PREVIEW / futures_30min / 2012-01-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-20.parquet
  size:    64 KB
  rows:    2,205

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
2012-01-20 00:00:00	ES	Futures	1318.91	1320.42	1318.65	1320.17	1779.0
2012-01-20 00:30:00	ES	Futures	1320.17	1320.92	1320.17	1320.92	2687.0
2012-01-20 01:00:00	ES	Futures	1320.92	1321.93	1320.17	1321.17	2013.0
2012-01-20 01:30:00	ES	Futures	1321.17	1321.43	1320.17	1320.67	1302.0
2012-01-20 02:00:00	ES	Futures	1320.67	1321.17	1319.66	1320.92	2814.0
2012-01-20 02:30:00	ES	Futures	1320.67	1321.68	1320.42	1320.42	2098.0
2012-01-20 03:00:00	ES	Futures	1320.67	1321.17	1318.15	1318.4	15849.0
2012-01-20 03:30:00	ES	Futures	1318.4	1318.4	1316.39	1316.64	15101.0
2012-01-20 04:00:00	ES	Futures	1316.89	1318.65	1316.39	1316.64	15107.0
2012-01-20 04:30:00	ES	Futures	1316.39	1317.39	1315.63	1316.39	14514.0
2012-01-20 05:00:00	ES	Futures	1316.39	1319.41	1315.63	1318.91	12141.0
2012-01-20 05:30:00	ES	Futures	1318.65	1319.91	1317.39	1317.65	12635.0
2012-01-20 06:00:00	ES	Futures	1317.65	1318.91	1316.64	1317.9	13693.0
2012-01-20 06:30:00	ES	Futures	1317.9	1318.65	1316.89	1317.39	12310.0
2012-01-20 07:00:00	ES	Futures	1317.39	1319.41	1316.64	1318.91	19151.0
2012-01-20 07:30:00	ES	Futures	1318.91	1320.17	1318.4	1318.4	13645.0
2012-01-20 08:00:00	ES	Futures	1318.65	1318.65	1316.89	1317.39	17986.0
2012-01-20 08:30:00	ES	Futures	1317.39	1318.15	1316.39	1317.65	27847.0
2012-01-20 09:00:00	ES	Futures	1317.65	1319.16	1316.64	1318.4	50875.0
2012-01-20 09:30:00	ES	Futures	1318.65	1319.91	1316.89	1318.65	173853.0
2012-01-20 10:00:00	ES	Futures	1318.91	1319.16	1315.88	1319.16	124856.0
2012-01-20 10:30:00	ES	Futures	1318.91	1319.41	1316.89	1316.89	103305.0
2012-01-20 11:00:00	ES	Futures	1317.14	1317.65	1315.63	1316.64	112824.0
2012-01-20 11:30:00	ES	Futures	1316.64	1316.89	1315.13	1316.89	78007.0
2012-01-20 12:00:00	ES	Futures	1316.89	1318.15	1316.39	1317.65	51648.0
2012-01-20 12:30:00	ES	Futures	1317.39	1319.16	1317.39	1318.15	55734.0
2012-01-20 13:00:00	ES	Futures	1318.4	1320.17	1317.9	1319.41	50082.0
2012-01-20 13:30:00	ES	Futures	1319.66	1319.66	1318.4	1318.4	44979.0
2012-01-20 14:00:00	ES	Futures	1318.4	1318.91	1317.14	1317.39	38628.0
2012-01-20 14:30:00	ES	Futures	1317.14	1318.15	1316.13	1317.9	35115.0
2012-01-20 15:00:00	ES	Futures	1317.65	1319.41	1317.65	1318.91	44030.0
2012-01-20 15:30:00	ES	Futures	1318.91	1321.68	1318.15	1321.43	134068.0
2012-01-20 16:00:00	ES	Futures	1321.43	1322.18	1320.67	1321.68	75161.0
2012-01-20 00:00:00	NQ	Futures	2803.37	2807.12	2803.37	2807.12	291.0
2012-01-20 00:30:00	NQ	Futures	2807.12	2808.56	2806.54	2807.99	190.0
2012-01-20 01:00:00	NQ	Futures	2808.28	2810.01	2807.99	2808.85	299.0
2012-01-20 01:30:00	NQ	Futures	2808.85	2809.14	2807.41	2807.99	110.0
2012-01-20 02:00:00	NQ	Futures	2808.28	2808.56	2805.96	2808.56	278.0
2012-01-20 02:30:00	NQ	Futures	2808.28	2810.01	2807.7	2807.99	207.0
2012-01-20 03:00:00	NQ	Futures	2808.28	2810.87	2805.1	2805.96	1525.0
2012-01-20 03:30:00	NQ	Futures	2805.39	2805.39	2800.77	2801.06	1049.0
2012-01-20 04:00:00	NQ	Futures	2801.06	2805.39	2800.77	2801.92	1113.0
2012-01-20 04:30:00	NQ	Futures	2801.92	2803.37	2799.61	2800.77	1060.0
2012-01-20 05:00:00	NQ	Futures	2800.77	2806.83	2798.74	2806.25	1147.0
2012-01-20 05:30:00	NQ	Futures	2806.25	2808.56	2803.94	2803.94	661.0
2012-01-20 06:00:00	NQ	Futures	2804.23	2807.41	2803.08	2805.39	1118.0
2012-01-20 06:30:00	NQ	Futures	2805.39	2807.12	2803.37	2803.65	750.0
2012-01-20 07:00:00	NQ	Futures	2803.65	2808.28	2802.5	2806.83	1656.0
2012-01-20 07:30:00	NQ	Futures	2806.54	2809.72	2805.68	2805.68	1170.0
2012-01-20 08:00:00	NQ	Futures	2805.96	2805.96	2802.5	2803.08	1699.0

> showing 50 of 2,205 rows — these rows as CSV

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