PREVIEW / futures_30min / 2012-01-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-12.parquet
  size:    74 KB
  rows:    2,746

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
2012-01-12 00:00:00	ES	Futures	1296.48	1297.23	1296.48	1297.23	913.0
2012-01-12 00:30:00	ES	Futures	1296.98	1297.49	1296.73	1296.98	788.0
2012-01-12 01:00:00	ES	Futures	1296.98	1297.74	1296.73	1296.98	896.0
2012-01-12 01:30:00	ES	Futures	1297.23	1297.49	1296.73	1296.98	949.0
2012-01-12 02:00:00	ES	Futures	1296.98	1297.74	1296.48	1296.48	1588.0
2012-01-12 02:30:00	ES	Futures	1296.48	1297.23	1296.23	1296.98	3250.0
2012-01-12 03:00:00	ES	Futures	1297.23	1297.23	1295.72	1297.23	9932.0
2012-01-12 03:30:00	ES	Futures	1297.23	1297.74	1296.48	1296.73	7924.0
2012-01-12 04:00:00	ES	Futures	1296.73	1297.99	1295.22	1297.74	10884.0
2012-01-12 04:30:00	ES	Futures	1297.49	1302.02	1297.23	1301.52	19695.0
2012-01-12 05:00:00	ES	Futures	1301.77	1304.04	1301.01	1302.53	21550.0
2012-01-12 05:30:00	ES	Futures	1302.53	1305.05	1302.02	1304.54	16192.0
2012-01-12 06:00:00	ES	Futures	1304.29	1305.05	1303.28	1304.29	12278.0
2012-01-12 06:30:00	ES	Futures	1304.04	1305.3	1302.78	1304.79	14896.0
2012-01-12 07:00:00	ES	Futures	1304.79	1307.31	1304.29	1305.3	25440.0
2012-01-12 07:30:00	ES	Futures	1305.3	1307.82	1305.3	1305.8	22497.0
2012-01-12 08:00:00	ES	Futures	1305.55	1305.8	1304.29	1304.79	22628.0
2012-01-12 08:30:00	ES	Futures	1304.54	1304.54	1299.25	1300.51	86247.0
2012-01-12 09:00:00	ES	Futures	1300.51	1303.03	1300.26	1301.77	38792.0
2012-01-12 09:30:00	ES	Futures	1301.77	1303.03	1296.73	1298.75	199589.0
2012-01-12 10:00:00	ES	Futures	1298.49	1300.01	1292.7	1294.46	215263.0
2012-01-12 10:30:00	ES	Futures	1294.21	1294.71	1290.93	1292.95	183128.0
2012-01-12 11:00:00	ES	Futures	1292.95	1295.47	1292.7	1295.22	118434.0
2012-01-12 11:30:00	ES	Futures	1295.22	1296.48	1294.21	1295.72	102938.0
2012-01-12 12:00:00	ES	Futures	1295.72	1297.49	1295.47	1297.23	47980.0
2012-01-12 12:30:00	ES	Futures	1297.23	1299.0	1296.73	1298.49	59125.0
2012-01-12 13:00:00	ES	Futures	1298.49	1300.26	1298.49	1298.75	64611.0
2012-01-12 13:30:00	ES	Futures	1299.0	1299.0	1296.73	1298.75	43539.0
2012-01-12 14:00:00	ES	Futures	1298.49	1299.25	1296.98	1298.24	45885.0
2012-01-12 14:30:00	ES	Futures	1297.99	1301.27	1297.99	1300.76	65289.0
2012-01-12 15:00:00	ES	Futures	1300.51	1301.77	1299.25	1300.76	59773.0
2012-01-12 15:30:00	ES	Futures	1301.01	1302.53	1300.01	1301.01	135322.0
2012-01-12 16:00:00	ES	Futures	1301.27	1302.53	1300.76	1302.53	64896.0
2012-01-12 16:30:00	ES	Futures	1302.27	1302.53	1301.52	1301.77	5564.0
2012-01-12 17:00:00	ES	Futures	1301.77	1302.27	1301.52	1302.02	1041.0
2012-01-12 18:00:00	ES	Futures	1301.77	1302.27	1301.52	1302.02	2997.0
2012-01-12 18:30:00	ES	Futures	1302.02	1302.53	1302.02	1302.27	882.0
2012-01-12 19:00:00	ES	Futures	1302.27	1303.03	1302.27	1302.78	2047.0
2012-01-12 19:30:00	ES	Futures	1302.78	1304.54	1302.53	1303.53	4156.0
2012-01-12 20:00:00	ES	Futures	1303.79	1303.79	1302.53	1302.78	2262.0
2012-01-12 20:30:00	ES	Futures	1302.78	1303.28	1302.27	1303.03	1612.0
2012-01-12 21:00:00	ES	Futures	1302.78	1303.28	1301.52	1301.77	2122.0
2012-01-12 21:30:00	ES	Futures	1301.77	1302.27	1301.52	1301.52	1155.0
2012-01-12 22:00:00	ES	Futures	1301.52	1302.27	1301.27	1301.52	1852.0
2012-01-12 22:30:00	ES	Futures	1301.52	1301.77	1301.27	1301.52	1059.0
2012-01-12 23:00:00	ES	Futures	1301.27	1302.02	1301.27	1302.02	865.0
2012-01-12 23:30:00	ES	Futures	1302.02	1302.53	1301.52	1302.27	911.0
2012-01-12 00:00:00	NQ	Futures	2731.17	2732.32	2731.17	2732.32	52.0
2012-01-12 00:30:00	NQ	Futures	2732.32	2733.48	2732.03	2732.61	85.0
2012-01-12 01:00:00	NQ	Futures	2732.9	2734.34	2732.9	2733.19	73.0

> showing 50 of 2,746 rows — these rows as CSV

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