PREVIEW / futures_30min / 2012-01-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-05.parquet
  size:    74 KB
  rows:    2,717

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
2012-01-05 00:00:00	ES	Futures	1280.1	1281.36	1279.85	1281.36	1213.0
2012-01-05 00:30:00	ES	Futures	1281.36	1281.86	1280.35	1280.6	1215.0
2012-01-05 01:00:00	ES	Futures	1280.6	1281.11	1280.35	1280.86	745.0
2012-01-05 01:30:00	ES	Futures	1280.6	1280.86	1279.6	1280.6	1916.0
2012-01-05 02:00:00	ES	Futures	1280.6	1281.36	1279.34	1280.1	3291.0
2012-01-05 02:30:00	ES	Futures	1279.85	1282.87	1279.85	1282.37	5722.0
2012-01-05 03:00:00	ES	Futures	1282.37	1282.62	1278.59	1278.59	15905.0
2012-01-05 03:30:00	ES	Futures	1278.59	1278.84	1275.56	1276.57	22535.0
2012-01-05 04:00:00	ES	Futures	1276.57	1277.33	1275.31	1276.32	14686.0
2012-01-05 04:30:00	ES	Futures	1276.32	1278.08	1274.3	1274.81	12387.0
2012-01-05 05:00:00	ES	Futures	1275.06	1275.82	1273.55	1275.31	19607.0
2012-01-05 05:30:00	ES	Futures	1275.06	1275.31	1271.28	1272.04	18225.0
2012-01-05 06:00:00	ES	Futures	1272.29	1274.3	1271.78	1272.79	13956.0
2012-01-05 06:30:00	ES	Futures	1272.79	1273.8	1270.78	1273.55	15661.0
2012-01-05 07:00:00	ES	Futures	1273.8	1276.07	1273.3	1275.82	14298.0
2012-01-05 07:30:00	ES	Futures	1275.56	1276.07	1273.8	1274.81	9051.0
2012-01-05 08:00:00	ES	Futures	1275.06	1282.62	1274.3	1280.35	74231.0
2012-01-05 08:30:00	ES	Futures	1280.6	1281.86	1277.08	1278.08	44705.0
2012-01-05 09:00:00	ES	Futures	1278.08	1278.59	1275.56	1275.82	32312.0
2012-01-05 09:30:00	ES	Futures	1275.56	1277.33	1270.27	1273.04	210992.0
2012-01-05 10:00:00	ES	Futures	1273.04	1276.82	1269.77	1275.82	190700.0
2012-01-05 10:30:00	ES	Futures	1275.82	1276.32	1272.04	1274.05	107023.0
2012-01-05 11:00:00	ES	Futures	1274.05	1279.34	1273.3	1279.09	122696.0
2012-01-05 11:30:00	ES	Futures	1279.09	1281.11	1278.59	1279.09	91302.0
2012-01-05 12:00:00	ES	Futures	1279.34	1281.86	1278.59	1280.86	91168.0
2012-01-05 12:30:00	ES	Futures	1281.11	1284.63	1280.1	1284.63	74018.0
2012-01-05 13:00:00	ES	Futures	1284.38	1286.15	1283.12	1285.89	64833.0
2012-01-05 13:30:00	ES	Futures	1285.64	1288.16	1285.64	1286.4	74694.0
2012-01-05 14:00:00	ES	Futures	1286.4	1287.41	1283.63	1284.38	83079.0
2012-01-05 14:30:00	ES	Futures	1284.38	1285.39	1283.88	1284.13	58186.0
2012-01-05 15:00:00	ES	Futures	1284.13	1286.15	1283.37	1285.14	76141.0
2012-01-05 15:30:00	ES	Futures	1285.14	1287.15	1283.88	1286.4	136143.0
2012-01-05 16:00:00	ES	Futures	1286.4	1286.9	1282.87	1283.37	83984.0
2012-01-05 16:30:00	ES	Futures	1283.37	1283.37	1282.62	1283.12	6999.0
2012-01-05 17:00:00	ES	Futures	1282.87	1282.87	1281.36	1281.86	6043.0
2012-01-05 18:00:00	ES	Futures	1282.37	1282.62	1281.61	1282.37	2885.0
2012-01-05 18:30:00	ES	Futures	1282.37	1284.13	1282.37	1283.63	2565.0
2012-01-05 19:00:00	ES	Futures	1283.63	1284.38	1282.62	1283.12	3386.0
2012-01-05 19:30:00	ES	Futures	1283.12	1283.63	1281.61	1282.11	3213.0
2012-01-05 20:00:00	ES	Futures	1282.11	1282.62	1281.11	1281.86	4801.0
2012-01-05 20:30:00	ES	Futures	1281.86	1282.37	1280.86	1281.86	6220.0
2012-01-05 21:00:00	ES	Futures	1281.61	1282.37	1280.6	1280.86	4353.0
2012-01-05 21:30:00	ES	Futures	1281.11	1281.61	1280.35	1281.61	2320.0
2012-01-05 22:00:00	ES	Futures	1281.36	1281.61	1280.35	1280.86	2170.0
2012-01-05 22:30:00	ES	Futures	1280.86	1281.11	1280.1	1280.35	1505.0
2012-01-05 23:00:00	ES	Futures	1280.35	1280.6	1279.34	1279.6	2757.0
2012-01-05 23:30:00	ES	Futures	1279.6	1279.85	1278.34	1278.34	3302.0
2012-01-05 00:00:00	NQ	Futures	2685.54	2687.85	2685.25	2687.85	59.0
2012-01-05 00:30:00	NQ	Futures	2687.85	2688.71	2686.4	2686.4	73.0
2012-01-05 01:00:00	NQ	Futures	2686.4	2687.56	2685.82	2687.27	43.0

> showing 50 of 2,717 rows — these rows as CSV

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