PREVIEW / futures_30min / 2012-03-07

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-07.parquet
  size:    73 KB
  rows:    2,733

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
2012-03-07 00:00:00	ES	Futures	1355.19	1355.44	1354.44	1355.19	4490.0
2012-03-07 00:30:00	ES	Futures	1355.44	1355.95	1354.69	1355.95	1530.0
2012-03-07 01:00:00	ES	Futures	1355.95	1356.96	1355.19	1356.7	2578.0
2012-03-07 01:30:00	ES	Futures	1356.96	1356.96	1355.95	1356.2	2369.0
2012-03-07 02:00:00	ES	Futures	1355.95	1357.71	1355.7	1356.96	5986.0
2012-03-07 02:30:00	ES	Futures	1356.96	1357.71	1356.2	1357.46	6326.0
2012-03-07 03:00:00	ES	Futures	1357.46	1358.72	1356.45	1356.96	31992.0
2012-03-07 03:30:00	ES	Futures	1357.21	1357.96	1355.19	1356.96	21470.0
2012-03-07 04:00:00	ES	Futures	1357.21	1358.47	1356.2	1357.96	18043.0
2012-03-07 04:30:00	ES	Futures	1358.22	1358.97	1357.21	1357.96	15625.0
2012-03-07 05:00:00	ES	Futures	1358.22	1359.73	1357.21	1359.22	15303.0
2012-03-07 05:30:00	ES	Futures	1359.22	1359.73	1358.47	1359.48	12900.0
2012-03-07 06:00:00	ES	Futures	1359.22	1359.22	1357.96	1358.47	10660.0
2012-03-07 06:30:00	ES	Futures	1358.22	1359.22	1358.22	1358.97	7308.0
2012-03-07 07:00:00	ES	Futures	1358.72	1358.97	1357.71	1358.47	16152.0
2012-03-07 07:30:00	ES	Futures	1358.47	1358.97	1356.96	1358.22	21793.0
2012-03-07 08:00:00	ES	Futures	1358.22	1359.22	1356.96	1358.47	38621.0
2012-03-07 08:30:00	ES	Futures	1358.47	1359.98	1357.96	1359.48	29581.0
2012-03-07 09:00:00	ES	Futures	1359.48	1359.98	1356.2	1356.45	37608.0
2012-03-07 09:30:00	ES	Futures	1356.45	1358.22	1354.94	1357.46	195620.0
2012-03-07 10:00:00	ES	Futures	1357.46	1358.22	1355.19	1356.2	122846.0
2012-03-07 10:30:00	ES	Futures	1356.45	1357.71	1355.7	1357.21	106233.0
2012-03-07 11:00:00	ES	Futures	1357.21	1362.5	1357.21	1361.49	219601.0
2012-03-07 11:30:00	ES	Futures	1361.74	1362.5	1361.24	1362.0	90929.0
2012-03-07 12:00:00	ES	Futures	1362.25	1363.0	1360.74	1362.0	82117.0
2012-03-07 12:30:00	ES	Futures	1362.0	1363.26	1361.49	1362.75	49289.0
2012-03-07 13:00:00	ES	Futures	1362.75	1363.26	1361.49	1362.25	46687.0
2012-03-07 13:30:00	ES	Futures	1362.25	1362.5	1360.23	1361.74	64369.0
2012-03-07 14:00:00	ES	Futures	1361.74	1363.76	1361.74	1363.26	65007.0
2012-03-07 14:30:00	ES	Futures	1363.0	1363.51	1360.99	1363.26	62810.0
2012-03-07 15:00:00	ES	Futures	1363.26	1364.26	1361.24	1363.26	66392.0
2012-03-07 15:30:00	ES	Futures	1363.26	1365.02	1362.5	1363.0	136838.0
2012-03-07 16:00:00	ES	Futures	1363.0	1364.01	1362.0	1363.76	67000.0
2012-03-07 16:30:00	ES	Futures	1363.51	1363.51	1362.25	1362.5	5358.0
2012-03-07 17:00:00	ES	Futures	1362.25	1363.26	1362.25	1362.5	2675.0
2012-03-07 18:00:00	ES	Futures	1363.0	1363.26	1362.5	1362.75	2298.0
2012-03-07 18:30:00	ES	Futures	1362.75	1363.0	1362.25	1362.5	1581.0
2012-03-07 19:00:00	ES	Futures	1362.5	1362.75	1361.74	1362.0	1875.0
2012-03-07 19:30:00	ES	Futures	1362.0	1363.0	1361.24	1362.5	4420.0
2012-03-07 20:00:00	ES	Futures	1362.5	1363.0	1362.0	1362.25	1577.0
2012-03-07 20:30:00	ES	Futures	1362.5	1363.26	1362.25	1362.75	2415.0
2012-03-07 21:00:00	ES	Futures	1362.5	1363.26	1362.5	1363.0	1553.0
2012-03-07 21:30:00	ES	Futures	1362.75	1363.51	1362.75	1363.51	2003.0
2012-03-07 22:00:00	ES	Futures	1363.51	1364.52	1363.26	1364.52	5073.0
2012-03-07 22:30:00	ES	Futures	1364.52	1366.53	1364.52	1365.52	7642.0
2012-03-07 23:00:00	ES	Futures	1365.77	1366.03	1365.02	1365.02	1506.0
2012-03-07 23:30:00	ES	Futures	1365.27	1365.77	1365.02	1365.52	1173.0
2012-03-07 00:00:00	NQ	Futures	2996.86	2997.44	2995.71	2997.44	99.0
2012-03-07 00:30:00	NQ	Futures	2997.44	2998.88	2996.57	2998.88	105.0
2012-03-07 01:00:00	NQ	Futures	2998.59	3000.61	2997.73	2999.46	201.0

> showing 50 of 2,733 rows — these rows as CSV

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