PREVIEW / futures_30min / 2012-03-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-28.parquet
  size:    75 KB
  rows:    2,740

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
2012-03-28 00:00:00	ES	Futures	1424.3	1425.31	1424.3	1425.06	1121.0
2012-03-28 00:30:00	ES	Futures	1425.06	1425.31	1423.04	1423.29	3991.0
2012-03-28 01:00:00	ES	Futures	1423.29	1424.81	1423.04	1424.55	1943.0
2012-03-28 01:30:00	ES	Futures	1424.55	1425.06	1423.54	1424.3	1822.0
2012-03-28 02:00:00	ES	Futures	1424.05	1424.3	1422.53	1423.29	4386.0
2012-03-28 02:30:00	ES	Futures	1423.04	1423.8	1422.78	1423.04	4664.0
2012-03-28 03:00:00	ES	Futures	1422.78	1425.57	1422.78	1424.3	16473.0
2012-03-28 03:30:00	ES	Futures	1424.3	1428.6	1423.8	1427.59	22349.0
2012-03-28 04:00:00	ES	Futures	1427.34	1429.11	1427.08	1427.59	11424.0
2012-03-28 04:30:00	ES	Futures	1427.59	1427.84	1424.05	1424.3	16951.0
2012-03-28 05:00:00	ES	Futures	1424.3	1425.57	1423.04	1425.57	13289.0
2012-03-28 05:30:00	ES	Futures	1425.31	1426.07	1424.55	1425.06	6320.0
2012-03-28 06:00:00	ES	Futures	1425.06	1426.58	1424.05	1426.58	7658.0
2012-03-28 06:30:00	ES	Futures	1426.83	1427.08	1425.57	1426.33	6573.0
2012-03-28 07:00:00	ES	Futures	1426.07	1427.59	1425.82	1426.83	12266.0
2012-03-28 07:30:00	ES	Futures	1426.83	1427.59	1425.57	1425.82	17238.0
2012-03-28 08:00:00	ES	Futures	1425.57	1427.08	1424.05	1426.58	24760.0
2012-03-28 08:30:00	ES	Futures	1426.58	1426.58	1421.77	1422.03	45227.0
2012-03-28 09:00:00	ES	Futures	1422.03	1424.05	1421.52	1423.29	34302.0
2012-03-28 09:30:00	ES	Futures	1423.29	1425.57	1420.51	1422.53	175426.0
2012-03-28 10:00:00	ES	Futures	1422.53	1424.55	1421.01	1422.28	107126.0
2012-03-28 10:30:00	ES	Futures	1422.28	1422.28	1417.47	1419.24	150276.0
2012-03-28 11:00:00	ES	Futures	1419.24	1419.75	1417.72	1418.23	104516.0
2012-03-28 11:30:00	ES	Futures	1418.23	1418.48	1409.38	1412.16	235458.0
2012-03-28 12:00:00	ES	Futures	1412.41	1414.44	1411.4	1413.68	125399.0
2012-03-28 12:30:00	ES	Futures	1413.68	1414.18	1411.4	1412.66	53583.0
2012-03-28 13:00:00	ES	Futures	1412.41	1413.93	1410.39	1411.91	51113.0
2012-03-28 13:30:00	ES	Futures	1411.91	1413.17	1410.39	1411.91	46111.0
2012-03-28 14:00:00	ES	Futures	1411.91	1412.16	1408.62	1410.39	70352.0
2012-03-28 14:30:00	ES	Futures	1410.13	1414.18	1410.13	1413.68	59030.0
2012-03-28 15:00:00	ES	Futures	1413.68	1415.19	1412.66	1414.18	62434.0
2012-03-28 15:30:00	ES	Futures	1413.93	1417.72	1412.92	1417.22	160089.0
2012-03-28 16:00:00	ES	Futures	1416.97	1417.72	1416.46	1416.71	65461.0
2012-03-28 16:30:00	ES	Futures	1416.21	1417.22	1415.95	1416.21	4879.0
2012-03-28 17:00:00	ES	Futures	1416.46	1417.47	1416.46	1417.22	1868.0
2012-03-28 18:00:00	ES	Futures	1417.22	1417.98	1416.97	1417.22	1231.0
2012-03-28 18:30:00	ES	Futures	1417.47	1418.23	1417.22	1417.47	1540.0
2012-03-28 19:00:00	ES	Futures	1417.72	1417.72	1416.71	1416.97	1720.0
2012-03-28 19:30:00	ES	Futures	1416.71	1418.23	1416.71	1417.72	1851.0
2012-03-28 20:00:00	ES	Futures	1417.98	1418.48	1417.47	1417.47	2835.0
2012-03-28 20:30:00	ES	Futures	1417.72	1417.72	1416.71	1417.22	2081.0
2012-03-28 21:00:00	ES	Futures	1417.22	1417.22	1415.45	1415.7	2771.0
2012-03-28 21:30:00	ES	Futures	1415.95	1415.95	1414.44	1414.69	3770.0
2012-03-28 22:00:00	ES	Futures	1414.69	1415.45	1414.18	1415.19	2361.0
2012-03-28 22:30:00	ES	Futures	1415.19	1416.21	1414.69	1415.45	1644.0
2012-03-28 23:00:00	ES	Futures	1415.45	1416.71	1415.19	1416.46	1629.0
2012-03-28 23:30:00	ES	Futures	1416.46	1417.47	1416.21	1416.71	2131.0
2012-03-28 00:00:00	NQ	Futures	3212.73	3214.46	3212.73	3214.17	147.0
2012-03-28 00:30:00	NQ	Futures	3214.46	3214.75	3210.13	3210.42	426.0
2012-03-28 01:00:00	NQ	Futures	3210.42	3213.89	3210.42	3213.89	134.0

> showing 50 of 2,740 rows — these rows as CSV

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