PREVIEW / futures_30min / 2012-03-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-19.parquet
  size:    74 KB
  rows:    2,678

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
2012-03-19 00:00:00	ES	Futures	1418.74	1418.74	1417.72	1418.23	1123.0
2012-03-19 00:30:00	ES	Futures	1417.98	1418.74	1417.98	1418.23	1282.0
2012-03-19 01:00:00	ES	Futures	1417.98	1418.23	1417.47	1417.98	834.0
2012-03-19 01:30:00	ES	Futures	1417.98	1418.48	1417.98	1418.23	719.0
2012-03-19 02:00:00	ES	Futures	1418.23	1418.23	1417.47	1417.98	1027.0
2012-03-19 02:30:00	ES	Futures	1417.98	1417.98	1417.22	1417.47	1077.0
2012-03-19 03:00:00	ES	Futures	1417.22	1417.47	1415.19	1415.45	4579.0
2012-03-19 03:30:00	ES	Futures	1415.19	1415.45	1413.93	1414.18	4929.0
2012-03-19 04:00:00	ES	Futures	1413.93	1414.18	1411.4	1411.91	18423.0
2012-03-19 04:30:00	ES	Futures	1411.65	1411.65	1410.13	1411.15	19542.0
2012-03-19 05:00:00	ES	Futures	1410.89	1412.41	1410.13	1412.16	11894.0
2012-03-19 05:30:00	ES	Futures	1411.91	1413.17	1411.91	1412.41	8051.0
2012-03-19 06:00:00	ES	Futures	1412.41	1412.66	1411.15	1411.91	7790.0
2012-03-19 06:30:00	ES	Futures	1411.91	1412.92	1411.15	1412.41	10574.0
2012-03-19 07:00:00	ES	Futures	1412.41	1413.93	1411.91	1413.68	10685.0
2012-03-19 07:30:00	ES	Futures	1413.93	1414.18	1412.66	1413.17	13584.0
2012-03-19 08:00:00	ES	Futures	1413.17	1413.93	1412.66	1413.93	15447.0
2012-03-19 08:30:00	ES	Futures	1413.93	1414.18	1411.4	1412.41	36347.0
2012-03-19 09:00:00	ES	Futures	1412.41	1414.44	1411.91	1414.18	18797.0
2012-03-19 09:30:00	ES	Futures	1414.44	1418.23	1412.92	1417.47	141665.0
2012-03-19 10:00:00	ES	Futures	1417.47	1417.72	1414.94	1416.46	110377.0
2012-03-19 10:30:00	ES	Futures	1416.46	1418.23	1416.21	1417.72	78345.0
2012-03-19 11:00:00	ES	Futures	1417.72	1417.72	1415.7	1417.22	97648.0
2012-03-19 11:30:00	ES	Futures	1417.22	1420.76	1416.71	1420.51	139252.0
2012-03-19 12:00:00	ES	Futures	1420.51	1421.52	1420.25	1421.27	75933.0
2012-03-19 12:30:00	ES	Futures	1421.01	1423.29	1420.76	1422.28	94060.0
2012-03-19 13:00:00	ES	Futures	1422.53	1424.81	1422.03	1424.3	78184.0
2012-03-19 13:30:00	ES	Futures	1424.3	1424.81	1423.54	1424.05	75474.0
2012-03-19 14:00:00	ES	Futures	1424.3	1424.81	1423.54	1424.3	46248.0
2012-03-19 14:30:00	ES	Futures	1424.3	1424.3	1422.28	1422.78	51353.0
2012-03-19 15:00:00	ES	Futures	1422.78	1423.54	1421.77	1422.03	74365.0
2012-03-19 15:30:00	ES	Futures	1422.28	1422.78	1419.75	1420.51	151353.0
2012-03-19 16:00:00	ES	Futures	1420.51	1421.01	1419.5	1421.01	80581.0
2012-03-19 16:30:00	ES	Futures	1420.76	1421.52	1420.51	1421.01	5694.0
2012-03-19 17:00:00	ES	Futures	1421.27	1421.77	1421.27	1421.52	1102.0
2012-03-19 18:00:00	ES	Futures	1421.01	1421.27	1420.51	1420.76	2130.0
2012-03-19 18:30:00	ES	Futures	1420.76	1421.01	1420.51	1420.76	1094.0
2012-03-19 19:00:00	ES	Futures	1420.76	1421.01	1420.0	1421.01	1426.0
2012-03-19 19:30:00	ES	Futures	1421.01	1421.01	1420.25	1420.51	743.0
2012-03-19 20:00:00	ES	Futures	1420.51	1421.52	1420.25	1421.01	2215.0
2012-03-19 20:30:00	ES	Futures	1420.76	1421.01	1420.51	1420.76	904.0
2012-03-19 21:00:00	ES	Futures	1420.76	1421.52	1420.51	1420.76	1275.0
2012-03-19 21:30:00	ES	Futures	1420.51	1420.51	1419.5	1420.25	2334.0
2012-03-19 22:00:00	ES	Futures	1420.25	1420.25	1418.74	1419.24	3497.0
2012-03-19 22:30:00	ES	Futures	1418.99	1419.5	1418.48	1418.74	2330.0
2012-03-19 23:00:00	ES	Futures	1418.48	1419.5	1418.23	1419.24	3508.0
2012-03-19 23:30:00	ES	Futures	1419.24	1420.0	1419.24	1419.5	1591.0
2012-03-19 00:00:00	NQ	Futures	3146.79	3146.79	3144.48	3145.06	203.0
2012-03-19 00:30:00	NQ	Futures	3145.35	3146.21	3144.48	3144.77	184.0
2012-03-19 01:00:00	NQ	Futures	3144.48	3145.06	3143.32	3144.77	132.0

> showing 50 of 2,678 rows — these rows as CSV

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