PREVIEW / futures_30min / 2012-04-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-06.parquet
  size:    19 KB
  rows:    496

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
2012-04-06 00:00:00	ES	Futures	1408.87	1409.38	1408.62	1408.62	322.0
2012-04-06 00:30:00	ES	Futures	1408.62	1409.88	1408.62	1409.63	476.0
2012-04-06 01:00:00	ES	Futures	1409.63	1410.64	1409.38	1410.39	677.0
2012-04-06 01:30:00	ES	Futures	1410.39	1410.64	1409.38	1409.63	346.0
2012-04-06 02:00:00	ES	Futures	1409.38	1409.63	1408.62	1409.38	790.0
2012-04-06 02:30:00	ES	Futures	1409.12	1409.38	1408.87	1408.87	228.0
2012-04-06 03:00:00	ES	Futures	1408.87	1409.88	1408.87	1409.63	218.0
2012-04-06 03:30:00	ES	Futures	1409.63	1409.63	1409.12	1409.38	126.0
2012-04-06 04:00:00	ES	Futures	1409.12	1409.88	1409.12	1409.63	264.0
2012-04-06 04:30:00	ES	Futures	1409.63	1409.88	1409.12	1409.38	211.0
2012-04-06 05:00:00	ES	Futures	1409.12	1409.38	1409.12	1409.12	61.0
2012-04-06 05:30:00	ES	Futures	1409.12	1409.38	1408.87	1409.38	299.0
2012-04-06 06:00:00	ES	Futures	1409.38	1410.39	1408.87	1410.39	537.0
2012-04-06 06:30:00	ES	Futures	1410.39	1410.64	1409.12	1409.63	710.0
2012-04-06 07:00:00	ES	Futures	1409.88	1410.13	1408.87	1409.38	620.0
2012-04-06 07:30:00	ES	Futures	1409.38	1411.4	1409.12	1410.39	4405.0
2012-04-06 08:00:00	ES	Futures	1410.39	1410.39	1408.62	1409.12	7534.0
2012-04-06 08:30:00	ES	Futures	1408.87	1408.87	1389.14	1392.43	128916.0
2012-04-06 09:00:00	ES	Futures	1392.17	1392.93	1388.38	1391.41	33242.0
2012-04-06 00:00:00	NQ	Futures	3191.04	3191.33	3190.46	3190.46	21.0
2012-04-06 00:30:00	NQ	Futures	3190.75	3191.91	3190.75	3191.62	61.0
2012-04-06 01:00:00	NQ	Futures	3191.33	3193.06	3191.04	3192.48	116.0
2012-04-06 01:30:00	NQ	Futures	3192.48	3193.06	3191.62	3191.62	66.0
2012-04-06 02:00:00	NQ	Futures	3191.62	3191.62	3189.88	3190.75	54.0
2012-04-06 02:30:00	NQ	Futures	3190.46	3191.04	3188.73	3189.59	111.0
2012-04-06 03:00:00	NQ	Futures	3189.59	3191.04	3189.59	3190.75	101.0
2012-04-06 03:30:00	NQ	Futures	3190.75	3191.04	3190.46	3190.75	43.0
2012-04-06 04:00:00	NQ	Futures	3191.33	3191.91	3191.33	3191.91	28.0
2012-04-06 04:30:00	NQ	Futures	3191.91	3191.91	3190.75	3191.62	60.0
2012-04-06 05:00:00	NQ	Futures	3191.33	3191.62	3191.33	3191.33	13.0
2012-04-06 05:30:00	NQ	Futures	3191.33	3191.62	3191.33	3191.33	18.0
2012-04-06 06:00:00	NQ	Futures	3191.33	3192.48	3191.33	3192.48	35.0
2012-04-06 06:30:00	NQ	Futures	3192.48	3193.06	3191.04	3191.04	81.0
2012-04-06 07:00:00	NQ	Futures	3191.62	3191.62	3190.75	3190.75	192.0
2012-04-06 07:30:00	NQ	Futures	3191.04	3191.33	3189.01	3189.88	258.0
2012-04-06 08:00:00	NQ	Futures	3190.17	3191.33	3187.28	3190.75	345.0
2012-04-06 08:30:00	NQ	Futures	3190.46	3190.46	3146.5	3154.02	8332.0
2012-04-06 09:00:00	NQ	Futures	3154.31	3154.6	3145.35	3152.58	2905.0
2012-04-06 00:00:00	YM	Futures	12945.9	12945.9	12941.9	12941.9	12.0
2012-04-06 00:30:00	YM	Futures	12942.9	12950.9	12941.9	12949.9	19.0
2012-04-06 01:00:00	YM	Futures	12950.9	12954.9	12950.9	12953.9	37.0
2012-04-06 01:30:00	YM	Futures	12956.9	12956.9	12951.9	12951.9	50.0
2012-04-06 02:00:00	YM	Futures	12949.9	12950.9	12945.9	12950.9	96.0
2012-04-06 02:30:00	YM	Futures	12951.9	12951.9	12949.9	12949.9	67.0
2012-04-06 03:00:00	YM	Futures	12949.9	12955.9	12949.9	12955.9	64.0
2012-04-06 03:30:00	YM	Futures	12954.9	12954.9	12948.9	12948.9	52.0
2012-04-06 04:00:00	YM	Futures	12950.9	12953.9	12950.9	12953.9	24.0
2012-04-06 04:30:00	YM	Futures	12953.9	12953.9	12950.9	12952.9	41.0
2012-04-06 05:00:00	YM	Futures	12951.9	12951.9	12951.9	12951.9	30.0
2012-04-06 05:30:00	YM	Futures	12951.9	12951.9	12948.9	12951.9	28.0

> showing 50 of 496 rows — these rows as CSV

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