PREVIEW / futures_30min / 2012-04-11

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-11.parquet
  size:    74 KB
  rows:    2,797

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
2012-04-11 00:00:00	ES	Futures	1378.01	1378.26	1376.99	1377.5	1567.0
2012-04-11 00:30:00	ES	Futures	1377.5	1379.02	1377.25	1378.76	2799.0
2012-04-11 01:00:00	ES	Futures	1378.76	1379.52	1378.51	1379.27	2566.0
2012-04-11 01:30:00	ES	Futures	1379.02	1379.27	1378.26	1378.76	2211.0
2012-04-11 02:00:00	ES	Futures	1378.76	1379.02	1377.5	1378.01	5835.0
2012-04-11 02:30:00	ES	Futures	1378.01	1379.02	1377.75	1379.02	6637.0
2012-04-11 03:00:00	ES	Futures	1379.02	1382.05	1378.76	1381.8	29388.0
2012-04-11 03:30:00	ES	Futures	1381.55	1382.31	1375.98	1376.74	26911.0
2012-04-11 04:00:00	ES	Futures	1376.74	1380.79	1375.48	1380.54	24003.0
2012-04-11 04:30:00	ES	Futures	1380.28	1381.55	1378.76	1379.02	18234.0
2012-04-11 05:00:00	ES	Futures	1379.02	1381.55	1379.02	1381.29	14901.0
2012-04-11 05:30:00	ES	Futures	1381.29	1385.09	1379.78	1384.58	32517.0
2012-04-11 06:00:00	ES	Futures	1384.58	1385.34	1383.32	1383.57	22024.0
2012-04-11 06:30:00	ES	Futures	1383.57	1384.84	1383.07	1384.84	13801.0
2012-04-11 07:00:00	ES	Futures	1384.84	1385.85	1383.57	1385.09	19039.0
2012-04-11 07:30:00	ES	Futures	1385.09	1385.34	1382.31	1382.81	24362.0
2012-04-11 08:00:00	ES	Futures	1382.81	1383.82	1382.05	1383.07	28662.0
2012-04-11 08:30:00	ES	Futures	1383.07	1384.58	1382.05	1383.57	27140.0
2012-04-11 09:00:00	ES	Futures	1383.82	1385.34	1382.81	1384.58	33733.0
2012-04-11 09:30:00	ES	Futures	1384.58	1385.6	1381.55	1382.81	238063.0
2012-04-11 10:00:00	ES	Futures	1382.81	1386.1	1382.56	1385.09	152178.0
2012-04-11 10:30:00	ES	Futures	1385.34	1386.86	1383.32	1384.58	130396.0
2012-04-11 11:00:00	ES	Futures	1384.58	1384.84	1382.05	1382.56	112543.0
2012-04-11 11:30:00	ES	Futures	1382.56	1384.08	1380.28	1380.79	99129.0
2012-04-11 12:00:00	ES	Futures	1380.54	1383.07	1380.28	1382.81	86797.0
2012-04-11 12:30:00	ES	Futures	1382.81	1384.58	1382.05	1384.33	33446.0
2012-04-11 13:00:00	ES	Futures	1384.58	1384.84	1382.31	1383.07	40203.0
2012-04-11 13:30:00	ES	Futures	1383.07	1385.6	1382.05	1384.84	44285.0
2012-04-11 14:00:00	ES	Futures	1384.84	1385.09	1382.31	1383.07	47997.0
2012-04-11 14:30:00	ES	Futures	1383.32	1383.32	1380.79	1382.31	65625.0
2012-04-11 15:00:00	ES	Futures	1382.05	1382.81	1379.02	1380.03	65531.0
2012-04-11 15:30:00	ES	Futures	1380.28	1381.55	1378.76	1380.54	153211.0
2012-04-11 16:00:00	ES	Futures	1380.79	1381.04	1379.78	1380.54	82373.0
2012-04-11 16:30:00	ES	Futures	1380.54	1381.8	1380.54	1381.8	5613.0
2012-04-11 17:00:00	ES	Futures	1381.55	1381.8	1381.29	1381.55	1590.0
2012-04-11 18:00:00	ES	Futures	1381.55	1382.31	1381.29	1382.31	1359.0
2012-04-11 18:30:00	ES	Futures	1382.31	1383.82	1382.31	1383.32	1833.0
2012-04-11 19:00:00	ES	Futures	1383.32	1384.33	1383.07	1383.82	1518.0
2012-04-11 19:30:00	ES	Futures	1383.82	1384.08	1381.29	1381.55	2884.0
2012-04-11 20:00:00	ES	Futures	1381.55	1382.05	1380.79	1380.79	3177.0
2012-04-11 20:30:00	ES	Futures	1380.79	1381.04	1379.52	1380.28	3574.0
2012-04-11 21:00:00	ES	Futures	1380.28	1380.54	1379.52	1380.28	2025.0
2012-04-11 21:30:00	ES	Futures	1380.03	1381.8	1380.03	1380.79	3999.0
2012-04-11 22:00:00	ES	Futures	1380.79	1382.56	1380.79	1382.56	2769.0
2012-04-11 22:30:00	ES	Futures	1382.56	1385.09	1381.8	1384.84	7854.0
2012-04-11 23:00:00	ES	Futures	1384.84	1385.34	1383.57	1384.33	3426.0
2012-04-11 23:30:00	ES	Futures	1384.58	1385.09	1384.08	1384.84	1076.0
2012-04-11 00:00:00	NQ	Futures	3129.44	3129.73	3127.41	3128.28	247.0
2012-04-11 00:30:00	NQ	Futures	3128.28	3130.02	3127.99	3129.73	423.0
2012-04-11 01:00:00	NQ	Futures	3129.73	3130.89	3129.44	3130.02	432.0

> showing 50 of 2,797 rows — these rows as CSV

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