PREVIEW / futures_30min / 2012-03-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-16.parquet
  size:    63 KB
  rows:    2,231

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
2012-03-16 00:00:00	ES	Futures	1411.4	1412.41	1411.4	1412.16	925.0
2012-03-16 00:30:00	ES	Futures	1411.91	1412.41	1411.65	1411.91	708.0
2012-03-16 01:00:00	ES	Futures	1411.91	1412.41	1411.15	1411.65	2201.0
2012-03-16 01:30:00	ES	Futures	1411.4	1411.91	1410.89	1411.15	1571.0
2012-03-16 02:00:00	ES	Futures	1411.15	1412.16	1410.89	1411.91	1209.0
2012-03-16 02:30:00	ES	Futures	1411.91	1412.16	1411.91	1411.91	819.0
2012-03-16 03:00:00	ES	Futures	1412.16	1412.16	1411.4	1411.91	2616.0
2012-03-16 03:30:00	ES	Futures	1411.65	1412.41	1411.65	1411.91	2076.0
2012-03-16 04:00:00	ES	Futures	1411.91	1413.42	1411.65	1412.92	12754.0
2012-03-16 04:30:00	ES	Futures	1412.66	1413.17	1412.16	1412.66	11254.0
2012-03-16 05:00:00	ES	Futures	1412.66	1413.42	1412.16	1412.66	8770.0
2012-03-16 05:30:00	ES	Futures	1412.66	1413.17	1412.41	1412.92	5934.0
2012-03-16 06:00:00	ES	Futures	1412.66	1414.18	1412.66	1413.68	11157.0
2012-03-16 06:30:00	ES	Futures	1413.93	1413.93	1412.66	1413.17	15588.0
2012-03-16 07:00:00	ES	Futures	1413.17	1414.44	1412.92	1414.44	16355.0
2012-03-16 07:30:00	ES	Futures	1414.44	1416.21	1414.44	1415.95	31736.0
2012-03-16 08:00:00	ES	Futures	1415.7	1415.95	1414.94	1415.19	18175.0
2012-03-16 08:30:00	ES	Futures	1415.19	1417.22	1414.69	1416.71	44376.0
2012-03-16 09:00:00	ES	Futures	1416.71	1416.71	1415.19	1415.95	64106.0
2012-03-16 09:30:00	ES	Futures	1415.95	1416.97	1412.66	1413.42	210593.0
2012-03-16 10:00:00	ES	Futures	1413.68	1414.69	1412.16	1413.68	132038.0
2012-03-16 10:30:00	ES	Futures	1413.68	1415.95	1413.17	1415.7	103006.0
2012-03-16 11:00:00	ES	Futures	1415.95	1416.46	1413.93	1414.69	83457.0
2012-03-16 11:30:00	ES	Futures	1414.44	1415.95	1413.68	1415.7	69548.0
2012-03-16 12:00:00	ES	Futures	1415.7	1416.21	1414.69	1415.95	58362.0
2012-03-16 12:30:00	ES	Futures	1415.7	1416.97	1414.94	1415.19	56387.0
2012-03-16 13:00:00	ES	Futures	1415.19	1415.7	1414.94	1415.45	30089.0
2012-03-16 13:30:00	ES	Futures	1415.45	1415.95	1414.69	1415.45	32937.0
2012-03-16 14:00:00	ES	Futures	1415.7	1416.21	1415.45	1415.45	18268.0
2012-03-16 14:30:00	ES	Futures	1415.45	1416.46	1415.45	1415.7	30715.0
2012-03-16 15:00:00	ES	Futures	1415.7	1415.95	1413.17	1414.69	59019.0
2012-03-16 15:30:00	ES	Futures	1414.69	1416.21	1413.68	1415.19	103148.0
2012-03-16 16:00:00	ES	Futures	1415.19	1415.95	1413.93	1415.45	82657.0
2012-03-16 00:00:00	NQ	Futures	3135.51	3136.96	3135.51	3135.8	132.0
2012-03-16 00:30:00	NQ	Futures	3135.8	3136.38	3135.22	3135.51	71.0
2012-03-16 01:00:00	NQ	Futures	3135.51	3136.09	3134.07	3135.22	114.0
2012-03-16 01:30:00	NQ	Futures	3135.22	3135.22	3133.49	3134.36	100.0
2012-03-16 02:00:00	NQ	Futures	3134.36	3135.8	3133.78	3135.51	61.0
2012-03-16 02:30:00	NQ	Futures	3135.51	3136.96	3135.51	3136.67	110.0
2012-03-16 03:00:00	NQ	Futures	3136.38	3136.67	3134.36	3135.51	400.0
2012-03-16 03:30:00	NQ	Futures	3135.51	3136.67	3135.22	3136.09	105.0
2012-03-16 04:00:00	NQ	Futures	3136.09	3138.98	3135.51	3137.83	694.0
2012-03-16 04:30:00	NQ	Futures	3137.83	3138.98	3136.67	3137.54	742.0
2012-03-16 05:00:00	NQ	Futures	3137.54	3138.12	3135.8	3137.25	609.0
2012-03-16 05:30:00	NQ	Futures	3136.67	3137.83	3136.67	3137.25	367.0
2012-03-16 06:00:00	NQ	Futures	3137.25	3140.72	3137.25	3139.85	1186.0
2012-03-16 06:30:00	NQ	Futures	3139.85	3140.14	3137.54	3138.98	1110.0
2012-03-16 07:00:00	NQ	Futures	3138.4	3142.16	3138.4	3141.59	1520.0
2012-03-16 07:30:00	NQ	Futures	3141.59	3145.35	3141.59	3144.77	1609.0
2012-03-16 08:00:00	NQ	Futures	3144.48	3145.63	3142.45	3142.45	3614.0

> showing 50 of 2,231 rows — these rows as CSV

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