PREVIEW / futures_30min / 2012-03-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-29.parquet
  size:    78 KB
  rows:    2,774

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
2012-03-29 00:00:00	ES	Futures	1416.97	1416.97	1415.95	1416.97	1396.0
2012-03-29 00:30:00	ES	Futures	1416.97	1417.47	1416.71	1416.97	1175.0
2012-03-29 01:00:00	ES	Futures	1416.97	1417.22	1415.19	1415.45	1732.0
2012-03-29 01:30:00	ES	Futures	1415.45	1415.7	1414.94	1415.45	1473.0
2012-03-29 02:00:00	ES	Futures	1415.19	1416.97	1415.19	1416.71	1906.0
2012-03-29 02:30:00	ES	Futures	1416.71	1417.47	1415.95	1416.97	4481.0
2012-03-29 03:00:00	ES	Futures	1416.71	1419.75	1415.95	1418.48	25825.0
2012-03-29 03:30:00	ES	Futures	1418.48	1420.76	1417.72	1419.75	18783.0
2012-03-29 04:00:00	ES	Futures	1419.75	1420.0	1417.98	1418.48	13611.0
2012-03-29 04:30:00	ES	Futures	1418.23	1418.23	1416.21	1416.97	11938.0
2012-03-29 05:00:00	ES	Futures	1417.22	1417.47	1412.92	1414.69	21923.0
2012-03-29 05:30:00	ES	Futures	1414.69	1414.69	1412.16	1412.16	24395.0
2012-03-29 06:00:00	ES	Futures	1412.41	1413.42	1411.4	1413.17	14893.0
2012-03-29 06:30:00	ES	Futures	1413.17	1413.17	1411.91	1412.66	13208.0
2012-03-29 07:00:00	ES	Futures	1412.41	1413.68	1411.4	1413.42	22455.0
2012-03-29 07:30:00	ES	Futures	1413.17	1414.18	1412.41	1413.93	21309.0
2012-03-29 08:00:00	ES	Futures	1413.68	1414.18	1412.66	1413.17	16228.0
2012-03-29 08:30:00	ES	Futures	1413.17	1413.17	1410.39	1412.41	42914.0
2012-03-29 09:00:00	ES	Futures	1412.41	1412.66	1407.1	1408.62	58687.0
2012-03-29 09:30:00	ES	Futures	1408.62	1410.89	1405.58	1407.6	196998.0
2012-03-29 10:00:00	ES	Futures	1407.6	1409.63	1404.32	1404.57	175614.0
2012-03-29 10:30:00	ES	Futures	1404.82	1406.85	1403.05	1406.59	123439.0
2012-03-29 11:00:00	ES	Futures	1406.59	1407.6	1404.32	1404.32	146778.0
2012-03-29 11:30:00	ES	Futures	1404.06	1405.83	1402.8	1404.32	121010.0
2012-03-29 12:00:00	ES	Futures	1404.32	1405.58	1403.81	1404.32	71278.0
2012-03-29 12:30:00	ES	Futures	1404.32	1407.6	1403.3	1407.1	86479.0
2012-03-29 13:00:00	ES	Futures	1407.35	1407.35	1405.08	1406.09	48574.0
2012-03-29 13:30:00	ES	Futures	1405.83	1407.1	1404.82	1405.83	43951.0
2012-03-29 14:00:00	ES	Futures	1405.83	1410.39	1405.58	1409.88	82260.0
2012-03-29 14:30:00	ES	Futures	1409.88	1410.89	1408.62	1409.38	48154.0
2012-03-29 15:00:00	ES	Futures	1409.63	1413.68	1408.62	1412.16	91868.0
2012-03-29 15:30:00	ES	Futures	1412.16	1416.46	1412.16	1414.18	167220.0
2012-03-29 16:00:00	ES	Futures	1414.44	1415.19	1413.93	1414.69	71800.0
2012-03-29 16:30:00	ES	Futures	1414.69	1415.45	1414.44	1415.45	6847.0
2012-03-29 17:00:00	ES	Futures	1415.7	1416.21	1414.44	1414.44	3331.0
2012-03-29 18:00:00	ES	Futures	1414.69	1414.94	1414.18	1414.18	2386.0
2012-03-29 18:30:00	ES	Futures	1414.44	1414.69	1414.18	1414.44	960.0
2012-03-29 19:00:00	ES	Futures	1414.44	1414.69	1413.42	1413.68	3238.0
2012-03-29 19:30:00	ES	Futures	1413.68	1414.44	1413.42	1414.18	1090.0
2012-03-29 20:00:00	ES	Futures	1414.44	1414.94	1413.93	1414.69	3172.0
2012-03-29 20:30:00	ES	Futures	1414.69	1416.21	1413.93	1415.7	2269.0
2012-03-29 21:00:00	ES	Futures	1415.7	1419.24	1415.45	1418.74	8894.0
2012-03-29 21:30:00	ES	Futures	1418.74	1419.75	1418.48	1418.74	4426.0
2012-03-29 22:00:00	ES	Futures	1418.99	1420.25	1418.74	1419.24	2443.0
2012-03-29 22:30:00	ES	Futures	1419.24	1419.24	1418.23	1418.48	1470.0
2012-03-29 23:00:00	ES	Futures	1418.74	1418.99	1418.23	1418.23	957.0
2012-03-29 23:30:00	ES	Futures	1418.48	1418.48	1417.72	1418.23	911.0
2012-03-29 00:00:00	NQ	Futures	3200.58	3200.87	3198.85	3200.29	154.0
2012-03-29 00:30:00	NQ	Futures	3200.87	3202.61	3200.0	3202.03	94.0
2012-03-29 01:00:00	NQ	Futures	3201.45	3201.74	3198.27	3198.27	163.0

> showing 50 of 2,774 rows — these rows as CSV

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