PREVIEW / futures_30min / 2011-12-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-28.parquet
  size:    72 KB
  rows:    2,664

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
2011-12-28 00:00:00	ES	Futures	1266.74	1267.25	1266.24	1266.74	1859.0
2011-12-28 00:30:00	ES	Futures	1266.74	1267.25	1266.24	1266.49	1314.0
2011-12-28 01:00:00	ES	Futures	1266.49	1266.74	1265.99	1266.24	705.0
2011-12-28 01:30:00	ES	Futures	1266.24	1267.25	1265.99	1267.0	537.0
2011-12-28 02:00:00	ES	Futures	1267.25	1267.75	1264.22	1267.25	5575.0
2011-12-28 02:30:00	ES	Futures	1267.25	1269.01	1267.0	1269.01	1385.0
2011-12-28 03:00:00	ES	Futures	1269.01	1269.77	1266.49	1266.74	8930.0
2011-12-28 03:30:00	ES	Futures	1266.74	1268.76	1265.48	1268.76	9137.0
2011-12-28 04:00:00	ES	Futures	1269.01	1270.52	1268.26	1270.02	7048.0
2011-12-28 04:30:00	ES	Futures	1269.77	1271.03	1269.26	1270.52	4344.0
2011-12-28 05:00:00	ES	Futures	1270.78	1273.04	1270.27	1272.54	6718.0
2011-12-28 05:30:00	ES	Futures	1272.54	1273.8	1272.04	1273.55	2996.0
2011-12-28 06:00:00	ES	Futures	1273.55	1274.05	1272.54	1273.04	2953.0
2011-12-28 06:30:00	ES	Futures	1273.04	1274.05	1272.79	1273.3	2776.0
2011-12-28 07:00:00	ES	Futures	1273.04	1274.56	1272.79	1273.8	3740.0
2011-12-28 07:30:00	ES	Futures	1273.8	1274.05	1272.79	1272.79	3308.0
2011-12-28 08:00:00	ES	Futures	1273.04	1273.8	1272.54	1273.04	4130.0
2011-12-28 08:30:00	ES	Futures	1272.79	1273.8	1272.29	1272.79	8352.0
2011-12-28 09:00:00	ES	Futures	1272.79	1273.3	1269.01	1271.03	21290.0
2011-12-28 09:30:00	ES	Futures	1270.78	1271.28	1262.21	1262.96	150245.0
2011-12-28 10:00:00	ES	Futures	1262.96	1265.23	1259.18	1259.94	99752.0
2011-12-28 10:30:00	ES	Futures	1259.94	1260.95	1257.92	1259.94	91493.0
2011-12-28 11:00:00	ES	Futures	1259.69	1260.44	1256.66	1256.92	62730.0
2011-12-28 11:30:00	ES	Futures	1256.92	1257.67	1254.4	1256.16	74826.0
2011-12-28 12:00:00	ES	Futures	1256.16	1257.17	1254.14	1256.41	41249.0
2011-12-28 12:30:00	ES	Futures	1256.66	1257.17	1254.65	1254.9	28270.0
2011-12-28 13:00:00	ES	Futures	1254.9	1257.42	1254.65	1257.17	30402.0
2011-12-28 13:30:00	ES	Futures	1257.17	1258.93	1256.92	1258.43	36161.0
2011-12-28 14:00:00	ES	Futures	1258.68	1258.68	1255.15	1256.92	46446.0
2011-12-28 14:30:00	ES	Futures	1256.92	1257.17	1254.9	1255.4	33435.0
2011-12-28 15:00:00	ES	Futures	1255.4	1257.17	1252.88	1253.39	47033.0
2011-12-28 15:30:00	ES	Futures	1253.64	1255.66	1252.88	1255.15	98913.0
2011-12-28 16:00:00	ES	Futures	1255.15	1256.16	1253.39	1254.14	53254.0
2011-12-28 16:30:00	ES	Futures	1253.89	1255.4	1253.64	1254.9	2972.0
2011-12-28 17:00:00	ES	Futures	1254.9	1255.66	1254.65	1255.15	1560.0
2011-12-28 18:00:00	ES	Futures	1255.4	1256.92	1255.15	1256.92	2464.0
2011-12-28 18:30:00	ES	Futures	1256.92	1257.42	1256.41	1257.17	1975.0
2011-12-28 19:00:00	ES	Futures	1257.17	1257.92	1254.9	1256.41	4650.0
2011-12-28 19:30:00	ES	Futures	1256.41	1257.17	1255.91	1256.66	1392.0
2011-12-28 20:00:00	ES	Futures	1256.66	1257.92	1256.41	1257.17	2925.0
2011-12-28 20:30:00	ES	Futures	1257.42	1258.93	1257.17	1258.68	2736.0
2011-12-28 21:00:00	ES	Futures	1258.68	1258.93	1257.92	1258.43	1303.0
2011-12-28 21:30:00	ES	Futures	1258.43	1258.68	1257.92	1258.43	1086.0
2011-12-28 22:00:00	ES	Futures	1258.43	1259.18	1258.43	1258.93	959.0
2011-12-28 22:30:00	ES	Futures	1258.93	1259.94	1258.93	1259.44	2082.0
2011-12-28 23:00:00	ES	Futures	1259.44	1259.69	1258.68	1259.18	1041.0
2011-12-28 23:30:00	ES	Futures	1259.18	1259.44	1258.68	1259.18	1367.0
2011-12-28 00:00:00	NQ	Futures	2633.84	2633.84	2632.4	2632.69	117.0
2011-12-28 00:30:00	NQ	Futures	2632.97	2633.84	2632.4	2632.97	81.0
2011-12-28 01:00:00	NQ	Futures	2633.26	2633.84	2632.69	2632.69	53.0

> showing 50 of 2,664 rows — these rows as CSV

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