PREVIEW / futures_30min / 2012-03-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-09.parquet
  size:    64 KB
  rows:    2,224

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
2012-03-09 00:00:00	ES	Futures	1378.12	1379.38	1377.87	1378.88	2484.0
2012-03-09 00:30:00	ES	Futures	1378.63	1378.88	1377.62	1378.12	1891.0
2012-03-09 01:00:00	ES	Futures	1377.87	1378.37	1374.09	1375.35	7021.0
2012-03-09 01:30:00	ES	Futures	1375.6	1376.11	1375.35	1376.11	1373.0
2012-03-09 02:00:00	ES	Futures	1375.85	1377.11	1375.6	1376.36	3770.0
2012-03-09 02:30:00	ES	Futures	1376.36	1377.37	1376.11	1376.11	3530.0
2012-03-09 03:00:00	ES	Futures	1376.36	1378.63	1374.59	1377.62	11908.0
2012-03-09 03:30:00	ES	Futures	1377.37	1377.87	1375.35	1375.85	5275.0
2012-03-09 04:00:00	ES	Futures	1375.85	1377.11	1375.35	1376.61	4630.0
2012-03-09 04:30:00	ES	Futures	1376.61	1376.86	1375.35	1376.11	5660.0
2012-03-09 05:00:00	ES	Futures	1375.85	1376.36	1374.85	1375.6	3817.0
2012-03-09 05:30:00	ES	Futures	1375.6	1376.36	1375.35	1375.35	2900.0
2012-03-09 06:00:00	ES	Futures	1375.35	1376.11	1374.85	1375.85	3706.0
2012-03-09 06:30:00	ES	Futures	1376.11	1377.11	1375.85	1376.61	2291.0
2012-03-09 07:00:00	ES	Futures	1376.61	1377.37	1376.36	1376.61	6762.0
2012-03-09 07:30:00	ES	Futures	1376.86	1377.11	1375.6	1376.61	5788.0
2012-03-09 08:00:00	ES	Futures	1376.61	1379.38	1376.11	1379.13	11575.0
2012-03-09 08:30:00	ES	Futures	1378.88	1383.92	1377.87	1380.64	67682.0
2012-03-09 09:00:00	ES	Futures	1380.64	1380.64	1378.63	1379.13	20790.0
2012-03-09 09:30:00	ES	Futures	1378.88	1381.4	1377.37	1378.37	60445.0
2012-03-09 10:00:00	ES	Futures	1378.37	1383.41	1378.12	1382.91	54011.0
2012-03-09 10:30:00	ES	Futures	1383.16	1385.43	1382.91	1384.67	46686.0
2012-03-09 11:00:00	ES	Futures	1384.67	1385.18	1383.67	1383.67	26211.0
2012-03-09 11:30:00	ES	Futures	1383.67	1384.93	1382.91	1384.42	18790.0
2012-03-09 12:00:00	ES	Futures	1384.42	1384.93	1383.41	1384.17	11057.0
2012-03-09 12:30:00	ES	Futures	1384.17	1384.67	1383.16	1384.17	12638.0
2012-03-09 13:00:00	ES	Futures	1383.92	1385.18	1383.41	1383.67	11450.0
2012-03-09 13:30:00	ES	Futures	1383.67	1385.18	1383.67	1384.67	7788.0
2012-03-09 14:00:00	ES	Futures	1384.93	1385.18	1383.67	1383.92	6926.0
2012-03-09 14:30:00	ES	Futures	1383.92	1385.18	1379.63	1380.89	39533.0
2012-03-09 15:00:00	ES	Futures	1380.89	1382.41	1380.64	1381.65	18885.0
2012-03-09 15:30:00	ES	Futures	1381.65	1382.41	1379.63	1381.9	45468.0
2012-03-09 16:00:00	ES	Futures	1381.9	1384.17	1381.15	1382.91	29836.0
2012-03-09 00:00:00	NQ	Futures	3047.69	3050.29	3047.69	3049.13	172.0
2012-03-09 00:30:00	NQ	Futures	3049.42	3049.42	3047.11	3047.69	123.0
2012-03-09 01:00:00	NQ	Futures	3047.69	3048.27	3041.34	3043.36	386.0
2012-03-09 01:30:00	NQ	Futures	3043.36	3044.51	3043.36	3044.22	98.0
2012-03-09 02:00:00	NQ	Futures	3044.22	3047.11	3043.93	3045.09	240.0
2012-03-09 02:30:00	NQ	Futures	3045.09	3046.53	3044.22	3044.22	211.0
2012-03-09 03:00:00	NQ	Futures	3044.51	3049.13	3040.76	3047.4	539.0
2012-03-09 03:30:00	NQ	Futures	3047.11	3047.69	3043.36	3044.51	580.0
2012-03-09 04:00:00	NQ	Futures	3044.51	3046.25	3043.65	3045.38	379.0
2012-03-09 04:30:00	NQ	Futures	3045.09	3045.96	3042.78	3044.22	323.0
2012-03-09 05:00:00	NQ	Futures	3044.22	3045.38	3042.2	3043.36	189.0
2012-03-09 05:30:00	NQ	Futures	3043.36	3044.8	3043.07	3043.36	144.0
2012-03-09 06:00:00	NQ	Futures	3043.36	3045.67	3042.78	3045.38	228.0
2012-03-09 06:30:00	NQ	Futures	3045.09	3046.82	3044.8	3045.96	104.0
2012-03-09 07:00:00	NQ	Futures	3045.38	3048.56	3045.38	3045.38	427.0
2012-03-09 07:30:00	NQ	Futures	3045.67	3047.98	3044.22	3046.53	302.0
2012-03-09 08:00:00	NQ	Futures	3046.82	3054.33	3039.89	3052.89	810.0

> showing 50 of 2,224 rows — these rows as CSV

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