PREVIEW / futures_30min / 2012-03-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-26.parquet
  size:    74 KB
  rows:    2,665

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
2012-03-26 00:00:00	ES	Futures	1413.68	1413.68	1411.91	1411.91	1177.0
2012-03-26 00:30:00	ES	Futures	1412.16	1412.92	1411.4	1411.4	1160.0
2012-03-26 01:00:00	ES	Futures	1411.4	1412.16	1411.15	1411.91	2285.0
2012-03-26 01:30:00	ES	Futures	1411.91	1412.41	1411.4	1411.65	1317.0
2012-03-26 02:00:00	ES	Futures	1411.65	1412.41	1411.4	1411.65	2756.0
2012-03-26 02:30:00	ES	Futures	1411.65	1414.44	1411.65	1413.42	5386.0
2012-03-26 03:00:00	ES	Futures	1413.42	1414.18	1411.15	1411.65	15637.0
2012-03-26 03:30:00	ES	Futures	1411.4	1411.4	1409.12	1410.13	21219.0
2012-03-26 04:00:00	ES	Futures	1410.39	1413.17	1410.13	1410.64	20957.0
2012-03-26 04:30:00	ES	Futures	1410.64	1411.15	1409.12	1410.64	12814.0
2012-03-26 05:00:00	ES	Futures	1410.39	1411.15	1409.63	1410.39	7297.0
2012-03-26 05:30:00	ES	Futures	1410.64	1413.17	1410.39	1412.92	10904.0
2012-03-26 06:00:00	ES	Futures	1412.92	1414.69	1412.16	1414.44	11608.0
2012-03-26 06:30:00	ES	Futures	1414.44	1415.45	1413.93	1413.93	13072.0
2012-03-26 07:00:00	ES	Futures	1413.93	1416.46	1413.93	1414.44	19004.0
2012-03-26 07:30:00	ES	Futures	1414.69	1416.21	1414.44	1414.69	13348.0
2012-03-26 08:00:00	ES	Futures	1414.69	1420.51	1414.44	1420.0	62865.0
2012-03-26 08:30:00	ES	Futures	1420.0	1420.51	1418.48	1418.99	23991.0
2012-03-26 09:00:00	ES	Futures	1419.24	1420.25	1418.23	1418.48	32398.0
2012-03-26 09:30:00	ES	Futures	1418.48	1420.51	1417.98	1420.0	121495.0
2012-03-26 10:00:00	ES	Futures	1420.0	1423.54	1419.24	1422.28	139178.0
2012-03-26 10:30:00	ES	Futures	1422.28	1422.53	1421.52	1422.28	55050.0
2012-03-26 11:00:00	ES	Futures	1422.28	1422.53	1421.01	1421.52	82875.0
2012-03-26 11:30:00	ES	Futures	1421.52	1422.53	1421.27	1421.52	65718.0
2012-03-26 12:00:00	ES	Futures	1421.52	1421.77	1420.25	1420.51	40474.0
2012-03-26 12:30:00	ES	Futures	1420.76	1421.01	1420.0	1420.51	46290.0
2012-03-26 13:00:00	ES	Futures	1420.25	1421.77	1420.25	1421.27	18793.0
2012-03-26 13:30:00	ES	Futures	1421.52	1422.78	1421.27	1422.28	23115.0
2012-03-26 14:00:00	ES	Futures	1422.28	1424.55	1422.03	1423.8	43886.0
2012-03-26 14:30:00	ES	Futures	1423.8	1425.82	1423.04	1424.81	64152.0
2012-03-26 15:00:00	ES	Futures	1424.81	1427.08	1424.3	1426.07	88109.0
2012-03-26 15:30:00	ES	Futures	1426.07	1428.1	1424.81	1428.1	196228.0
2012-03-26 16:00:00	ES	Futures	1428.1	1432.4	1427.84	1432.14	164901.0
2012-03-26 16:30:00	ES	Futures	1431.89	1431.89	1430.88	1431.64	8423.0
2012-03-26 17:00:00	ES	Futures	1431.39	1432.9	1431.13	1432.4	6095.0
2012-03-26 18:00:00	ES	Futures	1431.89	1432.4	1431.64	1432.14	3003.0
2012-03-26 18:30:00	ES	Futures	1432.14	1433.16	1432.14	1432.65	2732.0
2012-03-26 19:00:00	ES	Futures	1432.65	1433.16	1432.14	1433.16	1900.0
2012-03-26 19:30:00	ES	Futures	1433.16	1433.16	1432.14	1432.4	1433.0
2012-03-26 20:00:00	ES	Futures	1432.4	1432.9	1432.14	1432.4	1994.0
2012-03-26 20:30:00	ES	Futures	1432.14	1432.65	1431.64	1431.89	2758.0
2012-03-26 21:00:00	ES	Futures	1431.89	1432.9	1431.39	1432.65	2230.0
2012-03-26 21:30:00	ES	Futures	1432.65	1432.9	1431.64	1432.4	1886.0
2012-03-26 22:00:00	ES	Futures	1432.14	1433.66	1431.89	1432.65	3013.0
2012-03-26 22:30:00	ES	Futures	1432.65	1433.41	1432.14	1432.14	1254.0
2012-03-26 23:00:00	ES	Futures	1432.14	1432.4	1431.39	1431.39	1828.0
2012-03-26 23:30:00	ES	Futures	1431.64	1432.14	1431.39	1431.89	1345.0
2012-03-26 00:00:00	NQ	Futures	3167.32	3167.32	3164.72	3164.72	134.0
2012-03-26 00:30:00	NQ	Futures	3164.43	3166.17	3163.56	3164.14	227.0
2012-03-26 01:00:00	NQ	Futures	3163.85	3165.01	3162.41	3164.14	178.0

> showing 50 of 2,665 rows — these rows as CSV

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