PREVIEW / futures_30min / 2012-01-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-17.parquet
  size:    72 KB
  rows:    2,677

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
2012-01-17 00:00:00	ES	Futures	1306.56	1307.31	1306.31	1307.31	2451.0
2012-01-17 00:30:00	ES	Futures	1307.31	1308.32	1307.06	1308.07	2367.0
2012-01-17 01:00:00	ES	Futures	1307.82	1309.58	1307.82	1308.57	6910.0
2012-01-17 01:30:00	ES	Futures	1308.32	1309.08	1308.07	1308.57	3111.0
2012-01-17 02:00:00	ES	Futures	1308.57	1310.09	1308.32	1309.83	9043.0
2012-01-17 02:30:00	ES	Futures	1309.83	1311.09	1309.58	1310.34	15714.0
2012-01-17 03:00:00	ES	Futures	1310.59	1311.09	1308.32	1309.08	19001.0
2012-01-17 03:30:00	ES	Futures	1308.83	1309.58	1307.57	1309.58	11931.0
2012-01-17 04:00:00	ES	Futures	1309.58	1310.84	1308.57	1310.34	11119.0
2012-01-17 04:30:00	ES	Futures	1310.34	1312.35	1310.34	1312.1	14726.0
2012-01-17 05:00:00	ES	Futures	1312.1	1312.86	1311.6	1311.85	12923.0
2012-01-17 05:30:00	ES	Futures	1311.85	1312.1	1309.58	1309.58	11339.0
2012-01-17 06:00:00	ES	Futures	1309.58	1310.84	1309.33	1309.83	8959.0
2012-01-17 06:30:00	ES	Futures	1310.09	1310.34	1308.57	1309.33	9218.0
2012-01-17 07:00:00	ES	Futures	1309.33	1311.35	1308.57	1311.09	13057.0
2012-01-17 07:30:00	ES	Futures	1310.84	1311.09	1309.08	1309.33	15848.0
2012-01-17 08:00:00	ES	Futures	1309.58	1311.35	1309.33	1310.59	21155.0
2012-01-17 08:30:00	ES	Futures	1310.59	1311.35	1306.81	1307.06	43441.0
2012-01-17 09:00:00	ES	Futures	1307.31	1308.57	1305.8	1306.56	41633.0
2012-01-17 09:30:00	ES	Futures	1306.81	1309.33	1305.55	1306.31	182081.0
2012-01-17 10:00:00	ES	Futures	1306.56	1306.56	1303.28	1305.55	162418.0
2012-01-17 10:30:00	ES	Futures	1305.3	1306.05	1303.03	1304.29	132319.0
2012-01-17 11:00:00	ES	Futures	1304.29	1306.56	1304.29	1306.31	114077.0
2012-01-17 11:30:00	ES	Futures	1306.31	1306.81	1305.3	1305.8	72769.0
2012-01-17 12:00:00	ES	Futures	1306.05	1307.31	1305.3	1306.05	87453.0
2012-01-17 12:30:00	ES	Futures	1306.05	1306.31	1302.78	1304.29	54586.0
2012-01-17 13:00:00	ES	Futures	1304.54	1305.3	1304.29	1304.79	36453.0
2012-01-17 13:30:00	ES	Futures	1304.54	1305.3	1303.28	1304.29	36988.0
2012-01-17 14:00:00	ES	Futures	1304.29	1305.05	1303.28	1303.28	35144.0
2012-01-17 14:30:00	ES	Futures	1303.53	1303.79	1298.75	1299.75	102896.0
2012-01-17 15:00:00	ES	Futures	1299.5	1300.26	1296.23	1298.75	93746.0
2012-01-17 15:30:00	ES	Futures	1298.49	1300.26	1297.49	1299.0	171823.0
2012-01-17 16:00:00	ES	Futures	1299.25	1300.01	1298.49	1299.75	56327.0
2012-01-17 16:30:00	ES	Futures	1299.25	1301.27	1299.25	1300.76	4484.0
2012-01-17 17:00:00	ES	Futures	1300.76	1301.52	1300.01	1300.76	3153.0
2012-01-17 18:00:00	ES	Futures	1300.51	1301.01	1300.26	1301.01	1905.0
2012-01-17 18:30:00	ES	Futures	1301.01	1301.77	1300.51	1301.77	1993.0
2012-01-17 19:00:00	ES	Futures	1301.52	1302.02	1300.51	1301.01	3386.0
2012-01-17 19:30:00	ES	Futures	1301.01	1301.52	1300.51	1300.51	2370.0
2012-01-17 20:00:00	ES	Futures	1300.51	1301.52	1300.26	1300.26	3566.0
2012-01-17 20:30:00	ES	Futures	1300.26	1300.76	1300.01	1300.26	2656.0
2012-01-17 21:00:00	ES	Futures	1300.26	1300.51	1299.75	1300.26	2592.0
2012-01-17 21:30:00	ES	Futures	1300.26	1300.76	1299.75	1300.76	1788.0
2012-01-17 22:00:00	ES	Futures	1300.76	1301.27	1300.26	1301.01	1929.0
2012-01-17 22:30:00	ES	Futures	1301.01	1303.28	1300.76	1302.78	4728.0
2012-01-17 23:00:00	ES	Futures	1302.78	1304.29	1302.78	1304.04	3394.0
2012-01-17 23:30:00	ES	Futures	1304.04	1304.29	1303.53	1303.79	987.0
2012-01-17 00:00:00	NQ	Futures	2763.22	2764.09	2763.22	2763.22	85.0
2012-01-17 00:30:00	NQ	Futures	2763.51	2764.67	2763.22	2764.67	76.0
2012-01-17 01:00:00	NQ	Futures	2764.96	2766.69	2764.96	2765.82	231.0

> showing 50 of 2,677 rows — these rows as CSV

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