PREVIEW / futures_30min / 2012-03-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-15.parquet
  size:    75 KB
  rows:    2,747

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
2012-03-15 00:00:00	ES	Futures	1407.6	1407.6	1407.1	1407.6	533.0
2012-03-15 00:30:00	ES	Futures	1407.6	1410.13	1407.35	1408.87	7524.0
2012-03-15 01:00:00	ES	Futures	1408.87	1409.38	1407.6	1407.86	2062.0
2012-03-15 01:30:00	ES	Futures	1407.86	1407.86	1405.58	1405.83	4922.0
2012-03-15 02:00:00	ES	Futures	1405.83	1406.85	1405.83	1406.59	2054.0
2012-03-15 02:30:00	ES	Futures	1406.59	1407.86	1406.59	1407.86	2956.0
2012-03-15 03:00:00	ES	Futures	1407.6	1408.87	1406.34	1408.36	6836.0
2012-03-15 03:30:00	ES	Futures	1408.36	1408.87	1407.86	1408.36	2765.0
2012-03-15 04:00:00	ES	Futures	1408.36	1408.62	1406.09	1407.1	18515.0
2012-03-15 04:30:00	ES	Futures	1407.35	1408.62	1406.59	1407.86	17269.0
2012-03-15 05:00:00	ES	Futures	1407.86	1408.62	1406.85	1408.62	15067.0
2012-03-15 05:30:00	ES	Futures	1408.62	1410.39	1408.11	1408.11	20129.0
2012-03-15 06:00:00	ES	Futures	1408.36	1408.62	1406.34	1406.59	12778.0
2012-03-15 06:30:00	ES	Futures	1406.59	1408.11	1406.59	1406.85	13905.0
2012-03-15 07:00:00	ES	Futures	1406.85	1408.36	1406.85	1408.11	16652.0
2012-03-15 07:30:00	ES	Futures	1408.36	1409.38	1407.86	1409.38	19547.0
2012-03-15 08:00:00	ES	Futures	1409.12	1409.88	1408.36	1409.12	20045.0
2012-03-15 08:30:00	ES	Futures	1409.12	1409.88	1408.11	1408.36	38260.0
2012-03-15 09:00:00	ES	Futures	1408.62	1408.87	1407.35	1407.35	24415.0
2012-03-15 09:30:00	ES	Futures	1407.35	1407.86	1403.81	1406.34	200255.0
2012-03-15 10:00:00	ES	Futures	1406.34	1409.38	1404.57	1408.62	216267.0
2012-03-15 10:30:00	ES	Futures	1408.62	1410.13	1407.35	1407.6	134410.0
2012-03-15 11:00:00	ES	Futures	1407.86	1409.38	1406.34	1408.87	104656.0
2012-03-15 11:30:00	ES	Futures	1408.87	1409.63	1406.85	1409.12	111747.0
2012-03-15 12:00:00	ES	Futures	1409.38	1413.42	1408.87	1412.66	120360.0
2012-03-15 12:30:00	ES	Futures	1412.41	1413.68	1412.16	1412.41	60173.0
2012-03-15 13:00:00	ES	Futures	1412.41	1413.42	1411.15	1411.4	57262.0
2012-03-15 13:30:00	ES	Futures	1411.65	1412.16	1410.39	1410.89	62738.0
2012-03-15 14:00:00	ES	Futures	1410.89	1412.92	1409.88	1412.16	55275.0
2012-03-15 14:30:00	ES	Futures	1412.16	1413.17	1411.15	1412.66	54776.0
2012-03-15 15:00:00	ES	Futures	1412.41	1413.68	1411.91	1413.17	53369.0
2012-03-15 15:30:00	ES	Futures	1413.17	1414.18	1411.65	1412.92	133076.0
2012-03-15 16:00:00	ES	Futures	1412.92	1413.68	1412.16	1412.66	69721.0
2012-03-15 16:30:00	ES	Futures	1412.41	1412.41	1411.15	1411.91	7124.0
2012-03-15 17:00:00	ES	Futures	1411.91	1412.16	1411.4	1412.16	2208.0
2012-03-15 18:00:00	ES	Futures	1412.16	1412.66	1411.91	1411.91	3034.0
2012-03-15 18:30:00	ES	Futures	1412.16	1412.66	1411.15	1411.65	2708.0
2012-03-15 19:00:00	ES	Futures	1411.4	1412.16	1411.15	1412.16	941.0
2012-03-15 19:30:00	ES	Futures	1412.41	1412.41	1411.91	1411.91	770.0
2012-03-15 20:00:00	ES	Futures	1411.91	1412.16	1411.15	1411.15	1917.0
2012-03-15 20:30:00	ES	Futures	1411.15	1411.65	1410.64	1411.15	2976.0
2012-03-15 21:00:00	ES	Futures	1411.15	1411.91	1410.89	1411.91	1517.0
2012-03-15 21:30:00	ES	Futures	1411.91	1412.41	1411.65	1412.16	1189.0
2012-03-15 22:00:00	ES	Futures	1412.16	1412.66	1411.91	1412.16	1420.0
2012-03-15 22:30:00	ES	Futures	1412.16	1412.66	1412.16	1412.16	1145.0
2012-03-15 23:00:00	ES	Futures	1412.41	1412.41	1411.65	1411.65	874.0
2012-03-15 23:30:00	ES	Futures	1411.65	1412.16	1411.4	1411.4	1109.0
2012-03-15 00:00:00	NQ	Futures	3134.36	3134.64	3132.91	3134.36	128.0
2012-03-15 00:30:00	NQ	Futures	3134.64	3137.83	3134.36	3135.8	752.0
2012-03-15 01:00:00	NQ	Futures	3135.8	3136.67	3133.2	3133.2	202.0

> showing 50 of 2,747 rows — these rows as CSV

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