PREVIEW / futures_30min / 2012-02-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-23.parquet
  size:    74 KB
  rows:    2,757

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
2012-02-23 00:00:00	ES	Futures	1365.77	1366.53	1365.52	1366.03	1839.0
2012-02-23 00:30:00	ES	Futures	1366.03	1366.78	1365.77	1365.77	1006.0
2012-02-23 01:00:00	ES	Futures	1366.03	1366.28	1365.77	1365.77	767.0
2012-02-23 01:30:00	ES	Futures	1366.03	1367.29	1365.77	1367.29	1137.0
2012-02-23 02:00:00	ES	Futures	1367.03	1368.04	1366.53	1367.79	4214.0
2012-02-23 02:30:00	ES	Futures	1367.79	1367.79	1366.28	1366.53	2768.0
2012-02-23 03:00:00	ES	Futures	1366.53	1370.31	1366.03	1369.81	22583.0
2012-02-23 03:30:00	ES	Futures	1369.81	1371.57	1369.55	1371.32	16909.0
2012-02-23 04:00:00	ES	Futures	1371.32	1373.08	1370.81	1371.82	23682.0
2012-02-23 04:30:00	ES	Futures	1371.82	1372.83	1369.55	1370.31	19158.0
2012-02-23 05:00:00	ES	Futures	1370.06	1371.07	1366.03	1366.78	29901.0
2012-02-23 05:30:00	ES	Futures	1366.53	1368.55	1366.28	1367.29	12752.0
2012-02-23 06:00:00	ES	Futures	1367.03	1368.55	1367.03	1368.29	8869.0
2012-02-23 06:30:00	ES	Futures	1368.04	1368.55	1366.53	1366.78	8600.0
2012-02-23 07:00:00	ES	Futures	1367.03	1367.79	1365.77	1367.54	13225.0
2012-02-23 07:30:00	ES	Futures	1367.29	1368.04	1366.78	1366.78	12173.0
2012-02-23 08:00:00	ES	Futures	1367.03	1369.55	1366.53	1368.8	20494.0
2012-02-23 08:30:00	ES	Futures	1369.05	1369.55	1367.79	1368.55	26393.0
2012-02-23 09:00:00	ES	Futures	1368.55	1368.8	1364.52	1365.52	45855.0
2012-02-23 09:30:00	ES	Futures	1365.52	1365.77	1360.99	1362.5	176761.0
2012-02-23 10:00:00	ES	Futures	1362.5	1366.28	1362.25	1365.52	132693.0
2012-02-23 10:30:00	ES	Futures	1365.27	1369.81	1365.02	1369.3	156254.0
2012-02-23 11:00:00	ES	Futures	1369.55	1371.32	1368.55	1370.56	166463.0
2012-02-23 11:30:00	ES	Futures	1370.31	1371.07	1369.3	1369.81	60929.0
2012-02-23 12:00:00	ES	Futures	1369.81	1371.07	1369.55	1370.81	45445.0
2012-02-23 12:30:00	ES	Futures	1370.81	1371.57	1369.05	1370.06	61590.0
2012-02-23 13:00:00	ES	Futures	1370.06	1370.31	1368.55	1369.05	44490.0
2012-02-23 13:30:00	ES	Futures	1369.05	1370.31	1368.04	1370.06	63907.0
2012-02-23 14:00:00	ES	Futures	1370.06	1370.31	1368.8	1370.06	39348.0
2012-02-23 14:30:00	ES	Futures	1370.31	1371.32	1369.3	1370.31	47354.0
2012-02-23 15:00:00	ES	Futures	1370.31	1372.83	1369.81	1372.33	64570.0
2012-02-23 15:30:00	ES	Futures	1372.33	1373.59	1371.57	1372.58	129952.0
2012-02-23 16:00:00	ES	Futures	1372.58	1374.59	1372.07	1374.09	98683.0
2012-02-23 16:30:00	ES	Futures	1373.84	1374.09	1373.08	1373.84	5222.0
2012-02-23 17:00:00	ES	Futures	1373.84	1375.35	1373.84	1374.85	3315.0
2012-02-23 18:00:00	ES	Futures	1375.1	1376.36	1374.85	1375.85	4512.0
2012-02-23 18:30:00	ES	Futures	1375.85	1376.61	1375.35	1375.85	3046.0
2012-02-23 19:00:00	ES	Futures	1375.85	1376.36	1375.35	1375.6	2676.0
2012-02-23 19:30:00	ES	Futures	1375.6	1376.61	1375.6	1376.61	1802.0
2012-02-23 20:00:00	ES	Futures	1376.36	1377.87	1376.11	1377.37	5328.0
2012-02-23 20:30:00	ES	Futures	1377.37	1377.37	1376.11	1376.61	3008.0
2012-02-23 21:00:00	ES	Futures	1376.61	1377.11	1376.36	1376.86	1440.0
2012-02-23 21:30:00	ES	Futures	1376.86	1377.37	1376.11	1376.11	979.0
2012-02-23 22:00:00	ES	Futures	1376.36	1377.11	1376.11	1376.61	1225.0
2012-02-23 22:30:00	ES	Futures	1376.86	1377.62	1376.36	1377.37	1762.0
2012-02-23 23:00:00	ES	Futures	1377.37	1377.37	1376.36	1376.86	952.0
2012-02-23 23:30:00	ES	Futures	1376.86	1377.11	1376.36	1376.36	848.0
2012-02-23 00:00:00	NQ	Futures	2980.4	2981.27	2979.82	2980.98	76.0
2012-02-23 00:30:00	NQ	Futures	2980.98	2981.55	2980.4	2980.69	36.0
2012-02-23 01:00:00	NQ	Futures	2980.4	2980.98	2980.11	2980.4	39.0

> showing 50 of 2,757 rows — these rows as CSV

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