PREVIEW / futures_30min / 2012-02-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-15.parquet
  size:    78 KB
  rows:    2,819

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
2012-02-15 00:00:00	ES	Futures	1366.53	1367.29	1366.03	1366.28	4472.0
2012-02-15 00:30:00	ES	Futures	1366.28	1368.04	1366.28	1367.79	4087.0
2012-02-15 01:00:00	ES	Futures	1367.79	1367.79	1365.77	1365.77	3006.0
2012-02-15 01:30:00	ES	Futures	1365.52	1366.03	1365.02	1365.77	2877.0
2012-02-15 02:00:00	ES	Futures	1365.77	1366.53	1364.52	1364.77	9355.0
2012-02-15 02:30:00	ES	Futures	1365.02	1365.02	1363.76	1364.01	6449.0
2012-02-15 03:00:00	ES	Futures	1364.01	1366.28	1363.51	1363.76	22171.0
2012-02-15 03:30:00	ES	Futures	1364.01	1366.03	1363.0	1365.52	18586.0
2012-02-15 04:00:00	ES	Futures	1365.52	1367.29	1365.27	1366.03	15268.0
2012-02-15 04:30:00	ES	Futures	1366.03	1367.29	1365.77	1366.53	8836.0
2012-02-15 05:00:00	ES	Futures	1366.78	1367.79	1366.53	1367.54	11221.0
2012-02-15 05:30:00	ES	Futures	1367.29	1367.54	1365.02	1366.28	11782.0
2012-02-15 06:00:00	ES	Futures	1366.28	1366.78	1365.52	1366.53	7598.0
2012-02-15 06:30:00	ES	Futures	1366.53	1367.54	1366.03	1366.03	10879.0
2012-02-15 07:00:00	ES	Futures	1366.28	1368.04	1365.77	1367.79	19454.0
2012-02-15 07:30:00	ES	Futures	1368.04	1368.8	1366.03	1366.28	33020.0
2012-02-15 08:00:00	ES	Futures	1366.28	1367.03	1361.49	1364.77	74435.0
2012-02-15 08:30:00	ES	Futures	1364.52	1365.27	1362.25	1363.0	43724.0
2012-02-15 09:00:00	ES	Futures	1363.0	1365.27	1362.25	1362.75	39401.0
2012-02-15 09:30:00	ES	Futures	1362.75	1363.26	1358.72	1361.49	215935.0
2012-02-15 10:00:00	ES	Futures	1361.24	1362.5	1358.22	1360.48	164510.0
2012-02-15 10:30:00	ES	Futures	1360.48	1362.75	1359.48	1360.23	111272.0
2012-02-15 11:00:00	ES	Futures	1360.23	1362.5	1359.48	1362.5	121719.0
2012-02-15 11:30:00	ES	Futures	1362.5	1364.52	1361.49	1363.76	91104.0
2012-02-15 12:00:00	ES	Futures	1363.76	1364.01	1362.0	1362.25	60831.0
2012-02-15 12:30:00	ES	Futures	1362.0	1362.5	1355.19	1356.2	193330.0
2012-02-15 13:00:00	ES	Futures	1356.2	1356.96	1352.92	1356.45	166507.0
2012-02-15 13:30:00	ES	Futures	1356.45	1357.21	1353.93	1356.96	70618.0
2012-02-15 14:00:00	ES	Futures	1357.21	1358.22	1351.66	1355.44	160909.0
2012-02-15 14:30:00	ES	Futures	1355.44	1355.7	1350.4	1350.4	97991.0
2012-02-15 15:00:00	ES	Futures	1350.4	1351.92	1348.64	1350.4	123503.0
2012-02-15 15:30:00	ES	Futures	1350.4	1353.93	1349.4	1351.66	183741.0
2012-02-15 16:00:00	ES	Futures	1351.66	1354.18	1351.41	1352.92	91560.0
2012-02-15 16:30:00	ES	Futures	1352.42	1352.67	1349.4	1349.9	10729.0
2012-02-15 17:00:00	ES	Futures	1349.9	1350.91	1349.65	1350.4	3104.0
2012-02-15 18:00:00	ES	Futures	1349.65	1350.15	1348.64	1349.65	4059.0
2012-02-15 18:30:00	ES	Futures	1349.65	1349.9	1349.14	1349.65	2152.0
2012-02-15 19:00:00	ES	Futures	1349.65	1349.9	1347.13	1347.38	7752.0
2012-02-15 19:30:00	ES	Futures	1347.38	1349.14	1347.38	1348.89	5339.0
2012-02-15 20:00:00	ES	Futures	1348.89	1349.14	1347.63	1347.63	3367.0
2012-02-15 20:30:00	ES	Futures	1347.63	1348.14	1346.88	1348.14	5214.0
2012-02-15 21:00:00	ES	Futures	1347.88	1348.14	1345.11	1345.62	10018.0
2012-02-15 21:30:00	ES	Futures	1345.62	1346.12	1345.11	1345.62	3933.0
2012-02-15 22:00:00	ES	Futures	1345.62	1345.87	1345.11	1345.87	2445.0
2012-02-15 22:30:00	ES	Futures	1345.87	1346.62	1345.62	1346.12	2693.0
2012-02-15 23:00:00	ES	Futures	1346.37	1346.62	1345.87	1346.37	1530.0
2012-02-15 23:30:00	ES	Futures	1346.37	1346.37	1345.36	1345.62	1179.0
2012-02-15 00:00:00	NQ	Futures	2991.08	2991.95	2990.22	2990.51	442.0
2012-02-15 00:30:00	NQ	Futures	2990.22	2991.95	2989.64	2991.95	467.0
2012-02-15 01:00:00	NQ	Futures	2991.66	2991.66	2988.2	2988.77	244.0

> showing 50 of 2,819 rows — these rows as CSV

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