PREVIEW / futures_30min / 2012-03-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-20.parquet
  size:    75 KB
  rows:    2,768

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
2012-03-20 00:00:00	ES	Futures	1419.5	1420.25	1419.5	1419.75	764.0
2012-03-20 00:30:00	ES	Futures	1419.75	1420.0	1418.74	1418.74	1536.0
2012-03-20 01:00:00	ES	Futures	1418.74	1419.5	1418.48	1418.74	2019.0
2012-03-20 01:30:00	ES	Futures	1418.99	1420.0	1418.74	1420.0	2007.0
2012-03-20 02:00:00	ES	Futures	1419.75	1420.51	1419.5	1420.25	1222.0
2012-03-20 02:30:00	ES	Futures	1420.25	1420.76	1420.0	1420.25	2096.0
2012-03-20 03:00:00	ES	Futures	1420.0	1420.25	1418.48	1419.24	4306.0
2012-03-20 03:30:00	ES	Futures	1419.24	1419.24	1417.72	1417.72	5503.0
2012-03-20 04:00:00	ES	Futures	1417.72	1418.23	1416.46	1417.22	14508.0
2012-03-20 04:30:00	ES	Futures	1416.97	1418.23	1415.95	1417.98	14026.0
2012-03-20 05:00:00	ES	Futures	1417.98	1418.48	1413.93	1414.94	18497.0
2012-03-20 05:30:00	ES	Futures	1414.94	1414.94	1411.65	1413.17	36997.0
2012-03-20 06:00:00	ES	Futures	1412.92	1413.68	1412.16	1412.66	12498.0
2012-03-20 06:30:00	ES	Futures	1412.66	1412.92	1411.65	1411.91	22220.0
2012-03-20 07:00:00	ES	Futures	1412.16	1413.68	1411.91	1413.42	16102.0
2012-03-20 07:30:00	ES	Futures	1413.42	1413.93	1412.41	1412.41	16713.0
2012-03-20 08:00:00	ES	Futures	1412.41	1412.66	1410.89	1412.16	35394.0
2012-03-20 08:30:00	ES	Futures	1412.16	1413.17	1411.65	1411.91	25437.0
2012-03-20 09:00:00	ES	Futures	1411.91	1413.68	1411.65	1412.66	24510.0
2012-03-20 09:30:00	ES	Futures	1412.41	1412.92	1408.36	1411.4	205003.0
2012-03-20 10:00:00	ES	Futures	1411.65	1413.68	1410.64	1411.91	123013.0
2012-03-20 10:30:00	ES	Futures	1411.65	1414.44	1411.15	1413.42	104992.0
2012-03-20 11:00:00	ES	Futures	1413.17	1414.69	1412.92	1414.18	114145.0
2012-03-20 11:30:00	ES	Futures	1414.18	1414.44	1411.4	1413.17	121556.0
2012-03-20 12:00:00	ES	Futures	1412.92	1414.18	1412.66	1413.17	82449.0
2012-03-20 12:30:00	ES	Futures	1413.42	1414.44	1412.92	1413.93	61885.0
2012-03-20 13:00:00	ES	Futures	1413.93	1416.46	1413.68	1414.94	60775.0
2012-03-20 13:30:00	ES	Futures	1415.19	1416.21	1414.18	1415.95	40762.0
2012-03-20 14:00:00	ES	Futures	1415.95	1417.72	1414.94	1416.97	57072.0
2012-03-20 14:30:00	ES	Futures	1416.71	1416.97	1415.95	1416.46	50599.0
2012-03-20 15:00:00	ES	Futures	1416.46	1418.23	1416.46	1417.47	61899.0
2012-03-20 15:30:00	ES	Futures	1417.22	1417.98	1414.69	1416.21	154366.0
2012-03-20 16:00:00	ES	Futures	1416.21	1416.97	1415.45	1416.71	58946.0
2012-03-20 16:30:00	ES	Futures	1416.71	1418.23	1416.46	1417.72	7179.0
2012-03-20 17:00:00	ES	Futures	1417.47	1417.72	1416.71	1417.22	2194.0
2012-03-20 18:00:00	ES	Futures	1416.97	1417.22	1416.21	1416.71	2173.0
2012-03-20 18:30:00	ES	Futures	1416.97	1416.97	1416.46	1416.71	524.0
2012-03-20 19:00:00	ES	Futures	1416.71	1416.97	1415.45	1416.46	3904.0
2012-03-20 19:30:00	ES	Futures	1416.46	1416.71	1416.21	1416.71	1314.0
2012-03-20 20:00:00	ES	Futures	1416.46	1418.74	1416.46	1418.74	4495.0
2012-03-20 20:30:00	ES	Futures	1418.74	1421.27	1418.48	1421.01	7538.0
2012-03-20 21:00:00	ES	Futures	1421.01	1422.28	1420.76	1421.52	6628.0
2012-03-20 21:30:00	ES	Futures	1421.52	1421.77	1420.51	1421.01	4473.0
2012-03-20 22:00:00	ES	Futures	1421.01	1422.03	1420.76	1421.77	3347.0
2012-03-20 22:30:00	ES	Futures	1421.77	1422.28	1421.27	1421.52	3353.0
2012-03-20 23:00:00	ES	Futures	1421.52	1421.77	1420.25	1420.51	2359.0
2012-03-20 23:30:00	ES	Futures	1420.51	1420.76	1419.5	1419.75	2115.0
2012-03-20 00:00:00	NQ	Futures	3154.02	3154.02	3153.44	3153.44	220.0
2012-03-20 00:30:00	NQ	Futures	3153.73	3153.73	3151.71	3151.71	448.0
2012-03-20 01:00:00	NQ	Futures	3151.71	3152.58	3151.13	3151.13	192.0

> showing 50 of 2,768 rows — these rows as CSV

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