PREVIEW / futures_30min / 2012-01-31

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-31.parquet
  size:    78 KB
  rows:    2,823

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
2012-01-31 00:00:00	ES	Futures	1321.17	1321.43	1319.66	1319.66	3320.0
2012-01-31 00:30:00	ES	Futures	1319.41	1321.43	1319.41	1321.43	2705.0
2012-01-31 01:00:00	ES	Futures	1321.17	1322.43	1320.67	1322.18	2920.0
2012-01-31 01:30:00	ES	Futures	1322.43	1322.43	1321.43	1321.93	1693.0
2012-01-31 02:00:00	ES	Futures	1321.68	1324.2	1321.43	1323.19	5767.0
2012-01-31 02:30:00	ES	Futures	1323.19	1323.69	1322.18	1322.18	3442.0
2012-01-31 03:00:00	ES	Futures	1322.18	1325.2	1322.18	1324.95	19824.0
2012-01-31 03:30:00	ES	Futures	1324.95	1325.2	1323.19	1324.2	11462.0
2012-01-31 04:00:00	ES	Futures	1323.94	1327.22	1323.69	1324.95	18962.0
2012-01-31 04:30:00	ES	Futures	1324.95	1326.72	1324.7	1326.21	8880.0
2012-01-31 05:00:00	ES	Futures	1325.96	1326.97	1324.95	1326.21	7929.0
2012-01-31 05:30:00	ES	Futures	1326.21	1327.72	1325.71	1327.47	9030.0
2012-01-31 06:00:00	ES	Futures	1327.22	1327.98	1326.21	1326.46	11940.0
2012-01-31 06:30:00	ES	Futures	1326.72	1327.72	1324.95	1325.46	9165.0
2012-01-31 07:00:00	ES	Futures	1325.46	1325.96	1324.2	1325.2	11788.0
2012-01-31 07:30:00	ES	Futures	1325.2	1326.46	1324.95	1325.2	12205.0
2012-01-31 08:00:00	ES	Futures	1325.2	1326.21	1324.45	1325.46	19716.0
2012-01-31 08:30:00	ES	Futures	1325.46	1325.71	1324.2	1325.2	28061.0
2012-01-31 09:00:00	ES	Futures	1324.95	1326.72	1324.2	1326.21	38230.0
2012-01-31 09:30:00	ES	Futures	1326.21	1327.98	1322.18	1322.18	273568.0
2012-01-31 10:00:00	ES	Futures	1322.18	1322.69	1317.65	1320.92	204641.0
2012-01-31 10:30:00	ES	Futures	1320.92	1321.17	1314.62	1315.88	197397.0
2012-01-31 11:00:00	ES	Futures	1315.88	1316.89	1312.86	1314.12	164701.0
2012-01-31 11:30:00	ES	Futures	1314.37	1315.38	1312.61	1314.62	103725.0
2012-01-31 12:00:00	ES	Futures	1314.62	1316.64	1313.87	1315.63	68482.0
2012-01-31 12:30:00	ES	Futures	1315.88	1317.14	1315.38	1316.13	40310.0
2012-01-31 13:00:00	ES	Futures	1315.88	1318.65	1315.88	1318.4	38165.0
2012-01-31 13:30:00	ES	Futures	1318.4	1318.4	1314.37	1315.38	40166.0
2012-01-31 14:00:00	ES	Futures	1315.38	1319.41	1314.62	1318.91	56756.0
2012-01-31 14:30:00	ES	Futures	1318.65	1319.16	1316.89	1318.65	38597.0
2012-01-31 15:00:00	ES	Futures	1318.91	1320.17	1317.14	1319.66	94726.0
2012-01-31 15:30:00	ES	Futures	1319.66	1320.17	1317.39	1318.4	186740.0
2012-01-31 16:00:00	ES	Futures	1318.15	1318.91	1317.14	1318.4	110692.0
2012-01-31 16:30:00	ES	Futures	1318.15	1318.4	1316.39	1316.64	6164.0
2012-01-31 17:00:00	ES	Futures	1316.64	1317.65	1316.64	1317.65	2032.0
2012-01-31 18:00:00	ES	Futures	1317.65	1318.4	1316.89	1317.14	4238.0
2012-01-31 18:30:00	ES	Futures	1317.14	1317.39	1316.39	1316.89	2143.0
2012-01-31 19:00:00	ES	Futures	1316.64	1318.15	1316.39	1316.89	3488.0
2012-01-31 19:30:00	ES	Futures	1317.14	1318.15	1316.89	1318.15	2085.0
2012-01-31 20:00:00	ES	Futures	1318.4	1321.43	1318.15	1319.91	10917.0
2012-01-31 20:30:00	ES	Futures	1319.91	1320.42	1318.15	1319.66	3951.0
2012-01-31 21:00:00	ES	Futures	1319.66	1320.67	1319.16	1319.16	3374.0
2012-01-31 21:30:00	ES	Futures	1319.16	1319.66	1315.88	1316.13	5626.0
2012-01-31 22:00:00	ES	Futures	1316.39	1318.15	1315.88	1318.15	3135.0
2012-01-31 22:30:00	ES	Futures	1317.9	1318.15	1317.14	1317.14	1429.0
2012-01-31 23:00:00	ES	Futures	1316.89	1318.15	1316.64	1317.14	1751.0
2012-01-31 23:30:00	ES	Futures	1317.14	1317.39	1315.88	1316.39	1678.0
2012-01-31 00:00:00	NQ	Futures	2850.73	2851.31	2847.26	2847.55	253.0
2012-01-31 00:30:00	NQ	Futures	2847.26	2850.73	2846.69	2850.15	183.0
2012-01-31 01:00:00	NQ	Futures	2850.15	2852.75	2849.0	2852.17	174.0

> showing 50 of 2,823 rows — these rows as CSV

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