PREVIEW / futures_30min / 2012-02-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-27.parquet
  size:    74 KB
  rows:    2,709

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
2012-02-27 00:00:00	ES	Futures	1372.07	1373.08	1371.82	1372.83	1683.0
2012-02-27 00:30:00	ES	Futures	1372.83	1372.83	1371.57	1371.82	2305.0
2012-02-27 01:00:00	ES	Futures	1372.07	1372.58	1371.32	1371.57	1611.0
2012-02-27 01:30:00	ES	Futures	1371.57	1371.57	1369.81	1370.06	3130.0
2012-02-27 02:00:00	ES	Futures	1370.06	1371.07	1369.55	1370.56	5895.0
2012-02-27 02:30:00	ES	Futures	1370.31	1372.83	1370.31	1371.82	6578.0
2012-02-27 03:00:00	ES	Futures	1372.07	1372.07	1369.55	1370.56	15082.0
2012-02-27 03:30:00	ES	Futures	1370.81	1370.81	1366.28	1367.54	25964.0
2012-02-27 04:00:00	ES	Futures	1367.54	1368.55	1366.53	1368.29	16241.0
2012-02-27 04:30:00	ES	Futures	1368.29	1368.55	1367.03	1367.54	9645.0
2012-02-27 05:00:00	ES	Futures	1367.54	1368.8	1367.29	1367.54	10351.0
2012-02-27 05:30:00	ES	Futures	1367.79	1368.29	1366.28	1366.53	10590.0
2012-02-27 06:00:00	ES	Futures	1366.53	1367.79	1366.03	1366.78	9373.0
2012-02-27 06:30:00	ES	Futures	1366.78	1368.04	1366.53	1367.29	6790.0
2012-02-27 07:00:00	ES	Futures	1367.03	1368.55	1367.03	1367.54	8564.0
2012-02-27 07:30:00	ES	Futures	1367.79	1368.8	1367.29	1368.04	13042.0
2012-02-27 08:00:00	ES	Futures	1368.29	1368.55	1367.29	1367.79	16390.0
2012-02-27 08:30:00	ES	Futures	1367.79	1368.04	1367.03	1367.79	17786.0
2012-02-27 09:00:00	ES	Futures	1368.04	1368.04	1366.03	1366.03	28069.0
2012-02-27 09:30:00	ES	Futures	1366.28	1367.29	1363.76	1366.78	186733.0
2012-02-27 10:00:00	ES	Futures	1366.78	1370.56	1366.53	1370.31	200557.0
2012-02-27 10:30:00	ES	Futures	1370.31	1374.09	1369.3	1372.83	175711.0
2012-02-27 11:00:00	ES	Futures	1372.83	1378.63	1372.83	1377.11	174694.0
2012-02-27 11:30:00	ES	Futures	1377.37	1377.87	1375.6	1377.11	99379.0
2012-02-27 12:00:00	ES	Futures	1376.86	1378.37	1375.85	1376.86	71440.0
2012-02-27 12:30:00	ES	Futures	1376.86	1380.64	1376.11	1378.88	82264.0
2012-02-27 13:00:00	ES	Futures	1378.88	1379.13	1377.62	1377.87	28888.0
2012-02-27 13:30:00	ES	Futures	1377.62	1378.88	1376.86	1377.37	31167.0
2012-02-27 14:00:00	ES	Futures	1377.37	1378.63	1377.11	1377.87	28269.0
2012-02-27 14:30:00	ES	Futures	1377.62	1379.13	1377.37	1378.88	28721.0
2012-02-27 15:00:00	ES	Futures	1378.88	1381.65	1377.37	1378.37	106774.0
2012-02-27 15:30:00	ES	Futures	1378.63	1379.89	1376.86	1377.37	157767.0
2012-02-27 16:00:00	ES	Futures	1377.37	1378.63	1377.11	1378.37	49897.0
2012-02-27 16:30:00	ES	Futures	1378.12	1378.37	1376.36	1377.62	7240.0
2012-02-27 17:00:00	ES	Futures	1377.87	1378.12	1377.37	1377.62	1734.0
2012-02-27 18:00:00	ES	Futures	1377.87	1378.88	1377.37	1378.63	6306.0
2012-02-27 18:30:00	ES	Futures	1378.63	1378.88	1378.12	1378.12	1495.0
2012-02-27 19:00:00	ES	Futures	1378.12	1379.38	1378.12	1378.63	2599.0
2012-02-27 19:30:00	ES	Futures	1378.88	1378.88	1377.37	1377.87	2475.0
2012-02-27 20:00:00	ES	Futures	1377.87	1378.63	1377.37	1378.63	1438.0
2012-02-27 20:30:00	ES	Futures	1378.63	1379.38	1378.37	1378.63	2095.0
2012-02-27 21:00:00	ES	Futures	1378.88	1379.13	1378.37	1378.88	1228.0
2012-02-27 21:30:00	ES	Futures	1378.63	1378.88	1378.12	1378.63	689.0
2012-02-27 22:00:00	ES	Futures	1378.63	1378.63	1377.62	1377.62	926.0
2012-02-27 22:30:00	ES	Futures	1377.87	1378.88	1377.87	1378.63	1295.0
2012-02-27 23:00:00	ES	Futures	1378.37	1378.63	1377.37	1378.12	1686.0
2012-02-27 23:30:00	ES	Futures	1378.37	1380.39	1377.87	1379.89	4877.0
2012-02-27 00:00:00	NQ	Futures	3002.35	3003.5	3002.06	3003.5	65.0
2012-02-27 00:30:00	NQ	Futures	3002.93	3002.93	3001.48	3001.77	59.0
2012-02-27 01:00:00	NQ	Futures	3002.35	3002.64	3001.19	3001.19	69.0

> showing 50 of 2,709 rows — these rows as CSV

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