PREVIEW / futures_30min / 2012-01-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-18.parquet
  size:    75 KB
  rows:    2,742

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
2012-01-18 00:00:00	ES	Futures	1303.79	1304.04	1303.03	1303.03	1637.0
2012-01-18 00:30:00	ES	Futures	1303.03	1303.53	1302.27	1302.78	1712.0
2012-01-18 01:00:00	ES	Futures	1302.53	1303.03	1300.51	1300.76	3060.0
2012-01-18 01:30:00	ES	Futures	1300.51	1301.52	1300.01	1301.01	1918.0
2012-01-18 02:00:00	ES	Futures	1301.01	1302.27	1300.76	1302.02	3843.0
2012-01-18 02:30:00	ES	Futures	1302.02	1303.53	1301.77	1302.53	4751.0
2012-01-18 03:00:00	ES	Futures	1302.78	1303.03	1298.49	1299.25	15700.0
2012-01-18 03:30:00	ES	Futures	1299.0	1300.01	1296.98	1299.5	17590.0
2012-01-18 04:00:00	ES	Futures	1299.5	1300.76	1298.75	1299.25	10358.0
2012-01-18 04:30:00	ES	Futures	1299.5	1302.78	1299.0	1300.76	14024.0
2012-01-18 05:00:00	ES	Futures	1301.01	1308.32	1300.51	1306.31	45632.0
2012-01-18 05:30:00	ES	Futures	1306.05	1307.57	1304.29	1304.29	17616.0
2012-01-18 06:00:00	ES	Futures	1304.54	1305.3	1303.03	1304.29	12055.0
2012-01-18 06:30:00	ES	Futures	1304.29	1305.05	1303.28	1305.05	8355.0
2012-01-18 07:00:00	ES	Futures	1305.05	1305.3	1300.76	1301.52	20787.0
2012-01-18 07:30:00	ES	Futures	1301.52	1304.04	1301.27	1302.02	24559.0
2012-01-18 08:00:00	ES	Futures	1302.27	1303.28	1300.76	1302.27	27444.0
2012-01-18 08:30:00	ES	Futures	1302.27	1303.79	1298.49	1298.49	38057.0
2012-01-18 09:00:00	ES	Futures	1298.49	1299.5	1297.23	1299.0	50810.0
2012-01-18 09:30:00	ES	Futures	1299.25	1304.79	1296.73	1303.79	237574.0
2012-01-18 10:00:00	ES	Futures	1304.04	1307.82	1303.79	1307.06	162865.0
2012-01-18 10:30:00	ES	Futures	1307.31	1308.83	1305.8	1307.06	151476.0
2012-01-18 11:00:00	ES	Futures	1307.06	1308.07	1305.8	1306.31	141092.0
2012-01-18 11:30:00	ES	Futures	1306.31	1307.82	1304.54	1305.55	145951.0
2012-01-18 12:00:00	ES	Futures	1305.55	1310.09	1305.55	1309.83	127213.0
2012-01-18 12:30:00	ES	Futures	1309.83	1311.09	1309.08	1310.34	105365.0
2012-01-18 13:00:00	ES	Futures	1310.59	1310.84	1309.33	1310.09	50504.0
2012-01-18 13:30:00	ES	Futures	1310.09	1311.6	1308.32	1308.83	64691.0
2012-01-18 14:00:00	ES	Futures	1308.83	1312.35	1308.57	1312.35	55797.0
2012-01-18 14:30:00	ES	Futures	1312.35	1312.35	1310.09	1311.6	49761.0
2012-01-18 15:00:00	ES	Futures	1311.6	1314.62	1311.35	1313.11	117331.0
2012-01-18 15:30:00	ES	Futures	1313.36	1313.87	1312.1	1313.87	157149.0
2012-01-18 16:00:00	ES	Futures	1313.87	1314.12	1312.35	1313.11	76367.0
2012-01-18 16:30:00	ES	Futures	1313.11	1313.61	1312.35	1313.11	6824.0
2012-01-18 17:00:00	ES	Futures	1312.86	1313.61	1312.35	1313.61	1316.0
2012-01-18 18:00:00	ES	Futures	1313.61	1314.12	1313.11	1313.61	2923.0
2012-01-18 18:30:00	ES	Futures	1313.87	1313.87	1312.86	1313.36	1580.0
2012-01-18 19:00:00	ES	Futures	1313.36	1313.87	1312.61	1312.61	2138.0
2012-01-18 19:30:00	ES	Futures	1312.86	1313.61	1311.85	1312.61	4524.0
2012-01-18 20:00:00	ES	Futures	1312.61	1313.36	1312.1	1312.35	2062.0
2012-01-18 20:30:00	ES	Futures	1312.35	1313.61	1311.6	1313.36	3317.0
2012-01-18 21:00:00	ES	Futures	1313.36	1314.12	1312.86	1313.61	2379.0
2012-01-18 21:30:00	ES	Futures	1313.61	1317.9	1313.61	1314.87	9966.0
2012-01-18 22:00:00	ES	Futures	1314.87	1315.13	1314.12	1315.13	2770.0
2012-01-18 22:30:00	ES	Futures	1314.87	1315.38	1313.11	1313.11	2956.0
2012-01-18 23:00:00	ES	Futures	1313.36	1313.61	1312.61	1312.61	1589.0
2012-01-18 23:30:00	ES	Futures	1312.86	1313.36	1312.1	1312.61	2384.0
2012-01-18 00:00:00	NQ	Futures	2771.02	2771.31	2769.29	2769.86	175.0
2012-01-18 00:30:00	NQ	Futures	2769.0	2769.86	2768.13	2768.71	95.0
2012-01-18 01:00:00	NQ	Futures	2768.71	2768.71	2765.82	2765.82	172.0

> showing 50 of 2,742 rows — these rows as CSV

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