PREVIEW / futures_30min / 2012-02-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-20.parquet
  size:    51 KB
  rows:    1,853

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
2012-02-20 00:00:00	ES	Futures	1377.62	1378.88	1377.62	1378.37	1836.0
2012-02-20 00:30:00	ES	Futures	1378.37	1378.63	1377.37	1377.62	1257.0
2012-02-20 01:00:00	ES	Futures	1377.62	1378.12	1376.61	1377.11	2023.0
2012-02-20 01:30:00	ES	Futures	1377.11	1377.11	1376.11	1376.61	2264.0
2012-02-20 02:00:00	ES	Futures	1376.61	1376.61	1375.1	1375.6	4604.0
2012-02-20 02:30:00	ES	Futures	1375.6	1375.85	1374.85	1375.1	2196.0
2012-02-20 03:00:00	ES	Futures	1375.1	1375.6	1373.08	1373.59	15263.0
2012-02-20 03:30:00	ES	Futures	1373.33	1374.59	1373.08	1374.34	8094.0
2012-02-20 04:00:00	ES	Futures	1374.34	1377.37	1374.09	1377.11	11838.0
2012-02-20 04:30:00	ES	Futures	1377.11	1377.62	1375.85	1376.11	8684.0
2012-02-20 05:00:00	ES	Futures	1376.11	1376.86	1375.35	1376.11	9651.0
2012-02-20 05:30:00	ES	Futures	1376.36	1378.37	1376.11	1377.87	8867.0
2012-02-20 06:00:00	ES	Futures	1377.87	1378.63	1377.62	1378.12	7184.0
2012-02-20 06:30:00	ES	Futures	1378.37	1378.88	1377.37	1377.37	5582.0
2012-02-20 07:00:00	ES	Futures	1377.37	1377.62	1376.36	1377.11	4839.0
2012-02-20 07:30:00	ES	Futures	1376.86	1378.37	1376.61	1378.12	3645.0
2012-02-20 08:00:00	ES	Futures	1378.12	1378.63	1377.62	1377.87	4043.0
2012-02-20 08:30:00	ES	Futures	1377.87	1378.12	1376.11	1376.86	3506.0
2012-02-20 09:00:00	ES	Futures	1376.86	1377.11	1375.1	1375.1	4604.0
2012-02-20 09:30:00	ES	Futures	1375.35	1376.11	1374.85	1375.6	11017.0
2012-02-20 10:00:00	ES	Futures	1375.6	1377.11	1375.35	1377.11	5564.0
2012-02-20 10:30:00	ES	Futures	1376.86	1378.12	1376.86	1378.12	8712.0
2012-02-20 11:00:00	ES	Futures	1378.12	1378.37	1376.36	1377.37	9208.0
2012-02-20 18:00:00	ES	Futures	1376.86	1377.11	1372.58	1373.08	10036.0
2012-02-20 18:30:00	ES	Futures	1373.08	1373.84	1372.83	1373.33	2996.0
2012-02-20 19:00:00	ES	Futures	1373.33	1374.59	1373.33	1373.84	3787.0
2012-02-20 19:30:00	ES	Futures	1373.84	1376.11	1373.33	1375.6	4204.0
2012-02-20 20:00:00	ES	Futures	1375.6	1376.61	1375.35	1375.6	3710.0
2012-02-20 20:30:00	ES	Futures	1375.85	1376.11	1375.35	1375.6	2067.0
2012-02-20 21:00:00	ES	Futures	1375.6	1376.11	1374.09	1374.85	2508.0
2012-02-20 21:30:00	ES	Futures	1374.85	1377.37	1373.08	1375.6	10565.0
2012-02-20 22:00:00	ES	Futures	1375.6	1378.37	1375.35	1377.62	8008.0
2012-02-20 22:30:00	ES	Futures	1377.62	1377.62	1374.59	1375.1	5937.0
2012-02-20 23:00:00	ES	Futures	1375.1	1375.85	1373.59	1374.85	3045.0
2012-02-20 23:30:00	ES	Futures	1374.85	1376.11	1374.34	1375.85	2185.0
2012-02-20 00:00:00	NQ	Futures	3000.33	3002.35	3000.33	3002.06	380.0
2012-02-20 00:30:00	NQ	Futures	3001.77	3002.06	3000.04	3000.33	140.0
2012-02-20 01:00:00	NQ	Futures	3000.33	3001.48	2998.59	2999.46	291.0
2012-02-20 01:30:00	NQ	Futures	2998.88	2998.88	2997.15	2997.44	42.0
2012-02-20 02:00:00	NQ	Futures	2997.44	2997.44	2994.84	2996.28	338.0
2012-02-20 02:30:00	NQ	Futures	2995.71	2998.02	2995.42	2996.57	201.0
2012-02-20 03:00:00	NQ	Futures	2996.57	2997.73	2990.51	2991.66	813.0
2012-02-20 03:30:00	NQ	Futures	2991.66	2994.26	2991.08	2994.26	528.0
2012-02-20 04:00:00	NQ	Futures	2994.55	3000.04	2994.26	2999.17	477.0
2012-02-20 04:30:00	NQ	Futures	2999.17	3001.19	2995.71	2999.75	500.0
2012-02-20 05:00:00	NQ	Futures	2999.46	3000.9	2997.73	2999.75	481.0
2012-02-20 05:30:00	NQ	Futures	2999.75	3002.64	2999.46	3001.19	412.0
2012-02-20 06:00:00	NQ	Futures	3002.06	3003.21	3000.61	3001.19	372.0
2012-02-20 06:30:00	NQ	Futures	3000.61	3001.77	3000.04	3000.33	274.0
2012-02-20 07:00:00	NQ	Futures	3000.61	3001.48	2999.75	3000.33	193.0

> showing 50 of 1,853 rows — these rows as CSV

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