PREVIEW / futures_30min / 2012-03-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-13.parquet
  size:    73 KB
  rows:    2,696

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
2012-03-13 00:00:00	ES	Futures	1390.22	1390.72	1389.97	1389.97	571.0
2012-03-13 00:30:00	ES	Futures	1389.97	1390.47	1389.97	1389.97	410.0
2012-03-13 01:00:00	ES	Futures	1389.97	1390.22	1388.2	1388.96	1050.0
2012-03-13 01:30:00	ES	Futures	1388.96	1389.97	1388.71	1389.21	439.0
2012-03-13 02:00:00	ES	Futures	1389.21	1390.72	1388.96	1390.72	818.0
2012-03-13 02:30:00	ES	Futures	1390.72	1390.72	1390.22	1390.22	530.0
2012-03-13 03:00:00	ES	Futures	1390.22	1390.72	1389.21	1389.97	1333.0
2012-03-13 03:30:00	ES	Futures	1389.71	1389.97	1388.45	1388.71	2508.0
2012-03-13 04:00:00	ES	Futures	1388.96	1389.97	1388.2	1389.97	3832.0
2012-03-13 04:30:00	ES	Futures	1389.97	1390.47	1388.71	1388.96	2747.0
2012-03-13 05:00:00	ES	Futures	1388.96	1390.22	1388.96	1390.22	2282.0
2012-03-13 05:30:00	ES	Futures	1390.22	1391.98	1389.97	1391.98	3274.0
2012-03-13 06:00:00	ES	Futures	1391.98	1392.49	1390.97	1391.48	4621.0
2012-03-13 06:30:00	ES	Futures	1391.73	1392.23	1391.23	1391.73	2872.0
2012-03-13 07:00:00	ES	Futures	1391.73	1391.98	1390.72	1390.97	3568.0
2012-03-13 07:30:00	ES	Futures	1390.97	1391.98	1390.47	1390.47	2820.0
2012-03-13 08:00:00	ES	Futures	1390.47	1390.72	1389.97	1390.47	3861.0
2012-03-13 08:30:00	ES	Futures	1390.47	1391.48	1388.71	1388.96	8741.0
2012-03-13 09:00:00	ES	Futures	1388.96	1389.46	1387.95	1389.46	7468.0
2012-03-13 09:30:00	ES	Futures	1389.21	1390.22	1387.19	1387.7	20893.0
2012-03-13 10:00:00	ES	Futures	1387.7	1388.96	1386.94	1388.71	11835.0
2012-03-13 10:30:00	ES	Futures	1388.71	1391.73	1388.71	1390.72	24002.0
2012-03-13 11:00:00	ES	Futures	1390.97	1392.74	1390.97	1392.23	11445.0
2012-03-13 11:30:00	ES	Futures	1392.23	1394.75	1391.98	1393.49	15745.0
2012-03-13 12:00:00	ES	Futures	1393.49	1394.25	1393.24	1394.0	7549.0
2012-03-13 12:30:00	ES	Futures	1394.0	1395.26	1393.24	1395.26	9263.0
2012-03-13 13:00:00	ES	Futures	1395.01	1396.01	1394.75	1395.01	7733.0
2012-03-13 13:30:00	ES	Futures	1395.26	1395.26	1394.0	1394.25	4415.0
2012-03-13 14:00:00	ES	Futures	1394.25	1396.77	1392.99	1393.49	19383.0
2012-03-13 14:30:00	ES	Futures	1393.75	1395.51	1391.98	1393.75	14667.0
2012-03-13 15:00:00	ES	Futures	1393.75	1404.83	1393.75	1402.06	42625.0
2012-03-13 15:30:00	ES	Futures	1402.31	1407.6	1401.81	1406.85	32725.0
2012-03-13 16:00:00	ES	Futures	1407.1	1408.11	1406.09	1407.6	22211.0
2012-03-13 16:30:00	ES	Futures	1407.6	1409.87	1402.82	1408.86	9743.0
2012-03-13 17:00:00	ES	Futures	1408.61	1409.37	1407.35	1407.6	1289.0
2012-03-13 18:00:00	ES	Futures	1407.1	1407.35	1406.6	1406.6	753.0
2012-03-13 18:30:00	ES	Futures	1406.6	1408.61	1406.6	1408.11	105.0
2012-03-13 19:00:00	ES	Futures	1408.11	1408.11	1406.85	1407.1	251.0
2012-03-13 19:30:00	ES	Futures	1407.1	1407.1	1406.6	1406.6	379.0
2012-03-13 20:00:00	ES	Futures	1406.85	1406.85	1404.33	1404.83	1703.0
2012-03-13 20:30:00	ES	Futures	1404.83	1405.59	1404.83	1405.59	231.0
2012-03-13 21:00:00	ES	Futures	1405.34	1405.84	1404.83	1405.09	504.0
2012-03-13 21:30:00	ES	Futures	1405.34	1406.35	1404.58	1405.34	499.0
2012-03-13 22:00:00	ES	Futures	1405.59	1405.59	1404.83	1405.59	274.0
2012-03-13 22:30:00	ES	Futures	1405.59	1405.59	1405.09	1405.34	171.0
2012-03-13 23:00:00	ES	Futures	1405.09	1407.6	1405.09	1407.1	693.0
2012-03-13 23:30:00	ES	Futures	1407.1	1407.86	1406.85	1407.6	783.0
2012-03-13 00:00:00	NQ	Futures	3077.72	3078.88	3077.15	3077.15	183.0
2012-03-13 00:30:00	NQ	Futures	3076.86	3077.15	3076.86	3077.15	13.0
2012-03-13 01:00:00	NQ	Futures	3077.15	3077.15	3073.1	3073.97	54.0

> showing 50 of 2,696 rows — these rows as CSV

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