PREVIEW / futures_30min / 2012-02-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-06.parquet
  size:    74 KB
  rows:    2,739

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
2012-02-06 00:00:00	ES	Futures	1345.62	1346.37	1344.86	1345.11	1483.0
2012-02-06 00:30:00	ES	Futures	1345.11	1345.62	1344.86	1345.36	1455.0
2012-02-06 01:00:00	ES	Futures	1345.62	1345.62	1344.61	1344.86	1790.0
2012-02-06 01:30:00	ES	Futures	1344.86	1345.36	1344.61	1345.11	1006.0
2012-02-06 02:00:00	ES	Futures	1345.11	1345.62	1343.85	1344.61	5729.0
2012-02-06 02:30:00	ES	Futures	1344.61	1346.88	1344.36	1346.37	5311.0
2012-02-06 03:00:00	ES	Futures	1346.62	1346.62	1344.1	1344.61	14176.0
2012-02-06 03:30:00	ES	Futures	1344.61	1344.61	1342.59	1343.1	13624.0
2012-02-06 04:00:00	ES	Futures	1343.1	1343.1	1340.83	1342.09	18688.0
2012-02-06 04:30:00	ES	Futures	1342.09	1344.1	1341.84	1342.84	10378.0
2012-02-06 05:00:00	ES	Futures	1342.59	1343.6	1342.09	1343.6	6559.0
2012-02-06 05:30:00	ES	Futures	1343.6	1344.61	1342.84	1343.6	7050.0
2012-02-06 06:00:00	ES	Futures	1343.35	1344.61	1343.1	1344.61	7187.0
2012-02-06 06:30:00	ES	Futures	1344.61	1345.36	1342.34	1344.1	14775.0
2012-02-06 07:00:00	ES	Futures	1344.1	1347.13	1343.85	1346.37	16548.0
2012-02-06 07:30:00	ES	Futures	1346.12	1346.62	1345.11	1346.12	15031.0
2012-02-06 08:00:00	ES	Futures	1346.12	1346.37	1344.61	1345.11	15908.0
2012-02-06 08:30:00	ES	Futures	1345.36	1346.12	1343.1	1343.1	26144.0
2012-02-06 09:00:00	ES	Futures	1343.1	1346.37	1343.1	1346.12	27241.0
2012-02-06 09:30:00	ES	Futures	1345.87	1348.64	1344.36	1347.13	135717.0
2012-02-06 10:00:00	ES	Futures	1347.38	1349.14	1346.88	1346.88	103089.0
2012-02-06 10:30:00	ES	Futures	1346.88	1347.88	1345.36	1347.63	100574.0
2012-02-06 11:00:00	ES	Futures	1347.63	1349.65	1346.88	1348.89	110942.0
2012-02-06 11:30:00	ES	Futures	1348.89	1349.65	1347.88	1349.14	59896.0
2012-02-06 12:00:00	ES	Futures	1349.14	1349.65	1347.63	1348.39	56684.0
2012-02-06 12:30:00	ES	Futures	1348.39	1350.4	1347.88	1349.65	67565.0
2012-02-06 13:00:00	ES	Futures	1349.65	1350.15	1348.89	1349.14	26877.0
2012-02-06 13:30:00	ES	Futures	1348.89	1349.9	1347.13	1348.14	38646.0
2012-02-06 14:00:00	ES	Futures	1347.88	1349.4	1347.88	1348.89	30936.0
2012-02-06 14:30:00	ES	Futures	1348.64	1349.9	1348.39	1348.89	25316.0
2012-02-06 15:00:00	ES	Futures	1348.89	1350.4	1348.89	1349.4	41039.0
2012-02-06 15:30:00	ES	Futures	1349.4	1351.16	1349.14	1350.66	93194.0
2012-02-06 16:00:00	ES	Futures	1350.66	1350.66	1349.14	1349.65	60749.0
2012-02-06 16:30:00	ES	Futures	1349.65	1351.16	1349.4	1350.91	4397.0
2012-02-06 17:00:00	ES	Futures	1350.91	1351.16	1350.66	1350.66	1641.0
2012-02-06 18:00:00	ES	Futures	1350.66	1351.66	1350.66	1350.91	3701.0
2012-02-06 18:30:00	ES	Futures	1350.91	1351.16	1350.66	1350.66	906.0
2012-02-06 19:00:00	ES	Futures	1350.66	1351.41	1349.9	1351.41	3623.0
2012-02-06 19:30:00	ES	Futures	1351.16	1351.66	1350.91	1351.16	1002.0
2012-02-06 20:00:00	ES	Futures	1351.41	1353.18	1350.91	1352.67	4870.0
2012-02-06 20:30:00	ES	Futures	1352.67	1352.67	1351.92	1352.42	2536.0
2012-02-06 21:00:00	ES	Futures	1352.17	1352.67	1351.16	1351.41	2627.0
2012-02-06 21:30:00	ES	Futures	1351.41	1351.41	1350.15	1350.66	2645.0
2012-02-06 22:00:00	ES	Futures	1350.66	1351.41	1349.9	1350.15	1775.0
2012-02-06 22:30:00	ES	Futures	1349.9	1351.66	1349.14	1349.9	5018.0
2012-02-06 23:00:00	ES	Futures	1349.9	1350.15	1349.14	1349.65	1419.0
2012-02-06 23:30:00	ES	Futures	1349.4	1349.9	1349.14	1349.4	1196.0
2012-02-06 00:00:00	NQ	Futures	2909.93	2910.51	2908.2	2908.49	165.0
2012-02-06 00:30:00	NQ	Futures	2908.78	2909.64	2908.49	2908.78	70.0
2012-02-06 01:00:00	NQ	Futures	2908.78	2908.78	2906.76	2907.33	173.0

> showing 50 of 2,739 rows — these rows as CSV

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