PREVIEW / futures_30min / 2012-01-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-19.parquet
  size:    75 KB
  rows:    2,790

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
2012-01-19 00:00:00	ES	Futures	1312.86	1313.11	1312.1	1313.11	2198.0
2012-01-19 00:30:00	ES	Futures	1312.86	1313.11	1312.35	1312.61	1220.0
2012-01-19 01:00:00	ES	Futures	1312.86	1313.36	1312.61	1312.86	1335.0
2012-01-19 01:30:00	ES	Futures	1312.61	1313.11	1312.1	1312.35	1634.0
2012-01-19 02:00:00	ES	Futures	1312.1	1313.11	1311.6	1312.35	2986.0
2012-01-19 02:30:00	ES	Futures	1312.1	1312.35	1310.34	1311.09	8324.0
2012-01-19 03:00:00	ES	Futures	1311.35	1312.35	1310.09	1310.59	13471.0
2012-01-19 03:30:00	ES	Futures	1310.59	1312.35	1309.58	1312.35	10878.0
2012-01-19 04:00:00	ES	Futures	1312.1	1313.11	1310.59	1310.84	10668.0
2012-01-19 04:30:00	ES	Futures	1311.09	1313.11	1310.59	1310.84	11977.0
2012-01-19 05:00:00	ES	Futures	1310.84	1312.35	1309.83	1312.35	9327.0
2012-01-19 05:30:00	ES	Futures	1312.1	1313.87	1311.85	1313.36	10185.0
2012-01-19 06:00:00	ES	Futures	1313.36	1314.12	1312.86	1313.36	6872.0
2012-01-19 06:30:00	ES	Futures	1313.11	1314.62	1312.86	1313.87	12675.0
2012-01-19 07:00:00	ES	Futures	1313.87	1316.89	1313.36	1316.64	21116.0
2012-01-19 07:30:00	ES	Futures	1316.64	1319.16	1316.64	1317.39	38141.0
2012-01-19 08:00:00	ES	Futures	1317.39	1318.91	1316.89	1317.65	22891.0
2012-01-19 08:30:00	ES	Futures	1317.9	1319.66	1316.39	1317.39	53483.0
2012-01-19 09:00:00	ES	Futures	1317.39	1318.15	1315.88	1318.15	34700.0
2012-01-19 09:30:00	ES	Futures	1318.15	1318.65	1315.63	1318.4	125208.0
2012-01-19 10:00:00	ES	Futures	1318.4	1318.4	1313.87	1317.39	153630.0
2012-01-19 10:30:00	ES	Futures	1317.39	1320.17	1316.89	1318.4	148212.0
2012-01-19 11:00:00	ES	Futures	1318.4	1320.92	1317.65	1320.42	138442.0
2012-01-19 11:30:00	ES	Futures	1320.67	1321.43	1319.91	1321.43	141922.0
2012-01-19 12:00:00	ES	Futures	1321.43	1321.43	1319.41	1319.66	90595.0
2012-01-19 12:30:00	ES	Futures	1319.91	1320.17	1318.65	1319.66	72622.0
2012-01-19 13:00:00	ES	Futures	1319.41	1321.93	1319.41	1321.43	71550.0
2012-01-19 13:30:00	ES	Futures	1321.43	1321.93	1319.66	1319.66	68613.0
2012-01-19 14:00:00	ES	Futures	1319.91	1321.43	1319.66	1320.42	65519.0
2012-01-19 14:30:00	ES	Futures	1320.42	1320.67	1317.9	1318.4	93590.0
2012-01-19 15:00:00	ES	Futures	1318.15	1320.92	1317.9	1320.17	98041.0
2012-01-19 15:30:00	ES	Futures	1320.17	1320.92	1318.91	1320.92	132628.0
2012-01-19 16:00:00	ES	Futures	1320.92	1321.43	1316.39	1320.67	113701.0
2012-01-19 16:30:00	ES	Futures	1320.42	1321.43	1320.17	1320.67	8403.0
2012-01-19 17:00:00	ES	Futures	1320.67	1320.92	1319.66	1320.17	3587.0
2012-01-19 18:00:00	ES	Futures	1320.17	1320.67	1319.41	1319.41	3057.0
2012-01-19 18:30:00	ES	Futures	1319.66	1320.42	1319.41	1320.17	1298.0
2012-01-19 19:00:00	ES	Futures	1319.91	1320.17	1319.16	1319.66	2457.0
2012-01-19 19:30:00	ES	Futures	1319.66	1320.17	1319.41	1319.66	1666.0
2012-01-19 20:00:00	ES	Futures	1319.91	1320.17	1319.16	1320.17	2064.0
2012-01-19 20:30:00	ES	Futures	1319.91	1320.42	1319.16	1319.66	2827.0
2012-01-19 21:00:00	ES	Futures	1319.66	1319.91	1319.16	1319.16	1562.0
2012-01-19 21:30:00	ES	Futures	1319.16	1319.41	1318.4	1318.91	2454.0
2012-01-19 22:00:00	ES	Futures	1318.91	1319.41	1318.4	1318.4	1728.0
2012-01-19 22:30:00	ES	Futures	1318.4	1318.65	1317.9	1318.15	1727.0
2012-01-19 23:00:00	ES	Futures	1318.15	1319.41	1317.9	1319.16	1518.0
2012-01-19 23:30:00	ES	Futures	1319.16	1319.16	1318.65	1318.65	1138.0
2012-01-19 00:00:00	NQ	Futures	2798.74	2799.61	2797.3	2799.32	183.0
2012-01-19 00:30:00	NQ	Futures	2799.03	2799.03	2798.17	2798.74	52.0
2012-01-19 01:00:00	NQ	Futures	2799.03	2800.19	2798.74	2799.61	111.0

> showing 50 of 2,790 rows — these rows as CSV

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