PREVIEW / futures_30min / 2012-01-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-04.parquet
  size:    73 KB
  rows:    2,724

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
2012-01-04 00:00:00	ES	Futures	1281.86	1282.11	1281.11	1281.86	1312.0
2012-01-04 00:30:00	ES	Futures	1281.61	1281.86	1280.6	1280.86	1791.0
2012-01-04 01:00:00	ES	Futures	1281.11	1281.11	1278.34	1278.59	5809.0
2012-01-04 01:30:00	ES	Futures	1278.34	1279.85	1278.34	1279.6	2841.0
2012-01-04 02:00:00	ES	Futures	1279.6	1280.1	1277.83	1278.59	6219.0
2012-01-04 02:30:00	ES	Futures	1278.84	1281.61	1278.59	1280.6	7498.0
2012-01-04 03:00:00	ES	Futures	1280.6	1284.63	1280.6	1283.12	23705.0
2012-01-04 03:30:00	ES	Futures	1282.87	1283.63	1279.6	1280.6	13779.0
2012-01-04 04:00:00	ES	Futures	1280.35	1283.88	1279.6	1283.63	16197.0
2012-01-04 04:30:00	ES	Futures	1283.88	1284.38	1282.37	1282.87	8532.0
2012-01-04 05:00:00	ES	Futures	1282.62	1284.89	1281.36	1281.61	12727.0
2012-01-04 05:30:00	ES	Futures	1281.86	1283.37	1280.86	1281.11	10810.0
2012-01-04 06:00:00	ES	Futures	1281.11	1281.86	1279.09	1279.09	10103.0
2012-01-04 06:30:00	ES	Futures	1279.09	1280.6	1278.08	1279.09	16423.0
2012-01-04 07:00:00	ES	Futures	1278.84	1281.61	1278.34	1279.6	13432.0
2012-01-04 07:30:00	ES	Futures	1279.85	1280.35	1277.83	1279.09	13686.0
2012-01-04 08:00:00	ES	Futures	1279.34	1279.34	1276.32	1277.33	23214.0
2012-01-04 08:30:00	ES	Futures	1277.33	1279.34	1276.07	1276.82	21850.0
2012-01-04 09:00:00	ES	Futures	1276.82	1278.08	1276.57	1278.08	24344.0
2012-01-04 09:30:00	ES	Futures	1277.83	1280.35	1276.32	1279.34	155655.0
2012-01-04 10:00:00	ES	Futures	1279.34	1279.6	1274.3	1274.81	137616.0
2012-01-04 10:30:00	ES	Futures	1275.06	1276.07	1272.79	1275.56	138266.0
2012-01-04 11:00:00	ES	Futures	1275.82	1277.83	1275.56	1277.08	97677.0
2012-01-04 11:30:00	ES	Futures	1277.33	1279.6	1276.57	1278.84	92059.0
2012-01-04 12:00:00	ES	Futures	1278.84	1282.11	1278.34	1281.61	79035.0
2012-01-04 12:30:00	ES	Futures	1281.61	1282.11	1280.35	1281.86	40762.0
2012-01-04 13:00:00	ES	Futures	1282.11	1282.11	1279.34	1280.1	50733.0
2012-01-04 13:30:00	ES	Futures	1280.35	1283.12	1280.1	1282.62	46648.0
2012-01-04 14:00:00	ES	Futures	1282.37	1282.87	1280.35	1281.86	49537.0
2012-01-04 14:30:00	ES	Futures	1281.86	1283.88	1281.61	1282.62	53235.0
2012-01-04 15:00:00	ES	Futures	1282.62	1282.87	1280.86	1282.11	43231.0
2012-01-04 15:30:00	ES	Futures	1282.11	1283.88	1281.36	1282.62	111722.0
2012-01-04 16:00:00	ES	Futures	1282.37	1283.37	1282.11	1283.37	55007.0
2012-01-04 16:30:00	ES	Futures	1283.37	1283.88	1283.12	1283.12	3566.0
2012-01-04 17:00:00	ES	Futures	1283.37	1283.37	1282.87	1283.12	674.0
2012-01-04 18:00:00	ES	Futures	1283.12	1283.12	1282.37	1282.87	3130.0
2012-01-04 18:30:00	ES	Futures	1282.62	1283.12	1281.86	1282.62	1587.0
2012-01-04 19:00:00	ES	Futures	1282.37	1282.62	1281.86	1282.37	1733.0
2012-01-04 19:30:00	ES	Futures	1282.37	1282.87	1281.86	1282.11	2546.0
2012-01-04 20:00:00	ES	Futures	1282.37	1282.62	1281.11	1281.86	2817.0
2012-01-04 20:30:00	ES	Futures	1281.86	1282.62	1281.36	1282.11	1781.0
2012-01-04 21:00:00	ES	Futures	1282.11	1282.87	1282.11	1282.11	1158.0
2012-01-04 21:30:00	ES	Futures	1282.11	1282.87	1281.86	1282.11	1362.0
2012-01-04 22:00:00	ES	Futures	1282.37	1282.37	1281.61	1282.11	1642.0
2012-01-04 22:30:00	ES	Futures	1282.11	1282.11	1281.36	1281.61	1350.0
2012-01-04 23:00:00	ES	Futures	1281.61	1281.86	1281.11	1281.36	1064.0
2012-01-04 23:30:00	ES	Futures	1281.61	1281.61	1279.6	1280.35	3551.0
2012-01-04 00:00:00	NQ	Futures	2674.27	2674.56	2672.54	2673.7	30.0
2012-01-04 00:30:00	NQ	Futures	2673.41	2673.7	2671.96	2672.54	71.0
2012-01-04 01:00:00	NQ	Futures	2672.54	2672.54	2668.21	2668.79	279.0

> showing 50 of 2,724 rows — these rows as CSV

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