PREVIEW / futures_30min / 2012-02-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-03.parquet
  size:    66 KB
  rows:    2,248

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
2012-02-03 00:00:00	ES	Futures	1331.25	1332.76	1330.75	1332.51	1104.0
2012-02-03 00:30:00	ES	Futures	1332.76	1333.52	1332.26	1333.52	1338.0
2012-02-03 01:00:00	ES	Futures	1333.27	1334.28	1332.76	1333.77	1253.0
2012-02-03 01:30:00	ES	Futures	1334.02	1334.28	1332.76	1333.02	1097.0
2012-02-03 02:00:00	ES	Futures	1333.27	1333.27	1331.76	1332.26	2836.0
2012-02-03 02:30:00	ES	Futures	1332.26	1332.51	1331.25	1331.76	3062.0
2012-02-03 03:00:00	ES	Futures	1332.01	1333.02	1331.0	1331.25	10242.0
2012-02-03 03:30:00	ES	Futures	1331.0	1333.27	1330.75	1332.26	7700.0
2012-02-03 04:00:00	ES	Futures	1332.01	1334.53	1332.01	1333.77	10893.0
2012-02-03 04:30:00	ES	Futures	1333.77	1335.79	1333.52	1335.54	12924.0
2012-02-03 05:00:00	ES	Futures	1335.28	1336.29	1335.03	1336.04	7658.0
2012-02-03 05:30:00	ES	Futures	1336.04	1336.8	1335.28	1336.04	5488.0
2012-02-03 06:00:00	ES	Futures	1336.04	1336.8	1335.03	1336.04	6467.0
2012-02-03 06:30:00	ES	Futures	1336.04	1336.29	1334.78	1335.79	11635.0
2012-02-03 07:00:00	ES	Futures	1335.79	1336.54	1334.78	1335.28	13657.0
2012-02-03 07:30:00	ES	Futures	1335.28	1335.79	1333.27	1333.77	17670.0
2012-02-03 08:00:00	ES	Futures	1333.52	1335.03	1332.51	1333.52	23953.0
2012-02-03 08:30:00	ES	Futures	1333.52	1347.38	1333.52	1345.36	197159.0
2012-02-03 09:00:00	ES	Futures	1345.62	1346.88	1344.36	1346.37	75594.0
2012-02-03 09:30:00	ES	Futures	1346.37	1346.88	1343.85	1346.62	143292.0
2012-02-03 10:00:00	ES	Futures	1346.37	1350.15	1346.37	1348.39	206911.0
2012-02-03 10:30:00	ES	Futures	1348.39	1350.4	1348.14	1348.89	113620.0
2012-02-03 11:00:00	ES	Futures	1348.64	1350.4	1347.63	1349.9	117908.0
2012-02-03 11:30:00	ES	Futures	1350.15	1350.4	1348.64	1348.89	73386.0
2012-02-03 12:00:00	ES	Futures	1348.89	1350.66	1348.39	1350.4	64717.0
2012-02-03 12:30:00	ES	Futures	1350.66	1351.92	1349.4	1350.91	95993.0
2012-02-03 13:00:00	ES	Futures	1350.91	1351.16	1350.15	1350.66	23336.0
2012-02-03 13:30:00	ES	Futures	1350.4	1350.66	1349.4	1349.9	32973.0
2012-02-03 14:00:00	ES	Futures	1349.9	1351.41	1349.65	1350.91	35999.0
2012-02-03 14:30:00	ES	Futures	1350.91	1351.66	1350.15	1351.41	28092.0
2012-02-03 15:00:00	ES	Futures	1351.41	1351.41	1349.4	1350.4	43156.0
2012-02-03 15:30:00	ES	Futures	1350.15	1352.67	1349.14	1351.92	171132.0
2012-02-03 16:00:00	ES	Futures	1351.92	1352.42	1349.14	1350.15	111966.0
2012-02-03 00:00:00	NQ	Futures	2877.01	2879.61	2876.72	2879.61	60.0
2012-02-03 00:30:00	NQ	Futures	2879.61	2880.76	2879.03	2880.47	142.0
2012-02-03 01:00:00	NQ	Futures	2880.76	2882.21	2880.47	2881.92	178.0
2012-02-03 01:30:00	NQ	Futures	2881.92	2882.21	2879.9	2879.9	70.0
2012-02-03 02:00:00	NQ	Futures	2880.19	2880.19	2877.59	2879.03	226.0
2012-02-03 02:30:00	NQ	Futures	2878.74	2879.61	2876.72	2878.45	229.0
2012-02-03 03:00:00	NQ	Futures	2878.45	2881.05	2877.01	2877.3	904.0
2012-02-03 03:30:00	NQ	Futures	2877.3	2881.92	2877.01	2879.9	416.0
2012-02-03 04:00:00	NQ	Futures	2879.32	2884.23	2879.32	2883.65	861.0
2012-02-03 04:30:00	NQ	Futures	2883.94	2886.25	2883.94	2885.38	625.0
2012-02-03 05:00:00	NQ	Futures	2884.81	2887.69	2884.81	2887.41	602.0
2012-02-03 05:30:00	NQ	Futures	2886.83	2889.43	2886.83	2888.27	433.0
2012-02-03 06:00:00	NQ	Futures	2887.98	2888.56	2886.54	2887.69	401.0
2012-02-03 06:30:00	NQ	Futures	2887.69	2888.27	2884.81	2888.27	836.0
2012-02-03 07:00:00	NQ	Futures	2888.27	2889.43	2886.83	2887.98	1486.0
2012-02-03 07:30:00	NQ	Futures	2887.98	2888.85	2884.81	2885.67	1312.0
2012-02-03 08:00:00	NQ	Futures	2885.67	2887.98	2884.81	2886.54	1874.0

> showing 50 of 2,248 rows — these rows as CSV

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