PREVIEW / futures_30min / 2012-01-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-09.parquet
  size:    71 KB
  rows:    2,657

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
2012-01-09 00:00:00	ES	Futures	1278.59	1279.6	1278.34	1278.59	1263.0
2012-01-09 00:30:00	ES	Futures	1278.59	1279.34	1277.83	1279.09	1683.0
2012-01-09 01:00:00	ES	Futures	1279.09	1280.1	1278.84	1279.85	1087.0
2012-01-09 01:30:00	ES	Futures	1279.85	1280.86	1279.6	1280.35	1587.0
2012-01-09 02:00:00	ES	Futures	1280.1	1281.61	1280.1	1281.36	6741.0
2012-01-09 02:30:00	ES	Futures	1281.36	1284.63	1281.11	1284.38	7165.0
2012-01-09 03:00:00	ES	Futures	1284.38	1286.4	1283.63	1284.63	18162.0
2012-01-09 03:30:00	ES	Futures	1284.89	1287.41	1284.63	1285.89	12646.0
2012-01-09 04:00:00	ES	Futures	1286.15	1286.15	1281.36	1282.62	18380.0
2012-01-09 04:30:00	ES	Futures	1282.62	1285.89	1282.37	1284.13	13477.0
2012-01-09 05:00:00	ES	Futures	1284.13	1284.63	1282.37	1283.88	8854.0
2012-01-09 05:30:00	ES	Futures	1283.88	1285.64	1283.37	1283.63	7369.0
2012-01-09 06:00:00	ES	Futures	1283.63	1283.88	1281.86	1282.87	8740.0
2012-01-09 06:30:00	ES	Futures	1283.12	1285.14	1281.86	1283.63	9327.0
2012-01-09 07:00:00	ES	Futures	1283.63	1285.14	1282.37	1284.13	10828.0
2012-01-09 07:30:00	ES	Futures	1284.38	1287.91	1283.37	1285.64	29180.0
2012-01-09 08:00:00	ES	Futures	1285.64	1287.41	1283.37	1286.65	28842.0
2012-01-09 08:30:00	ES	Futures	1286.65	1287.15	1284.13	1286.9	23922.0
2012-01-09 09:00:00	ES	Futures	1286.9	1287.15	1284.63	1285.64	22490.0
2012-01-09 09:30:00	ES	Futures	1285.64	1286.15	1282.11	1283.63	140441.0
2012-01-09 10:00:00	ES	Futures	1283.37	1286.9	1281.36	1286.9	139482.0
2012-01-09 10:30:00	ES	Futures	1286.65	1287.41	1282.11	1282.87	116533.0
2012-01-09 11:00:00	ES	Futures	1282.87	1283.37	1279.6	1281.61	154274.0
2012-01-09 11:30:00	ES	Futures	1281.61	1283.88	1280.6	1282.37	88201.0
2012-01-09 12:00:00	ES	Futures	1282.37	1284.63	1281.61	1284.13	53795.0
2012-01-09 12:30:00	ES	Futures	1284.38	1284.89	1283.37	1284.13	43263.0
2012-01-09 13:00:00	ES	Futures	1284.13	1285.39	1283.88	1285.14	46960.0
2012-01-09 13:30:00	ES	Futures	1285.14	1285.89	1283.88	1285.14	39491.0
2012-01-09 14:00:00	ES	Futures	1285.39	1286.65	1285.14	1286.15	55087.0
2012-01-09 14:30:00	ES	Futures	1285.89	1287.41	1284.89	1285.39	52205.0
2012-01-09 15:00:00	ES	Futures	1285.14	1286.65	1284.89	1285.64	49091.0
2012-01-09 15:30:00	ES	Futures	1285.64	1287.41	1285.14	1285.39	136280.0
2012-01-09 16:00:00	ES	Futures	1285.64	1286.4	1285.14	1285.64	50472.0
2012-01-09 16:30:00	ES	Futures	1285.14	1285.89	1284.63	1284.89	5429.0
2012-01-09 17:00:00	ES	Futures	1284.89	1285.64	1284.63	1285.64	1426.0
2012-01-09 18:00:00	ES	Futures	1285.89	1286.15	1285.14	1286.15	2630.0
2012-01-09 18:30:00	ES	Futures	1285.89	1287.66	1285.89	1287.41	3409.0
2012-01-09 19:00:00	ES	Futures	1287.41	1289.17	1287.15	1288.16	7873.0
2012-01-09 19:30:00	ES	Futures	1288.16	1288.41	1287.15	1287.66	1766.0
2012-01-09 20:00:00	ES	Futures	1287.66	1288.41	1287.41	1287.91	3209.0
2012-01-09 20:30:00	ES	Futures	1287.66	1289.67	1287.66	1289.42	5000.0
2012-01-09 21:00:00	ES	Futures	1289.42	1289.67	1288.16	1289.17	2600.0
2012-01-09 21:30:00	ES	Futures	1288.92	1289.67	1288.67	1289.42	1617.0
2012-01-09 22:00:00	ES	Futures	1289.17	1290.18	1289.17	1289.93	2367.0
2012-01-09 22:30:00	ES	Futures	1289.93	1290.18	1288.92	1289.67	2888.0
2012-01-09 23:00:00	ES	Futures	1289.42	1290.18	1289.42	1290.18	1902.0
2012-01-09 23:30:00	ES	Futures	1290.18	1291.94	1289.93	1291.69	6418.0
2012-01-09 00:00:00	NQ	Futures	2708.35	2709.79	2707.77	2707.77	50.0
2012-01-09 00:30:00	NQ	Futures	2707.77	2709.51	2706.62	2709.22	59.0
2012-01-09 01:00:00	NQ	Futures	2708.93	2711.24	2708.64	2710.66	60.0

> showing 50 of 2,657 rows — these rows as CSV

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