PREVIEW / futures_30min / 2012-02-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-10.parquet
  size:    65 KB
  rows:    2,228

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
2012-02-10 00:00:00	ES	Futures	1352.92	1352.92	1351.66	1352.67	5363.0
2012-02-10 00:30:00	ES	Futures	1352.67	1353.18	1352.17	1352.92	1918.0
2012-02-10 01:00:00	ES	Futures	1352.92	1353.43	1352.17	1352.17	2466.0
2012-02-10 01:30:00	ES	Futures	1352.42	1352.67	1352.17	1352.67	1508.0
2012-02-10 02:00:00	ES	Futures	1352.42	1353.43	1351.92	1352.17	5268.0
2012-02-10 02:30:00	ES	Futures	1352.42	1352.67	1350.66	1350.91	9144.0
2012-02-10 03:00:00	ES	Futures	1350.91	1352.67	1350.15	1351.92	20190.0
2012-02-10 03:30:00	ES	Futures	1352.17	1352.67	1349.9	1352.42	15118.0
2012-02-10 04:00:00	ES	Futures	1352.42	1352.92	1351.41	1352.17	9949.0
2012-02-10 04:30:00	ES	Futures	1352.42	1353.68	1351.92	1352.17	8311.0
2012-02-10 05:00:00	ES	Futures	1352.17	1352.17	1349.9	1350.15	13226.0
2012-02-10 05:30:00	ES	Futures	1350.15	1352.17	1349.65	1351.16	11153.0
2012-02-10 06:00:00	ES	Futures	1351.16	1351.66	1350.66	1350.91	6546.0
2012-02-10 06:30:00	ES	Futures	1350.91	1350.91	1349.65	1350.4	10195.0
2012-02-10 07:00:00	ES	Futures	1350.15	1350.4	1345.36	1347.88	56413.0
2012-02-10 07:30:00	ES	Futures	1347.88	1348.39	1346.37	1347.63	24801.0
2012-02-10 08:00:00	ES	Futures	1347.63	1348.89	1345.87	1346.37	34345.0
2012-02-10 08:30:00	ES	Futures	1346.37	1347.63	1344.86	1346.88	39451.0
2012-02-10 09:00:00	ES	Futures	1346.88	1348.64	1346.12	1347.63	40007.0
2012-02-10 09:30:00	ES	Futures	1347.63	1349.65	1345.87	1346.37	179830.0
2012-02-10 10:00:00	ES	Futures	1346.37	1347.63	1344.36	1346.88	216634.0
2012-02-10 10:30:00	ES	Futures	1346.88	1348.39	1345.87	1347.88	122291.0
2012-02-10 11:00:00	ES	Futures	1348.14	1349.65	1347.63	1347.63	91823.0
2012-02-10 11:30:00	ES	Futures	1347.88	1350.15	1347.13	1348.89	75600.0
2012-02-10 12:00:00	ES	Futures	1348.89	1349.9	1348.14	1348.39	54051.0
2012-02-10 12:30:00	ES	Futures	1348.39	1350.91	1348.14	1350.4	42291.0
2012-02-10 13:00:00	ES	Futures	1350.4	1350.66	1348.14	1348.14	36484.0
2012-02-10 13:30:00	ES	Futures	1348.14	1348.39	1345.62	1345.87	62851.0
2012-02-10 14:00:00	ES	Futures	1345.87	1347.63	1345.62	1347.38	52115.0
2012-02-10 14:30:00	ES	Futures	1347.38	1348.14	1346.88	1347.13	33813.0
2012-02-10 15:00:00	ES	Futures	1347.13	1347.38	1344.61	1347.13	78273.0
2012-02-10 15:30:00	ES	Futures	1347.13	1350.15	1346.12	1349.9	214287.0
2012-02-10 16:00:00	ES	Futures	1349.65	1351.92	1349.65	1350.91	100767.0
2012-02-10 00:00:00	NQ	Futures	2949.21	2949.79	2947.48	2949.79	470.0
2012-02-10 00:30:00	NQ	Futures	2949.79	2950.36	2948.05	2949.5	189.0
2012-02-10 01:00:00	NQ	Futures	2949.5	2950.36	2948.05	2948.05	190.0
2012-02-10 01:30:00	NQ	Futures	2948.05	2949.21	2948.05	2949.21	255.0
2012-02-10 02:00:00	NQ	Futures	2949.21	2949.79	2947.76	2948.63	783.0
2012-02-10 02:30:00	NQ	Futures	2948.63	2949.5	2945.74	2946.03	348.0
2012-02-10 03:00:00	NQ	Futures	2946.03	2949.21	2944.88	2948.05	1186.0
2012-02-10 03:30:00	NQ	Futures	2948.34	2949.21	2942.86	2947.76	1308.0
2012-02-10 04:00:00	NQ	Futures	2947.76	2948.34	2944.3	2946.03	807.0
2012-02-10 04:30:00	NQ	Futures	2946.03	2949.79	2946.03	2947.48	560.0
2012-02-10 05:00:00	NQ	Futures	2946.9	2947.19	2944.01	2944.59	470.0
2012-02-10 05:30:00	NQ	Futures	2944.3	2947.76	2943.14	2946.32	326.0
2012-02-10 06:00:00	NQ	Futures	2946.32	2947.19	2944.59	2945.74	343.0
2012-02-10 06:30:00	NQ	Futures	2945.74	2945.74	2942.86	2943.72	859.0
2012-02-10 07:00:00	NQ	Futures	2943.72	2943.72	2932.46	2936.79	3709.0
2012-02-10 07:30:00	NQ	Futures	2936.79	2937.66	2933.04	2935.06	3380.0
2012-02-10 08:00:00	NQ	Futures	2935.06	2938.23	2933.04	2934.48	3415.0

> showing 50 of 2,228 rows — these rows as CSV

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