PREVIEW / futures_30min / 2011-12-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-19.parquet
  size:    71 KB
  rows:    2,626

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
2011-12-19 00:00:00	ES	Futures	1212.31	1213.83	1212.06	1212.31	2822.0
2011-12-19 00:30:00	ES	Futures	1212.31	1213.07	1211.31	1212.06	2622.0
2011-12-19 01:00:00	ES	Futures	1211.81	1214.58	1211.56	1214.33	3494.0
2011-12-19 01:30:00	ES	Futures	1214.58	1215.34	1213.83	1214.33	3473.0
2011-12-19 02:00:00	ES	Futures	1214.58	1217.35	1214.08	1215.84	6627.0
2011-12-19 02:30:00	ES	Futures	1215.84	1217.1	1214.08	1216.35	4731.0
2011-12-19 03:00:00	ES	Futures	1216.35	1220.13	1215.34	1219.87	16646.0
2011-12-19 03:30:00	ES	Futures	1219.87	1223.4	1219.37	1221.39	14142.0
2011-12-19 04:00:00	ES	Futures	1221.13	1224.41	1220.63	1223.4	17015.0
2011-12-19 04:30:00	ES	Futures	1223.4	1227.69	1223.15	1226.43	20542.0
2011-12-19 05:00:00	ES	Futures	1226.43	1229.2	1226.43	1228.69	12645.0
2011-12-19 05:30:00	ES	Futures	1228.69	1228.69	1226.43	1227.43	7984.0
2011-12-19 06:00:00	ES	Futures	1227.18	1228.69	1225.17	1225.42	10780.0
2011-12-19 06:30:00	ES	Futures	1225.42	1229.2	1225.42	1229.2	9660.0
2011-12-19 07:00:00	ES	Futures	1229.2	1229.45	1227.43	1227.69	14499.0
2011-12-19 07:30:00	ES	Futures	1227.69	1228.44	1224.91	1225.17	14919.0
2011-12-19 08:00:00	ES	Futures	1225.17	1228.44	1224.66	1228.19	23921.0
2011-12-19 08:30:00	ES	Futures	1228.44	1228.69	1226.93	1227.43	13087.0
2011-12-19 09:00:00	ES	Futures	1227.43	1227.69	1224.91	1225.42	18710.0
2011-12-19 09:30:00	ES	Futures	1225.42	1228.19	1223.91	1225.42	138440.0
2011-12-19 10:00:00	ES	Futures	1225.67	1225.67	1222.9	1224.16	100396.0
2011-12-19 10:30:00	ES	Futures	1224.16	1227.18	1218.61	1219.62	152901.0
2011-12-19 11:00:00	ES	Futures	1219.37	1220.13	1215.09	1217.86	166166.0
2011-12-19 11:30:00	ES	Futures	1217.86	1217.86	1211.81	1213.32	126358.0
2011-12-19 12:00:00	ES	Futures	1213.32	1216.09	1212.82	1215.84	65462.0
2011-12-19 12:30:00	ES	Futures	1215.84	1216.35	1213.57	1216.35	40080.0
2011-12-19 13:00:00	ES	Futures	1216.35	1216.85	1214.33	1214.83	43049.0
2011-12-19 13:30:00	ES	Futures	1215.09	1218.36	1213.57	1217.35	61921.0
2011-12-19 14:00:00	ES	Futures	1217.61	1217.86	1213.83	1214.83	47077.0
2011-12-19 14:30:00	ES	Futures	1215.09	1216.09	1213.57	1215.59	40661.0
2011-12-19 15:00:00	ES	Futures	1215.59	1215.84	1206.27	1207.02	131290.0
2011-12-19 15:30:00	ES	Futures	1206.77	1208.53	1205.01	1208.03	209172.0
2011-12-19 16:00:00	ES	Futures	1208.03	1210.55	1207.53	1208.28	81856.0
2011-12-19 16:30:00	ES	Futures	1208.53	1209.54	1208.28	1209.04	2719.0
2011-12-19 17:00:00	ES	Futures	1209.04	1209.54	1208.79	1209.54	1557.0
2011-12-19 18:00:00	ES	Futures	1209.54	1212.31	1209.54	1212.31	4258.0
2011-12-19 18:30:00	ES	Futures	1212.31	1213.07	1211.31	1212.82	2411.0
2011-12-19 19:00:00	ES	Futures	1212.82	1214.33	1212.57	1213.83	5474.0
2011-12-19 19:30:00	ES	Futures	1213.57	1215.34	1213.57	1214.83	5067.0
2011-12-19 20:00:00	ES	Futures	1214.58	1215.34	1214.58	1214.83	3108.0
2011-12-19 20:30:00	ES	Futures	1214.83	1216.6	1214.58	1215.34	4166.0
2011-12-19 21:00:00	ES	Futures	1215.59	1216.09	1214.83	1215.34	2199.0
2011-12-19 21:30:00	ES	Futures	1215.59	1215.84	1214.83	1214.83	1269.0
2011-12-19 22:00:00	ES	Futures	1215.09	1215.34	1214.58	1215.09	1298.0
2011-12-19 22:30:00	ES	Futures	1215.09	1215.34	1214.83	1215.09	661.0
2011-12-19 23:00:00	ES	Futures	1215.09	1215.34	1213.83	1214.08	1417.0
2011-12-19 23:30:00	ES	Futures	1214.33	1214.33	1213.83	1214.08	827.0
2011-12-19 00:00:00	NQ	Futures	2563.95	2566.55	2563.09	2563.66	162.0
2011-12-19 00:30:00	NQ	Futures	2563.09	2565.68	2561.93	2562.8	136.0
2011-12-19 01:00:00	NQ	Futures	2562.8	2568.86	2561.93	2567.99	203.0

> showing 50 of 2,626 rows — these rows as CSV

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