PREVIEW / futures_30min / 2012-03-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-22.parquet
  size:    75 KB
  rows:    2,742

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
2012-03-22 00:00:00	ES	Futures	1411.65	1412.66	1411.4	1412.66	1254.0
2012-03-22 00:30:00	ES	Futures	1412.41	1413.42	1412.41	1412.92	2419.0
2012-03-22 01:00:00	ES	Futures	1412.92	1414.44	1412.41	1413.42	2802.0
2012-03-22 01:30:00	ES	Futures	1413.68	1414.18	1412.66	1413.17	1525.0
2012-03-22 02:00:00	ES	Futures	1413.17	1413.42	1412.92	1413.17	823.0
2012-03-22 02:30:00	ES	Futures	1413.42	1413.42	1411.91	1412.66	1102.0
2012-03-22 03:00:00	ES	Futures	1412.92	1414.69	1412.66	1413.42	3524.0
2012-03-22 03:30:00	ES	Futures	1413.42	1413.93	1411.91	1412.16	3231.0
2012-03-22 04:00:00	ES	Futures	1412.16	1412.66	1409.12	1409.63	19794.0
2012-03-22 04:30:00	ES	Futures	1409.38	1409.63	1405.33	1406.59	51775.0
2012-03-22 05:00:00	ES	Futures	1406.34	1407.35	1404.06	1404.82	29872.0
2012-03-22 05:30:00	ES	Futures	1404.82	1405.58	1403.3	1405.33	18757.0
2012-03-22 06:00:00	ES	Futures	1405.33	1406.59	1404.32	1405.08	13093.0
2012-03-22 06:30:00	ES	Futures	1405.33	1406.09	1404.82	1406.09	10053.0
2012-03-22 07:00:00	ES	Futures	1406.09	1406.85	1405.83	1405.83	16291.0
2012-03-22 07:30:00	ES	Futures	1405.83	1406.34	1404.57	1405.08	18681.0
2012-03-22 08:00:00	ES	Futures	1405.08	1406.59	1404.82	1406.34	24934.0
2012-03-22 08:30:00	ES	Futures	1406.34	1407.6	1405.33	1406.85	39279.0
2012-03-22 09:00:00	ES	Futures	1406.85	1407.35	1402.55	1403.56	51435.0
2012-03-22 09:30:00	ES	Futures	1403.56	1406.59	1403.05	1405.08	180338.0
2012-03-22 10:00:00	ES	Futures	1405.33	1407.35	1402.8	1404.32	125249.0
2012-03-22 10:30:00	ES	Futures	1404.57	1404.57	1400.52	1401.03	142243.0
2012-03-22 11:00:00	ES	Futures	1401.03	1402.8	1399.0	1402.29	130084.0
2012-03-22 11:30:00	ES	Futures	1402.29	1403.56	1401.79	1403.05	65477.0
2012-03-22 12:00:00	ES	Futures	1403.05	1404.82	1402.8	1404.06	80952.0
2012-03-22 12:30:00	ES	Futures	1404.06	1405.58	1403.05	1405.58	63521.0
2012-03-22 13:00:00	ES	Futures	1405.58	1405.58	1403.56	1404.57	34731.0
2012-03-22 13:30:00	ES	Futures	1404.82	1405.58	1403.3	1404.06	34403.0
2012-03-22 14:00:00	ES	Futures	1404.32	1404.32	1402.55	1404.32	50521.0
2012-03-22 14:30:00	ES	Futures	1404.32	1404.57	1402.04	1402.29	39873.0
2012-03-22 15:00:00	ES	Futures	1402.55	1402.55	1399.0	1401.79	86670.0
2012-03-22 15:30:00	ES	Futures	1402.04	1405.58	1401.03	1403.3	209439.0
2012-03-22 16:00:00	ES	Futures	1403.3	1405.83	1403.3	1405.58	80398.0
2012-03-22 16:30:00	ES	Futures	1405.58	1406.34	1405.33	1406.34	5960.0
2012-03-22 17:00:00	ES	Futures	1406.09	1406.85	1406.09	1406.34	4361.0
2012-03-22 18:00:00	ES	Futures	1406.59	1406.59	1405.58	1406.59	1876.0
2012-03-22 18:30:00	ES	Futures	1406.59	1406.59	1405.58	1405.58	1016.0
2012-03-22 19:00:00	ES	Futures	1405.83	1406.09	1405.08	1405.58	1009.0
2012-03-22 19:30:00	ES	Futures	1405.33	1406.59	1405.08	1406.34	1640.0
2012-03-22 20:00:00	ES	Futures	1406.59	1407.35	1406.59	1407.1	2343.0
2012-03-22 20:30:00	ES	Futures	1407.35	1407.35	1406.59	1407.1	1539.0
2012-03-22 21:00:00	ES	Futures	1407.1	1407.1	1405.83	1406.09	1755.0
2012-03-22 21:30:00	ES	Futures	1406.34	1406.85	1406.09	1406.59	1335.0
2012-03-22 22:00:00	ES	Futures	1406.34	1407.35	1406.09	1407.35	1363.0
2012-03-22 22:30:00	ES	Futures	1407.35	1407.35	1406.34	1406.85	979.0
2012-03-22 23:00:00	ES	Futures	1406.59	1407.6	1406.59	1407.1	1731.0
2012-03-22 23:30:00	ES	Futures	1407.1	1408.36	1407.1	1408.11	2566.0
2012-03-22 00:00:00	NQ	Futures	3158.36	3160.96	3158.07	3160.96	201.0
2012-03-22 00:30:00	NQ	Futures	3161.25	3162.99	3160.96	3161.25	134.0
2012-03-22 01:00:00	NQ	Futures	3161.83	3164.14	3160.38	3162.7	176.0

> showing 50 of 2,742 rows — these rows as CSV

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