PREVIEW / futures_30min / 2012-01-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-27.parquet
  size:    66 KB
  rows:    2,235

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
2012-01-27 00:00:00	ES	Futures	1321.68	1322.69	1321.68	1322.43	1795.0
2012-01-27 00:30:00	ES	Futures	1322.43	1322.94	1321.68	1321.68	1477.0
2012-01-27 01:00:00	ES	Futures	1321.68	1322.43	1321.17	1321.93	1484.0
2012-01-27 01:30:00	ES	Futures	1321.68	1324.45	1321.68	1324.2	2743.0
2012-01-27 02:00:00	ES	Futures	1324.2	1324.7	1322.69	1323.44	2937.0
2012-01-27 02:30:00	ES	Futures	1323.44	1324.7	1321.17	1322.18	6347.0
2012-01-27 03:00:00	ES	Futures	1322.18	1324.95	1321.43	1323.69	17909.0
2012-01-27 03:30:00	ES	Futures	1323.69	1326.21	1323.44	1325.2	15226.0
2012-01-27 04:00:00	ES	Futures	1325.2	1326.97	1324.45	1325.96	11189.0
2012-01-27 04:30:00	ES	Futures	1325.96	1327.72	1324.7	1326.97	13101.0
2012-01-27 05:00:00	ES	Futures	1326.97	1328.73	1326.97	1327.47	12619.0
2012-01-27 05:30:00	ES	Futures	1327.47	1329.74	1327.47	1329.49	13243.0
2012-01-27 06:00:00	ES	Futures	1329.49	1329.49	1327.22	1327.98	11619.0
2012-01-27 06:30:00	ES	Futures	1327.98	1328.23	1326.21	1326.72	8252.0
2012-01-27 07:00:00	ES	Futures	1326.46	1327.47	1325.71	1326.46	10637.0
2012-01-27 07:30:00	ES	Futures	1326.21	1327.98	1325.71	1327.47	12858.0
2012-01-27 08:00:00	ES	Futures	1327.72	1327.98	1325.96	1326.72	18886.0
2012-01-27 08:30:00	ES	Futures	1326.72	1326.72	1317.39	1318.4	110814.0
2012-01-27 09:00:00	ES	Futures	1318.15	1320.17	1317.9	1318.65	38846.0
2012-01-27 09:30:00	ES	Futures	1318.65	1324.7	1317.65	1323.44	176061.0
2012-01-27 10:00:00	ES	Futures	1323.69	1323.94	1319.41	1322.69	162189.0
2012-01-27 10:30:00	ES	Futures	1322.69	1324.2	1318.65	1321.17	127747.0
2012-01-27 11:00:00	ES	Futures	1321.43	1323.19	1320.67	1322.43	114000.0
2012-01-27 11:30:00	ES	Futures	1322.43	1322.69	1318.4	1320.67	118084.0
2012-01-27 12:00:00	ES	Futures	1320.42	1322.18	1317.39	1319.91	99710.0
2012-01-27 12:30:00	ES	Futures	1319.66	1320.92	1317.65	1318.15	63925.0
2012-01-27 13:00:00	ES	Futures	1318.4	1321.68	1317.65	1320.42	69088.0
2012-01-27 13:30:00	ES	Futures	1320.42	1322.69	1320.17	1322.18	51919.0
2012-01-27 14:00:00	ES	Futures	1322.43	1323.44	1320.42	1321.43	49164.0
2012-01-27 14:30:00	ES	Futures	1321.17	1324.2	1321.17	1323.44	53158.0
2012-01-27 15:00:00	ES	Futures	1323.19	1326.72	1322.94	1326.21	78321.0
2012-01-27 15:30:00	ES	Futures	1326.21	1326.21	1322.94	1323.19	125452.0
2012-01-27 16:00:00	ES	Futures	1323.19	1327.72	1322.43	1323.19	89338.0
2012-01-27 00:00:00	NQ	Futures	2828.2	2829.65	2827.91	2829.07	98.0
2012-01-27 00:30:00	NQ	Futures	2828.78	2830.51	2828.49	2828.49	96.0
2012-01-27 01:00:00	NQ	Futures	2828.49	2829.65	2827.91	2828.49	134.0
2012-01-27 01:30:00	NQ	Futures	2829.07	2834.27	2829.07	2833.98	219.0
2012-01-27 02:00:00	NQ	Futures	2833.69	2834.27	2830.51	2831.67	305.0
2012-01-27 02:30:00	NQ	Futures	2831.96	2834.27	2828.2	2830.22	385.0
2012-01-27 03:00:00	NQ	Futures	2829.94	2834.84	2827.91	2831.96	1080.0
2012-01-27 03:30:00	NQ	Futures	2832.25	2840.04	2831.67	2836.29	1821.0
2012-01-27 04:00:00	NQ	Futures	2836.58	2840.33	2835.42	2838.31	602.0
2012-01-27 04:30:00	NQ	Futures	2838.89	2841.78	2836.58	2840.62	588.0
2012-01-27 05:00:00	NQ	Futures	2841.2	2844.66	2840.91	2842.93	762.0
2012-01-27 05:30:00	NQ	Futures	2842.35	2846.4	2842.06	2846.11	860.0
2012-01-27 06:00:00	NQ	Futures	2845.82	2846.11	2842.06	2843.22	1003.0
2012-01-27 06:30:00	NQ	Futures	2843.22	2843.22	2839.47	2840.04	746.0
2012-01-27 07:00:00	NQ	Futures	2840.33	2841.78	2838.6	2840.33	576.0
2012-01-27 07:30:00	NQ	Futures	2840.04	2843.8	2838.89	2842.93	915.0
2012-01-27 08:00:00	NQ	Futures	2842.64	2842.93	2839.18	2841.2	2012.0

> showing 50 of 2,235 rows — these rows as CSV

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