PREVIEW / futures_30min / 2012-03-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-05.parquet
  size:    72 KB
  rows:    2,635

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
2012-03-05 00:00:00	ES	Futures	1376.11	1376.36	1375.1	1375.35	3502.0
2012-03-05 00:30:00	ES	Futures	1375.35	1376.11	1375.1	1375.6	926.0
2012-03-05 01:00:00	ES	Futures	1375.6	1376.36	1375.1	1376.36	1508.0
2012-03-05 01:30:00	ES	Futures	1376.36	1377.11	1375.85	1376.11	2268.0
2012-03-05 02:00:00	ES	Futures	1376.11	1376.11	1374.59	1375.1	5030.0
2012-03-05 02:30:00	ES	Futures	1375.1	1375.85	1374.85	1374.85	2554.0
2012-03-05 03:00:00	ES	Futures	1374.85	1376.86	1374.59	1375.35	16258.0
2012-03-05 03:30:00	ES	Futures	1375.1	1375.85	1372.83	1373.08	17116.0
2012-03-05 04:00:00	ES	Futures	1372.83	1373.08	1371.32	1372.07	24789.0
2012-03-05 04:30:00	ES	Futures	1372.07	1373.33	1371.32	1372.83	12536.0
2012-03-05 05:00:00	ES	Futures	1372.83	1374.09	1372.58	1373.84	11082.0
2012-03-05 05:30:00	ES	Futures	1373.84	1374.34	1373.08	1373.59	6840.0
2012-03-05 06:00:00	ES	Futures	1373.59	1373.84	1372.83	1373.84	5285.0
2012-03-05 06:30:00	ES	Futures	1373.84	1374.34	1372.58	1372.83	7684.0
2012-03-05 07:00:00	ES	Futures	1372.83	1374.34	1372.58	1374.34	7949.0
2012-03-05 07:30:00	ES	Futures	1374.09	1375.35	1373.59	1375.35	11698.0
2012-03-05 08:00:00	ES	Futures	1375.1	1377.62	1375.1	1377.62	30480.0
2012-03-05 08:30:00	ES	Futures	1377.37	1377.62	1376.36	1376.61	16024.0
2012-03-05 09:00:00	ES	Futures	1376.61	1377.62	1376.36	1377.11	21351.0
2012-03-05 09:30:00	ES	Futures	1376.86	1377.37	1374.09	1375.6	132298.0
2012-03-05 10:00:00	ES	Futures	1375.35	1378.12	1370.06	1370.81	233070.0
2012-03-05 10:30:00	ES	Futures	1371.07	1373.33	1370.06	1372.07	121373.0
2012-03-05 11:00:00	ES	Futures	1372.07	1373.59	1368.8	1371.32	143258.0
2012-03-05 11:30:00	ES	Futures	1371.32	1372.07	1369.81	1370.81	102825.0
2012-03-05 12:00:00	ES	Futures	1370.81	1371.82	1370.06	1370.81	37901.0
2012-03-05 12:30:00	ES	Futures	1371.07	1371.57	1369.3	1369.81	35138.0
2012-03-05 13:00:00	ES	Futures	1369.55	1372.07	1369.3	1371.57	44693.0
2012-03-05 13:30:00	ES	Futures	1371.82	1372.07	1369.81	1370.56	40474.0
2012-03-05 14:00:00	ES	Futures	1370.31	1373.08	1370.31	1372.58	44036.0
2012-03-05 14:30:00	ES	Futures	1372.58	1374.59	1371.07	1373.84	66135.0
2012-03-05 15:00:00	ES	Futures	1374.09	1375.6	1373.59	1375.1	64745.0
2012-03-05 15:30:00	ES	Futures	1375.1	1375.6	1373.33	1373.84	129422.0
2012-03-05 16:00:00	ES	Futures	1374.09	1375.35	1373.33	1375.1	67071.0
2012-03-05 16:30:00	ES	Futures	1374.85	1375.1	1373.84	1374.09	4604.0
2012-03-05 17:00:00	ES	Futures	1374.34	1374.34	1373.59	1373.59	1513.0
2012-03-05 18:00:00	ES	Futures	1374.34	1374.85	1373.84	1373.84	2828.0
2012-03-05 18:30:00	ES	Futures	1374.09	1375.6	1373.84	1375.6	2523.0
2012-03-05 19:00:00	ES	Futures	1375.6	1376.61	1374.85	1375.6	4476.0
2012-03-05 19:30:00	ES	Futures	1375.6	1375.85	1375.1	1375.35	1460.0
2012-03-05 20:00:00	ES	Futures	1375.35	1375.6	1373.59	1374.34	4356.0
2012-03-05 20:30:00	ES	Futures	1374.34	1374.34	1372.83	1373.84	4753.0
2012-03-05 21:00:00	ES	Futures	1373.59	1373.84	1372.33	1373.08	3509.0
2012-03-05 21:30:00	ES	Futures	1372.83	1373.33	1372.33	1372.83	1496.0
2012-03-05 22:00:00	ES	Futures	1372.83	1373.08	1371.57	1371.82	2773.0
2012-03-05 22:30:00	ES	Futures	1372.07	1372.58	1370.06	1371.57	6369.0
2012-03-05 23:00:00	ES	Futures	1371.57	1371.57	1370.31	1370.56	3465.0
2012-03-05 23:30:00	ES	Futures	1370.31	1371.07	1369.81	1370.56	2967.0
2012-03-05 00:00:00	NQ	Futures	3045.67	3045.96	3042.2	3042.78	381.0
2012-03-05 00:30:00	NQ	Futures	3042.78	3044.51	3042.78	3043.36	99.0
2012-03-05 01:00:00	NQ	Futures	3043.36	3044.8	3042.49	3044.8	142.0

> showing 50 of 2,635 rows — these rows as CSV

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