PREVIEW / futures_30min / 2012-03-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-06.parquet
  size:    78 KB
  rows:    2,780

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
2012-03-06 00:00:00	ES	Futures	1370.56	1371.82	1370.06	1371.07	4449.0
2012-03-06 00:30:00	ES	Futures	1370.81	1372.58	1370.81	1372.58	2699.0
2012-03-06 01:00:00	ES	Futures	1372.58	1373.08	1371.32	1371.82	2830.0
2012-03-06 01:30:00	ES	Futures	1371.82	1371.82	1371.07	1371.32	1556.0
2012-03-06 02:00:00	ES	Futures	1371.07	1371.57	1370.06	1370.56	4099.0
2012-03-06 02:30:00	ES	Futures	1370.56	1370.81	1369.81	1370.56	4385.0
2012-03-06 03:00:00	ES	Futures	1370.56	1370.81	1367.29	1368.04	31113.0
2012-03-06 03:30:00	ES	Futures	1367.79	1369.55	1367.03	1367.54	24226.0
2012-03-06 04:00:00	ES	Futures	1367.54	1368.29	1365.27	1365.52	31277.0
2012-03-06 04:30:00	ES	Futures	1365.52	1365.77	1363.76	1364.77	41357.0
2012-03-06 05:00:00	ES	Futures	1364.77	1365.77	1362.5	1362.75	37716.0
2012-03-06 05:30:00	ES	Futures	1362.5	1364.52	1362.5	1363.76	20300.0
2012-03-06 06:00:00	ES	Futures	1364.01	1365.02	1363.51	1364.77	13124.0
2012-03-06 06:30:00	ES	Futures	1364.77	1365.02	1362.75	1363.51	16528.0
2012-03-06 07:00:00	ES	Futures	1363.51	1365.27	1363.0	1364.77	17608.0
2012-03-06 07:30:00	ES	Futures	1364.77	1365.52	1363.76	1364.26	23483.0
2012-03-06 08:00:00	ES	Futures	1364.26	1365.02	1363.26	1363.76	22796.0
2012-03-06 08:30:00	ES	Futures	1363.76	1364.77	1362.0	1363.0	41013.0
2012-03-06 09:00:00	ES	Futures	1362.75	1362.75	1358.97	1359.22	104999.0
2012-03-06 09:30:00	ES	Futures	1359.22	1360.23	1355.95	1356.96	283923.0
2012-03-06 10:00:00	ES	Futures	1356.96	1358.22	1353.68	1355.44	220661.0
2012-03-06 10:30:00	ES	Futures	1355.19	1357.46	1353.68	1354.69	162187.0
2012-03-06 11:00:00	ES	Futures	1354.69	1357.21	1354.18	1357.21	169759.0
2012-03-06 11:30:00	ES	Futures	1356.96	1356.96	1353.18	1354.18	157218.0
2012-03-06 12:00:00	ES	Futures	1354.18	1354.94	1351.41	1351.92	125307.0
2012-03-06 12:30:00	ES	Futures	1351.66	1353.93	1351.66	1352.92	67975.0
2012-03-06 13:00:00	ES	Futures	1352.92	1353.93	1351.41	1351.92	76354.0
2012-03-06 13:30:00	ES	Futures	1352.17	1353.43	1350.91	1352.17	71422.0
2012-03-06 14:00:00	ES	Futures	1352.17	1353.68	1350.15	1350.66	88429.0
2012-03-06 14:30:00	ES	Futures	1350.66	1351.66	1349.14	1350.15	86796.0
2012-03-06 15:00:00	ES	Futures	1349.9	1352.42	1349.9	1351.66	70776.0
2012-03-06 15:30:00	ES	Futures	1351.41	1354.44	1350.4	1352.67	189821.0
2012-03-06 16:00:00	ES	Futures	1352.92	1353.43	1351.66	1352.17	96249.0
2012-03-06 16:30:00	ES	Futures	1352.17	1353.93	1351.92	1352.67	7751.0
2012-03-06 17:00:00	ES	Futures	1352.92	1353.18	1352.17	1352.92	2390.0
2012-03-06 18:00:00	ES	Futures	1353.43	1354.18	1352.92	1353.68	4390.0
2012-03-06 18:30:00	ES	Futures	1353.93	1355.7	1353.68	1355.44	8098.0
2012-03-06 19:00:00	ES	Futures	1355.44	1355.7	1354.69	1355.7	4670.0
2012-03-06 19:30:00	ES	Futures	1355.44	1355.95	1354.44	1355.44	5597.0
2012-03-06 20:00:00	ES	Futures	1355.44	1356.7	1355.44	1356.45	5150.0
2012-03-06 20:30:00	ES	Futures	1356.2	1356.96	1355.95	1356.2	4497.0
2012-03-06 21:00:00	ES	Futures	1356.45	1356.96	1356.2	1356.45	2199.0
2012-03-06 21:30:00	ES	Futures	1356.45	1357.71	1356.45	1357.21	4521.0
2012-03-06 22:00:00	ES	Futures	1357.46	1357.71	1356.45	1357.21	2379.0
2012-03-06 22:30:00	ES	Futures	1357.21	1357.21	1356.2	1356.45	1749.0
2012-03-06 23:00:00	ES	Futures	1356.45	1356.45	1354.94	1355.7	2613.0
2012-03-06 23:30:00	ES	Futures	1355.44	1355.7	1354.94	1355.19	1421.0
2012-03-06 00:00:00	NQ	Futures	3010.43	3013.32	3010.43	3011.88	367.0
2012-03-06 00:30:00	NQ	Futures	3012.17	3014.19	3011.59	3013.61	414.0
2012-03-06 01:00:00	NQ	Futures	3013.32	3014.48	3011.88	3012.74	377.0

> showing 50 of 2,780 rows — these rows as CSV

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