PREVIEW / futures_30min / 2012-03-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-23.parquet
  size:    65 KB
  rows:    2,222

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
2012-03-23 00:00:00	ES	Futures	1408.11	1408.36	1407.35	1407.35	1339.0
2012-03-23 00:30:00	ES	Futures	1407.35	1408.11	1407.35	1407.6	758.0
2012-03-23 01:00:00	ES	Futures	1407.6	1408.11	1406.85	1407.35	1606.0
2012-03-23 01:30:00	ES	Futures	1407.35	1407.35	1406.34	1406.34	1001.0
2012-03-23 02:00:00	ES	Futures	1406.59	1406.59	1405.83	1406.34	1327.0
2012-03-23 02:30:00	ES	Futures	1406.34	1406.59	1405.83	1406.34	1680.0
2012-03-23 03:00:00	ES	Futures	1406.09	1409.63	1406.09	1409.38	6586.0
2012-03-23 03:30:00	ES	Futures	1409.38	1409.88	1408.36	1408.62	5927.0
2012-03-23 04:00:00	ES	Futures	1408.87	1410.39	1407.6	1409.88	18143.0
2012-03-23 04:30:00	ES	Futures	1409.88	1411.91	1409.63	1410.89	23095.0
2012-03-23 05:00:00	ES	Futures	1410.89	1411.65	1407.35	1407.86	17978.0
2012-03-23 05:30:00	ES	Futures	1407.86	1408.36	1405.08	1406.59	21309.0
2012-03-23 06:00:00	ES	Futures	1406.59	1407.1	1404.82	1406.34	10506.0
2012-03-23 06:30:00	ES	Futures	1406.09	1406.34	1404.57	1405.58	14943.0
2012-03-23 07:00:00	ES	Futures	1405.58	1406.85	1404.82	1405.08	17597.0
2012-03-23 07:30:00	ES	Futures	1405.08	1405.33	1402.55	1402.55	20302.0
2012-03-23 08:00:00	ES	Futures	1402.55	1404.82	1402.04	1404.57	28381.0
2012-03-23 08:30:00	ES	Futures	1404.57	1405.83	1403.81	1405.33	20800.0
2012-03-23 09:00:00	ES	Futures	1405.33	1405.58	1404.06	1404.82	25988.0
2012-03-23 09:30:00	ES	Futures	1404.82	1405.58	1401.28	1402.8	143276.0
2012-03-23 10:00:00	ES	Futures	1402.8	1402.8	1396.98	1399.51	219834.0
2012-03-23 10:30:00	ES	Futures	1399.76	1404.06	1399.26	1403.3	125653.0
2012-03-23 11:00:00	ES	Futures	1403.3	1405.83	1402.29	1405.58	92125.0
2012-03-23 11:30:00	ES	Futures	1405.83	1407.86	1405.58	1407.1	127988.0
2012-03-23 12:00:00	ES	Futures	1407.1	1407.6	1405.58	1406.09	63130.0
2012-03-23 12:30:00	ES	Futures	1406.09	1408.62	1405.08	1407.86	88084.0
2012-03-23 13:00:00	ES	Futures	1407.6	1408.62	1407.35	1408.36	43125.0
2012-03-23 13:30:00	ES	Futures	1408.62	1409.63	1406.85	1407.35	61815.0
2012-03-23 14:00:00	ES	Futures	1407.1	1409.12	1406.85	1408.87	25925.0
2012-03-23 14:30:00	ES	Futures	1409.12	1409.88	1408.36	1408.87	36569.0
2012-03-23 15:00:00	ES	Futures	1408.87	1409.12	1407.6	1408.62	30730.0
2012-03-23 15:30:00	ES	Futures	1408.62	1409.63	1407.35	1408.62	153034.0
2012-03-23 16:00:00	ES	Futures	1408.62	1411.15	1408.36	1410.89	77088.0
2012-03-23 00:00:00	NQ	Futures	3166.46	3166.46	3164.72	3165.01	338.0
2012-03-23 00:30:00	NQ	Futures	3164.72	3165.59	3164.43	3165.3	81.0
2012-03-23 01:00:00	NQ	Futures	3165.01	3165.01	3163.28	3163.85	217.0
2012-03-23 01:30:00	NQ	Futures	3163.85	3164.14	3162.7	3162.7	109.0
2012-03-23 02:00:00	NQ	Futures	3162.7	3162.99	3161.83	3162.99	140.0
2012-03-23 02:30:00	NQ	Futures	3162.7	3163.56	3162.12	3163.28	299.0
2012-03-23 03:00:00	NQ	Futures	3163.28	3171.37	3163.28	3171.08	1544.0
2012-03-23 03:30:00	NQ	Futures	3171.08	3171.95	3169.35	3170.22	869.0
2012-03-23 04:00:00	NQ	Futures	3170.51	3173.11	3167.9	3171.95	1424.0
2012-03-23 04:30:00	NQ	Futures	3172.24	3177.16	3172.24	3175.42	2379.0
2012-03-23 05:00:00	NQ	Futures	3175.71	3176.58	3169.06	3170.51	1723.0
2012-03-23 05:30:00	NQ	Futures	3170.79	3170.79	3163.85	3166.17	2284.0
2012-03-23 06:00:00	NQ	Futures	3166.17	3167.04	3162.7	3164.72	1349.0
2012-03-23 06:30:00	NQ	Futures	3164.72	3165.01	3162.12	3164.43	1261.0
2012-03-23 07:00:00	NQ	Futures	3164.43	3166.75	3162.12	3162.7	1636.0
2012-03-23 07:30:00	NQ	Futures	3162.99	3162.99	3157.78	3157.78	2799.0
2012-03-23 08:00:00	NQ	Futures	3157.78	3161.25	3157.2	3160.96	2659.0

> showing 50 of 2,222 rows — these rows as CSV

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