PREVIEW / futures_30min / 2012-03-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-21.parquet
  size:    76 KB
  rows:    2,774

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
2012-03-21 00:00:00	ES	Futures	1419.5	1419.75	1418.99	1419.5	1740.0
2012-03-21 00:30:00	ES	Futures	1419.24	1420.25	1419.24	1419.75	1833.0
2012-03-21 01:00:00	ES	Futures	1420.0	1420.25	1419.24	1419.75	2232.0
2012-03-21 01:30:00	ES	Futures	1419.5	1419.75	1418.48	1418.74	2337.0
2012-03-21 02:00:00	ES	Futures	1418.74	1419.24	1418.23	1418.99	2264.0
2012-03-21 02:30:00	ES	Futures	1418.99	1419.5	1418.48	1419.24	1417.0
2012-03-21 03:00:00	ES	Futures	1419.5	1420.51	1418.99	1418.99	3385.0
2012-03-21 03:30:00	ES	Futures	1418.99	1420.51	1418.48	1420.25	4908.0
2012-03-21 04:00:00	ES	Futures	1420.25	1422.03	1420.0	1421.77	18107.0
2012-03-21 04:30:00	ES	Futures	1421.77	1422.53	1421.01	1421.52	9658.0
2012-03-21 05:00:00	ES	Futures	1421.27	1421.52	1418.74	1419.24	19874.0
2012-03-21 05:30:00	ES	Futures	1418.99	1421.52	1418.74	1420.25	13396.0
2012-03-21 06:00:00	ES	Futures	1420.51	1421.01	1419.5	1420.51	10624.0
2012-03-21 06:30:00	ES	Futures	1420.25	1420.51	1418.99	1419.75	9745.0
2012-03-21 07:00:00	ES	Futures	1419.75	1420.0	1418.74	1419.24	11469.0
2012-03-21 07:30:00	ES	Futures	1418.99	1420.25	1418.99	1420.25	12599.0
2012-03-21 08:00:00	ES	Futures	1420.25	1420.51	1416.21	1417.22	30457.0
2012-03-21 08:30:00	ES	Futures	1417.22	1417.98	1416.46	1417.22	22487.0
2012-03-21 09:00:00	ES	Futures	1417.22	1417.98	1416.71	1417.47	23192.0
2012-03-21 09:30:00	ES	Futures	1417.22	1418.48	1414.69	1415.45	148214.0
2012-03-21 10:00:00	ES	Futures	1415.45	1415.7	1412.41	1415.19	178350.0
2012-03-21 10:30:00	ES	Futures	1414.94	1416.46	1411.65	1412.16	159703.0
2012-03-21 11:00:00	ES	Futures	1412.16	1413.93	1410.89	1413.17	123713.0
2012-03-21 11:30:00	ES	Futures	1413.42	1415.7	1413.17	1413.68	92452.0
2012-03-21 12:00:00	ES	Futures	1413.93	1417.47	1413.68	1416.97	85717.0
2012-03-21 12:30:00	ES	Futures	1416.71	1417.72	1416.21	1417.22	41344.0
2012-03-21 13:00:00	ES	Futures	1416.97	1417.22	1414.94	1415.95	39134.0
2012-03-21 13:30:00	ES	Futures	1415.7	1416.21	1414.18	1415.45	41629.0
2012-03-21 14:00:00	ES	Futures	1415.7	1416.97	1415.19	1416.21	44981.0
2012-03-21 14:30:00	ES	Futures	1416.46	1417.72	1415.19	1416.46	54848.0
2012-03-21 15:00:00	ES	Futures	1416.46	1418.48	1416.21	1417.72	49631.0
2012-03-21 15:30:00	ES	Futures	1417.47	1418.23	1413.93	1413.93	135712.0
2012-03-21 16:00:00	ES	Futures	1414.18	1414.94	1412.66	1414.44	82717.0
2012-03-21 16:30:00	ES	Futures	1414.44	1414.69	1413.68	1413.68	5049.0
2012-03-21 17:00:00	ES	Futures	1413.68	1413.93	1413.17	1413.42	1620.0
2012-03-21 18:00:00	ES	Futures	1413.68	1415.19	1413.68	1415.19	2148.0
2012-03-21 18:30:00	ES	Futures	1415.19	1415.19	1414.18	1414.69	1461.0
2012-03-21 19:00:00	ES	Futures	1414.69	1414.94	1414.18	1414.69	997.0
2012-03-21 19:30:00	ES	Futures	1414.69	1415.45	1414.44	1415.45	1167.0
2012-03-21 20:00:00	ES	Futures	1415.45	1416.46	1414.69	1416.21	3523.0
2012-03-21 20:30:00	ES	Futures	1416.21	1416.46	1415.7	1416.21	1121.0
2012-03-21 21:00:00	ES	Futures	1416.21	1416.97	1415.95	1416.71	2506.0
2012-03-21 21:30:00	ES	Futures	1416.46	1416.97	1415.45	1416.46	2221.0
2012-03-21 22:00:00	ES	Futures	1416.71	1417.47	1416.46	1416.97	1508.0
2012-03-21 22:30:00	ES	Futures	1416.71	1416.71	1410.39	1411.15	16136.0
2012-03-21 23:00:00	ES	Futures	1410.89	1412.41	1410.89	1412.16	3757.0
2012-03-21 23:30:00	ES	Futures	1412.16	1412.41	1411.15	1411.91	2344.0
2012-03-21 00:00:00	NQ	Futures	3169.64	3169.64	3168.19	3168.77	223.0
2012-03-21 00:30:00	NQ	Futures	3168.77	3170.51	3168.48	3170.22	106.0
2012-03-21 01:00:00	NQ	Futures	3170.22	3170.51	3168.48	3169.06	103.0

> showing 50 of 2,774 rows — these rows as CSV

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