PREVIEW / futures_30min / 2012-04-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-17.parquet
  size:    75 KB
  rows:    2,787

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
2012-04-17 00:00:00	ES	Futures	1380.28	1380.28	1379.02	1379.78	1120.0
2012-04-17 00:30:00	ES	Futures	1379.78	1380.03	1379.27	1379.52	677.0
2012-04-17 01:00:00	ES	Futures	1379.78	1379.78	1378.51	1378.51	1633.0
2012-04-17 01:30:00	ES	Futures	1378.76	1379.52	1378.51	1379.52	1660.0
2012-04-17 02:00:00	ES	Futures	1379.52	1379.52	1376.49	1376.99	6606.0
2012-04-17 02:30:00	ES	Futures	1376.74	1378.01	1375.48	1377.25	7903.0
2012-04-17 03:00:00	ES	Futures	1377.5	1382.81	1376.49	1382.05	19579.0
2012-04-17 03:30:00	ES	Futures	1382.05	1384.84	1381.55	1383.82	16705.0
2012-04-17 04:00:00	ES	Futures	1384.08	1384.33	1382.81	1384.08	9159.0
2012-04-17 04:30:00	ES	Futures	1384.08	1386.35	1383.82	1385.85	18912.0
2012-04-17 05:00:00	ES	Futures	1385.85	1388.13	1385.6	1386.61	17456.0
2012-04-17 05:30:00	ES	Futures	1386.61	1388.38	1385.6	1386.1	13742.0
2012-04-17 06:00:00	ES	Futures	1385.85	1387.11	1385.34	1386.86	6728.0
2012-04-17 06:30:00	ES	Futures	1386.86	1389.39	1386.86	1387.37	15212.0
2012-04-17 07:00:00	ES	Futures	1387.62	1389.9	1387.37	1389.39	16944.0
2012-04-17 07:30:00	ES	Futures	1389.39	1389.9	1386.61	1387.62	22352.0
2012-04-17 08:00:00	ES	Futures	1387.37	1388.88	1386.86	1387.87	16053.0
2012-04-17 08:30:00	ES	Futures	1387.87	1389.39	1386.35	1388.88	37331.0
2012-04-17 09:00:00	ES	Futures	1389.14	1391.16	1388.88	1389.9	56581.0
2012-04-17 09:30:00	ES	Futures	1389.9	1392.93	1389.39	1390.66	233049.0
2012-04-17 10:00:00	ES	Futures	1390.66	1395.46	1388.13	1394.7	215826.0
2012-04-17 10:30:00	ES	Futures	1394.96	1398.24	1394.45	1397.23	138640.0
2012-04-17 11:00:00	ES	Futures	1397.49	1401.03	1397.23	1399.51	190975.0
2012-04-17 11:30:00	ES	Futures	1399.51	1400.27	1398.75	1399.76	69934.0
2012-04-17 12:00:00	ES	Futures	1400.02	1402.55	1399.76	1402.29	89599.0
2012-04-17 12:30:00	ES	Futures	1402.29	1403.81	1402.04	1402.8	84752.0
2012-04-17 13:00:00	ES	Futures	1402.8	1403.3	1402.29	1403.3	34717.0
2012-04-17 13:30:00	ES	Futures	1403.3	1404.32	1402.55	1403.3	44074.0
2012-04-17 14:00:00	ES	Futures	1403.56	1404.82	1403.3	1404.57	39990.0
2012-04-17 14:30:00	ES	Futures	1404.57	1405.33	1402.8	1404.06	60524.0
2012-04-17 15:00:00	ES	Futures	1403.81	1405.33	1402.8	1404.82	51616.0
2012-04-17 15:30:00	ES	Futures	1404.82	1405.08	1402.04	1402.29	153832.0
2012-04-17 16:00:00	ES	Futures	1402.55	1403.05	1399.76	1400.27	119788.0
2012-04-17 16:30:00	ES	Futures	1400.27	1400.77	1399.26	1400.02	9709.0
2012-04-17 17:00:00	ES	Futures	1399.76	1400.52	1399.26	1399.51	3548.0
2012-04-17 18:00:00	ES	Futures	1399.51	1400.77	1399.51	1400.77	1864.0
2012-04-17 18:30:00	ES	Futures	1400.77	1400.77	1400.02	1400.27	836.0
2012-04-17 19:00:00	ES	Futures	1400.02	1401.28	1400.02	1400.77	1313.0
2012-04-17 19:30:00	ES	Futures	1401.03	1401.53	1400.77	1401.53	1788.0
2012-04-17 20:00:00	ES	Futures	1401.28	1403.05	1401.28	1402.8	5488.0
2012-04-17 20:30:00	ES	Futures	1402.8	1403.05	1402.29	1402.55	3029.0
2012-04-17 21:00:00	ES	Futures	1402.55	1402.8	1401.28	1402.55	2330.0
2012-04-17 21:30:00	ES	Futures	1402.55	1402.55	1401.28	1401.28	1182.0
2012-04-17 22:00:00	ES	Futures	1401.28	1401.79	1400.77	1401.53	1719.0
2012-04-17 22:30:00	ES	Futures	1401.53	1401.79	1401.03	1401.53	643.0
2012-04-17 23:00:00	ES	Futures	1401.53	1403.05	1401.53	1402.8	2351.0
2012-04-17 23:30:00	ES	Futures	1402.8	1403.3	1402.29	1402.55	1764.0
2012-04-17 00:00:00	NQ	Futures	3079.99	3079.99	3078.25	3079.7	189.0
2012-04-17 00:30:00	NQ	Futures	3079.7	3080.85	3079.41	3079.99	171.0
2012-04-17 01:00:00	NQ	Futures	3079.99	3079.99	3077.38	3077.38	173.0

> showing 50 of 2,787 rows — these rows as CSV

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