PREVIEW / futures_30min / 2012-01-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-13.parquet
  size:    67 KB
  rows:    2,206

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
2012-01-13 00:00:00	ES	Futures	1302.53	1302.78	1301.52	1302.78	1223.0
2012-01-13 00:30:00	ES	Futures	1302.78	1304.04	1302.53	1303.28	2512.0
2012-01-13 01:00:00	ES	Futures	1303.53	1305.3	1303.28	1304.54	4179.0
2012-01-13 01:30:00	ES	Futures	1304.54	1305.3	1304.04	1304.04	2230.0
2012-01-13 02:00:00	ES	Futures	1304.29	1304.79	1303.28	1303.79	3388.0
2012-01-13 02:30:00	ES	Futures	1303.79	1305.05	1303.28	1303.79	4139.0
2012-01-13 03:00:00	ES	Futures	1303.79	1305.05	1303.03	1304.79	10851.0
2012-01-13 03:30:00	ES	Futures	1304.79	1304.79	1302.78	1303.03	10631.0
2012-01-13 04:00:00	ES	Futures	1302.78	1303.03	1301.27	1302.53	11513.0
2012-01-13 04:30:00	ES	Futures	1302.53	1303.28	1300.51	1303.03	11029.0
2012-01-13 05:00:00	ES	Futures	1303.03	1304.04	1299.5	1301.27	24097.0
2012-01-13 05:30:00	ES	Futures	1301.27	1302.53	1299.5	1301.27	18167.0
2012-01-13 06:00:00	ES	Futures	1301.01	1302.27	1300.01	1301.77	7711.0
2012-01-13 06:30:00	ES	Futures	1301.77	1302.02	1299.75	1300.51	9423.0
2012-01-13 07:00:00	ES	Futures	1300.51	1301.01	1298.49	1300.01	19876.0
2012-01-13 07:30:00	ES	Futures	1300.01	1300.76	1296.98	1297.99	20218.0
2012-01-13 08:00:00	ES	Futures	1298.24	1299.0	1297.23	1298.24	20900.0
2012-01-13 08:30:00	ES	Futures	1297.99	1298.49	1292.7	1293.45	51442.0
2012-01-13 09:00:00	ES	Futures	1293.45	1293.96	1289.93	1291.94	83451.0
2012-01-13 09:30:00	ES	Futures	1291.94	1292.95	1287.91	1290.93	249008.0
2012-01-13 10:00:00	ES	Futures	1290.93	1291.44	1282.87	1286.65	341070.0
2012-01-13 10:30:00	ES	Futures	1286.65	1288.92	1285.14	1288.41	173712.0
2012-01-13 11:00:00	ES	Futures	1288.67	1291.44	1288.16	1290.93	160358.0
2012-01-13 11:30:00	ES	Futures	1291.19	1292.95	1290.68	1290.68	108657.0
2012-01-13 12:00:00	ES	Futures	1290.93	1290.93	1288.16	1288.41	103233.0
2012-01-13 12:30:00	ES	Futures	1288.41	1289.67	1287.15	1289.67	53045.0
2012-01-13 13:00:00	ES	Futures	1289.42	1289.67	1285.89	1287.15	56142.0
2012-01-13 13:30:00	ES	Futures	1287.41	1290.93	1286.4	1289.67	57912.0
2012-01-13 14:00:00	ES	Futures	1289.67	1291.69	1288.67	1291.19	54898.0
2012-01-13 14:30:00	ES	Futures	1291.19	1291.94	1290.18	1291.44	51640.0
2012-01-13 15:00:00	ES	Futures	1291.44	1294.46	1291.44	1293.71	87228.0
2012-01-13 15:30:00	ES	Futures	1293.71	1295.47	1293.2	1295.47	178974.0
2012-01-13 16:00:00	ES	Futures	1295.47	1300.01	1294.97	1299.75	93133.0
2012-01-13 00:00:00	NQ	Futures	2750.23	2751.67	2749.36	2751.38	73.0
2012-01-13 00:30:00	NQ	Futures	2751.67	2753.98	2751.67	2752.83	215.0
2012-01-13 01:00:00	NQ	Futures	2753.11	2756.0	2753.11	2753.98	316.0
2012-01-13 01:30:00	NQ	Futures	2753.98	2755.14	2753.69	2754.56	143.0
2012-01-13 02:00:00	NQ	Futures	2754.56	2755.14	2753.11	2753.4	368.0
2012-01-13 02:30:00	NQ	Futures	2753.4	2755.43	2753.4	2754.85	445.0
2012-01-13 03:00:00	NQ	Futures	2754.85	2757.16	2753.11	2756.29	716.0
2012-01-13 03:30:00	NQ	Futures	2755.71	2756.29	2753.11	2753.98	657.0
2012-01-13 04:00:00	NQ	Futures	2753.69	2753.69	2750.23	2752.54	487.0
2012-01-13 04:30:00	NQ	Futures	2752.54	2753.4	2748.78	2752.83	569.0
2012-01-13 05:00:00	NQ	Futures	2752.54	2755.71	2747.05	2750.23	1140.0
2012-01-13 05:30:00	NQ	Futures	2750.23	2752.83	2746.47	2749.65	747.0
2012-01-13 06:00:00	NQ	Futures	2749.07	2751.38	2747.05	2750.8	471.0
2012-01-13 06:30:00	NQ	Futures	2751.09	2751.38	2746.47	2747.63	618.0
2012-01-13 07:00:00	NQ	Futures	2747.92	2748.78	2745.32	2748.21	1207.0
2012-01-13 07:30:00	NQ	Futures	2748.21	2749.65	2743.3	2745.89	1172.0
2012-01-13 08:00:00	NQ	Futures	2745.89	2747.63	2744.74	2745.89	1893.0

> showing 50 of 2,206 rows — these rows as CSV

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