PREVIEW / futures_30min / 2012-02-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-24.parquet
  size:    62 KB
  rows:    2,229

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
2012-02-24 00:00:00	ES	Futures	1376.36	1376.86	1376.36	1376.61	1360.0
2012-02-24 00:30:00	ES	Futures	1376.61	1377.62	1376.11	1376.11	2281.0
2012-02-24 01:00:00	ES	Futures	1376.36	1376.61	1375.6	1375.85	2579.0
2012-02-24 01:30:00	ES	Futures	1376.11	1377.11	1375.85	1376.86	1311.0
2012-02-24 02:00:00	ES	Futures	1376.86	1377.87	1376.61	1377.11	3586.0
2012-02-24 02:30:00	ES	Futures	1377.11	1377.62	1376.36	1377.37	4139.0
2012-02-24 03:00:00	ES	Futures	1377.37	1377.87	1375.1	1375.6	15673.0
2012-02-24 03:30:00	ES	Futures	1375.35	1378.12	1374.59	1377.37	17083.0
2012-02-24 04:00:00	ES	Futures	1377.37	1377.87	1376.36	1376.86	13593.0
2012-02-24 04:30:00	ES	Futures	1376.86	1378.88	1376.36	1378.37	14483.0
2012-02-24 05:00:00	ES	Futures	1378.37	1379.38	1377.37	1377.62	14107.0
2012-02-24 05:30:00	ES	Futures	1377.62	1378.37	1376.86	1377.37	9157.0
2012-02-24 06:00:00	ES	Futures	1377.11	1378.63	1376.86	1378.12	8476.0
2012-02-24 06:30:00	ES	Futures	1378.12	1378.63	1377.11	1377.87	8375.0
2012-02-24 07:00:00	ES	Futures	1377.87	1378.63	1377.37	1377.87	7571.0
2012-02-24 07:30:00	ES	Futures	1377.62	1378.12	1375.85	1376.36	9242.0
2012-02-24 08:00:00	ES	Futures	1376.36	1377.11	1375.1	1375.35	17844.0
2012-02-24 08:30:00	ES	Futures	1375.35	1376.36	1375.1	1376.11	16893.0
2012-02-24 09:00:00	ES	Futures	1376.11	1376.11	1375.1	1375.6	15339.0
2012-02-24 09:30:00	ES	Futures	1375.35	1376.36	1373.33	1376.11	141543.0
2012-02-24 10:00:00	ES	Futures	1375.85	1377.11	1373.84	1374.85	105991.0
2012-02-24 10:30:00	ES	Futures	1374.85	1375.85	1373.84	1374.59	63247.0
2012-02-24 11:00:00	ES	Futures	1374.59	1376.86	1374.34	1376.86	78219.0
2012-02-24 11:30:00	ES	Futures	1376.61	1377.87	1376.11	1377.62	54367.0
2012-02-24 12:00:00	ES	Futures	1377.87	1377.87	1377.11	1377.62	30905.0
2012-02-24 12:30:00	ES	Futures	1377.37	1377.87	1376.86	1377.62	34625.0
2012-02-24 13:00:00	ES	Futures	1377.37	1378.37	1376.36	1376.61	39807.0
2012-02-24 13:30:00	ES	Futures	1376.36	1376.86	1374.59	1376.11	52480.0
2012-02-24 14:00:00	ES	Futures	1375.85	1376.61	1374.09	1374.09	39493.0
2012-02-24 14:30:00	ES	Futures	1374.09	1374.34	1372.33	1373.84	77177.0
2012-02-24 15:00:00	ES	Futures	1373.84	1374.85	1373.59	1374.09	28789.0
2012-02-24 15:30:00	ES	Futures	1373.84	1375.1	1372.83	1375.1	121168.0
2012-02-24 16:00:00	ES	Futures	1374.85	1375.35	1373.59	1373.59	72729.0
2012-02-24 00:00:00	NQ	Futures	3010.15	3011.01	3009.86	3010.72	120.0
2012-02-24 00:30:00	NQ	Futures	3010.72	3011.88	3009.57	3009.57	166.0
2012-02-24 01:00:00	NQ	Futures	3009.86	3009.86	3007.83	3008.12	142.0
2012-02-24 01:30:00	NQ	Futures	3008.41	3010.43	3008.41	3009.86	75.0
2012-02-24 02:00:00	NQ	Futures	3010.15	3012.17	3009.57	3010.43	445.0
2012-02-24 02:30:00	NQ	Futures	3010.43	3011.59	3009.28	3010.43	206.0
2012-02-24 03:00:00	NQ	Futures	3010.72	3012.17	3007.26	3007.26	844.0
2012-02-24 03:30:00	NQ	Futures	3007.26	3011.01	3004.95	3009.28	3243.0
2012-02-24 04:00:00	NQ	Futures	3009.57	3011.01	3007.83	3009.28	835.0
2012-02-24 04:30:00	NQ	Futures	3008.99	3013.32	3007.55	3012.17	749.0
2012-02-24 05:00:00	NQ	Futures	3012.17	3013.61	3008.7	3008.99	948.0
2012-02-24 05:30:00	NQ	Futures	3009.28	3011.88	3007.83	3010.15	858.0
2012-02-24 06:00:00	NQ	Futures	3009.57	3013.03	3009.28	3012.17	916.0
2012-02-24 06:30:00	NQ	Futures	3011.88	3011.88	3009.28	3010.43	500.0
2012-02-24 07:00:00	NQ	Futures	3010.72	3012.46	3010.15	3011.01	466.0
2012-02-24 07:30:00	NQ	Futures	3010.72	3011.3	3006.39	3006.97	812.0
2012-02-24 08:00:00	NQ	Futures	3007.26	3008.7	3005.81	3006.39	1453.0

> showing 50 of 2,229 rows — these rows as CSV

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