PREVIEW / futures_30min / 2012-01-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-25.parquet
  size:    78 KB
  rows:    2,774

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
2012-01-25 00:00:00	ES	Futures	1324.45	1325.96	1324.45	1325.71	1691.0
2012-01-25 00:30:00	ES	Futures	1325.96	1326.46	1325.71	1326.46	1637.0
2012-01-25 01:00:00	ES	Futures	1326.21	1326.21	1325.46	1325.71	1650.0
2012-01-25 01:30:00	ES	Futures	1325.46	1326.72	1325.46	1326.21	1467.0
2012-01-25 02:00:00	ES	Futures	1326.46	1326.72	1324.7	1325.2	4263.0
2012-01-25 02:30:00	ES	Futures	1325.2	1325.46	1324.2	1324.45	3302.0
2012-01-25 03:00:00	ES	Futures	1324.45	1325.2	1323.69	1324.2	10787.0
2012-01-25 03:30:00	ES	Futures	1324.2	1325.2	1322.43	1322.94	9701.0
2012-01-25 04:00:00	ES	Futures	1322.94	1324.2	1320.67	1321.17	17234.0
2012-01-25 04:30:00	ES	Futures	1321.17	1321.93	1318.65	1319.41	21232.0
2012-01-25 05:00:00	ES	Futures	1319.16	1319.91	1318.4	1319.66	15534.0
2012-01-25 05:30:00	ES	Futures	1319.66	1319.66	1316.64	1317.14	20283.0
2012-01-25 06:00:00	ES	Futures	1316.89	1317.9	1316.13	1317.9	16208.0
2012-01-25 06:30:00	ES	Futures	1317.65	1318.65	1316.64	1318.15	12989.0
2012-01-25 07:00:00	ES	Futures	1318.4	1318.91	1316.89	1317.14	11129.0
2012-01-25 07:30:00	ES	Futures	1317.39	1318.4	1315.88	1317.65	19262.0
2012-01-25 08:00:00	ES	Futures	1317.65	1319.41	1317.14	1318.91	16094.0
2012-01-25 08:30:00	ES	Futures	1318.91	1319.41	1317.9	1318.15	18283.0
2012-01-25 09:00:00	ES	Futures	1318.15	1319.16	1316.64	1318.65	27162.0
2012-01-25 09:30:00	ES	Futures	1318.4	1318.65	1313.61	1314.37	164617.0
2012-01-25 10:00:00	ES	Futures	1314.37	1317.9	1313.36	1316.64	119154.0
2012-01-25 10:30:00	ES	Futures	1316.89	1318.15	1315.13	1317.9	73094.0
2012-01-25 11:00:00	ES	Futures	1317.9	1320.17	1317.65	1319.16	99114.0
2012-01-25 11:30:00	ES	Futures	1319.41	1319.91	1317.9	1318.91	62474.0
2012-01-25 12:00:00	ES	Futures	1318.91	1321.68	1316.39	1319.66	98283.0
2012-01-25 12:30:00	ES	Futures	1319.66	1323.44	1316.89	1321.17	183065.0
2012-01-25 13:00:00	ES	Futures	1320.92	1328.48	1320.67	1327.22	158037.0
2012-01-25 13:30:00	ES	Futures	1327.22	1331.25	1326.72	1330.75	104877.0
2012-01-25 14:00:00	ES	Futures	1330.75	1331.0	1324.95	1325.96	120341.0
2012-01-25 14:30:00	ES	Futures	1325.96	1330.5	1325.71	1328.98	99225.0
2012-01-25 15:00:00	ES	Futures	1328.98	1332.26	1327.72	1331.5	92510.0
2012-01-25 15:30:00	ES	Futures	1331.5	1335.28	1331.25	1332.01	218822.0
2012-01-25 16:00:00	ES	Futures	1332.01	1332.51	1330.5	1331.0	89566.0
2012-01-25 16:30:00	ES	Futures	1331.25	1331.5	1330.5	1331.25	4603.0
2012-01-25 17:00:00	ES	Futures	1331.25	1331.5	1330.75	1331.25	1257.0
2012-01-25 18:00:00	ES	Futures	1331.25	1331.5	1329.99	1329.99	3184.0
2012-01-25 18:30:00	ES	Futures	1330.24	1330.24	1328.98	1328.98	3373.0
2012-01-25 19:00:00	ES	Futures	1328.98	1329.74	1328.73	1329.74	1487.0
2012-01-25 19:30:00	ES	Futures	1329.49	1330.24	1329.24	1329.99	1362.0
2012-01-25 20:00:00	ES	Futures	1329.99	1330.5	1329.24	1329.24	1849.0
2012-01-25 20:30:00	ES	Futures	1329.24	1329.99	1328.98	1329.24	2300.0
2012-01-25 21:00:00	ES	Futures	1329.24	1330.24	1328.98	1329.49	1839.0
2012-01-25 21:30:00	ES	Futures	1329.49	1330.5	1329.49	1329.49	1517.0
2012-01-25 22:00:00	ES	Futures	1329.49	1329.99	1329.24	1329.74	1043.0
2012-01-25 22:30:00	ES	Futures	1329.99	1329.99	1328.73	1328.98	852.0
2012-01-25 23:00:00	ES	Futures	1328.98	1330.5	1328.73	1329.99	1230.0
2012-01-25 23:30:00	ES	Futures	1330.24	1330.24	1329.49	1329.99	413.0
2012-01-25 00:00:00	NQ	Futures	2843.22	2845.24	2843.22	2845.24	101.0
2012-01-25 00:30:00	NQ	Futures	2845.24	2846.11	2845.24	2845.53	45.0
2012-01-25 01:00:00	NQ	Futures	2845.53	2845.82	2844.09	2844.37	124.0

> showing 50 of 2,774 rows — these rows as CSV

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