PREVIEW / futures_30min / 2012-04-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-03.parquet
  size:    76 KB
  rows:    2,744

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
2012-04-03 00:00:00	ES	Futures	1429.11	1429.36	1428.6	1429.11	973.0
2012-04-03 00:30:00	ES	Futures	1429.11	1429.87	1428.1	1429.87	3063.0
2012-04-03 01:00:00	ES	Futures	1429.61	1430.63	1429.61	1430.37	2747.0
2012-04-03 01:30:00	ES	Futures	1430.12	1430.63	1430.12	1430.37	2135.0
2012-04-03 02:00:00	ES	Futures	1430.63	1430.63	1429.11	1429.61	2236.0
2012-04-03 02:30:00	ES	Futures	1429.36	1430.88	1429.36	1429.61	3174.0
2012-04-03 03:00:00	ES	Futures	1429.36	1429.87	1427.84	1429.11	13963.0
2012-04-03 03:30:00	ES	Futures	1429.11	1430.12	1428.35	1428.6	9522.0
2012-04-03 04:00:00	ES	Futures	1428.86	1430.12	1427.59	1428.35	12552.0
2012-04-03 04:30:00	ES	Futures	1428.35	1429.11	1426.58	1427.34	11654.0
2012-04-03 05:00:00	ES	Futures	1427.34	1428.6	1426.33	1428.35	10910.0
2012-04-03 05:30:00	ES	Futures	1428.1	1428.6	1426.33	1426.83	9769.0
2012-04-03 06:00:00	ES	Futures	1426.83	1427.59	1426.07	1427.08	8364.0
2012-04-03 06:30:00	ES	Futures	1427.34	1427.59	1426.07	1427.08	9933.0
2012-04-03 07:00:00	ES	Futures	1427.08	1427.84	1424.81	1425.06	18325.0
2012-04-03 07:30:00	ES	Futures	1425.06	1426.58	1424.55	1425.57	28257.0
2012-04-03 08:00:00	ES	Futures	1425.57	1427.34	1425.31	1426.83	14813.0
2012-04-03 08:30:00	ES	Futures	1426.83	1427.34	1425.06	1427.34	17859.0
2012-04-03 09:00:00	ES	Futures	1427.34	1429.61	1426.58	1428.86	30958.0
2012-04-03 09:30:00	ES	Futures	1428.86	1430.12	1426.58	1428.35	142090.0
2012-04-03 10:00:00	ES	Futures	1428.35	1430.63	1425.82	1428.6	129876.0
2012-04-03 10:30:00	ES	Futures	1428.6	1431.13	1428.35	1429.87	113060.0
2012-04-03 11:00:00	ES	Futures	1429.87	1429.87	1426.07	1426.33	96408.0
2012-04-03 11:30:00	ES	Futures	1426.58	1426.58	1424.05	1425.57	87003.0
2012-04-03 12:00:00	ES	Futures	1425.57	1425.82	1422.03	1424.3	77765.0
2012-04-03 12:30:00	ES	Futures	1424.3	1425.06	1422.78	1425.06	36938.0
2012-04-03 13:00:00	ES	Futures	1425.06	1425.06	1423.54	1424.05	30268.0
2012-04-03 13:30:00	ES	Futures	1424.05	1426.33	1423.54	1425.82	33383.0
2012-04-03 14:00:00	ES	Futures	1425.82	1425.82	1417.22	1419.5	228580.0
2012-04-03 14:30:00	ES	Futures	1419.5	1420.25	1416.21	1418.99	139329.0
2012-04-03 15:00:00	ES	Futures	1418.99	1423.29	1418.74	1419.75	114729.0
2012-04-03 15:30:00	ES	Futures	1420.0	1425.31	1419.5	1425.06	140096.0
2012-04-03 16:00:00	ES	Futures	1424.81	1425.82	1424.3	1425.31	63707.0
2012-04-03 16:30:00	ES	Futures	1425.82	1425.82	1424.55	1424.81	4836.0
2012-04-03 17:00:00	ES	Futures	1424.55	1425.06	1424.3	1424.55	908.0
2012-04-03 18:00:00	ES	Futures	1424.55	1424.81	1424.05	1424.05	1485.0
2012-04-03 18:30:00	ES	Futures	1424.3	1424.3	1423.54	1423.8	830.0
2012-04-03 19:00:00	ES	Futures	1423.8	1424.05	1423.54	1423.54	772.0
2012-04-03 19:30:00	ES	Futures	1423.54	1424.3	1423.54	1423.54	1315.0
2012-04-03 20:00:00	ES	Futures	1423.8	1424.05	1422.28	1422.78	6144.0
2012-04-03 20:30:00	ES	Futures	1422.78	1423.29	1422.28	1422.78	2070.0
2012-04-03 21:00:00	ES	Futures	1422.53	1423.04	1422.28	1422.78	1727.0
2012-04-03 21:30:00	ES	Futures	1422.78	1422.78	1421.01	1421.52	5420.0
2012-04-03 22:00:00	ES	Futures	1421.27	1421.52	1419.75	1420.0	4343.0
2012-04-03 22:30:00	ES	Futures	1420.25	1421.27	1419.75	1421.01	1794.0
2012-04-03 23:00:00	ES	Futures	1421.01	1421.01	1420.51	1420.76	900.0
2012-04-03 23:30:00	ES	Futures	1420.76	1421.01	1419.75	1420.0	3039.0
2012-04-03 00:00:00	NQ	Futures	3212.73	3213.6	3211.57	3213.02	146.0
2012-04-03 00:30:00	NQ	Futures	3213.31	3213.6	3210.7	3213.31	397.0
2012-04-03 01:00:00	NQ	Futures	3213.31	3215.04	3213.31	3214.46	124.0

> showing 50 of 2,744 rows — these rows as CSV

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