PREVIEW / futures_30min / 2012-04-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-10.parquet
  size:    80 KB
  rows:    2,768

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
2012-04-10 00:00:00	ES	Futures	1394.96	1395.21	1392.93	1393.18	1273.0
2012-04-10 00:30:00	ES	Futures	1393.44	1393.94	1392.93	1393.69	1138.0
2012-04-10 01:00:00	ES	Futures	1393.69	1394.7	1393.69	1393.94	1551.0
2012-04-10 01:30:00	ES	Futures	1393.69	1394.45	1393.44	1394.2	2660.0
2012-04-10 02:00:00	ES	Futures	1394.2	1395.71	1393.69	1395.46	5319.0
2012-04-10 02:30:00	ES	Futures	1395.21	1396.22	1393.18	1393.18	6457.0
2012-04-10 03:00:00	ES	Futures	1393.44	1396.22	1391.41	1392.17	20155.0
2012-04-10 03:30:00	ES	Futures	1392.17	1393.69	1390.15	1393.44	18632.0
2012-04-10 04:00:00	ES	Futures	1393.18	1395.97	1391.67	1395.46	17620.0
2012-04-10 04:30:00	ES	Futures	1395.46	1396.47	1394.45	1395.21	14820.0
2012-04-10 05:00:00	ES	Futures	1394.96	1397.23	1393.94	1396.47	12838.0
2012-04-10 05:30:00	ES	Futures	1396.73	1396.98	1394.7	1395.71	9807.0
2012-04-10 06:00:00	ES	Futures	1395.71	1395.71	1392.93	1394.7	12299.0
2012-04-10 06:30:00	ES	Futures	1394.45	1395.71	1392.93	1393.18	10867.0
2012-04-10 07:00:00	ES	Futures	1393.18	1393.69	1392.17	1392.68	9877.0
2012-04-10 07:30:00	ES	Futures	1392.68	1393.69	1390.91	1393.44	24838.0
2012-04-10 08:00:00	ES	Futures	1393.44	1393.94	1391.67	1392.93	22753.0
2012-04-10 08:30:00	ES	Futures	1392.93	1393.69	1391.41	1391.92	24126.0
2012-04-10 09:00:00	ES	Futures	1391.92	1392.17	1389.64	1390.91	43839.0
2012-04-10 09:30:00	ES	Futures	1390.91	1394.96	1389.64	1392.93	185169.0
2012-04-10 10:00:00	ES	Futures	1392.68	1393.69	1386.86	1389.14	210766.0
2012-04-10 10:30:00	ES	Futures	1389.39	1389.9	1385.85	1386.61	140691.0
2012-04-10 11:00:00	ES	Futures	1386.35	1387.87	1384.08	1385.34	189239.0
2012-04-10 11:30:00	ES	Futures	1385.34	1385.85	1376.99	1379.27	269329.0
2012-04-10 12:00:00	ES	Futures	1379.27	1379.27	1372.95	1375.98	217756.0
2012-04-10 12:30:00	ES	Futures	1375.98	1376.99	1373.45	1375.22	106199.0
2012-04-10 13:00:00	ES	Futures	1375.22	1375.98	1370.42	1372.69	123415.0
2012-04-10 13:30:00	ES	Futures	1372.69	1375.48	1371.43	1373.96	78372.0
2012-04-10 14:00:00	ES	Futures	1373.71	1374.72	1370.92	1372.95	80516.0
2012-04-10 14:30:00	ES	Futures	1372.95	1373.71	1368.65	1371.68	122891.0
2012-04-10 15:00:00	ES	Futures	1371.68	1372.44	1369.15	1370.67	109316.0
2012-04-10 15:30:00	ES	Futures	1370.67	1374.21	1369.66	1369.66	234446.0
2012-04-10 16:00:00	ES	Futures	1369.66	1374.97	1369.4	1372.95	145342.0
2012-04-10 16:30:00	ES	Futures	1373.96	1375.73	1373.71	1375.48	10008.0
2012-04-10 17:00:00	ES	Futures	1375.48	1376.74	1374.97	1376.23	4803.0
2012-04-10 18:00:00	ES	Futures	1376.23	1376.23	1375.22	1375.73	2281.0
2012-04-10 18:30:00	ES	Futures	1375.73	1375.98	1374.72	1375.48	1637.0
2012-04-10 19:00:00	ES	Futures	1375.22	1376.99	1374.97	1376.23	3562.0
2012-04-10 19:30:00	ES	Futures	1375.98	1376.74	1375.73	1376.49	2023.0
2012-04-10 20:00:00	ES	Futures	1376.23	1378.01	1376.23	1376.99	5016.0
2012-04-10 20:30:00	ES	Futures	1376.74	1377.5	1375.98	1376.99	3711.0
2012-04-10 21:00:00	ES	Futures	1376.99	1377.75	1376.49	1377.75	2027.0
2012-04-10 21:30:00	ES	Futures	1377.5	1378.01	1376.49	1376.74	4919.0
2012-04-10 22:00:00	ES	Futures	1376.49	1378.01	1376.49	1378.01	2825.0
2012-04-10 22:30:00	ES	Futures	1377.75	1378.51	1377.75	1378.01	2996.0
2012-04-10 23:00:00	ES	Futures	1378.01	1378.26	1377.25	1377.75	2137.0
2012-04-10 23:30:00	ES	Futures	1377.75	1378.51	1377.5	1378.01	1604.0
2012-04-10 00:00:00	NQ	Futures	3165.3	3165.59	3161.25	3161.54	117.0
2012-04-10 00:30:00	NQ	Futures	3161.54	3162.99	3161.25	3162.41	55.0
2012-04-10 01:00:00	NQ	Futures	3162.99	3164.14	3162.12	3162.12	103.0

> showing 50 of 2,768 rows — these rows as CSV

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