PREVIEW / futures_30min / 2011-12-20

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-20.parquet
  size:    75 KB
  rows:    2,709

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
2011-12-20 00:00:00	ES	Futures	1214.08	1214.58	1212.57	1214.58	1750.0
2011-12-20 00:30:00	ES	Futures	1214.58	1214.83	1213.83	1214.33	1159.0
2011-12-20 01:00:00	ES	Futures	1214.33	1215.84	1214.33	1215.34	1522.0
2011-12-20 01:30:00	ES	Futures	1215.34	1215.84	1214.83	1214.83	569.0
2011-12-20 02:00:00	ES	Futures	1214.83	1215.09	1212.57	1213.07	3009.0
2011-12-20 02:30:00	ES	Futures	1212.82	1215.34	1212.57	1215.09	2765.0
2011-12-20 03:00:00	ES	Futures	1215.09	1216.09	1212.31	1215.09	13834.0
2011-12-20 03:30:00	ES	Futures	1215.09	1218.61	1214.08	1218.11	15488.0
2011-12-20 04:00:00	ES	Futures	1218.11	1219.87	1217.61	1218.61	13530.0
2011-12-20 04:30:00	ES	Futures	1218.36	1220.88	1217.1	1220.88	12244.0
2011-12-20 05:00:00	ES	Futures	1220.63	1221.13	1219.62	1220.13	8421.0
2011-12-20 05:30:00	ES	Futures	1220.13	1222.14	1219.37	1220.13	12612.0
2011-12-20 06:00:00	ES	Futures	1220.13	1221.64	1219.12	1221.39	10055.0
2011-12-20 06:30:00	ES	Futures	1221.39	1221.64	1218.61	1219.12	9495.0
2011-12-20 07:00:00	ES	Futures	1219.12	1219.37	1217.86	1218.36	7731.0
2011-12-20 07:30:00	ES	Futures	1218.36	1222.65	1218.11	1222.65	16508.0
2011-12-20 08:00:00	ES	Futures	1222.39	1222.9	1220.38	1221.64	19946.0
2011-12-20 08:30:00	ES	Futures	1221.89	1225.67	1220.63	1224.16	42133.0
2011-12-20 09:00:00	ES	Futures	1224.41	1227.43	1224.16	1226.68	38910.0
2011-12-20 09:30:00	ES	Futures	1226.68	1237.01	1226.68	1234.99	299822.0
2011-12-20 10:00:00	ES	Futures	1234.99	1238.52	1233.73	1238.27	143579.0
2011-12-20 10:30:00	ES	Futures	1238.27	1240.03	1237.51	1238.77	140426.0
2011-12-20 11:00:00	ES	Futures	1238.77	1241.54	1238.77	1239.78	128345.0
2011-12-20 11:30:00	ES	Futures	1239.78	1241.54	1237.77	1239.53	120101.0
2011-12-20 12:00:00	ES	Futures	1239.78	1240.54	1238.02	1240.03	51380.0
2011-12-20 12:30:00	ES	Futures	1240.03	1241.29	1239.28	1240.79	49572.0
2011-12-20 13:00:00	ES	Futures	1241.04	1244.82	1240.79	1242.8	90327.0
2011-12-20 13:30:00	ES	Futures	1242.8	1243.06	1242.05	1242.55	28440.0
2011-12-20 14:00:00	ES	Futures	1242.55	1242.8	1241.04	1242.8	37990.0
2011-12-20 14:30:00	ES	Futures	1242.8	1246.08	1242.55	1244.57	65425.0
2011-12-20 15:00:00	ES	Futures	1244.57	1246.33	1243.81	1245.32	55813.0
2011-12-20 15:30:00	ES	Futures	1245.07	1247.09	1243.06	1244.57	234716.0
2011-12-20 16:00:00	ES	Futures	1244.57	1247.09	1244.57	1246.33	110786.0
2011-12-20 16:30:00	ES	Futures	1245.83	1247.59	1244.57	1246.58	8376.0
2011-12-20 17:00:00	ES	Futures	1246.58	1246.84	1244.57	1245.58	3394.0
2011-12-20 18:00:00	ES	Futures	1245.07	1246.33	1245.07	1245.58	4655.0
2011-12-20 18:30:00	ES	Futures	1245.83	1246.33	1245.58	1245.58	1034.0
2011-12-20 19:00:00	ES	Futures	1245.58	1246.58	1245.32	1245.58	3644.0
2011-12-20 19:30:00	ES	Futures	1245.83	1245.83	1245.07	1245.83	1894.0
2011-12-20 20:00:00	ES	Futures	1245.83	1247.09	1245.58	1246.33	2946.0
2011-12-20 20:30:00	ES	Futures	1246.58	1247.09	1245.07	1245.83	2869.0
2011-12-20 21:00:00	ES	Futures	1245.83	1246.08	1245.07	1245.32	1119.0
2011-12-20 21:30:00	ES	Futures	1245.32	1246.84	1245.32	1246.58	1393.0
2011-12-20 22:00:00	ES	Futures	1246.33	1246.58	1245.58	1246.08	1588.0
2011-12-20 22:30:00	ES	Futures	1246.08	1246.33	1245.83	1246.08	1061.0
2011-12-20 23:00:00	ES	Futures	1246.08	1246.58	1245.83	1246.08	1363.0
2011-12-20 23:30:00	ES	Futures	1246.08	1246.58	1245.83	1246.33	1272.0
2011-12-20 00:00:00	NQ	Futures	2567.99	2568.28	2565.68	2568.28	140.0
2011-12-20 00:30:00	NQ	Futures	2568.86	2569.15	2566.84	2568.28	89.0
2011-12-20 01:00:00	NQ	Futures	2569.15	2571.46	2568.86	2570.59	123.0

> showing 50 of 2,709 rows — these rows as CSV

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