PREVIEW / futures_30min / 2011-12-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-16.parquet
  size:    63 KB
  rows:    2,196

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
2011-12-16 00:00:00	ES	Futures	1228.44	1229.2	1225.67	1225.92	3534.0
2011-12-16 00:30:00	ES	Futures	1225.92	1226.17	1224.91	1225.92	2306.0
2011-12-16 01:00:00	ES	Futures	1225.92	1228.95	1225.42	1228.69	2604.0
2011-12-16 01:30:00	ES	Futures	1228.44	1230.21	1228.44	1229.95	4408.0
2011-12-16 02:00:00	ES	Futures	1229.95	1232.22	1229.2	1230.21	9541.0
2011-12-16 02:30:00	ES	Futures	1230.21	1230.96	1228.69	1229.45	6615.0
2011-12-16 03:00:00	ES	Futures	1229.45	1229.45	1225.67	1226.43	22792.0
2011-12-16 03:30:00	ES	Futures	1226.68	1229.2	1225.92	1227.43	12762.0
2011-12-16 04:00:00	ES	Futures	1227.18	1229.7	1226.93	1227.94	11585.0
2011-12-16 04:30:00	ES	Futures	1228.19	1229.2	1226.68	1227.43	9152.0
2011-12-16 05:00:00	ES	Futures	1227.18	1228.44	1225.92	1227.94	8603.0
2011-12-16 05:30:00	ES	Futures	1228.19	1231.47	1227.43	1228.69	15111.0
2011-12-16 06:00:00	ES	Futures	1228.95	1229.2	1226.43	1228.19	15161.0
2011-12-16 06:30:00	ES	Futures	1228.44	1229.45	1226.93	1228.44	14119.0
2011-12-16 07:00:00	ES	Futures	1228.44	1230.21	1226.93	1229.7	21652.0
2011-12-16 07:30:00	ES	Futures	1229.7	1231.72	1229.2	1229.95	23236.0
2011-12-16 08:00:00	ES	Futures	1230.21	1231.97	1229.95	1230.71	25153.0
2011-12-16 08:30:00	ES	Futures	1230.71	1231.21	1228.95	1229.7	32681.0
2011-12-16 09:00:00	ES	Futures	1229.7	1230.21	1226.43	1227.18	72150.0
2011-12-16 09:30:00	ES	Futures	1227.43	1230.96	1225.67	1229.45	270893.0
2011-12-16 10:00:00	ES	Futures	1229.45	1234.74	1228.19	1231.72	193432.0
2011-12-16 10:30:00	ES	Futures	1231.72	1233.23	1231.21	1231.97	144414.0
2011-12-16 11:00:00	ES	Futures	1231.97	1232.98	1229.7	1230.46	128448.0
2011-12-16 11:30:00	ES	Futures	1230.21	1230.71	1223.91	1224.16	139283.0
2011-12-16 12:00:00	ES	Futures	1223.91	1224.66	1222.14	1222.65	101656.0
2011-12-16 12:30:00	ES	Futures	1222.65	1222.65	1217.86	1220.88	166364.0
2011-12-16 13:00:00	ES	Futures	1221.13	1223.91	1220.38	1222.65	80985.0
2011-12-16 13:30:00	ES	Futures	1222.9	1223.91	1219.87	1220.88	77102.0
2011-12-16 14:00:00	ES	Futures	1220.88	1221.89	1219.12	1219.12	53729.0
2011-12-16 14:30:00	ES	Futures	1219.37	1223.15	1218.61	1221.64	58999.0
2011-12-16 15:00:00	ES	Futures	1221.64	1223.65	1220.13	1220.38	62205.0
2011-12-16 15:30:00	ES	Futures	1220.63	1223.91	1220.13	1221.39	181169.0
2011-12-16 16:00:00	ES	Futures	1221.39	1224.16	1219.37	1219.62	113859.0
2011-12-16 00:00:00	NQ	Futures	2582.15	2583.01	2576.08	2576.37	205.0
2011-12-16 00:30:00	NQ	Futures	2576.37	2577.24	2574.35	2575.79	100.0
2011-12-16 01:00:00	NQ	Futures	2575.79	2582.15	2575.21	2581.86	194.0
2011-12-16 01:30:00	NQ	Futures	2582.15	2584.75	2582.15	2584.17	150.0
2011-12-16 02:00:00	NQ	Futures	2584.17	2588.79	2582.15	2585.03	545.0
2011-12-16 02:30:00	NQ	Futures	2584.75	2585.61	2581.57	2583.88	329.0
2011-12-16 03:00:00	NQ	Futures	2583.01	2583.01	2575.21	2576.66	1472.0
2011-12-16 03:30:00	NQ	Futures	2576.95	2582.15	2575.5	2578.1	926.0
2011-12-16 04:00:00	NQ	Futures	2578.1	2582.43	2577.53	2579.55	879.0
2011-12-16 04:30:00	NQ	Futures	2579.55	2581.28	2576.66	2578.68	485.0
2011-12-16 05:00:00	NQ	Futures	2578.39	2580.12	2576.08	2579.55	354.0
2011-12-16 05:30:00	NQ	Futures	2579.26	2587.34	2578.39	2582.43	936.0
2011-12-16 06:00:00	NQ	Futures	2582.15	2583.01	2577.53	2580.99	946.0
2011-12-16 06:30:00	NQ	Futures	2580.7	2583.88	2578.68	2582.15	725.0
2011-12-16 07:00:00	NQ	Futures	2582.15	2585.32	2579.26	2584.46	1009.0
2011-12-16 07:30:00	NQ	Futures	2584.46	2587.63	2583.59	2585.32	945.0
2011-12-16 08:00:00	NQ	Futures	2585.03	2593.12	2585.03	2591.39	3664.0

> showing 50 of 2,196 rows — these rows as CSV

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