PREVIEW / futures_30min / 2012-04-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-13.parquet
  size:    64 KB
  rows:    2,206

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
2012-04-13 00:00:00	ES	Futures	1398.5	1399.26	1397.49	1398.5	4042.0
2012-04-13 00:30:00	ES	Futures	1398.24	1398.75	1397.74	1397.99	1759.0
2012-04-13 01:00:00	ES	Futures	1397.99	1399.26	1397.99	1399.26	1096.0
2012-04-13 01:30:00	ES	Futures	1399.51	1400.27	1399.26	1399.76	2654.0
2012-04-13 02:00:00	ES	Futures	1399.76	1399.76	1397.49	1397.99	4876.0
2012-04-13 02:30:00	ES	Futures	1397.74	1399.51	1397.23	1399.26	6374.0
2012-04-13 03:00:00	ES	Futures	1399.51	1401.03	1397.23	1397.99	21345.0
2012-04-13 03:30:00	ES	Futures	1397.74	1400.27	1397.23	1398.5	20265.0
2012-04-13 04:00:00	ES	Futures	1398.24	1398.5	1395.21	1395.21	27864.0
2012-04-13 04:30:00	ES	Futures	1394.96	1396.98	1394.7	1395.71	19929.0
2012-04-13 05:00:00	ES	Futures	1395.71	1395.71	1393.44	1395.21	18502.0
2012-04-13 05:30:00	ES	Futures	1395.21	1396.98	1394.96	1396.22	10497.0
2012-04-13 06:00:00	ES	Futures	1396.47	1397.99	1395.46	1397.49	9897.0
2012-04-13 06:30:00	ES	Futures	1397.49	1401.03	1396.98	1400.27	21339.0
2012-04-13 07:00:00	ES	Futures	1400.27	1401.79	1398.5	1400.27	29097.0
2012-04-13 07:30:00	ES	Futures	1400.27	1401.03	1395.71	1395.97	29215.0
2012-04-13 08:00:00	ES	Futures	1395.97	1397.49	1394.7	1395.46	36865.0
2012-04-13 08:30:00	ES	Futures	1395.21	1397.23	1393.69	1396.98	42675.0
2012-04-13 09:00:00	ES	Futures	1396.98	1397.23	1394.7	1396.47	30540.0
2012-04-13 09:30:00	ES	Futures	1396.47	1396.47	1390.15	1390.66	244584.0
2012-04-13 10:00:00	ES	Futures	1390.66	1392.43	1386.35	1388.38	237144.0
2012-04-13 10:30:00	ES	Futures	1388.13	1388.63	1384.58	1387.11	166760.0
2012-04-13 11:00:00	ES	Futures	1386.86	1388.38	1385.34	1387.11	115819.0
2012-04-13 11:30:00	ES	Futures	1386.86	1390.66	1386.35	1388.88	94327.0
2012-04-13 12:00:00	ES	Futures	1388.88	1389.14	1386.86	1387.37	45048.0
2012-04-13 12:30:00	ES	Futures	1387.37	1389.9	1387.37	1389.14	49669.0
2012-04-13 13:00:00	ES	Futures	1389.14	1389.64	1387.87	1389.14	31090.0
2012-04-13 13:30:00	ES	Futures	1389.14	1390.91	1387.87	1388.13	46884.0
2012-04-13 14:00:00	ES	Futures	1387.87	1389.64	1386.86	1387.87	55537.0
2012-04-13 14:30:00	ES	Futures	1387.87	1389.39	1387.62	1388.13	40814.0
2012-04-13 15:00:00	ES	Futures	1388.13	1390.4	1387.62	1387.87	53835.0
2012-04-13 15:30:00	ES	Futures	1387.62	1388.63	1381.04	1382.31	237244.0
2012-04-13 16:00:00	ES	Futures	1382.31	1383.82	1380.03	1381.29	104965.0
2012-04-13 00:00:00	NQ	Futures	3160.96	3162.41	3159.52	3161.25	228.0
2012-04-13 00:30:00	NQ	Futures	3160.96	3161.54	3159.52	3160.38	190.0
2012-04-13 01:00:00	NQ	Futures	3160.38	3162.7	3160.38	3162.7	104.0
2012-04-13 01:30:00	NQ	Futures	3162.7	3164.14	3162.41	3162.99	153.0
2012-04-13 02:00:00	NQ	Futures	3162.99	3162.99	3158.94	3158.94	333.0
2012-04-13 02:30:00	NQ	Futures	3158.94	3161.25	3158.36	3161.25	373.0
2012-04-13 03:00:00	NQ	Futures	3160.96	3165.88	3157.78	3158.65	2308.0
2012-04-13 03:30:00	NQ	Futures	3158.07	3162.99	3157.2	3160.09	1743.0
2012-04-13 04:00:00	NQ	Futures	3160.09	3160.09	3153.44	3153.44	2005.0
2012-04-13 04:30:00	NQ	Futures	3153.44	3156.91	3152.86	3154.6	1062.0
2012-04-13 05:00:00	NQ	Futures	3154.89	3155.18	3152.29	3154.6	1552.0
2012-04-13 05:30:00	NQ	Futures	3154.31	3158.36	3153.73	3157.49	1107.0
2012-04-13 06:00:00	NQ	Futures	3157.49	3161.25	3156.05	3160.38	949.0
2012-04-13 06:30:00	NQ	Futures	3160.38	3166.17	3159.23	3164.72	1804.0
2012-04-13 07:00:00	NQ	Futures	3165.01	3165.88	3161.25	3163.85	1726.0
2012-04-13 07:30:00	NQ	Futures	3163.28	3164.43	3154.89	3155.18	2295.0
2012-04-13 08:00:00	NQ	Futures	3155.47	3159.23	3153.15	3155.76	2852.0

> showing 50 of 2,206 rows — these rows as CSV

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