PREVIEW / futures_30min / 2012-03-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-27.parquet
  size:    75 KB
  rows:    2,735

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
2012-03-27 00:00:00	ES	Futures	1431.89	1431.89	1431.13	1431.39	1742.0
2012-03-27 00:30:00	ES	Futures	1431.64	1432.9	1431.39	1432.4	2295.0
2012-03-27 01:00:00	ES	Futures	1432.14	1433.16	1431.89	1432.65	3049.0
2012-03-27 01:30:00	ES	Futures	1432.65	1433.16	1432.4	1432.9	2882.0
2012-03-27 02:00:00	ES	Futures	1432.65	1433.92	1432.4	1433.41	5253.0
2012-03-27 02:30:00	ES	Futures	1433.41	1433.41	1432.4	1432.65	3224.0
2012-03-27 03:00:00	ES	Futures	1432.9	1432.9	1430.12	1431.64	19033.0
2012-03-27 03:30:00	ES	Futures	1431.89	1432.9	1431.64	1432.9	8756.0
2012-03-27 04:00:00	ES	Futures	1432.65	1436.45	1432.4	1435.43	28096.0
2012-03-27 04:30:00	ES	Futures	1435.43	1435.69	1434.67	1435.18	7395.0
2012-03-27 05:00:00	ES	Futures	1435.18	1436.7	1433.92	1434.17	10488.0
2012-03-27 05:30:00	ES	Futures	1433.92	1434.67	1432.4	1432.65	10727.0
2012-03-27 06:00:00	ES	Futures	1432.65	1433.41	1431.64	1433.16	11359.0
2012-03-27 06:30:00	ES	Futures	1433.16	1433.41	1432.14	1432.9	6840.0
2012-03-27 07:00:00	ES	Futures	1432.9	1433.16	1431.64	1432.4	15031.0
2012-03-27 07:30:00	ES	Futures	1432.65	1432.9	1429.36	1429.61	18583.0
2012-03-27 08:00:00	ES	Futures	1429.36	1430.63	1428.86	1430.37	23605.0
2012-03-27 08:30:00	ES	Futures	1430.37	1432.14	1429.61	1431.13	28774.0
2012-03-27 09:00:00	ES	Futures	1431.39	1431.64	1429.36	1429.87	29205.0
2012-03-27 09:30:00	ES	Futures	1429.61	1430.88	1428.6	1430.37	129934.0
2012-03-27 10:00:00	ES	Futures	1430.63	1430.63	1427.59	1428.86	122142.0
2012-03-27 10:30:00	ES	Futures	1428.86	1429.87	1426.83	1427.08	97802.0
2012-03-27 11:00:00	ES	Futures	1427.34	1429.11	1426.83	1427.84	78260.0
2012-03-27 11:30:00	ES	Futures	1428.1	1428.86	1427.08	1428.6	66961.0
2012-03-27 12:00:00	ES	Futures	1428.86	1430.12	1428.35	1428.6	38731.0
2012-03-27 12:30:00	ES	Futures	1428.6	1429.11	1427.59	1428.86	33274.0
2012-03-27 13:00:00	ES	Futures	1428.86	1429.36	1426.58	1427.59	36150.0
2012-03-27 13:30:00	ES	Futures	1427.59	1428.6	1426.83	1428.6	22877.0
2012-03-27 14:00:00	ES	Futures	1428.35	1429.87	1427.84	1429.36	32663.0
2012-03-27 14:30:00	ES	Futures	1429.61	1429.61	1427.84	1428.86	36509.0
2012-03-27 15:00:00	ES	Futures	1428.86	1429.61	1425.82	1426.33	50246.0
2012-03-27 15:30:00	ES	Futures	1426.07	1427.08	1423.04	1423.8	150994.0
2012-03-27 16:00:00	ES	Futures	1424.05	1424.55	1422.78	1422.78	76602.0
2012-03-27 16:30:00	ES	Futures	1423.04	1423.54	1422.53	1422.78	5050.0
2012-03-27 17:00:00	ES	Futures	1422.78	1422.78	1421.77	1422.03	1922.0
2012-03-27 18:00:00	ES	Futures	1422.03	1422.53	1421.52	1422.03	2070.0
2012-03-27 18:30:00	ES	Futures	1422.28	1423.54	1421.77	1423.54	1576.0
2012-03-27 19:00:00	ES	Futures	1423.29	1424.3	1423.29	1424.05	2487.0
2012-03-27 19:30:00	ES	Futures	1424.05	1424.55	1423.8	1424.3	1069.0
2012-03-27 20:00:00	ES	Futures	1424.05	1424.81	1424.05	1424.81	2021.0
2012-03-27 20:30:00	ES	Futures	1424.55	1425.57	1424.3	1425.31	3093.0
2012-03-27 21:00:00	ES	Futures	1425.31	1426.07	1425.06	1425.57	2513.0
2012-03-27 21:30:00	ES	Futures	1425.57	1426.07	1424.05	1424.81	2161.0
2012-03-27 22:00:00	ES	Futures	1424.55	1424.81	1424.3	1424.81	1252.0
2012-03-27 22:30:00	ES	Futures	1424.55	1424.81	1424.3	1424.3	945.0
2012-03-27 23:00:00	ES	Futures	1424.55	1424.55	1423.8	1423.8	746.0
2012-03-27 23:30:00	ES	Futures	1424.05	1424.55	1423.8	1424.55	1091.0
2012-03-27 00:00:00	NQ	Futures	3213.02	3213.02	3211.57	3212.44	123.0
2012-03-27 00:30:00	NQ	Futures	3212.44	3214.75	3212.44	3213.6	120.0
2012-03-27 01:00:00	NQ	Futures	3213.6	3215.91	3213.02	3215.33	177.0

> showing 50 of 2,735 rows — these rows as CSV

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