PREVIEW / futures_30min / 2011-12-30

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-12-30.parquet
  size:    58 KB
  rows:    2,017

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
2011-12-30 00:00:00	ES	Futures	1264.48	1264.73	1263.97	1264.48	395.0
2011-12-30 00:30:00	ES	Futures	1264.22	1264.98	1263.97	1264.48	957.0
2011-12-30 01:00:00	ES	Futures	1264.48	1264.98	1264.48	1264.98	629.0
2011-12-30 01:30:00	ES	Futures	1264.98	1267.5	1264.73	1267.25	2086.0
2011-12-30 02:00:00	ES	Futures	1267.25	1269.52	1267.25	1268.0	3542.0
2011-12-30 02:30:00	ES	Futures	1267.75	1268.26	1266.74	1267.5	1958.0
2011-12-30 03:00:00	ES	Futures	1267.5	1269.01	1265.23	1265.48	10645.0
2011-12-30 03:30:00	ES	Futures	1265.23	1266.74	1264.48	1265.99	10497.0
2011-12-30 04:00:00	ES	Futures	1265.99	1267.5	1265.23	1266.49	8216.0
2011-12-30 04:30:00	ES	Futures	1266.49	1267.0	1265.48	1266.74	3972.0
2011-12-30 05:00:00	ES	Futures	1266.49	1268.0	1265.99	1267.0	3620.0
2011-12-30 05:30:00	ES	Futures	1266.74	1269.77	1266.74	1269.26	8690.0
2011-12-30 06:00:00	ES	Futures	1269.26	1269.77	1268.0	1268.76	4498.0
2011-12-30 06:30:00	ES	Futures	1268.51	1269.01	1267.5	1268.76	6234.0
2011-12-30 07:00:00	ES	Futures	1269.01	1270.52	1268.26	1270.02	6450.0
2011-12-30 07:30:00	ES	Futures	1270.02	1270.27	1269.01	1270.02	4128.0
2011-12-30 08:00:00	ES	Futures	1270.02	1270.27	1269.01	1269.52	5438.0
2011-12-30 08:30:00	ES	Futures	1269.77	1269.77	1267.5	1267.75	6482.0
2011-12-30 09:00:00	ES	Futures	1267.5	1268.26	1265.74	1265.99	14506.0
2011-12-30 09:30:00	ES	Futures	1265.99	1268.0	1264.73	1267.5	52957.0
2011-12-30 10:00:00	ES	Futures	1267.25	1269.26	1265.99	1266.74	40432.0
2011-12-30 10:30:00	ES	Futures	1266.49	1268.0	1265.99	1267.0	35039.0
2011-12-30 11:00:00	ES	Futures	1267.0	1268.51	1266.49	1268.0	44463.0
2011-12-30 11:30:00	ES	Futures	1267.75	1268.26	1266.24	1266.24	44083.0
2011-12-30 12:00:00	ES	Futures	1266.24	1266.74	1265.48	1265.99	24177.0
2011-12-30 12:30:00	ES	Futures	1265.99	1266.74	1265.74	1266.24	15073.0
2011-12-30 13:00:00	ES	Futures	1266.24	1266.74	1265.48	1265.74	14738.0
2011-12-30 13:30:00	ES	Futures	1265.99	1266.74	1265.48	1265.99	9138.0
2011-12-30 14:00:00	ES	Futures	1265.99	1266.24	1262.46	1263.72	27481.0
2011-12-30 14:30:00	ES	Futures	1263.72	1264.22	1263.47	1264.22	16236.0
2011-12-30 15:00:00	ES	Futures	1264.22	1266.24	1263.97	1265.48	27645.0
2011-12-30 15:30:00	ES	Futures	1265.23	1265.74	1261.45	1261.96	130565.0
2011-12-30 16:00:00	ES	Futures	1261.7	1263.47	1260.7	1262.96	88396.0
2011-12-30 00:00:00	NQ	Futures	2628.64	2628.64	2627.78	2628.06	23.0
2011-12-30 00:30:00	NQ	Futures	2628.64	2628.93	2627.49	2628.06	45.0
2011-12-30 01:00:00	NQ	Futures	2628.06	2629.51	2627.78	2628.64	61.0
2011-12-30 01:30:00	NQ	Futures	2628.64	2632.11	2628.64	2631.82	80.0
2011-12-30 02:00:00	NQ	Futures	2631.24	2635.57	2630.95	2632.69	335.0
2011-12-30 02:30:00	NQ	Futures	2632.69	2634.13	2632.11	2634.13	148.0
2011-12-30 03:00:00	NQ	Futures	2633.84	2639.04	2631.24	2632.11	943.0
2011-12-30 03:30:00	NQ	Futures	2632.11	2633.55	2628.93	2631.53	779.0
2011-12-30 04:00:00	NQ	Futures	2631.82	2633.26	2630.66	2631.53	505.0
2011-12-30 04:30:00	NQ	Futures	2631.24	2631.53	2628.93	2630.95	262.0
2011-12-30 05:00:00	NQ	Futures	2630.09	2632.11	2628.93	2631.24	210.0
2011-12-30 05:30:00	NQ	Futures	2631.24	2635.28	2630.95	2634.42	298.0
2011-12-30 06:00:00	NQ	Futures	2634.42	2634.42	2631.24	2632.69	533.0
2011-12-30 06:30:00	NQ	Futures	2632.69	2633.26	2629.8	2633.26	419.0
2011-12-30 07:00:00	NQ	Futures	2633.26	2635.28	2631.53	2634.71	404.0
2011-12-30 07:30:00	NQ	Futures	2634.71	2635.86	2633.55	2635.0	321.0
2011-12-30 08:00:00	NQ	Futures	2635.28	2636.15	2630.38	2632.4	1069.0

> showing 50 of 2,017 rows — these rows as CSV

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