PREVIEW / futures_30min / 2011-12-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-23.parquet
  size:    55 KB
  rows:    1,990

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
2011-12-23 00:00:00	ES	Futures	1265.48	1265.99	1265.23	1265.48	636.0
2011-12-23 00:30:00	ES	Futures	1265.23	1266.24	1265.23	1265.74	894.0
2011-12-23 01:00:00	ES	Futures	1265.74	1266.74	1265.74	1265.99	950.0
2011-12-23 01:30:00	ES	Futures	1265.99	1267.5	1265.74	1266.74	1966.0
2011-12-23 02:00:00	ES	Futures	1266.49	1266.74	1264.98	1265.48	4269.0
2011-12-23 02:30:00	ES	Futures	1265.48	1267.5	1265.48	1267.25	4832.0
2011-12-23 03:00:00	ES	Futures	1267.0	1267.5	1264.22	1264.48	10892.0
2011-12-23 03:30:00	ES	Futures	1264.48	1265.23	1263.22	1263.72	6633.0
2011-12-23 04:00:00	ES	Futures	1263.47	1263.72	1262.21	1262.71	6501.0
2011-12-23 04:30:00	ES	Futures	1262.71	1263.97	1262.71	1263.47	4237.0
2011-12-23 05:00:00	ES	Futures	1263.47	1264.98	1263.22	1263.97	4096.0
2011-12-23 05:30:00	ES	Futures	1263.72	1264.48	1262.96	1263.97	3421.0
2011-12-23 06:00:00	ES	Futures	1264.22	1264.73	1263.47	1264.22	3819.0
2011-12-23 06:30:00	ES	Futures	1264.22	1265.48	1263.97	1264.73	4467.0
2011-12-23 07:00:00	ES	Futures	1264.98	1266.49	1264.73	1265.48	6710.0
2011-12-23 07:30:00	ES	Futures	1265.74	1266.24	1265.23	1265.74	4892.0
2011-12-23 08:00:00	ES	Futures	1265.74	1266.24	1264.98	1266.24	10217.0
2011-12-23 08:30:00	ES	Futures	1266.24	1267.25	1262.71	1263.47	23040.0
2011-12-23 09:00:00	ES	Futures	1263.47	1263.72	1262.46	1262.71	11909.0
2011-12-23 09:30:00	ES	Futures	1262.71	1263.72	1259.69	1262.21	101090.0
2011-12-23 10:00:00	ES	Futures	1262.71	1263.97	1261.2	1262.46	60676.0
2011-12-23 10:30:00	ES	Futures	1262.46	1263.22	1261.7	1262.96	39986.0
2011-12-23 11:00:00	ES	Futures	1262.96	1265.23	1262.71	1265.23	45450.0
2011-12-23 11:30:00	ES	Futures	1265.23	1266.49	1264.98	1266.24	42167.0
2011-12-23 12:00:00	ES	Futures	1266.24	1267.25	1265.48	1267.0	23079.0
2011-12-23 12:30:00	ES	Futures	1267.0	1268.51	1266.74	1267.75	24539.0
2011-12-23 13:00:00	ES	Futures	1267.75	1268.0	1266.24	1266.74	16145.0
2011-12-23 13:30:00	ES	Futures	1266.49	1267.25	1265.99	1267.0	13201.0
2011-12-23 14:00:00	ES	Futures	1266.74	1267.0	1265.99	1265.99	9908.0
2011-12-23 14:30:00	ES	Futures	1265.99	1266.74	1265.99	1266.24	8690.0
2011-12-23 15:00:00	ES	Futures	1266.24	1266.74	1265.48	1265.74	15781.0
2011-12-23 15:30:00	ES	Futures	1265.74	1270.27	1265.74	1269.52	83784.0
2011-12-23 16:00:00	ES	Futures	1269.52	1270.78	1268.76	1269.52	60120.0
2011-12-23 00:00:00	NQ	Futures	2624.02	2624.31	2623.44	2624.02	45.0
2011-12-23 00:30:00	NQ	Futures	2624.02	2625.18	2623.73	2624.02	31.0
2011-12-23 01:00:00	NQ	Futures	2624.31	2625.47	2623.73	2624.02	87.0
2011-12-23 01:30:00	NQ	Futures	2623.73	2626.62	2623.73	2626.04	111.0
2011-12-23 02:00:00	NQ	Futures	2625.47	2625.75	2621.71	2623.73	233.0
2011-12-23 02:30:00	NQ	Futures	2624.02	2627.78	2623.73	2626.91	305.0
2011-12-23 03:00:00	NQ	Futures	2626.91	2627.78	2622.0	2622.29	734.0
2011-12-23 03:30:00	NQ	Futures	2622.0	2622.0	2617.09	2617.09	1232.0
2011-12-23 04:00:00	NQ	Futures	2617.09	2617.96	2615.65	2616.8	648.0
2011-12-23 04:30:00	NQ	Futures	2616.8	2618.82	2616.51	2617.67	345.0
2011-12-23 05:00:00	NQ	Futures	2617.96	2619.69	2617.38	2618.82	256.0
2011-12-23 05:30:00	NQ	Futures	2619.11	2619.69	2617.09	2619.69	194.0
2011-12-23 06:00:00	NQ	Futures	2619.4	2619.98	2617.96	2619.11	288.0
2011-12-23 06:30:00	NQ	Futures	2619.4	2621.71	2619.11	2620.27	212.0
2011-12-23 07:00:00	NQ	Futures	2620.27	2623.44	2620.27	2621.42	279.0
2011-12-23 07:30:00	NQ	Futures	2621.71	2622.58	2620.85	2622.29	239.0
2011-12-23 08:00:00	NQ	Futures	2622.29	2624.02	2621.13	2624.02	989.0

> showing 50 of 1,990 rows — these rows as CSV

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