PREVIEW / futures_30min / 2012-01-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-06.parquet
  size:    63 KB
  rows:    2,194

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
2012-01-06 00:00:00	ES	Futures	1278.34	1278.59	1276.82	1277.83	6415.0
2012-01-06 00:30:00	ES	Futures	1277.83	1279.85	1277.58	1279.34	3447.0
2012-01-06 01:00:00	ES	Futures	1279.34	1280.86	1279.34	1280.86	1874.0
2012-01-06 01:30:00	ES	Futures	1280.86	1280.86	1279.85	1280.35	1449.0
2012-01-06 02:00:00	ES	Futures	1280.35	1282.37	1280.35	1282.11	3561.0
2012-01-06 02:30:00	ES	Futures	1282.37	1282.37	1280.1	1280.6	4714.0
2012-01-06 03:00:00	ES	Futures	1280.86	1283.88	1280.1	1282.37	12781.0
2012-01-06 03:30:00	ES	Futures	1282.37	1284.89	1281.61	1283.63	10156.0
2012-01-06 04:00:00	ES	Futures	1283.88	1285.14	1282.37	1282.87	9453.0
2012-01-06 04:30:00	ES	Futures	1282.87	1284.13	1282.37	1283.88	4195.0
2012-01-06 05:00:00	ES	Futures	1283.63	1284.89	1283.37	1284.63	4516.0
2012-01-06 05:30:00	ES	Futures	1284.38	1284.63	1282.62	1283.37	4179.0
2012-01-06 06:00:00	ES	Futures	1283.37	1283.63	1280.86	1283.37	13340.0
2012-01-06 06:30:00	ES	Futures	1283.12	1285.64	1282.87	1285.14	8609.0
2012-01-06 07:00:00	ES	Futures	1285.14	1286.65	1284.13	1284.89	10805.0
2012-01-06 07:30:00	ES	Futures	1284.89	1286.4	1284.63	1284.89	10761.0
2012-01-06 08:00:00	ES	Futures	1284.89	1287.15	1284.63	1286.4	30228.0
2012-01-06 08:30:00	ES	Futures	1286.4	1292.45	1285.64	1286.65	136768.0
2012-01-06 09:00:00	ES	Futures	1286.9	1288.41	1284.63	1287.41	50929.0
2012-01-06 09:30:00	ES	Futures	1287.66	1287.66	1278.34	1279.85	261577.0
2012-01-06 10:00:00	ES	Futures	1279.85	1282.87	1278.59	1281.11	130582.0
2012-01-06 10:30:00	ES	Futures	1281.36	1284.89	1281.11	1282.37	146079.0
2012-01-06 11:00:00	ES	Futures	1282.62	1286.15	1282.37	1284.89	121616.0
2012-01-06 11:30:00	ES	Futures	1284.63	1287.41	1284.38	1285.89	83519.0
2012-01-06 12:00:00	ES	Futures	1286.15	1286.4	1284.38	1285.89	78280.0
2012-01-06 12:30:00	ES	Futures	1285.89	1286.65	1282.62	1283.63	59853.0
2012-01-06 13:00:00	ES	Futures	1283.63	1284.89	1282.62	1282.87	44042.0
2012-01-06 13:30:00	ES	Futures	1282.87	1287.15	1281.86	1285.89	63658.0
2012-01-06 14:00:00	ES	Futures	1285.64	1286.65	1284.13	1285.64	36051.0
2012-01-06 14:30:00	ES	Futures	1285.39	1286.15	1283.88	1283.88	31759.0
2012-01-06 15:00:00	ES	Futures	1284.13	1285.14	1282.87	1283.63	36737.0
2012-01-06 15:30:00	ES	Futures	1283.88	1285.14	1281.86	1283.37	153164.0
2012-01-06 16:00:00	ES	Futures	1283.37	1284.89	1283.37	1284.13	63679.0
2012-01-06 00:00:00	NQ	Futures	2697.09	2697.38	2694.49	2695.64	371.0
2012-01-06 00:30:00	NQ	Futures	2695.93	2699.4	2695.93	2698.24	178.0
2012-01-06 01:00:00	NQ	Futures	2698.53	2700.84	2698.24	2700.84	61.0
2012-01-06 01:30:00	NQ	Futures	2701.13	2701.42	2699.69	2700.84	81.0
2012-01-06 02:00:00	NQ	Futures	2700.84	2704.89	2700.84	2703.73	422.0
2012-01-06 02:30:00	NQ	Futures	2704.02	2704.31	2699.4	2700.26	421.0
2012-01-06 03:00:00	NQ	Futures	2700.26	2706.33	2699.4	2703.15	612.0
2012-01-06 03:30:00	NQ	Futures	2703.44	2708.93	2702.0	2706.91	552.0
2012-01-06 04:00:00	NQ	Futures	2707.48	2709.79	2705.46	2706.62	673.0
2012-01-06 04:30:00	NQ	Futures	2706.04	2708.35	2705.75	2707.48	369.0
2012-01-06 05:00:00	NQ	Futures	2707.48	2710.37	2706.91	2709.22	223.0
2012-01-06 05:30:00	NQ	Futures	2708.93	2709.79	2705.75	2707.48	289.0
2012-01-06 06:00:00	NQ	Futures	2707.48	2707.48	2702.57	2706.33	795.0
2012-01-06 06:30:00	NQ	Futures	2706.33	2710.66	2705.75	2709.22	580.0
2012-01-06 07:00:00	NQ	Futures	2708.93	2712.11	2706.62	2707.48	906.0
2012-01-06 07:30:00	NQ	Futures	2708.06	2710.37	2706.91	2706.91	657.0
2012-01-06 08:00:00	NQ	Futures	2706.91	2711.82	2705.46	2707.77	2234.0

> showing 50 of 2,194 rows — these rows as CSV

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