PREVIEW / futures_30min / 2012-02-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-01.parquet
  size:    78 KB
  rows:    2,830

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
2012-02-01 00:00:00	ES	Futures	1316.13	1316.39	1315.63	1315.88	1749.0
2012-02-01 00:30:00	ES	Futures	1316.13	1316.89	1315.88	1316.64	1221.0
2012-02-01 01:00:00	ES	Futures	1316.89	1317.14	1315.63	1315.88	1643.0
2012-02-01 01:30:00	ES	Futures	1315.63	1316.39	1315.38	1315.63	2401.0
2012-02-01 02:00:00	ES	Futures	1315.38	1315.88	1314.12	1315.63	5695.0
2012-02-01 02:30:00	ES	Futures	1315.63	1317.39	1315.63	1317.14	4159.0
2012-02-01 03:00:00	ES	Futures	1317.39	1320.17	1317.39	1319.91	15366.0
2012-02-01 03:30:00	ES	Futures	1319.66	1324.2	1319.41	1323.44	24915.0
2012-02-01 04:00:00	ES	Futures	1323.44	1326.97	1323.44	1326.97	25168.0
2012-02-01 04:30:00	ES	Futures	1326.97	1329.24	1325.46	1328.98	25082.0
2012-02-01 05:00:00	ES	Futures	1328.98	1329.24	1326.72	1327.22	11427.0
2012-02-01 05:30:00	ES	Futures	1327.22	1328.48	1326.72	1328.23	7641.0
2012-02-01 06:00:00	ES	Futures	1328.23	1328.73	1326.97	1326.97	8695.0
2012-02-01 06:30:00	ES	Futures	1327.22	1328.48	1326.97	1327.22	9065.0
2012-02-01 07:00:00	ES	Futures	1327.22	1327.98	1325.71	1327.72	15277.0
2012-02-01 07:30:00	ES	Futures	1327.98	1330.75	1327.72	1328.23	36863.0
2012-02-01 08:00:00	ES	Futures	1327.98	1328.23	1325.96	1327.22	38964.0
2012-02-01 08:30:00	ES	Futures	1327.22	1327.72	1325.96	1326.97	19959.0
2012-02-01 09:00:00	ES	Futures	1327.22	1328.98	1326.72	1328.98	34350.0
2012-02-01 09:30:00	ES	Futures	1328.98	1331.25	1327.22	1328.73	167089.0
2012-02-01 10:00:00	ES	Futures	1328.73	1334.02	1327.22	1333.02	228350.0
2012-02-01 10:30:00	ES	Futures	1332.76	1333.77	1331.76	1333.52	97637.0
2012-02-01 11:00:00	ES	Futures	1333.52	1334.02	1331.25	1333.02	118621.0
2012-02-01 11:30:00	ES	Futures	1333.02	1334.53	1332.26	1333.02	112133.0
2012-02-01 12:00:00	ES	Futures	1333.27	1336.04	1333.02	1335.28	85984.0
2012-02-01 12:30:00	ES	Futures	1335.54	1336.04	1334.53	1335.03	56729.0
2012-02-01 13:00:00	ES	Futures	1335.28	1337.55	1334.78	1336.29	70624.0
2012-02-01 13:30:00	ES	Futures	1336.29	1337.55	1334.28	1334.53	87151.0
2012-02-01 14:00:00	ES	Futures	1334.53	1335.54	1333.77	1335.28	46333.0
2012-02-01 14:30:00	ES	Futures	1335.03	1335.54	1333.27	1334.53	72825.0
2012-02-01 15:00:00	ES	Futures	1334.53	1336.29	1332.51	1332.76	115841.0
2012-02-01 15:30:00	ES	Futures	1332.76	1333.52	1329.24	1330.75	208516.0
2012-02-01 16:00:00	ES	Futures	1330.5	1331.25	1329.74	1330.75	94399.0
2012-02-01 16:30:00	ES	Futures	1330.75	1331.5	1330.5	1331.0	6179.0
2012-02-01 17:00:00	ES	Futures	1331.25	1332.01	1330.75	1331.76	1922.0
2012-02-01 18:00:00	ES	Futures	1331.76	1332.51	1331.5	1332.26	2335.0
2012-02-01 18:30:00	ES	Futures	1332.26	1332.26	1331.25	1331.5	2050.0
2012-02-01 19:00:00	ES	Futures	1331.25	1334.78	1331.25	1334.28	5550.0
2012-02-01 19:30:00	ES	Futures	1334.53	1335.28	1333.52	1333.77	4865.0
2012-02-01 20:00:00	ES	Futures	1334.02	1335.28	1333.52	1334.28	4586.0
2012-02-01 20:30:00	ES	Futures	1334.28	1334.53	1333.02	1333.52	2323.0
2012-02-01 21:00:00	ES	Futures	1333.52	1333.77	1333.02	1333.27	1350.0
2012-02-01 21:30:00	ES	Futures	1333.27	1333.77	1332.76	1333.02	1341.0
2012-02-01 22:00:00	ES	Futures	1333.02	1333.52	1332.76	1333.02	965.0
2012-02-01 22:30:00	ES	Futures	1333.27	1333.27	1332.51	1332.76	1054.0
2012-02-01 23:00:00	ES	Futures	1332.76	1333.52	1332.76	1333.02	892.0
2012-02-01 23:30:00	ES	Futures	1333.27	1333.77	1331.5	1331.76	1915.0
2012-02-01 00:00:00	NQ	Futures	2836.87	2836.87	2836.0	2836.29	80.0
2012-02-01 00:30:00	NQ	Futures	2836.29	2837.73	2836.29	2837.73	51.0
2012-02-01 01:00:00	NQ	Futures	2838.02	2838.02	2836.0	2836.58	193.0

> showing 50 of 2,830 rows — these rows as CSV

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