PREVIEW / futures_30min / 2012-03-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-14.parquet
  size:    76 KB
  rows:    2,716

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
2012-03-14 00:00:00	ES	Futures	1407.6	1407.6	1406.59	1406.85	1402.0
2012-03-14 00:30:00	ES	Futures	1406.85	1407.35	1406.09	1406.34	1242.0
2012-03-14 01:00:00	ES	Futures	1406.34	1406.59	1405.58	1406.34	1824.0
2012-03-14 01:30:00	ES	Futures	1406.34	1406.59	1404.06	1404.06	3301.0
2012-03-14 02:00:00	ES	Futures	1404.32	1405.08	1403.3	1404.32	4850.0
2012-03-14 02:30:00	ES	Futures	1404.57	1405.08	1404.06	1405.08	2614.0
2012-03-14 03:00:00	ES	Futures	1404.82	1406.59	1404.82	1405.83	4191.0
2012-03-14 03:30:00	ES	Futures	1405.58	1406.59	1404.82	1406.34	4489.0
2012-03-14 04:00:00	ES	Futures	1406.59	1406.59	1404.82	1405.08	23946.0
2012-03-14 04:30:00	ES	Futures	1404.82	1406.59	1404.82	1406.59	18335.0
2012-03-14 05:00:00	ES	Futures	1406.59	1408.36	1406.09	1408.11	14520.0
2012-03-14 05:30:00	ES	Futures	1408.11	1408.36	1406.85	1408.11	19795.0
2012-03-14 06:00:00	ES	Futures	1407.86	1408.87	1407.6	1408.62	10073.0
2012-03-14 06:30:00	ES	Futures	1408.36	1410.39	1408.36	1410.13	26418.0
2012-03-14 07:00:00	ES	Futures	1410.13	1410.13	1408.36	1408.62	18825.0
2012-03-14 07:30:00	ES	Futures	1408.62	1408.87	1406.09	1406.34	27111.0
2012-03-14 08:00:00	ES	Futures	1406.34	1407.35	1405.83	1406.85	19876.0
2012-03-14 08:30:00	ES	Futures	1406.85	1407.6	1406.09	1407.6	28985.0
2012-03-14 09:00:00	ES	Futures	1407.6	1408.11	1406.85	1407.1	34599.0
2012-03-14 09:30:00	ES	Futures	1407.1	1409.63	1406.09	1409.12	170168.0
2012-03-14 10:00:00	ES	Futures	1409.12	1410.89	1408.11	1409.12	153043.0
2012-03-14 10:30:00	ES	Futures	1409.12	1409.63	1405.83	1406.34	141487.0
2012-03-14 11:00:00	ES	Futures	1406.09	1406.85	1404.32	1405.08	123819.0
2012-03-14 11:30:00	ES	Futures	1405.08	1405.83	1404.06	1405.58	88380.0
2012-03-14 12:00:00	ES	Futures	1405.33	1406.09	1404.32	1404.57	57989.0
2012-03-14 12:30:00	ES	Futures	1404.57	1407.35	1404.32	1406.85	75723.0
2012-03-14 13:00:00	ES	Futures	1407.1	1409.38	1406.34	1409.12	66988.0
2012-03-14 13:30:00	ES	Futures	1409.12	1409.12	1402.8	1403.3	121059.0
2012-03-14 14:00:00	ES	Futures	1403.05	1404.57	1401.53	1403.3	110377.0
2012-03-14 14:30:00	ES	Futures	1403.3	1404.57	1402.04	1403.81	68315.0
2012-03-14 15:00:00	ES	Futures	1403.81	1404.32	1400.77	1403.81	82711.0
2012-03-14 15:30:00	ES	Futures	1404.06	1405.83	1403.3	1405.33	105132.0
2012-03-14 16:00:00	ES	Futures	1405.33	1405.83	1404.57	1405.33	48128.0
2012-03-14 16:30:00	ES	Futures	1404.82	1404.82	1403.05	1403.05	5709.0
2012-03-14 17:00:00	ES	Futures	1403.3	1403.3	1401.28	1401.53	3695.0
2012-03-14 18:00:00	ES	Futures	1401.79	1403.05	1401.28	1402.8	2851.0
2012-03-14 18:30:00	ES	Futures	1403.05	1403.3	1402.29	1403.3	928.0
2012-03-14 19:00:00	ES	Futures	1403.3	1403.56	1403.05	1403.56	1155.0
2012-03-14 19:30:00	ES	Futures	1403.3	1404.06	1403.3	1403.81	2933.0
2012-03-14 20:00:00	ES	Futures	1403.81	1405.33	1403.56	1405.08	5325.0
2012-03-14 20:30:00	ES	Futures	1405.08	1406.09	1405.08	1405.58	2731.0
2012-03-14 21:00:00	ES	Futures	1405.33	1406.59	1405.08	1406.59	3488.0
2012-03-14 21:30:00	ES	Futures	1406.34	1407.6	1405.83	1406.09	3999.0
2012-03-14 22:00:00	ES	Futures	1406.09	1406.59	1405.08	1405.83	4105.0
2012-03-14 22:30:00	ES	Futures	1405.83	1407.35	1405.83	1407.1	1890.0
2012-03-14 23:00:00	ES	Futures	1406.85	1407.35	1406.59	1407.35	1106.0
2012-03-14 23:30:00	ES	Futures	1407.35	1407.6	1406.85	1407.6	1086.0
2012-03-14 00:00:00	NQ	Futures	3114.98	3114.98	3113.53	3113.82	91.0
2012-03-14 00:30:00	NQ	Futures	3113.82	3114.69	3112.67	3112.95	94.0
2012-03-14 01:00:00	NQ	Futures	3112.67	3113.24	3111.8	3113.24	93.0

> showing 50 of 2,716 rows — these rows as CSV

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