PREVIEW / futures_30min / 2012-03-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-12.parquet
  size:    68 KB
  rows:    2,546

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
2012-03-12 00:00:00	ES	Futures	1379.63	1380.14	1378.88	1379.63	432.0
2012-03-12 00:30:00	ES	Futures	1379.89	1379.89	1378.88	1378.88	794.0
2012-03-12 01:00:00	ES	Futures	1378.88	1379.13	1378.37	1378.63	974.0
2012-03-12 01:30:00	ES	Futures	1378.88	1378.88	1377.37	1378.12	1902.0
2012-03-12 02:00:00	ES	Futures	1378.12	1378.63	1377.37	1378.63	987.0
2012-03-12 02:30:00	ES	Futures	1378.63	1379.63	1378.37	1379.63	661.0
2012-03-12 03:00:00	ES	Futures	1379.38	1380.39	1379.13	1380.39	1661.0
2012-03-12 03:30:00	ES	Futures	1380.39	1380.39	1379.89	1380.14	1020.0
2012-03-12 04:00:00	ES	Futures	1380.39	1380.64	1378.12	1379.13	5162.0
2012-03-12 04:30:00	ES	Futures	1378.88	1380.64	1377.87	1380.39	5773.0
2012-03-12 05:00:00	ES	Futures	1380.64	1383.16	1380.14	1382.91	4226.0
2012-03-12 05:30:00	ES	Futures	1383.16	1383.41	1382.41	1382.41	2823.0
2012-03-12 06:00:00	ES	Futures	1382.66	1383.41	1382.15	1382.91	1547.0
2012-03-12 06:30:00	ES	Futures	1382.66	1383.16	1381.65	1381.9	2314.0
2012-03-12 07:00:00	ES	Futures	1381.9	1382.66	1381.4	1382.41	2659.0
2012-03-12 07:30:00	ES	Futures	1382.41	1382.41	1380.89	1381.65	3475.0
2012-03-12 08:00:00	ES	Futures	1381.65	1381.9	1379.13	1379.38	6100.0
2012-03-12 08:30:00	ES	Futures	1379.13	1380.89	1378.88	1380.89	6565.0
2012-03-12 09:00:00	ES	Futures	1381.15	1382.91	1380.64	1381.4	7366.0
2012-03-12 09:30:00	ES	Futures	1381.4	1383.67	1380.14	1381.4	18239.0
2012-03-12 10:00:00	ES	Futures	1381.15	1381.65	1378.88	1380.14	18135.0
2012-03-12 10:30:00	ES	Futures	1379.89	1380.89	1377.87	1379.63	21177.0
2012-03-12 11:00:00	ES	Futures	1379.63	1380.39	1377.87	1378.63	19129.0
2012-03-12 11:30:00	ES	Futures	1378.88	1380.14	1377.87	1377.87	27344.0
2012-03-12 12:00:00	ES	Futures	1377.87	1380.89	1376.86	1379.89	29640.0
2012-03-12 12:30:00	ES	Futures	1379.89	1380.39	1378.63	1379.63	11945.0
2012-03-12 13:00:00	ES	Futures	1379.89	1380.64	1378.88	1380.39	10456.0
2012-03-12 13:30:00	ES	Futures	1380.39	1382.91	1380.14	1381.65	9966.0
2012-03-12 14:00:00	ES	Futures	1381.4	1382.66	1380.89	1381.65	7426.0
2012-03-12 14:30:00	ES	Futures	1381.65	1382.41	1381.15	1382.41	6417.0
2012-03-12 15:00:00	ES	Futures	1382.41	1382.91	1381.4	1382.41	6547.0
2012-03-12 15:30:00	ES	Futures	1382.41	1382.41	1380.64	1381.9	24646.0
2012-03-12 16:00:00	ES	Futures	1381.9	1383.67	1381.4	1383.67	11304.0
2012-03-12 16:30:00	ES	Futures	1383.41	1383.67	1382.41	1383.67	2110.0
2012-03-12 17:00:00	ES	Futures	1383.67	1384.67	1383.41	1384.17	1215.0
2012-03-12 18:00:00	ES	Futures	1384.17	1384.42	1382.91	1383.16	792.0
2012-03-12 18:30:00	ES	Futures	1383.41	1384.42	1383.16	1383.92	206.0
2012-03-12 19:00:00	ES	Futures	1383.92	1384.17	1383.67	1383.67	115.0
2012-03-12 19:30:00	ES	Futures	1383.92	1384.42	1383.67	1384.17	439.0
2012-03-12 20:00:00	ES	Futures	1384.17	1384.93	1383.92	1384.17	546.0
2012-03-12 20:30:00	ES	Futures	1384.17	1386.19	1383.92	1385.68	1132.0
2012-03-12 21:00:00	ES	Futures	1385.43	1386.69	1384.93	1385.43	2348.0
2012-03-12 21:30:00	ES	Futures	1385.68	1386.94	1385.18	1385.93	1362.0
2012-03-12 22:00:00	ES	Futures	1386.19	1396.01	1385.68	1390.22	7604.0
2012-03-12 22:30:00	ES	Futures	1390.47	1390.47	1388.45	1388.96	1625.0
2012-03-12 23:00:00	ES	Futures	1388.96	1389.71	1388.45	1389.46	527.0
2012-03-12 23:30:00	ES	Futures	1389.21	1390.47	1389.21	1390.47	390.0
2012-03-12 00:00:00	NQ	Futures	3051.15	3051.73	3049.71	3051.15	79.0
2012-03-12 00:30:00	NQ	Futures	3051.44	3051.44	3050.0	3050.0	34.0
2012-03-12 01:00:00	NQ	Futures	3050.0	3050.0	3049.13	3049.71	62.0

> showing 50 of 2,546 rows — these rows as CSV

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