PREVIEW / futures_30min / 2011-12-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-22.parquet
  size:    70 KB
  rows:    2,650

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
2011-12-22 00:00:00	ES	Futures	1242.8	1243.06	1242.05	1242.3	1698.0
2011-12-22 00:30:00	ES	Futures	1242.05	1243.31	1242.05	1242.8	1032.0
2011-12-22 01:00:00	ES	Futures	1242.8	1244.57	1242.55	1244.32	2223.0
2011-12-22 01:30:00	ES	Futures	1244.32	1244.57	1243.81	1244.32	845.0
2011-12-22 02:00:00	ES	Futures	1244.32	1247.59	1244.06	1247.09	4155.0
2011-12-22 02:30:00	ES	Futures	1246.84	1247.84	1246.08	1246.08	2256.0
2011-12-22 03:00:00	ES	Futures	1246.33	1252.88	1245.58	1250.87	19719.0
2011-12-22 03:30:00	ES	Futures	1250.62	1252.38	1249.1	1249.61	10035.0
2011-12-22 04:00:00	ES	Futures	1249.61	1252.88	1249.1	1252.13	8799.0
2011-12-22 04:30:00	ES	Futures	1251.88	1254.14	1251.88	1253.64	8936.0
2011-12-22 05:00:00	ES	Futures	1253.89	1254.65	1250.36	1251.12	10143.0
2011-12-22 05:30:00	ES	Futures	1250.87	1253.39	1250.11	1253.39	8867.0
2011-12-22 06:00:00	ES	Futures	1253.39	1253.39	1250.87	1251.88	5216.0
2011-12-22 06:30:00	ES	Futures	1252.13	1253.39	1251.88	1251.88	4971.0
2011-12-22 07:00:00	ES	Futures	1252.13	1253.89	1251.12	1253.39	7667.0
2011-12-22 07:30:00	ES	Futures	1253.39	1253.89	1251.62	1252.63	6828.0
2011-12-22 08:00:00	ES	Futures	1252.88	1254.65	1251.88	1253.64	16295.0
2011-12-22 08:30:00	ES	Futures	1253.89	1255.91	1249.36	1251.12	40208.0
2011-12-22 09:00:00	ES	Futures	1251.12	1252.38	1250.36	1251.62	21578.0
2011-12-22 09:30:00	ES	Futures	1251.88	1256.16	1248.85	1255.15	133483.0
2011-12-22 10:00:00	ES	Futures	1255.15	1256.66	1252.63	1255.4	120279.0
2011-12-22 10:30:00	ES	Futures	1255.4	1255.66	1251.12	1253.39	104647.0
2011-12-22 11:00:00	ES	Futures	1253.39	1255.4	1252.13	1253.14	121095.0
2011-12-22 11:30:00	ES	Futures	1253.39	1254.65	1252.13	1254.4	68728.0
2011-12-22 12:00:00	ES	Futures	1254.4	1258.43	1253.89	1258.18	73574.0
2011-12-22 12:30:00	ES	Futures	1258.18	1258.68	1256.92	1257.92	50858.0
2011-12-22 13:00:00	ES	Futures	1257.67	1258.93	1256.92	1258.68	40686.0
2011-12-22 13:30:00	ES	Futures	1258.43	1259.44	1257.42	1257.67	60480.0
2011-12-22 14:00:00	ES	Futures	1257.42	1259.18	1256.92	1258.93	31561.0
2011-12-22 14:30:00	ES	Futures	1258.93	1259.18	1256.16	1256.66	36733.0
2011-12-22 15:00:00	ES	Futures	1256.66	1259.44	1256.16	1258.93	57631.0
2011-12-22 15:30:00	ES	Futures	1258.93	1259.44	1256.66	1258.68	143603.0
2011-12-22 16:00:00	ES	Futures	1258.68	1260.95	1258.68	1259.18	73512.0
2011-12-22 16:30:00	ES	Futures	1259.44	1261.7	1258.68	1260.95	6083.0
2011-12-22 17:00:00	ES	Futures	1260.95	1262.21	1259.94	1261.45	1890.0
2011-12-22 18:00:00	ES	Futures	1260.95	1261.96	1260.95	1261.7	1225.0
2011-12-22 18:30:00	ES	Futures	1261.7	1263.47	1261.45	1262.96	2354.0
2011-12-22 19:00:00	ES	Futures	1263.22	1263.47	1262.21	1262.71	2026.0
2011-12-22 19:30:00	ES	Futures	1262.71	1263.47	1262.21	1262.71	1937.0
2011-12-22 20:00:00	ES	Futures	1262.96	1266.74	1262.71	1265.48	8216.0
2011-12-22 20:30:00	ES	Futures	1265.48	1266.74	1265.48	1266.24	2038.0
2011-12-22 21:00:00	ES	Futures	1266.24	1266.74	1265.48	1265.99	2307.0
2011-12-22 21:30:00	ES	Futures	1265.99	1266.49	1265.48	1266.49	2032.0
2011-12-22 22:00:00	ES	Futures	1266.24	1266.49	1265.48	1265.48	1142.0
2011-12-22 22:30:00	ES	Futures	1265.48	1266.49	1265.48	1265.74	1262.0
2011-12-22 23:00:00	ES	Futures	1265.48	1265.99	1265.48	1265.99	460.0
2011-12-22 23:30:00	ES	Futures	1265.99	1266.24	1265.48	1265.48	576.0
2011-12-22 00:00:00	NQ	Futures	2582.15	2583.3	2581.28	2581.57	74.0
2011-12-22 00:30:00	NQ	Futures	2581.57	2583.59	2581.28	2583.3	64.0
2011-12-22 01:00:00	NQ	Futures	2583.3	2587.63	2582.72	2587.34	160.0

> showing 50 of 2,650 rows — these rows as CSV

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