PREVIEW / futures_30min / 2011-12-29

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-29.parquet
  size:    71 KB
  rows:    2,646

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
2011-12-29 00:00:00	ES	Futures	1259.44	1259.44	1258.68	1259.44	663.0
2011-12-29 00:30:00	ES	Futures	1259.18	1260.7	1258.93	1259.44	1663.0
2011-12-29 01:00:00	ES	Futures	1259.18	1259.69	1258.68	1259.18	1416.0
2011-12-29 01:30:00	ES	Futures	1259.18	1259.44	1258.43	1258.68	1304.0
2011-12-29 02:00:00	ES	Futures	1258.68	1260.7	1258.68	1259.69	2572.0
2011-12-29 02:30:00	ES	Futures	1259.94	1260.19	1259.18	1259.18	1547.0
2011-12-29 03:00:00	ES	Futures	1259.44	1260.44	1257.67	1257.92	8767.0
2011-12-29 03:30:00	ES	Futures	1257.92	1258.18	1255.4	1256.16	8354.0
2011-12-29 04:00:00	ES	Futures	1256.41	1256.66	1254.14	1254.65	5647.0
2011-12-29 04:30:00	ES	Futures	1254.65	1257.42	1254.4	1257.42	4882.0
2011-12-29 05:00:00	ES	Futures	1257.42	1258.18	1256.16	1256.92	7529.0
2011-12-29 05:30:00	ES	Futures	1256.92	1257.42	1255.4	1256.66	6534.0
2011-12-29 06:00:00	ES	Futures	1256.92	1258.43	1256.16	1257.67	5562.0
2011-12-29 06:30:00	ES	Futures	1257.67	1259.18	1256.66	1256.66	5036.0
2011-12-29 07:00:00	ES	Futures	1256.92	1258.18	1255.91	1257.92	6522.0
2011-12-29 07:30:00	ES	Futures	1257.92	1258.93	1257.17	1258.93	5568.0
2011-12-29 08:00:00	ES	Futures	1258.68	1259.69	1256.92	1257.92	11167.0
2011-12-29 08:30:00	ES	Futures	1257.92	1258.68	1256.92	1258.18	11487.0
2011-12-29 09:00:00	ES	Futures	1258.43	1258.43	1256.92	1258.18	12165.0
2011-12-29 09:30:00	ES	Futures	1257.92	1261.45	1257.42	1260.19	105759.0
2011-12-29 10:00:00	ES	Futures	1260.44	1263.47	1259.94	1262.96	80246.0
2011-12-29 10:30:00	ES	Futures	1262.71	1264.98	1262.71	1263.97	58347.0
2011-12-29 11:00:00	ES	Futures	1263.97	1264.73	1260.7	1262.21	84528.0
2011-12-29 11:30:00	ES	Futures	1261.96	1265.48	1261.96	1265.23	58405.0
2011-12-29 12:00:00	ES	Futures	1265.23	1265.48	1263.47	1263.72	28672.0
2011-12-29 12:30:00	ES	Futures	1263.97	1264.48	1262.21	1264.48	24886.0
2011-12-29 13:00:00	ES	Futures	1264.22	1265.48	1262.96	1263.97	28003.0
2011-12-29 13:30:00	ES	Futures	1263.72	1265.74	1263.47	1264.73	29978.0
2011-12-29 14:00:00	ES	Futures	1264.73	1265.48	1264.22	1264.98	19716.0
2011-12-29 14:30:00	ES	Futures	1264.73	1265.23	1263.97	1264.48	15079.0
2011-12-29 15:00:00	ES	Futures	1264.48	1267.0	1264.22	1265.74	39641.0
2011-12-29 15:30:00	ES	Futures	1265.74	1268.51	1265.48	1267.25	101581.0
2011-12-29 16:00:00	ES	Futures	1267.25	1267.75	1265.74	1267.25	61689.0
2011-12-29 16:30:00	ES	Futures	1266.74	1267.0	1265.74	1266.49	2175.0
2011-12-29 17:00:00	ES	Futures	1266.74	1267.5	1266.24	1266.49	1280.0
2011-12-29 18:00:00	ES	Futures	1266.49	1267.0	1266.49	1266.49	743.0
2011-12-29 18:30:00	ES	Futures	1266.49	1267.5	1266.24	1267.0	1184.0
2011-12-29 19:00:00	ES	Futures	1266.74	1267.75	1266.24	1266.74	1371.0
2011-12-29 19:30:00	ES	Futures	1266.49	1267.0	1265.99	1266.74	1445.0
2011-12-29 20:00:00	ES	Futures	1266.74	1266.74	1265.99	1266.49	1131.0
2011-12-29 20:30:00	ES	Futures	1266.49	1266.74	1265.74	1266.74	1209.0
2011-12-29 21:00:00	ES	Futures	1266.49	1267.0	1265.99	1266.24	1233.0
2011-12-29 21:30:00	ES	Futures	1266.49	1266.49	1265.74	1265.99	910.0
2011-12-29 22:00:00	ES	Futures	1265.99	1265.99	1263.72	1264.22	2565.0
2011-12-29 22:30:00	ES	Futures	1264.22	1264.73	1263.72	1263.97	798.0
2011-12-29 23:00:00	ES	Futures	1263.97	1265.23	1263.97	1264.22	903.0
2011-12-29 23:30:00	ES	Futures	1264.48	1264.73	1263.97	1264.48	651.0
2011-12-29 00:00:00	NQ	Futures	2619.98	2619.98	2619.11	2619.69	32.0
2011-12-29 00:30:00	NQ	Futures	2619.4	2622.0	2619.4	2619.4	147.0
2011-12-29 01:00:00	NQ	Futures	2619.4	2620.85	2618.53	2619.4	93.0

> showing 50 of 2,646 rows — these rows as CSV

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