PREVIEW / futures_30min / 2012-03-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-30.parquet
  size:    64 KB
  rows:    2,240

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
2012-03-30 00:00:00	ES	Futures	1418.23	1418.48	1417.47	1417.72	1587.0
2012-03-30 00:30:00	ES	Futures	1417.72	1418.23	1417.47	1418.23	891.0
2012-03-30 01:00:00	ES	Futures	1418.23	1418.74	1417.72	1418.74	2063.0
2012-03-30 01:30:00	ES	Futures	1418.74	1418.74	1417.22	1417.72	1789.0
2012-03-30 02:00:00	ES	Futures	1417.47	1420.0	1417.22	1418.74	6066.0
2012-03-30 02:30:00	ES	Futures	1418.74	1420.0	1418.48	1418.99	3826.0
2012-03-30 03:00:00	ES	Futures	1418.99	1420.76	1418.23	1420.25	18717.0
2012-03-30 03:30:00	ES	Futures	1420.51	1421.01	1419.24	1420.0	12630.0
2012-03-30 04:00:00	ES	Futures	1419.75	1420.0	1417.22	1418.48	12225.0
2012-03-30 04:30:00	ES	Futures	1418.23	1420.51	1417.22	1420.0	9374.0
2012-03-30 05:00:00	ES	Futures	1420.0	1420.51	1418.74	1420.25	6130.0
2012-03-30 05:30:00	ES	Futures	1420.25	1422.78	1420.25	1422.53	19600.0
2012-03-30 06:00:00	ES	Futures	1422.78	1422.78	1421.01	1421.01	7089.0
2012-03-30 06:30:00	ES	Futures	1421.01	1422.03	1420.76	1421.52	12098.0
2012-03-30 07:00:00	ES	Futures	1421.52	1422.28	1421.01	1422.03	9827.0
2012-03-30 07:30:00	ES	Futures	1422.03	1422.78	1421.27	1422.03	11910.0
2012-03-30 08:00:00	ES	Futures	1422.28	1423.04	1420.25	1420.51	23897.0
2012-03-30 08:30:00	ES	Futures	1420.51	1421.52	1419.75	1420.76	22033.0
2012-03-30 09:00:00	ES	Futures	1420.51	1422.03	1420.51	1421.52	18539.0
2012-03-30 09:30:00	ES	Futures	1421.77	1422.03	1417.98	1417.98	183189.0
2012-03-30 10:00:00	ES	Futures	1417.98	1419.5	1414.94	1415.95	135129.0
2012-03-30 10:30:00	ES	Futures	1416.21	1416.71	1412.41	1415.19	135364.0
2012-03-30 11:00:00	ES	Futures	1415.19	1420.25	1414.94	1420.0	131722.0
2012-03-30 11:30:00	ES	Futures	1419.75	1420.76	1418.74	1419.75	90159.0
2012-03-30 12:00:00	ES	Futures	1419.75	1420.25	1418.74	1420.0	66043.0
2012-03-30 12:30:00	ES	Futures	1419.75	1421.52	1419.24	1420.0	69507.0
2012-03-30 13:00:00	ES	Futures	1419.75	1421.27	1419.5	1421.01	42960.0
2012-03-30 13:30:00	ES	Futures	1421.01	1421.52	1420.51	1421.01	25463.0
2012-03-30 14:00:00	ES	Futures	1421.27	1422.28	1420.76	1421.01	46453.0
2012-03-30 14:30:00	ES	Futures	1421.01	1422.78	1420.25	1420.51	49248.0
2012-03-30 15:00:00	ES	Futures	1420.51	1421.52	1419.75	1420.51	40136.0
2012-03-30 15:30:00	ES	Futures	1420.51	1421.77	1418.48	1419.5	226999.0
2012-03-30 16:00:00	ES	Futures	1419.5	1421.52	1418.23	1420.76	131770.0
2012-03-30 00:00:00	NQ	Futures	3197.11	3197.69	3195.67	3195.96	129.0
2012-03-30 00:30:00	NQ	Futures	3196.24	3197.11	3195.09	3196.82	107.0
2012-03-30 01:00:00	NQ	Futures	3196.24	3197.98	3195.38	3197.98	109.0
2012-03-30 01:30:00	NQ	Futures	3197.69	3198.27	3195.09	3195.38	169.0
2012-03-30 02:00:00	NQ	Futures	3195.38	3200.29	3194.22	3198.27	420.0
2012-03-30 02:30:00	NQ	Futures	3197.98	3200.58	3197.98	3199.43	433.0
2012-03-30 03:00:00	NQ	Futures	3199.43	3203.76	3198.85	3202.9	2194.0
2012-03-30 03:30:00	NQ	Futures	3203.19	3204.34	3200.87	3202.03	1295.0
2012-03-30 04:00:00	NQ	Futures	3202.03	3202.03	3196.24	3199.43	1209.0
2012-03-30 04:30:00	NQ	Futures	3199.14	3203.76	3196.82	3202.9	799.0
2012-03-30 05:00:00	NQ	Futures	3202.9	3203.76	3200.58	3203.76	599.0
2012-03-30 05:30:00	NQ	Futures	3203.47	3208.1	3203.19	3207.81	1551.0
2012-03-30 06:00:00	NQ	Futures	3207.81	3207.81	3204.05	3204.63	589.0
2012-03-30 06:30:00	NQ	Futures	3204.92	3206.37	3203.76	3205.5	641.0
2012-03-30 07:00:00	NQ	Futures	3205.5	3206.94	3204.92	3206.66	682.0
2012-03-30 07:30:00	NQ	Futures	3206.66	3208.1	3205.21	3206.66	1003.0
2012-03-30 08:00:00	NQ	Futures	3206.37	3207.81	3202.32	3202.9	2584.0

> showing 50 of 2,240 rows — these rows as CSV

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