PREVIEW / futures_30min / 2012-02-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-17.parquet
  size:    62 KB
  rows:    2,221

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
2012-02-17 00:00:00	ES	Futures	1365.02	1365.52	1364.77	1365.52	1239.0
2012-02-17 00:30:00	ES	Futures	1365.27	1366.03	1365.27	1365.27	1338.0
2012-02-17 01:00:00	ES	Futures	1365.27	1365.52	1364.52	1364.52	2083.0
2012-02-17 01:30:00	ES	Futures	1364.52	1365.27	1364.26	1365.27	1494.0
2012-02-17 02:00:00	ES	Futures	1365.27	1366.03	1365.02	1366.03	4505.0
2012-02-17 02:30:00	ES	Futures	1366.03	1367.03	1365.77	1366.28	4455.0
2012-02-17 03:00:00	ES	Futures	1366.28	1366.78	1364.26	1364.52	14785.0
2012-02-17 03:30:00	ES	Futures	1364.77	1365.02	1363.76	1364.26	11558.0
2012-02-17 04:00:00	ES	Futures	1364.26	1365.52	1364.26	1364.52	6253.0
2012-02-17 04:30:00	ES	Futures	1364.52	1366.78	1364.52	1366.28	13392.0
2012-02-17 05:00:00	ES	Futures	1366.28	1366.78	1365.52	1365.77	6697.0
2012-02-17 05:30:00	ES	Futures	1365.77	1366.28	1365.27	1365.77	6589.0
2012-02-17 06:00:00	ES	Futures	1365.77	1366.28	1364.77	1366.28	8873.0
2012-02-17 06:30:00	ES	Futures	1366.28	1366.53	1365.27	1366.53	7477.0
2012-02-17 07:00:00	ES	Futures	1366.53	1369.55	1366.03	1368.8	26482.0
2012-02-17 07:30:00	ES	Futures	1368.55	1369.05	1367.29	1367.79	13816.0
2012-02-17 08:00:00	ES	Futures	1367.79	1368.29	1366.78	1367.54	17962.0
2012-02-17 08:30:00	ES	Futures	1367.79	1368.8	1367.03	1367.54	19273.0
2012-02-17 09:00:00	ES	Futures	1367.54	1371.57	1367.29	1371.32	59610.0
2012-02-17 09:30:00	ES	Futures	1371.57	1372.07	1368.8	1370.06	186026.0
2012-02-17 10:00:00	ES	Futures	1370.31	1370.56	1367.54	1369.05	128828.0
2012-02-17 10:30:00	ES	Futures	1368.8	1369.55	1367.03	1368.04	92269.0
2012-02-17 11:00:00	ES	Futures	1367.79	1368.04	1365.77	1367.03	123117.0
2012-02-17 11:30:00	ES	Futures	1367.03	1368.29	1366.53	1367.54	56554.0
2012-02-17 12:00:00	ES	Futures	1367.54	1367.79	1366.53	1367.54	22177.0
2012-02-17 12:30:00	ES	Futures	1367.54	1368.04	1367.03	1367.54	26504.0
2012-02-17 13:00:00	ES	Futures	1367.79	1369.05	1367.29	1368.8	26714.0
2012-02-17 13:30:00	ES	Futures	1368.8	1369.3	1368.55	1369.05	19354.0
2012-02-17 14:00:00	ES	Futures	1369.05	1369.55	1368.8	1369.55	20010.0
2012-02-17 14:30:00	ES	Futures	1369.55	1370.31	1369.05	1369.81	30736.0
2012-02-17 15:00:00	ES	Futures	1369.81	1371.57	1369.05	1371.32	50329.0
2012-02-17 15:30:00	ES	Futures	1371.32	1371.57	1369.3	1370.06	132091.0
2012-02-17 16:00:00	ES	Futures	1370.31	1371.07	1369.81	1371.07	69129.0
2012-02-17 00:00:00	NQ	Futures	2993.97	2994.26	2993.39	2994.26	51.0
2012-02-17 00:30:00	NQ	Futures	2994.55	2995.42	2994.55	2994.84	97.0
2012-02-17 01:00:00	NQ	Futures	2994.84	2995.13	2993.39	2993.39	105.0
2012-02-17 01:30:00	NQ	Futures	2993.39	2993.97	2993.39	2993.68	39.0
2012-02-17 02:00:00	NQ	Futures	2993.97	2996.86	2993.39	2996.28	349.0
2012-02-17 02:30:00	NQ	Futures	2996.57	2998.3	2996.28	2997.44	324.0
2012-02-17 03:00:00	NQ	Futures	2997.73	2998.02	2993.68	2994.26	906.0
2012-02-17 03:30:00	NQ	Futures	2994.55	2994.84	2991.95	2992.53	700.0
2012-02-17 04:00:00	NQ	Futures	2992.53	2994.55	2992.53	2992.82	345.0
2012-02-17 04:30:00	NQ	Futures	2993.11	2997.73	2992.82	2995.71	523.0
2012-02-17 05:00:00	NQ	Futures	2995.71	2996.28	2994.26	2994.55	469.0
2012-02-17 05:30:00	NQ	Futures	2994.55	2995.42	2992.82	2993.97	328.0
2012-02-17 06:00:00	NQ	Futures	2993.68	2995.42	2992.24	2995.13	666.0
2012-02-17 06:30:00	NQ	Futures	2995.42	2995.99	2993.97	2995.99	573.0
2012-02-17 07:00:00	NQ	Futures	2995.99	3000.33	2995.13	2998.88	1477.0
2012-02-17 07:30:00	NQ	Futures	2998.59	2999.17	2994.55	2996.28	1422.0
2012-02-17 08:00:00	NQ	Futures	2995.99	2996.57	2994.55	2996.57	2178.0

> showing 50 of 2,221 rows — these rows as CSV

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