PREVIEW / futures_30min / 2012-01-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-26.parquet
  size:    77 KB
  rows:    2,794

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
2012-01-26 00:00:00	ES	Futures	1330.24	1330.24	1329.24	1329.49	833.0
2012-01-26 00:30:00	ES	Futures	1329.24	1330.24	1328.98	1328.98	1870.0
2012-01-26 01:00:00	ES	Futures	1328.98	1329.49	1328.98	1329.24	1453.0
2012-01-26 01:30:00	ES	Futures	1329.24	1330.5	1329.24	1329.74	1656.0
2012-01-26 02:00:00	ES	Futures	1329.74	1330.75	1329.24	1329.24	2329.0
2012-01-26 02:30:00	ES	Futures	1329.24	1330.5	1329.24	1329.24	4071.0
2012-01-26 03:00:00	ES	Futures	1329.24	1330.5	1327.47	1328.48	19726.0
2012-01-26 03:30:00	ES	Futures	1328.48	1328.48	1326.21	1327.47	14148.0
2012-01-26 04:00:00	ES	Futures	1327.47	1329.24	1327.22	1328.73	9682.0
2012-01-26 04:30:00	ES	Futures	1328.73	1333.52	1328.48	1333.27	21884.0
2012-01-26 05:00:00	ES	Futures	1333.02	1335.54	1333.02	1334.78	22760.0
2012-01-26 05:30:00	ES	Futures	1334.78	1335.54	1333.27	1333.52	10367.0
2012-01-26 06:00:00	ES	Futures	1333.52	1334.53	1333.02	1333.77	8897.0
2012-01-26 06:30:00	ES	Futures	1334.02	1335.03	1332.51	1334.78	12582.0
2012-01-26 07:00:00	ES	Futures	1334.78	1335.03	1333.77	1334.28	9696.0
2012-01-26 07:30:00	ES	Futures	1334.02	1336.29	1334.02	1335.03	16250.0
2012-01-26 08:00:00	ES	Futures	1335.28	1336.8	1334.53	1335.28	19526.0
2012-01-26 08:30:00	ES	Futures	1335.28	1338.06	1334.78	1338.06	41378.0
2012-01-26 09:00:00	ES	Futures	1337.8	1338.06	1336.29	1337.8	36839.0
2012-01-26 09:30:00	ES	Futures	1337.55	1340.32	1335.03	1339.32	177815.0
2012-01-26 10:00:00	ES	Futures	1339.32	1339.57	1332.76	1333.02	174660.0
2012-01-26 10:30:00	ES	Futures	1333.27	1333.77	1328.73	1328.98	214800.0
2012-01-26 11:00:00	ES	Futures	1328.98	1331.5	1328.48	1331.25	158454.0
2012-01-26 11:30:00	ES	Futures	1331.0	1331.76	1329.24	1329.49	99631.0
2012-01-26 12:00:00	ES	Futures	1329.49	1329.99	1326.72	1327.98	120395.0
2012-01-26 12:30:00	ES	Futures	1327.98	1330.24	1327.72	1329.74	56110.0
2012-01-26 13:00:00	ES	Futures	1329.74	1330.75	1328.73	1328.73	50774.0
2012-01-26 13:30:00	ES	Futures	1328.98	1328.98	1324.7	1326.21	90761.0
2012-01-26 14:00:00	ES	Futures	1326.21	1326.97	1322.69	1324.2	94750.0
2012-01-26 14:30:00	ES	Futures	1324.45	1325.71	1322.69	1323.44	74555.0
2012-01-26 15:00:00	ES	Futures	1323.44	1324.2	1319.66	1320.17	140595.0
2012-01-26 15:30:00	ES	Futures	1319.91	1325.46	1319.66	1324.95	193143.0
2012-01-26 16:00:00	ES	Futures	1324.95	1326.21	1324.45	1325.46	61469.0
2012-01-26 16:30:00	ES	Futures	1325.2	1327.22	1325.2	1326.72	4931.0
2012-01-26 17:00:00	ES	Futures	1326.72	1326.97	1326.21	1326.72	1341.0
2012-01-26 18:00:00	ES	Futures	1326.46	1327.22	1326.21	1326.97	3170.0
2012-01-26 18:30:00	ES	Futures	1326.72	1327.22	1324.95	1325.2	2329.0
2012-01-26 19:00:00	ES	Futures	1325.2	1325.46	1323.44	1323.94	5131.0
2012-01-26 19:30:00	ES	Futures	1323.69	1324.2	1322.94	1323.94	3351.0
2012-01-26 20:00:00	ES	Futures	1323.94	1324.45	1323.69	1323.94	1418.0
2012-01-26 20:30:00	ES	Futures	1323.94	1324.7	1323.94	1324.2	1784.0
2012-01-26 21:00:00	ES	Futures	1324.45	1325.2	1323.94	1324.95	3000.0
2012-01-26 21:30:00	ES	Futures	1325.2	1325.2	1324.45	1324.7	1758.0
2012-01-26 22:00:00	ES	Futures	1324.7	1325.46	1324.45	1324.95	1483.0
2012-01-26 22:30:00	ES	Futures	1324.95	1325.2	1323.44	1323.69	1741.0
2012-01-26 23:00:00	ES	Futures	1323.94	1324.45	1322.69	1323.44	3611.0
2012-01-26 23:30:00	ES	Futures	1323.19	1323.44	1321.17	1321.93	4967.0
2012-01-26 00:00:00	NQ	Futures	2840.04	2840.04	2838.6	2838.6	25.0
2012-01-26 00:30:00	NQ	Futures	2838.6	2841.2	2838.6	2838.89	77.0
2012-01-26 01:00:00	NQ	Futures	2839.18	2839.47	2838.02	2838.31	93.0

> showing 50 of 2,794 rows — these rows as CSV

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