00	ES	Futures	1225.42	1226.68	1225.17	1226.68	2744.0
2011-12-15 22:30:00	ES	Futures	1226.43	1229.45	1225.92	1227.69	11013.0
2011-12-15 23:00:00	ES	Futures	1227.69	1228.19	1227.18	1227.43	1897.0
2011-12-15 23:30:00	ES	Futures	1227.43	1228.69	1227.18	1228.44	2265.0
2011-12-15 00:00:00	NQ	Futures	2571.46	2572.33	2567.99	2567.99	131.0
2011-12-15 00:30:00	NQ	Futures	2567.71	2568.57	2558.75	2564.82	824.0
2011-12-15 01:00:00	NQ	Futures	2565.11	2565.97	2563.09	2564.53	222.0

> showing 50 of 2,701 rows — these rows as CSV

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