PREVIEW / futures_30min / 2012-02-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-21.parquet
  size:    73 KB
  rows:    2,661

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
2012-02-21 00:00:00	ES	Futures	1375.85	1376.86	1375.35	1376.61	2428.0
2012-02-21 00:30:00	ES	Futures	1376.61	1377.62	1375.85	1377.11	2502.0
2012-02-21 01:00:00	ES	Futures	1376.86	1378.37	1376.86	1378.12	3050.0
2012-02-21 01:30:00	ES	Futures	1378.12	1378.63	1377.87	1378.37	1750.0
2012-02-21 02:00:00	ES	Futures	1378.12	1378.37	1375.85	1376.11	6865.0
2012-02-21 02:30:00	ES	Futures	1376.11	1377.37	1374.59	1377.37	5400.0
2012-02-21 03:00:00	ES	Futures	1377.11	1377.37	1373.33	1374.85	16748.0
2012-02-21 03:30:00	ES	Futures	1375.1	1376.61	1374.59	1375.85	10952.0
2012-02-21 04:00:00	ES	Futures	1375.85	1377.87	1375.85	1376.36	14234.0
2012-02-21 04:30:00	ES	Futures	1376.61	1376.86	1373.59	1374.34	15197.0
2012-02-21 05:00:00	ES	Futures	1374.34	1375.1	1372.58	1373.84	19685.0
2012-02-21 05:30:00	ES	Futures	1373.84	1375.1	1372.83	1373.08	9825.0
2012-02-21 06:00:00	ES	Futures	1373.08	1373.59	1371.82	1373.08	14862.0
2012-02-21 06:30:00	ES	Futures	1373.08	1373.59	1371.32	1372.33	12895.0
2012-02-21 07:00:00	ES	Futures	1372.33	1373.59	1371.57	1372.33	18733.0
2012-02-21 07:30:00	ES	Futures	1372.58	1374.34	1372.58	1372.58	11714.0
2012-02-21 08:00:00	ES	Futures	1372.58	1373.33	1371.07	1372.83	18686.0
2012-02-21 08:30:00	ES	Futures	1372.83	1374.09	1372.07	1374.09	16013.0
2012-02-21 09:00:00	ES	Futures	1374.09	1374.85	1373.33	1373.59	20157.0
2012-02-21 09:30:00	ES	Futures	1373.33	1374.34	1369.3	1370.31	159379.0
2012-02-21 10:00:00	ES	Futures	1370.31	1372.33	1369.55	1372.07	104058.0
2012-02-21 10:30:00	ES	Futures	1372.07	1375.6	1371.82	1375.35	123127.0
2012-02-21 11:00:00	ES	Futures	1375.35	1375.85	1374.59	1375.35	59269.0
2012-02-21 11:30:00	ES	Futures	1375.35	1375.6	1373.84	1374.34	51884.0
2012-02-21 12:00:00	ES	Futures	1374.34	1376.61	1374.09	1375.1	96248.0
2012-02-21 12:30:00	ES	Futures	1374.85	1375.35	1374.09	1374.34	27435.0
2012-02-21 13:00:00	ES	Futures	1374.34	1375.35	1373.84	1374.85	26956.0
2012-02-21 13:30:00	ES	Futures	1375.1	1375.35	1372.58	1373.08	48082.0
2012-02-21 14:00:00	ES	Futures	1373.08	1373.59	1370.06	1370.81	66516.0
2012-02-21 14:30:00	ES	Futures	1371.07	1371.07	1366.53	1367.79	87789.0
2012-02-21 15:00:00	ES	Futures	1367.79	1369.3	1366.53	1368.04	62116.0
2012-02-21 15:30:00	ES	Futures	1367.79	1370.81	1366.53	1370.81	124850.0
2012-02-21 16:00:00	ES	Futures	1370.56	1371.32	1369.81	1371.07	69018.0
2012-02-21 16:30:00	ES	Futures	1370.56	1371.82	1369.81	1371.57	7622.0
2012-02-21 17:00:00	ES	Futures	1371.32	1371.57	1370.81	1371.57	1039.0
2012-02-21 18:00:00	ES	Futures	1371.57	1371.57	1371.07	1371.57	883.0
2012-02-21 18:30:00	ES	Futures	1371.57	1371.57	1370.31	1370.56	1639.0
2012-02-21 19:00:00	ES	Futures	1370.56	1370.81	1369.81	1370.31	2228.0
2012-02-21 19:30:00	ES	Futures	1370.06	1370.56	1369.81	1370.06	1967.0
2012-02-21 20:00:00	ES	Futures	1370.06	1370.31	1369.05	1369.55	2419.0
2012-02-21 20:30:00	ES	Futures	1369.3	1370.06	1369.05	1369.55	2963.0
2012-02-21 21:00:00	ES	Futures	1369.55	1370.56	1369.3	1370.06	2429.0
2012-02-21 21:30:00	ES	Futures	1370.31	1370.31	1369.3	1369.55	1827.0
2012-02-21 22:00:00	ES	Futures	1369.55	1371.32	1369.3	1371.32	2084.0
2012-02-21 22:30:00	ES	Futures	1371.07	1373.08	1371.07	1372.58	4091.0
2012-02-21 23:00:00	ES	Futures	1372.58	1373.08	1372.07	1372.83	1871.0
2012-02-21 23:30:00	ES	Futures	1372.83	1373.08	1372.07	1372.33	877.0
2012-02-21 00:00:00	NQ	Futures	2990.22	2991.95	2989.35	2991.37	197.0
2012-02-21 00:30:00	NQ	Futures	2991.08	2993.39	2989.64	2992.53	253.0
2012-02-21 01:00:00	NQ	Futures	2992.82	2995.71	2992.53	2994.84	188.0

> showing 50 of 2,661 rows — these rows as CSV

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