PREVIEW / futures_30min / 2012-01-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-23.parquet
  size:    74 KB
  rows:    2,691

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
2012-01-23 00:00:00	ES	Futures	1317.14	1318.15	1316.89	1317.65	3689.0
2012-01-23 00:30:00	ES	Futures	1317.9	1317.9	1317.14	1317.39	1286.0
2012-01-23 01:00:00	ES	Futures	1317.39	1318.4	1317.14	1317.14	1195.0
2012-01-23 01:30:00	ES	Futures	1317.39	1317.65	1316.64	1317.39	1937.0
2012-01-23 02:00:00	ES	Futures	1317.39	1317.9	1316.39	1316.89	3530.0
2012-01-23 02:30:00	ES	Futures	1316.89	1317.9	1316.64	1317.14	2711.0
2012-01-23 03:00:00	ES	Futures	1317.14	1319.66	1316.13	1318.91	15540.0
2012-01-23 03:30:00	ES	Futures	1319.16	1320.17	1316.64	1316.89	12417.0
2012-01-23 04:00:00	ES	Futures	1316.89	1317.65	1315.38	1317.39	13655.0
2012-01-23 04:30:00	ES	Futures	1317.39	1317.9	1316.13	1317.39	6049.0
2012-01-23 05:00:00	ES	Futures	1317.39	1318.15	1316.39	1316.64	6469.0
2012-01-23 05:30:00	ES	Futures	1316.89	1322.18	1316.64	1320.92	24151.0
2012-01-23 06:00:00	ES	Futures	1320.92	1324.2	1320.67	1323.69	18804.0
2012-01-23 06:30:00	ES	Futures	1323.69	1324.45	1322.18	1322.43	16123.0
2012-01-23 07:00:00	ES	Futures	1322.69	1322.94	1321.68	1322.18	13754.0
2012-01-23 07:30:00	ES	Futures	1321.93	1323.44	1321.68	1322.94	11466.0
2012-01-23 08:00:00	ES	Futures	1322.69	1323.69	1320.42	1320.67	21497.0
2012-01-23 08:30:00	ES	Futures	1320.67	1321.68	1319.91	1321.17	18806.0
2012-01-23 09:00:00	ES	Futures	1321.17	1321.93	1320.17	1321.17	23469.0
2012-01-23 09:30:00	ES	Futures	1321.17	1327.47	1320.67	1326.72	180630.0
2012-01-23 10:00:00	ES	Futures	1326.72	1328.73	1326.21	1326.21	124281.0
2012-01-23 10:30:00	ES	Futures	1326.46	1327.22	1324.7	1325.71	91804.0
2012-01-23 11:00:00	ES	Futures	1325.71	1325.96	1321.93	1322.94	157630.0
2012-01-23 11:30:00	ES	Futures	1322.94	1323.69	1318.4	1319.41	139917.0
2012-01-23 12:00:00	ES	Futures	1319.16	1319.41	1315.63	1317.9	163159.0
2012-01-23 12:30:00	ES	Futures	1317.9	1319.16	1317.39	1317.39	46012.0
2012-01-23 13:00:00	ES	Futures	1317.39	1319.91	1317.39	1319.41	50790.0
2012-01-23 13:30:00	ES	Futures	1319.66	1321.17	1318.91	1320.67	50245.0
2012-01-23 14:00:00	ES	Futures	1320.67	1321.43	1319.66	1320.42	34190.0
2012-01-23 14:30:00	ES	Futures	1320.42	1322.18	1318.4	1321.68	60404.0
2012-01-23 15:00:00	ES	Futures	1321.68	1323.44	1320.42	1322.94	80755.0
2012-01-23 15:30:00	ES	Futures	1322.94	1324.45	1321.68	1322.18	112515.0
2012-01-23 16:00:00	ES	Futures	1322.18	1322.18	1320.42	1321.68	55266.0
2012-01-23 16:30:00	ES	Futures	1321.68	1321.93	1320.42	1320.42	6973.0
2012-01-23 17:00:00	ES	Futures	1320.42	1321.43	1320.42	1320.42	1933.0
2012-01-23 18:00:00	ES	Futures	1320.92	1321.17	1320.42	1320.92	2925.0
2012-01-23 18:30:00	ES	Futures	1320.92	1321.68	1320.67	1321.43	1352.0
2012-01-23 19:00:00	ES	Futures	1321.43	1321.68	1320.42	1320.67	2047.0
2012-01-23 19:30:00	ES	Futures	1320.67	1320.92	1320.42	1320.67	1036.0
2012-01-23 20:00:00	ES	Futures	1320.42	1320.67	1319.16	1319.16	2359.0
2012-01-23 20:30:00	ES	Futures	1319.16	1319.41	1317.14	1317.39	5547.0
2012-01-23 21:00:00	ES	Futures	1317.39	1317.65	1316.64	1317.39	2467.0
2012-01-23 21:30:00	ES	Futures	1317.14	1317.39	1316.64	1317.14	1612.0
2012-01-23 22:00:00	ES	Futures	1316.89	1317.14	1316.64	1316.64	792.0
2012-01-23 22:30:00	ES	Futures	1316.64	1316.89	1315.63	1316.39	3309.0
2012-01-23 23:00:00	ES	Futures	1316.39	1317.39	1315.88	1316.89	2348.0
2012-01-23 23:30:00	ES	Futures	1317.14	1317.39	1316.64	1317.39	771.0
2012-01-23 00:00:00	NQ	Futures	2806.83	2808.28	2806.54	2807.7	146.0
2012-01-23 00:30:00	NQ	Futures	2807.7	2807.99	2806.83	2807.12	44.0
2012-01-23 01:00:00	NQ	Futures	2807.41	2808.28	2806.54	2806.54	54.0

> showing 50 of 2,691 rows — these rows as CSV

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