PREVIEW / futures_30min / 2012-01-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-30.parquet
  size:    74 KB
  rows:    2,711

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
2012-01-30 00:00:00	ES	Futures	1315.38	1316.89	1315.38	1316.39	2324.0
2012-01-30 00:30:00	ES	Futures	1316.39	1316.64	1314.87	1315.13	1551.0
2012-01-30 01:00:00	ES	Futures	1315.13	1316.89	1314.62	1315.88	2494.0
2012-01-30 01:30:00	ES	Futures	1316.13	1316.13	1314.37	1314.87	2633.0
2012-01-30 02:00:00	ES	Futures	1314.87	1315.88	1314.37	1314.87	3020.0
2012-01-30 02:30:00	ES	Futures	1314.87	1315.63	1314.37	1314.62	3010.0
2012-01-30 03:00:00	ES	Futures	1314.62	1316.89	1313.87	1316.64	12273.0
2012-01-30 03:30:00	ES	Futures	1316.64	1316.64	1313.87	1314.12	10166.0
2012-01-30 04:00:00	ES	Futures	1314.12	1314.12	1312.35	1313.61	16001.0
2012-01-30 04:30:00	ES	Futures	1313.61	1314.37	1312.86	1314.12	6618.0
2012-01-30 05:00:00	ES	Futures	1314.12	1315.13	1312.61	1315.13	9858.0
2012-01-30 05:30:00	ES	Futures	1315.13	1316.13	1314.62	1314.62	10554.0
2012-01-30 06:00:00	ES	Futures	1314.87	1315.38	1313.87	1315.13	9045.0
2012-01-30 06:30:00	ES	Futures	1315.13	1316.39	1314.12	1315.63	9322.0
2012-01-30 07:00:00	ES	Futures	1315.63	1316.13	1313.36	1313.87	11796.0
2012-01-30 07:30:00	ES	Futures	1313.87	1314.87	1312.35	1313.61	20634.0
2012-01-30 08:00:00	ES	Futures	1313.87	1314.62	1312.35	1313.36	14454.0
2012-01-30 08:30:00	ES	Futures	1313.36	1314.87	1309.83	1309.83	39051.0
2012-01-30 09:00:00	ES	Futures	1309.83	1312.1	1309.58	1311.09	39097.0
2012-01-30 09:30:00	ES	Futures	1311.09	1311.6	1307.31	1310.09	240559.0
2012-01-30 10:00:00	ES	Futures	1310.09	1310.34	1306.31	1307.82	168499.0
2012-01-30 10:30:00	ES	Futures	1307.57	1312.1	1307.57	1311.09	112899.0
2012-01-30 11:00:00	ES	Futures	1311.09	1314.12	1311.09	1312.86	132000.0
2012-01-30 11:30:00	ES	Futures	1313.11	1314.62	1312.1	1313.11	72436.0
2012-01-30 12:00:00	ES	Futures	1313.11	1314.87	1312.86	1314.37	70653.0
2012-01-30 12:30:00	ES	Futures	1314.37	1314.62	1312.35	1313.61	60954.0
2012-01-30 13:00:00	ES	Futures	1313.87	1314.62	1311.85	1314.37	70116.0
2012-01-30 13:30:00	ES	Futures	1314.62	1318.4	1314.12	1317.39	96804.0
2012-01-30 14:00:00	ES	Futures	1317.39	1319.91	1316.64	1318.91	79191.0
2012-01-30 14:30:00	ES	Futures	1318.91	1320.42	1317.39	1318.15	62236.0
2012-01-30 15:00:00	ES	Futures	1318.15	1319.16	1316.89	1319.16	47585.0
2012-01-30 15:30:00	ES	Futures	1319.16	1319.66	1316.13	1319.41	144952.0
2012-01-30 16:00:00	ES	Futures	1319.66	1320.17	1318.4	1319.41	71948.0
2012-01-30 16:30:00	ES	Futures	1319.41	1320.42	1318.91	1319.66	5111.0
2012-01-30 17:00:00	ES	Futures	1319.66	1320.42	1319.16	1319.66	1283.0
2012-01-30 18:00:00	ES	Futures	1319.66	1319.91	1319.16	1319.41	2769.0
2012-01-30 18:30:00	ES	Futures	1319.66	1320.67	1319.16	1320.42	2633.0
2012-01-30 19:00:00	ES	Futures	1320.42	1321.68	1319.66	1321.43	2999.0
2012-01-30 19:30:00	ES	Futures	1321.17	1323.44	1321.17	1323.19	5583.0
2012-01-30 20:00:00	ES	Futures	1323.19	1323.44	1322.43	1322.69	1779.0
2012-01-30 20:30:00	ES	Futures	1322.94	1322.94	1321.68	1321.68	2588.0
2012-01-30 21:00:00	ES	Futures	1321.68	1323.19	1321.43	1322.94	1792.0
2012-01-30 21:30:00	ES	Futures	1322.94	1323.69	1322.43	1323.19	3559.0
2012-01-30 22:00:00	ES	Futures	1323.19	1323.69	1322.69	1322.94	2004.0
2012-01-30 22:30:00	ES	Futures	1322.94	1322.94	1322.43	1322.69	1301.0
2012-01-30 23:00:00	ES	Futures	1322.69	1322.69	1321.93	1322.18	855.0
2012-01-30 23:30:00	ES	Futures	1322.18	1322.43	1320.67	1321.17	2073.0
2012-01-30 00:00:00	NQ	Futures	2821.85	2824.16	2821.56	2823.29	200.0
2012-01-30 00:30:00	NQ	Futures	2823.29	2823.87	2820.4	2820.98	119.0
2012-01-30 01:00:00	NQ	Futures	2820.98	2823.87	2819.83	2822.43	249.0

> showing 50 of 2,711 rows — these rows as CSV

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