PREVIEW / futures_30min / 2012-01-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-03.parquet
  size:    64 KB
  rows:    2,284

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
2012-01-03 06:00:00	ES	Futures	1284.89	1290.18	1282.87	1287.15	61795.0
2012-01-03 06:30:00	ES	Futures	1287.15	1287.91	1284.38	1285.14	18714.0
2012-01-03 07:00:00	ES	Futures	1285.14	1285.89	1283.63	1283.63	13080.0
2012-01-03 07:30:00	ES	Futures	1283.88	1283.88	1281.11	1281.61	16283.0
2012-01-03 08:00:00	ES	Futures	1281.86	1283.12	1280.86	1281.36	19300.0
2012-01-03 08:30:00	ES	Futures	1281.36	1283.37	1280.86	1282.87	22891.0
2012-01-03 09:00:00	ES	Futures	1283.12	1285.14	1282.62	1283.63	33544.0
2012-01-03 09:30:00	ES	Futures	1283.63	1287.15	1283.12	1285.64	166259.0
2012-01-03 10:00:00	ES	Futures	1285.39	1289.93	1284.13	1288.16	183525.0
2012-01-03 10:30:00	ES	Futures	1287.91	1288.92	1287.15	1288.67	106790.0
2012-01-03 11:00:00	ES	Futures	1288.67	1289.67	1287.66	1287.91	92990.0
2012-01-03 11:30:00	ES	Futures	1287.91	1288.67	1284.89	1285.64	96965.0
2012-01-03 12:00:00	ES	Futures	1285.64	1285.89	1284.38	1285.64	49120.0
2012-01-03 12:30:00	ES	Futures	1285.39	1285.64	1280.35	1281.61	93328.0
2012-01-03 13:00:00	ES	Futures	1281.36	1282.62	1280.86	1281.86	57788.0
2012-01-03 13:30:00	ES	Futures	1281.61	1283.88	1280.6	1283.37	59887.0
2012-01-03 14:00:00	ES	Futures	1283.37	1284.63	1282.62	1284.38	41459.0
2012-01-03 14:30:00	ES	Futures	1284.63	1286.9	1283.88	1286.65	67467.0
2012-01-03 15:00:00	ES	Futures	1286.65	1286.65	1282.87	1283.88	73556.0
2012-01-03 15:30:00	ES	Futures	1283.63	1286.15	1280.6	1281.61	199412.0
2012-01-03 16:00:00	ES	Futures	1281.61	1282.87	1280.6	1282.37	89286.0
2012-01-03 16:30:00	ES	Futures	1282.11	1283.63	1281.86	1283.37	4338.0
2012-01-03 17:00:00	ES	Futures	1283.12	1283.88	1282.37	1283.63	2189.0
2012-01-03 18:00:00	ES	Futures	1283.12	1283.63	1282.62	1282.87	2117.0
2012-01-03 18:30:00	ES	Futures	1282.87	1283.63	1282.37	1282.62	2232.0
2012-01-03 19:00:00	ES	Futures	1282.62	1283.37	1282.11	1282.62	2183.0
2012-01-03 19:30:00	ES	Futures	1282.62	1283.37	1281.86	1282.37	1724.0
2012-01-03 20:00:00	ES	Futures	1282.11	1282.37	1281.11	1281.61	3109.0
2012-01-03 20:30:00	ES	Futures	1281.61	1282.87	1281.11	1282.87	2345.0
2012-01-03 21:00:00	ES	Futures	1282.62	1282.87	1281.61	1281.86	1220.0
2012-01-03 21:30:00	ES	Futures	1281.86	1282.37	1281.36	1281.61	1726.0
2012-01-03 22:00:00	ES	Futures	1281.61	1281.86	1281.36	1281.61	1460.0
2012-01-03 22:30:00	ES	Futures	1281.61	1281.61	1280.6	1281.11	2774.0
2012-01-03 23:00:00	ES	Futures	1281.11	1282.11	1281.11	1281.61	1799.0
2012-01-03 23:30:00	ES	Futures	1281.61	1282.11	1281.11	1282.11	1797.0
2012-01-03 06:00:00	NQ	Futures	2671.38	2684.96	2671.38	2679.76	4255.0
2012-01-03 06:30:00	NQ	Futures	2679.18	2681.49	2676.01	2677.45	1329.0
2012-01-03 07:00:00	NQ	Futures	2677.74	2680.34	2676.58	2676.87	1225.0
2012-01-03 07:30:00	NQ	Futures	2676.87	2677.16	2670.52	2671.38	1026.0
2012-01-03 08:00:00	NQ	Futures	2671.67	2671.96	2666.19	2667.34	2408.0
2012-01-03 08:30:00	NQ	Futures	2667.63	2670.81	2667.05	2669.65	3116.0
2012-01-03 09:00:00	NQ	Futures	2669.94	2676.58	2669.07	2676.29	6642.0
2012-01-03 09:30:00	NQ	Futures	2676.29	2689.29	2673.98	2682.07	28498.0
2012-01-03 10:00:00	NQ	Futures	2682.07	2689.58	2680.05	2685.25	15368.0
2012-01-03 10:30:00	NQ	Futures	2685.54	2689.58	2684.38	2687.27	10246.0
2012-01-03 11:00:00	NQ	Futures	2687.27	2688.71	2683.8	2685.25	9692.0
2012-01-03 11:30:00	NQ	Futures	2685.25	2686.4	2679.76	2680.92	10432.0
2012-01-03 12:00:00	NQ	Futures	2680.92	2683.51	2678.03	2680.34	5964.0
2012-01-03 12:30:00	NQ	Futures	2680.05	2680.05	2669.07	2673.12	12541.0
2012-01-03 13:00:00	NQ	Futures	2673.12	2676.87	2671.38	2673.7	9235.0

> showing 50 of 2,284 rows — these rows as CSV

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