PREVIEW / futures_30min / 2011-12-27

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-27.parquet
  size:    53 KB
  rows:    1,963

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
2011-12-27 06:00:00	ES	Futures	1270.52	1271.03	1269.01	1269.77	8724.0
2011-12-27 06:30:00	ES	Futures	1269.77	1270.52	1269.52	1269.52	1834.0
2011-12-27 07:00:00	ES	Futures	1269.52	1269.52	1267.0	1267.75	6037.0
2011-12-27 07:30:00	ES	Futures	1267.75	1268.26	1267.25	1267.75	2715.0
2011-12-27 08:00:00	ES	Futures	1267.75	1269.77	1266.49	1267.5	6680.0
2011-12-27 08:30:00	ES	Futures	1267.25	1268.26	1266.24	1267.25	6907.0
2011-12-27 09:00:00	ES	Futures	1267.25	1267.75	1265.99	1267.5	10639.0
2011-12-27 09:30:00	ES	Futures	1267.5	1273.55	1266.24	1273.3	82100.0
2011-12-27 10:00:00	ES	Futures	1273.3	1274.05	1272.04	1273.55	66736.0
2011-12-27 10:30:00	ES	Futures	1273.8	1273.8	1269.26	1269.77	47401.0
2011-12-27 11:00:00	ES	Futures	1269.77	1271.53	1269.52	1271.53	36140.0
2011-12-27 11:30:00	ES	Futures	1271.53	1271.53	1270.02	1271.28	20104.0
2011-12-27 12:00:00	ES	Futures	1271.03	1272.54	1271.03	1272.29	17841.0
2011-12-27 12:30:00	ES	Futures	1272.29	1272.79	1271.28	1271.53	13353.0
2011-12-27 13:00:00	ES	Futures	1271.78	1271.78	1270.78	1271.53	13677.0
2011-12-27 13:30:00	ES	Futures	1271.28	1273.55	1271.28	1273.3	17182.0
2011-12-27 14:00:00	ES	Futures	1273.3	1273.55	1271.53	1272.04	17867.0
2011-12-27 14:30:00	ES	Futures	1272.04	1273.3	1271.03	1273.04	20503.0
2011-12-27 15:00:00	ES	Futures	1273.04	1273.55	1271.78	1272.29	15608.0
2011-12-27 15:30:00	ES	Futures	1272.54	1272.54	1270.02	1270.78	55273.0
2011-12-27 16:00:00	ES	Futures	1270.52	1271.53	1269.52	1270.27	39972.0
2011-12-27 16:30:00	ES	Futures	1270.02	1270.27	1269.26	1269.77	2190.0
2011-12-27 17:00:00	ES	Futures	1269.77	1269.77	1269.26	1269.52	419.0
2011-12-27 18:00:00	ES	Futures	1269.26	1269.77	1268.51	1268.76	2024.0
2011-12-27 18:30:00	ES	Futures	1268.76	1268.76	1268.0	1268.51	1012.0
2011-12-27 19:00:00	ES	Futures	1268.51	1269.26	1267.75	1269.01	2738.0
2011-12-27 19:30:00	ES	Futures	1268.76	1269.52	1268.51	1269.01	1552.0
2011-12-27 20:00:00	ES	Futures	1269.01	1271.03	1268.76	1270.52	2446.0
2011-12-27 20:30:00	ES	Futures	1270.52	1271.03	1270.02	1270.78	1657.0
2011-12-27 21:00:00	ES	Futures	1270.78	1271.03	1270.27	1270.27	568.0
2011-12-27 21:30:00	ES	Futures	1270.52	1270.78	1270.27	1270.52	398.0
2011-12-27 22:00:00	ES	Futures	1270.52	1270.52	1269.52	1269.77	917.0
2011-12-27 22:30:00	ES	Futures	1269.77	1270.78	1269.01	1269.26	1409.0
2011-12-27 23:00:00	ES	Futures	1269.26	1269.26	1268.0	1268.0	1538.0
2011-12-27 23:30:00	ES	Futures	1268.26	1268.26	1266.74	1266.74	1829.0
2011-12-27 06:00:00	NQ	Futures	2633.84	2644.53	2633.55	2635.57	893.0
2011-12-27 06:30:00	NQ	Futures	2635.28	2637.6	2635.0	2635.57	369.0
2011-12-27 07:00:00	NQ	Futures	2635.57	2635.57	2628.06	2630.38	598.0
2011-12-27 07:30:00	NQ	Futures	2630.09	2631.53	2628.93	2630.38	249.0
2011-12-27 08:00:00	NQ	Futures	2630.09	2639.62	2630.09	2633.55	1381.0
2011-12-27 08:30:00	NQ	Futures	2633.55	2635.57	2631.24	2633.55	585.0
2011-12-27 09:00:00	NQ	Futures	2633.55	2634.13	2629.51	2633.55	782.0
2011-12-27 09:30:00	NQ	Futures	2633.55	2647.13	2629.51	2646.26	15673.0
2011-12-27 10:00:00	NQ	Futures	2646.26	2649.44	2643.37	2645.97	11145.0
2011-12-27 10:30:00	NQ	Futures	2646.26	2647.7	2637.31	2638.75	6406.0
2011-12-27 11:00:00	NQ	Futures	2638.75	2643.08	2638.17	2642.79	3916.0
2011-12-27 11:30:00	NQ	Futures	2643.08	2644.53	2641.35	2644.24	2809.0
2011-12-27 12:00:00	NQ	Futures	2643.95	2647.99	2643.95	2646.84	3320.0
2011-12-27 12:30:00	NQ	Futures	2647.13	2648.28	2645.97	2646.84	1852.0
2011-12-27 13:00:00	NQ	Futures	2646.84	2647.41	2645.39	2647.13	1974.0

> showing 50 of 1,963 rows — these rows as CSV

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