PREVIEW / futures_30min / 2012-01-11

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-11.parquet
  size:    74 KB
  rows:    2,756

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
2012-01-11 00:00:00	ES	Futures	1292.7	1293.71	1292.45	1293.71	1584.0
2012-01-11 00:30:00	ES	Futures	1293.45	1294.21	1292.95	1292.95	1932.0
2012-01-11 01:00:00	ES	Futures	1292.95	1294.21	1292.95	1293.96	1578.0
2012-01-11 01:30:00	ES	Futures	1293.71	1294.97	1293.71	1294.21	1492.0
2012-01-11 02:00:00	ES	Futures	1294.46	1295.72	1293.96	1294.71	3108.0
2012-01-11 02:30:00	ES	Futures	1294.71	1295.72	1294.46	1294.97	1569.0
2012-01-11 03:00:00	ES	Futures	1294.97	1297.49	1294.21	1296.48	14792.0
2012-01-11 03:30:00	ES	Futures	1296.23	1296.98	1294.71	1295.97	10608.0
2012-01-11 04:00:00	ES	Futures	1295.97	1297.23	1295.22	1296.98	8184.0
2012-01-11 04:30:00	ES	Futures	1296.98	1297.99	1295.72	1297.49	12900.0
2012-01-11 05:00:00	ES	Futures	1297.49	1297.99	1296.23	1296.48	6508.0
2012-01-11 05:30:00	ES	Futures	1296.48	1296.98	1295.72	1296.23	6720.0
2012-01-11 06:00:00	ES	Futures	1295.97	1296.98	1292.19	1292.19	14511.0
2012-01-11 06:30:00	ES	Futures	1292.19	1293.45	1291.44	1292.19	20259.0
2012-01-11 07:00:00	ES	Futures	1292.19	1292.45	1289.42	1292.19	25623.0
2012-01-11 07:30:00	ES	Futures	1292.19	1295.22	1290.93	1293.45	20665.0
2012-01-11 08:00:00	ES	Futures	1293.71	1294.71	1290.68	1291.44	34099.0
2012-01-11 08:30:00	ES	Futures	1291.44	1293.96	1290.93	1293.2	38798.0
2012-01-11 09:00:00	ES	Futures	1292.95	1294.46	1291.94	1293.2	29855.0
2012-01-11 09:30:00	ES	Futures	1292.95	1296.48	1291.44	1292.19	198180.0
2012-01-11 10:00:00	ES	Futures	1291.94	1295.22	1290.93	1294.46	130108.0
2012-01-11 10:30:00	ES	Futures	1294.46	1297.23	1293.45	1293.71	190556.0
2012-01-11 11:00:00	ES	Futures	1293.71	1294.71	1292.19	1292.7	126882.0
2012-01-11 11:30:00	ES	Futures	1292.7	1296.23	1292.45	1294.46	110774.0
2012-01-11 12:00:00	ES	Futures	1294.46	1296.48	1293.2	1294.71	100383.0
2012-01-11 12:30:00	ES	Futures	1294.97	1295.97	1293.96	1295.47	61837.0
2012-01-11 13:00:00	ES	Futures	1295.22	1296.98	1295.22	1296.73	61042.0
2012-01-11 13:30:00	ES	Futures	1296.98	1298.24	1295.72	1296.23	73073.0
2012-01-11 14:00:00	ES	Futures	1296.23	1296.98	1294.21	1295.47	122456.0
2012-01-11 14:30:00	ES	Futures	1295.22	1297.49	1294.97	1295.97	82158.0
2012-01-11 15:00:00	ES	Futures	1295.97	1299.75	1295.72	1299.25	51531.0
2012-01-11 15:30:00	ES	Futures	1299.5	1299.75	1297.49	1298.49	129399.0
2012-01-11 16:00:00	ES	Futures	1298.49	1299.0	1297.74	1298.24	59270.0
2012-01-11 16:30:00	ES	Futures	1298.49	1298.75	1297.99	1298.49	3184.0
2012-01-11 17:00:00	ES	Futures	1298.49	1298.75	1297.49	1298.49	2074.0
2012-01-11 18:00:00	ES	Futures	1298.49	1299.0	1297.99	1298.24	1584.0
2012-01-11 18:30:00	ES	Futures	1298.24	1298.49	1297.74	1297.99	1049.0
2012-01-11 19:00:00	ES	Futures	1297.74	1297.99	1296.98	1296.98	3218.0
2012-01-11 19:30:00	ES	Futures	1296.98	1297.49	1296.73	1297.23	2524.0
2012-01-11 20:00:00	ES	Futures	1296.98	1297.74	1296.23	1296.23	2433.0
2012-01-11 20:30:00	ES	Futures	1296.23	1297.23	1295.97	1296.98	3076.0
2012-01-11 21:00:00	ES	Futures	1296.98	1298.24	1296.98	1297.49	3492.0
2012-01-11 21:30:00	ES	Futures	1297.49	1297.99	1296.98	1296.98	1920.0
2012-01-11 22:00:00	ES	Futures	1296.98	1297.49	1296.23	1296.48	1915.0
2012-01-11 22:30:00	ES	Futures	1296.48	1296.98	1296.23	1296.73	1093.0
2012-01-11 23:00:00	ES	Futures	1296.73	1296.98	1296.23	1296.98	1061.0
2012-01-11 23:30:00	ES	Futures	1296.98	1296.98	1296.23	1296.48	1454.0
2012-01-11 00:00:00	NQ	Futures	2720.48	2722.5	2719.9	2722.5	171.0
2012-01-11 00:30:00	NQ	Futures	2722.5	2723.95	2721.64	2723.37	338.0
2012-01-11 01:00:00	NQ	Futures	2723.37	2724.81	2723.37	2724.52	142.0

> showing 50 of 2,756 rows — these rows as CSV

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