PREVIEW / futures_30min / 2012-01-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-16.parquet
  size:    52 KB
  rows:    1,866

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
2012-01-16 00:00:00	ES	Futures	1291.69	1293.2	1291.44	1292.95	1261.0
2012-01-16 00:30:00	ES	Futures	1292.95	1293.2	1292.19	1292.7	832.0
2012-01-16 01:00:00	ES	Futures	1292.45	1293.45	1291.69	1292.95	1131.0
2012-01-16 01:30:00	ES	Futures	1292.95	1293.2	1292.45	1292.7	607.0
2012-01-16 02:00:00	ES	Futures	1292.7	1294.71	1291.94	1294.46	3835.0
2012-01-16 02:30:00	ES	Futures	1294.46	1294.46	1292.19	1292.45	3977.0
2012-01-16 03:00:00	ES	Futures	1292.45	1296.98	1291.44	1296.48	14425.0
2012-01-16 03:30:00	ES	Futures	1296.73	1298.24	1294.21	1297.74	12664.0
2012-01-16 04:00:00	ES	Futures	1297.49	1298.49	1295.47	1295.72	7953.0
2012-01-16 04:30:00	ES	Futures	1295.97	1296.48	1294.71	1295.22	6280.0
2012-01-16 05:00:00	ES	Futures	1295.22	1295.47	1292.45	1294.46	9252.0
2012-01-16 05:30:00	ES	Futures	1294.71	1296.73	1292.95	1295.72	8000.0
2012-01-16 06:00:00	ES	Futures	1295.47	1297.49	1294.97	1297.23	5398.0
2012-01-16 06:30:00	ES	Futures	1297.23	1298.49	1296.73	1297.23	6356.0
2012-01-16 07:00:00	ES	Futures	1297.23	1298.49	1296.73	1298.24	4833.0
2012-01-16 07:30:00	ES	Futures	1297.99	1298.49	1295.97	1296.73	5602.0
2012-01-16 08:00:00	ES	Futures	1296.48	1297.74	1296.23	1296.48	2836.0
2012-01-16 08:30:00	ES	Futures	1296.73	1297.49	1296.23	1297.23	3344.0
2012-01-16 09:00:00	ES	Futures	1297.23	1297.99	1296.73	1297.23	3714.0
2012-01-16 09:30:00	ES	Futures	1297.49	1298.75	1296.23	1298.49	6118.0
2012-01-16 10:00:00	ES	Futures	1298.49	1299.25	1297.49	1297.74	7835.0
2012-01-16 10:30:00	ES	Futures	1297.74	1299.75	1297.23	1299.5	6212.0
2012-01-16 11:00:00	ES	Futures	1299.25	1302.53	1299.0	1301.77	14751.0
2012-01-16 18:00:00	ES	Futures	1300.76	1300.76	1298.49	1298.49	4495.0
2012-01-16 18:30:00	ES	Futures	1298.49	1301.27	1298.49	1301.27	2157.0
2012-01-16 19:00:00	ES	Futures	1301.27	1301.77	1301.01	1301.27	2212.0
2012-01-16 19:30:00	ES	Futures	1301.27	1301.77	1300.76	1300.76	2528.0
2012-01-16 20:00:00	ES	Futures	1300.76	1301.77	1300.76	1301.01	1641.0
2012-01-16 20:30:00	ES	Futures	1301.01	1304.29	1300.76	1304.29	7475.0
2012-01-16 21:00:00	ES	Futures	1304.29	1305.55	1303.79	1304.79	7442.0
2012-01-16 21:30:00	ES	Futures	1305.05	1305.8	1304.04	1304.79	5121.0
2012-01-16 22:00:00	ES	Futures	1304.79	1307.57	1304.54	1306.81	5999.0
2012-01-16 22:30:00	ES	Futures	1306.81	1307.57	1306.56	1307.57	2577.0
2012-01-16 23:00:00	ES	Futures	1307.31	1308.32	1306.81	1307.06	4870.0
2012-01-16 23:30:00	ES	Futures	1307.06	1307.06	1306.56	1306.56	1016.0
2012-01-16 00:00:00	NQ	Futures	2728.86	2733.19	2728.86	2732.03	147.0
2012-01-16 00:30:00	NQ	Futures	2732.03	2732.32	2730.88	2730.88	50.0
2012-01-16 01:00:00	NQ	Futures	2731.17	2733.19	2730.59	2731.74	127.0
2012-01-16 01:30:00	NQ	Futures	2731.45	2732.61	2730.01	2730.59	43.0
2012-01-16 02:00:00	NQ	Futures	2730.59	2734.05	2727.99	2733.77	253.0
2012-01-16 02:30:00	NQ	Futures	2733.19	2735.21	2728.86	2730.01	327.0
2012-01-16 03:00:00	NQ	Futures	2730.01	2739.83	2728.86	2739.25	642.0
2012-01-16 03:30:00	NQ	Futures	2739.54	2742.14	2735.79	2741.56	578.0
2012-01-16 04:00:00	NQ	Futures	2741.85	2743.3	2738.67	2738.96	485.0
2012-01-16 04:30:00	NQ	Futures	2738.67	2739.25	2734.34	2736.08	396.0
2012-01-16 05:00:00	NQ	Futures	2735.5	2736.94	2732.61	2736.08	668.0
2012-01-16 05:30:00	NQ	Futures	2736.08	2739.25	2733.19	2736.36	314.0
2012-01-16 06:00:00	NQ	Futures	2736.65	2741.56	2735.79	2741.27	428.0
2012-01-16 06:30:00	NQ	Futures	2741.27	2746.76	2741.27	2743.87	533.0
2012-01-16 07:00:00	NQ	Futures	2743.87	2745.03	2742.43	2743.87	266.0

> showing 50 of 1,866 rows — these rows as CSV

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