PREVIEW / futures_30min / 2012-02-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-16.parquet
  size:    77 KB
  rows:    2,753

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
2012-02-16 00:00:00	ES	Futures	1345.62	1346.37	1345.36	1345.36	1613.0
2012-02-16 00:30:00	ES	Futures	1345.62	1346.37	1345.36	1345.87	1517.0
2012-02-16 01:00:00	ES	Futures	1346.12	1346.37	1345.11	1346.12	3427.0
2012-02-16 01:30:00	ES	Futures	1346.37	1346.62	1345.11	1345.62	3759.0
2012-02-16 02:00:00	ES	Futures	1345.36	1348.64	1344.86	1347.88	10544.0
2012-02-16 02:30:00	ES	Futures	1347.88	1348.89	1347.13	1348.64	4980.0
2012-02-16 03:00:00	ES	Futures	1348.39	1349.14	1344.86	1344.86	23283.0
2012-02-16 03:30:00	ES	Futures	1345.11	1348.14	1344.86	1347.63	22818.0
2012-02-16 04:00:00	ES	Futures	1347.63	1348.14	1346.37	1347.13	10460.0
2012-02-16 04:30:00	ES	Futures	1347.13	1349.14	1346.88	1347.38	10391.0
2012-02-16 05:00:00	ES	Futures	1347.38	1348.14	1346.62	1347.13	7212.0
2012-02-16 05:30:00	ES	Futures	1347.13	1349.14	1346.37	1348.64	13399.0
2012-02-16 06:00:00	ES	Futures	1348.64	1349.9	1347.63	1348.89	14597.0
2012-02-16 06:30:00	ES	Futures	1348.89	1348.89	1347.38	1348.14	8427.0
2012-02-16 07:00:00	ES	Futures	1348.14	1349.14	1347.13	1347.38	12666.0
2012-02-16 07:30:00	ES	Futures	1347.63	1347.63	1345.11	1346.12	33169.0
2012-02-16 08:00:00	ES	Futures	1346.37	1348.89	1345.62	1348.39	23074.0
2012-02-16 08:30:00	ES	Futures	1348.64	1351.92	1348.64	1350.15	68466.0
2012-02-16 09:00:00	ES	Futures	1350.15	1352.42	1349.65	1351.66	39754.0
2012-02-16 09:30:00	ES	Futures	1351.92	1354.18	1349.14	1352.92	211033.0
2012-02-16 10:00:00	ES	Futures	1352.67	1356.96	1351.92	1356.7	197417.0
2012-02-16 10:30:00	ES	Futures	1356.7	1357.71	1354.94	1355.44	124793.0
2012-02-16 11:00:00	ES	Futures	1355.19	1358.22	1354.69	1357.46	118650.0
2012-02-16 11:30:00	ES	Futures	1357.46	1363.0	1356.7	1362.0	191078.0
2012-02-16 12:00:00	ES	Futures	1362.25	1364.52	1361.49	1362.75	157752.0
2012-02-16 12:30:00	ES	Futures	1363.0	1363.76	1362.0	1363.51	55397.0
2012-02-16 13:00:00	ES	Futures	1363.51	1366.28	1363.26	1365.27	80894.0
2012-02-16 13:30:00	ES	Futures	1365.02	1367.29	1365.02	1365.77	57664.0
2012-02-16 14:00:00	ES	Futures	1366.03	1366.53	1364.77	1366.03	41608.0
2012-02-16 14:30:00	ES	Futures	1365.77	1367.54	1365.52	1366.53	48500.0
2012-02-16 15:00:00	ES	Futures	1366.53	1367.03	1364.52	1366.28	64728.0
2012-02-16 15:30:00	ES	Futures	1366.03	1368.04	1365.52	1366.53	140662.0
2012-02-16 16:00:00	ES	Futures	1366.53	1366.53	1364.77	1365.52	92288.0
2012-02-16 16:30:00	ES	Futures	1365.52	1365.77	1365.27	1365.52	4463.0
2012-02-16 17:00:00	ES	Futures	1365.77	1366.28	1365.52	1366.28	3406.0
2012-02-16 18:00:00	ES	Futures	1366.03	1366.78	1365.77	1365.77	3300.0
2012-02-16 18:30:00	ES	Futures	1366.03	1366.03	1365.27	1365.52	2148.0
2012-02-16 19:00:00	ES	Futures	1365.52	1366.78	1365.27	1366.03	3930.0
2012-02-16 19:30:00	ES	Futures	1366.03	1366.53	1365.77	1366.28	1238.0
2012-02-16 20:00:00	ES	Futures	1366.28	1367.29	1366.28	1367.03	3387.0
2012-02-16 20:30:00	ES	Futures	1366.78	1367.54	1366.28	1366.28	2338.0
2012-02-16 21:00:00	ES	Futures	1366.53	1367.29	1366.28	1366.28	1570.0
2012-02-16 21:30:00	ES	Futures	1366.28	1366.53	1365.52	1366.03	1902.0
2012-02-16 22:00:00	ES	Futures	1365.77	1366.28	1365.02	1365.27	1378.0
2012-02-16 22:30:00	ES	Futures	1365.02	1365.52	1365.02	1365.27	786.0
2012-02-16 23:00:00	ES	Futures	1365.52	1365.77	1365.02	1365.02	1204.0
2012-02-16 23:30:00	ES	Futures	1365.27	1365.27	1364.77	1365.02	1561.0
2012-02-16 00:00:00	NQ	Futures	2939.1	2941.41	2938.81	2940.26	478.0
2012-02-16 00:30:00	NQ	Futures	2939.68	2941.12	2939.68	2940.83	119.0
2012-02-16 01:00:00	NQ	Futures	2940.83	2942.28	2939.1	2941.99	318.0

> showing 50 of 2,753 rows — these rows as CSV

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