PREVIEW / futures_30min / 2012-04-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-02.parquet
  size:    75 KB
  rows:    2,689

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
2012-04-02 00:00:00	ES	Futures	1424.81	1425.06	1423.8	1424.81	1116.0
2012-04-02 00:30:00	ES	Futures	1424.55	1424.55	1423.54	1423.8	874.0
2012-04-02 01:00:00	ES	Futures	1423.8	1424.3	1423.29	1423.8	1683.0
2012-04-02 01:30:00	ES	Futures	1423.8	1424.05	1423.04	1423.8	2505.0
2012-04-02 02:00:00	ES	Futures	1423.8	1423.8	1422.78	1422.78	3781.0
2012-04-02 02:30:00	ES	Futures	1422.78	1424.05	1422.78	1423.8	3798.0
2012-04-02 03:00:00	ES	Futures	1424.05	1426.07	1423.04	1423.8	16168.0
2012-04-02 03:30:00	ES	Futures	1423.8	1425.82	1423.54	1425.06	15180.0
2012-04-02 04:00:00	ES	Futures	1425.06	1425.57	1422.78	1422.78	12838.0
2012-04-02 04:30:00	ES	Futures	1423.04	1423.54	1417.22	1419.75	40192.0
2012-04-02 05:00:00	ES	Futures	1419.75	1420.51	1418.23	1419.75	16573.0
2012-04-02 05:30:00	ES	Futures	1419.75	1421.77	1419.5	1421.27	9029.0
2012-04-02 06:00:00	ES	Futures	1421.27	1421.77	1420.0	1420.0	8718.0
2012-04-02 06:30:00	ES	Futures	1420.0	1421.27	1418.99	1419.24	10745.0
2012-04-02 07:00:00	ES	Futures	1418.99	1420.76	1418.99	1419.24	9092.0
2012-04-02 07:30:00	ES	Futures	1419.24	1420.0	1417.47	1418.99	18242.0
2012-04-02 08:00:00	ES	Futures	1418.99	1419.24	1416.97	1419.24	28339.0
2012-04-02 08:30:00	ES	Futures	1418.99	1420.76	1418.74	1420.0	18860.0
2012-04-02 09:00:00	ES	Futures	1420.0	1420.0	1417.98	1418.48	27073.0
2012-04-02 09:30:00	ES	Futures	1418.48	1420.51	1415.7	1418.48	169628.0
2012-04-02 10:00:00	ES	Futures	1418.74	1425.31	1418.23	1423.29	187656.0
2012-04-02 10:30:00	ES	Futures	1423.29	1424.81	1421.77	1424.81	97041.0
2012-04-02 11:00:00	ES	Futures	1424.81	1428.35	1423.54	1427.84	185621.0
2012-04-02 11:30:00	ES	Futures	1428.1	1431.64	1427.59	1431.13	138734.0
2012-04-02 12:00:00	ES	Futures	1431.13	1433.41	1430.88	1431.89	111663.0
2012-04-02 12:30:00	ES	Futures	1431.89	1433.92	1431.64	1432.9	79562.0
2012-04-02 13:00:00	ES	Futures	1432.9	1433.41	1432.14	1432.65	45060.0
2012-04-02 13:30:00	ES	Futures	1432.4	1433.41	1432.4	1433.16	43666.0
2012-04-02 14:00:00	ES	Futures	1433.16	1433.41	1431.64	1432.65	28375.0
2012-04-02 14:30:00	ES	Futures	1432.9	1434.42	1432.65	1434.17	48375.0
2012-04-02 15:00:00	ES	Futures	1434.42	1434.67	1432.65	1432.65	38797.0
2012-04-02 15:30:00	ES	Futures	1432.9	1433.16	1429.11	1430.12	162129.0
2012-04-02 16:00:00	ES	Futures	1430.37	1430.37	1428.86	1429.11	87031.0
2012-04-02 16:30:00	ES	Futures	1428.86	1429.11	1427.59	1428.1	6650.0
2012-04-02 17:00:00	ES	Futures	1428.35	1428.6	1427.84	1427.84	1601.0
2012-04-02 18:00:00	ES	Futures	1428.1	1428.86	1427.84	1428.86	1378.0
2012-04-02 18:30:00	ES	Futures	1428.6	1429.36	1428.6	1428.6	1625.0
2012-04-02 19:00:00	ES	Futures	1428.6	1429.36	1428.35	1429.11	583.0
2012-04-02 19:30:00	ES	Futures	1428.86	1429.11	1428.86	1429.11	614.0
2012-04-02 20:00:00	ES	Futures	1428.86	1429.61	1428.1	1428.1	3317.0
2012-04-02 20:30:00	ES	Futures	1427.84	1429.61	1427.84	1429.61	2692.0
2012-04-02 21:00:00	ES	Futures	1429.36	1430.37	1429.36	1429.87	2926.0
2012-04-02 21:30:00	ES	Futures	1430.12	1430.12	1427.84	1428.1	2071.0
2012-04-02 22:00:00	ES	Futures	1428.35	1428.6	1428.1	1428.35	1270.0
2012-04-02 22:30:00	ES	Futures	1428.35	1428.86	1428.1	1428.86	787.0
2012-04-02 23:00:00	ES	Futures	1428.86	1429.36	1428.6	1428.86	1392.0
2012-04-02 23:30:00	ES	Futures	1429.11	1429.36	1428.35	1429.11	1096.0
2012-04-02 00:00:00	NQ	Futures	3194.51	3195.67	3193.35	3194.8	127.0
2012-04-02 00:30:00	NQ	Futures	3194.51	3194.51	3193.06	3193.64	47.0
2012-04-02 01:00:00	NQ	Futures	3193.35	3194.51	3192.77	3192.77	105.0

> showing 50 of 2,689 rows — these rows as CSV

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