PREVIEW / futures_30min / 2012-04-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-12.parquet
  size:    76 KB
  rows:    2,759

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
2012-04-12 00:00:00	ES	Futures	1384.84	1384.84	1383.82	1383.82	1349.0
2012-04-12 00:30:00	ES	Futures	1384.08	1384.33	1382.56	1383.07	2386.0
2012-04-12 01:00:00	ES	Futures	1383.07	1385.09	1382.56	1384.33	2850.0
2012-04-12 01:30:00	ES	Futures	1384.33	1385.85	1384.33	1385.34	3145.0
2012-04-12 02:00:00	ES	Futures	1385.6	1388.13	1385.09	1387.87	9854.0
2012-04-12 02:30:00	ES	Futures	1387.87	1388.13	1386.61	1387.87	4522.0
2012-04-12 03:00:00	ES	Futures	1387.87	1388.88	1386.35	1387.11	12916.0
2012-04-12 03:30:00	ES	Futures	1386.86	1387.37	1382.81	1384.58	24080.0
2012-04-12 04:00:00	ES	Futures	1384.58	1387.87	1384.33	1387.62	18237.0
2012-04-12 04:30:00	ES	Futures	1387.62	1389.14	1385.85	1386.1	12179.0
2012-04-12 05:00:00	ES	Futures	1386.1	1387.11	1381.8	1384.33	28674.0
2012-04-12 05:30:00	ES	Futures	1384.08	1385.34	1383.07	1383.32	11881.0
2012-04-12 06:00:00	ES	Futures	1383.32	1385.85	1382.56	1385.85	11266.0
2012-04-12 06:30:00	ES	Futures	1385.85	1386.86	1385.34	1386.1	11091.0
2012-04-12 07:00:00	ES	Futures	1386.1	1386.61	1385.34	1386.35	6943.0
2012-04-12 07:30:00	ES	Futures	1386.35	1388.38	1386.1	1387.37	21449.0
2012-04-12 08:00:00	ES	Futures	1387.11	1388.13	1384.84	1385.85	25030.0
2012-04-12 08:30:00	ES	Futures	1385.6	1385.6	1379.78	1382.31	78783.0
2012-04-12 09:00:00	ES	Futures	1382.05	1383.07	1381.29	1382.56	31595.0
2012-04-12 09:30:00	ES	Futures	1382.81	1390.15	1381.8	1389.64	231107.0
2012-04-12 10:00:00	ES	Futures	1389.64	1390.66	1387.87	1389.14	146821.0
2012-04-12 10:30:00	ES	Futures	1389.14	1394.96	1389.14	1393.69	176958.0
2012-04-12 11:00:00	ES	Futures	1393.69	1396.22	1393.69	1394.7	155517.0
2012-04-12 11:30:00	ES	Futures	1394.96	1395.71	1393.44	1395.21	87256.0
2012-04-12 12:00:00	ES	Futures	1395.46	1397.23	1394.45	1396.22	110770.0
2012-04-12 12:30:00	ES	Futures	1395.97	1399.0	1395.97	1398.24	85875.0
2012-04-12 13:00:00	ES	Futures	1398.24	1399.51	1397.23	1397.74	62977.0
2012-04-12 13:30:00	ES	Futures	1397.74	1398.24	1395.97	1396.47	51951.0
2012-04-12 14:00:00	ES	Futures	1396.47	1398.5	1396.47	1397.99	39686.0
2012-04-12 14:30:00	ES	Futures	1397.99	1400.27	1397.23	1399.26	52985.0
2012-04-12 15:00:00	ES	Futures	1399.0	1399.51	1397.99	1398.24	31927.0
2012-04-12 15:30:00	ES	Futures	1398.24	1400.77	1397.74	1400.02	138110.0
2012-04-12 16:00:00	ES	Futures	1400.02	1402.8	1398.75	1402.55	119695.0
2012-04-12 16:30:00	ES	Futures	1402.29	1402.55	1401.28	1401.53	7121.0
2012-04-12 17:00:00	ES	Futures	1401.53	1402.04	1400.02	1400.27	4651.0
2012-04-12 18:00:00	ES	Futures	1400.52	1401.03	1400.27	1401.03	1271.0
2012-04-12 18:30:00	ES	Futures	1401.28	1401.79	1400.02	1401.03	1999.0
2012-04-12 19:00:00	ES	Futures	1400.77	1401.28	1400.02	1400.52	1218.0
2012-04-12 19:30:00	ES	Futures	1400.77	1402.04	1400.52	1402.04	1515.0
2012-04-12 20:00:00	ES	Futures	1402.04	1402.29	1400.77	1401.28	2764.0
2012-04-12 20:30:00	ES	Futures	1401.28	1403.05	1401.03	1402.8	2690.0
2012-04-12 21:00:00	ES	Futures	1402.8	1405.08	1402.29	1404.06	6931.0
2012-04-12 21:30:00	ES	Futures	1403.81	1404.57	1401.79	1402.04	3634.0
2012-04-12 22:00:00	ES	Futures	1402.04	1402.29	1398.24	1399.76	20218.0
2012-04-12 22:30:00	ES	Futures	1399.76	1400.02	1398.5	1398.75	3844.0
2012-04-12 23:00:00	ES	Futures	1399.0	1400.02	1398.5	1400.02	1976.0
2012-04-12 23:30:00	ES	Futures	1400.27	1400.52	1398.24	1398.5	2830.0
2012-04-12 00:00:00	NQ	Futures	3137.54	3137.54	3135.51	3135.8	164.0
2012-04-12 00:30:00	NQ	Futures	3135.51	3136.67	3133.78	3134.36	292.0
2012-04-12 01:00:00	NQ	Futures	3134.64	3138.98	3134.64	3137.25	184.0

> showing 50 of 2,759 rows — these rows as CSV

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