PREVIEW / futures_30min / 2011-12-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-21.parquet
  size:    75 KB
  rows:    2,714

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
2011-12-21 00:00:00	ES	Futures	1246.33	1246.84	1246.08	1246.33	2088.0
2011-12-21 00:30:00	ES	Futures	1246.33	1247.09	1246.08	1246.84	1835.0
2011-12-21 01:00:00	ES	Futures	1246.84	1248.6	1246.84	1247.84	3247.0
2011-12-21 01:30:00	ES	Futures	1247.84	1248.1	1246.58	1247.59	1604.0
2011-12-21 02:00:00	ES	Futures	1247.59	1250.62	1247.09	1249.86	5806.0
2011-12-21 02:30:00	ES	Futures	1249.86	1252.88	1249.61	1252.13	8569.0
2011-12-21 03:00:00	ES	Futures	1252.13	1253.39	1250.62	1251.88	13067.0
2011-12-21 03:30:00	ES	Futures	1251.88	1253.39	1251.12	1252.13	9080.0
2011-12-21 04:00:00	ES	Futures	1252.38	1252.38	1250.36	1251.12	10133.0
2011-12-21 04:30:00	ES	Futures	1251.12	1253.39	1250.62	1251.88	9106.0
2011-12-21 05:00:00	ES	Futures	1252.13	1258.93	1250.87	1256.92	39883.0
2011-12-21 05:30:00	ES	Futures	1256.92	1257.92	1250.87	1251.88	26184.0
2011-12-21 06:00:00	ES	Futures	1251.88	1254.4	1249.36	1253.89	18030.0
2011-12-21 06:30:00	ES	Futures	1253.89	1254.14	1246.58	1248.85	22985.0
2011-12-21 07:00:00	ES	Futures	1248.85	1250.11	1247.84	1247.84	10472.0
2011-12-21 07:30:00	ES	Futures	1247.84	1248.35	1242.55	1244.57	35846.0
2011-12-21 08:00:00	ES	Futures	1244.32	1245.58	1238.77	1241.29	46140.0
2011-12-21 08:30:00	ES	Futures	1241.29	1244.57	1240.54	1244.57	27418.0
2011-12-21 09:00:00	ES	Futures	1244.57	1246.08	1243.81	1244.82	38852.0
2011-12-21 09:30:00	ES	Futures	1244.82	1246.08	1236.76	1238.27	227355.0
2011-12-21 10:00:00	ES	Futures	1238.02	1243.06	1236.0	1240.03	172488.0
2011-12-21 10:30:00	ES	Futures	1240.03	1243.31	1237.51	1238.27	129921.0
2011-12-21 11:00:00	ES	Futures	1238.52	1238.77	1234.99	1236.76	147198.0
2011-12-21 11:30:00	ES	Futures	1236.76	1238.27	1235.75	1237.26	85761.0
2011-12-21 12:00:00	ES	Futures	1237.26	1238.27	1232.73	1233.99	102259.0
2011-12-21 12:30:00	ES	Futures	1233.73	1239.28	1233.73	1238.77	99250.0
2011-12-21 13:00:00	ES	Futures	1238.52	1241.04	1238.02	1238.77	70909.0
2011-12-21 13:30:00	ES	Futures	1238.52	1241.54	1236.76	1241.29	61696.0
2011-12-21 14:00:00	ES	Futures	1241.29	1243.06	1240.28	1241.04	80167.0
2011-12-21 14:30:00	ES	Futures	1241.29	1244.32	1239.53	1242.8	85204.0
2011-12-21 15:00:00	ES	Futures	1242.8	1246.84	1241.54	1245.58	113387.0
2011-12-21 15:30:00	ES	Futures	1245.83	1249.1	1243.81	1247.34	174433.0
2011-12-21 16:00:00	ES	Futures	1247.34	1249.36	1245.32	1246.08	69485.0
2011-12-21 16:30:00	ES	Futures	1245.83	1246.84	1243.81	1245.07	6208.0
2011-12-21 17:00:00	ES	Futures	1245.32	1246.33	1244.57	1246.33	1318.0
2011-12-21 18:00:00	ES	Futures	1246.58	1246.58	1244.82	1245.58	2987.0
2011-12-21 18:30:00	ES	Futures	1245.58	1246.33	1245.32	1245.83	1580.0
2011-12-21 19:00:00	ES	Futures	1245.83	1246.58	1245.32	1246.08	2039.0
2011-12-21 19:30:00	ES	Futures	1245.83	1246.58	1245.32	1246.08	1375.0
2011-12-21 20:00:00	ES	Futures	1246.33	1246.33	1244.82	1245.07	2515.0
2011-12-21 20:30:00	ES	Futures	1245.07	1246.08	1244.57	1245.58	2191.0
2011-12-21 21:00:00	ES	Futures	1245.83	1245.83	1244.57	1244.57	1264.0
2011-12-21 21:30:00	ES	Futures	1244.57	1244.82	1242.3	1243.06	3418.0
2011-12-21 22:00:00	ES	Futures	1243.06	1244.32	1242.55	1244.06	1898.0
2011-12-21 22:30:00	ES	Futures	1243.81	1245.07	1243.81	1244.57	1408.0
2011-12-21 23:00:00	ES	Futures	1244.32	1245.07	1243.31	1243.81	1739.0
2011-12-21 23:30:00	ES	Futures	1244.06	1244.32	1242.3	1242.55	1362.0
2011-12-21 00:00:00	NQ	Futures	2622.87	2624.31	2622.58	2623.16	123.0
2011-12-21 00:30:00	NQ	Futures	2623.16	2624.89	2623.16	2624.89	86.0
2011-12-21 01:00:00	NQ	Futures	2625.18	2628.06	2625.18	2626.91	204.0

> showing 50 of 2,714 rows — these rows as CSV

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