PREVIEW / futures_30min / 2012-02-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-09.parquet
  size:    77 KB
  rows:    2,793

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
2012-02-09 00:00:00	ES	Futures	1356.45	1357.46	1356.45	1357.21	2658.0
2012-02-09 00:30:00	ES	Futures	1357.21	1357.46	1355.95	1356.2	2334.0
2012-02-09 01:00:00	ES	Futures	1356.45	1357.96	1356.2	1356.96	3352.0
2012-02-09 01:30:00	ES	Futures	1356.7	1357.21	1356.2	1356.2	1252.0
2012-02-09 02:00:00	ES	Futures	1356.2	1358.22	1356.2	1356.96	5797.0
2012-02-09 02:30:00	ES	Futures	1356.96	1357.21	1354.94	1355.44	4960.0
2012-02-09 03:00:00	ES	Futures	1355.7	1355.95	1352.67	1355.7	17792.0
2012-02-09 03:30:00	ES	Futures	1355.7	1358.22	1355.44	1357.46	13779.0
2012-02-09 04:00:00	ES	Futures	1357.21	1357.96	1356.45	1357.71	9835.0
2012-02-09 04:30:00	ES	Futures	1357.71	1359.98	1356.45	1356.7	23154.0
2012-02-09 05:00:00	ES	Futures	1356.7	1357.46	1355.44	1356.7	12039.0
2012-02-09 05:30:00	ES	Futures	1356.7	1356.96	1354.44	1355.19	10288.0
2012-02-09 06:00:00	ES	Futures	1355.19	1356.45	1354.94	1355.44	6477.0
2012-02-09 06:30:00	ES	Futures	1355.19	1355.95	1353.68	1354.44	10245.0
2012-02-09 07:00:00	ES	Futures	1354.44	1355.44	1353.68	1354.94	11313.0
2012-02-09 07:30:00	ES	Futures	1354.69	1356.7	1354.44	1356.2	11747.0
2012-02-09 08:00:00	ES	Futures	1356.2	1361.24	1355.44	1360.99	50403.0
2012-02-09 08:30:00	ES	Futures	1360.99	1363.51	1356.96	1358.97	77889.0
2012-02-09 09:00:00	ES	Futures	1359.22	1360.48	1357.96	1360.23	37664.0
2012-02-09 09:30:00	ES	Futures	1359.98	1360.99	1356.7	1358.97	180908.0
2012-02-09 10:00:00	ES	Futures	1359.22	1359.98	1351.92	1353.43	213126.0
2012-02-09 10:30:00	ES	Futures	1353.18	1356.7	1351.66	1355.95	199568.0
2012-02-09 11:00:00	ES	Futures	1355.95	1357.46	1355.19	1355.95	105623.0
2012-02-09 11:30:00	ES	Futures	1355.95	1358.97	1354.18	1358.97	143727.0
2012-02-09 12:00:00	ES	Futures	1358.72	1360.23	1358.47	1358.72	72842.0
2012-02-09 12:30:00	ES	Futures	1358.47	1360.74	1358.22	1360.48	42991.0
2012-02-09 13:00:00	ES	Futures	1360.23	1362.0	1359.22	1361.49	74287.0
2012-02-09 13:30:00	ES	Futures	1361.49	1362.0	1359.98	1360.99	51894.0
2012-02-09 14:00:00	ES	Futures	1360.99	1361.74	1360.23	1361.24	40750.0
2012-02-09 14:30:00	ES	Futures	1361.24	1362.0	1360.23	1360.48	34488.0
2012-02-09 15:00:00	ES	Futures	1360.23	1361.74	1358.97	1360.48	51318.0
2012-02-09 15:30:00	ES	Futures	1360.23	1360.74	1358.72	1359.48	102060.0
2012-02-09 16:00:00	ES	Futures	1359.48	1360.48	1358.72	1358.97	56744.0
2012-02-09 16:30:00	ES	Futures	1358.72	1358.97	1357.96	1358.22	4774.0
2012-02-09 17:00:00	ES	Futures	1358.47	1358.47	1357.21	1357.96	3423.0
2012-02-09 18:00:00	ES	Futures	1357.46	1357.96	1356.7	1356.96	2811.0
2012-02-09 18:30:00	ES	Futures	1356.96	1357.71	1356.7	1357.21	1436.0
2012-02-09 19:00:00	ES	Futures	1357.46	1357.71	1356.7	1356.96	2050.0
2012-02-09 19:30:00	ES	Futures	1356.96	1356.96	1356.2	1356.96	2338.0
2012-02-09 20:00:00	ES	Futures	1356.96	1356.96	1355.19	1355.7	3861.0
2012-02-09 20:30:00	ES	Futures	1355.95	1355.95	1354.94	1354.94	2425.0
2012-02-09 21:00:00	ES	Futures	1354.94	1355.44	1354.69	1354.94	2023.0
2012-02-09 21:30:00	ES	Futures	1354.94	1355.19	1354.18	1354.44	2806.0
2012-02-09 22:00:00	ES	Futures	1354.44	1354.94	1353.93	1354.18	1835.0
2012-02-09 22:30:00	ES	Futures	1354.18	1354.18	1353.18	1353.93	3144.0
2012-02-09 23:00:00	ES	Futures	1353.93	1354.18	1353.68	1353.93	1552.0
2012-02-09 23:30:00	ES	Futures	1353.93	1353.93	1352.67	1352.92	2242.0
2012-02-09 00:00:00	NQ	Futures	2939.1	2939.97	2939.1	2939.68	149.0
2012-02-09 00:30:00	NQ	Futures	2939.68	2939.68	2937.95	2938.23	87.0
2012-02-09 01:00:00	NQ	Futures	2938.23	2941.12	2938.23	2939.1	237.0

> showing 50 of 2,793 rows — these rows as CSV

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