PREVIEW / futures_30min / 2012-04-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-18.parquet
  size:    73 KB
  rows:    2,784

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
2012-04-18 00:00:00	ES	Futures	1402.55	1402.55	1402.04	1402.04	700.0
2012-04-18 00:30:00	ES	Futures	1402.04	1402.8	1401.79	1402.29	1029.0
2012-04-18 01:00:00	ES	Futures	1402.55	1402.55	1401.79	1402.04	1900.0
2012-04-18 01:30:00	ES	Futures	1402.29	1402.8	1401.79	1402.04	2020.0
2012-04-18 02:00:00	ES	Futures	1402.29	1403.05	1400.77	1401.28	5629.0
2012-04-18 02:30:00	ES	Futures	1401.28	1401.28	1400.77	1401.03	2191.0
2012-04-18 03:00:00	ES	Futures	1401.03	1401.79	1398.75	1399.26	19681.0
2012-04-18 03:30:00	ES	Futures	1399.26	1402.29	1398.75	1401.79	14337.0
2012-04-18 04:00:00	ES	Futures	1401.53	1402.8	1400.27	1401.03	13085.0
2012-04-18 04:30:00	ES	Futures	1401.28	1402.04	1398.5	1398.5	15476.0
2012-04-18 05:00:00	ES	Futures	1398.75	1401.03	1398.24	1400.02	16897.0
2012-04-18 05:30:00	ES	Futures	1400.02	1400.52	1398.75	1400.02	9983.0
2012-04-18 06:00:00	ES	Futures	1400.02	1400.27	1398.24	1398.5	9754.0
2012-04-18 06:30:00	ES	Futures	1398.5	1399.26	1396.47	1396.73	15106.0
2012-04-18 07:00:00	ES	Futures	1396.73	1397.23	1395.21	1396.22	21129.0
2012-04-18 07:30:00	ES	Futures	1395.97	1397.49	1394.7	1396.73	20786.0
2012-04-18 08:00:00	ES	Futures	1396.98	1398.5	1396.22	1396.98	23669.0
2012-04-18 08:30:00	ES	Futures	1396.98	1397.23	1394.2	1395.97	45178.0
2012-04-18 09:00:00	ES	Futures	1395.97	1397.23	1395.46	1396.22	38677.0
2012-04-18 09:30:00	ES	Futures	1396.22	1400.52	1395.21	1400.02	228657.0
2012-04-18 10:00:00	ES	Futures	1400.27	1401.28	1398.24	1398.75	250399.0
2012-04-18 10:30:00	ES	Futures	1398.5	1402.04	1397.74	1401.03	160836.0
2012-04-18 11:00:00	ES	Futures	1401.03	1401.28	1396.22	1397.49	174624.0
2012-04-18 11:30:00	ES	Futures	1397.49	1400.02	1395.71	1399.26	117143.0
2012-04-18 12:00:00	ES	Futures	1399.26	1399.51	1397.23	1397.49	55441.0
2012-04-18 12:30:00	ES	Futures	1397.49	1398.75	1397.23	1397.99	33777.0
2012-04-18 13:00:00	ES	Futures	1397.99	1399.51	1397.49	1397.49	34512.0
2012-04-18 13:30:00	ES	Futures	1397.74	1398.24	1394.96	1395.71	64337.0
2012-04-18 14:00:00	ES	Futures	1395.71	1400.52	1395.21	1399.51	62771.0
2012-04-18 14:30:00	ES	Futures	1399.51	1400.52	1399.26	1400.02	40654.0
2012-04-18 15:00:00	ES	Futures	1400.27	1402.29	1398.24	1398.75	92046.0
2012-04-18 15:30:00	ES	Futures	1398.75	1399.76	1396.73	1397.74	131960.0
2012-04-18 16:00:00	ES	Futures	1397.74	1398.24	1394.45	1394.96	85410.0
2012-04-18 16:30:00	ES	Futures	1395.21	1396.47	1394.96	1396.47	8080.0
2012-04-18 17:00:00	ES	Futures	1396.47	1396.73	1395.71	1396.22	1745.0
2012-04-18 18:00:00	ES	Futures	1396.47	1396.47	1395.71	1395.97	882.0
2012-04-18 18:30:00	ES	Futures	1395.71	1396.47	1395.46	1396.22	731.0
2012-04-18 19:00:00	ES	Futures	1396.22	1396.73	1395.46	1395.46	916.0
2012-04-18 19:30:00	ES	Futures	1395.71	1396.47	1395.46	1395.97	2181.0
2012-04-18 20:00:00	ES	Futures	1395.97	1397.99	1395.21	1396.98	4217.0
2012-04-18 20:30:00	ES	Futures	1397.23	1398.5	1396.98	1398.24	2990.0
2012-04-18 21:00:00	ES	Futures	1397.99	1399.26	1397.74	1397.99	3184.0
2012-04-18 21:30:00	ES	Futures	1397.99	1398.24	1395.71	1396.47	5593.0
2012-04-18 22:00:00	ES	Futures	1396.47	1397.74	1396.22	1397.23	1068.0
2012-04-18 22:30:00	ES	Futures	1397.23	1397.99	1396.98	1397.49	1058.0
2012-04-18 23:00:00	ES	Futures	1397.23	1397.74	1396.73	1396.98	1431.0
2012-04-18 23:30:00	ES	Futures	1396.98	1397.49	1396.73	1397.23	610.0
2012-04-18 00:00:00	NQ	Futures	3145.35	3145.35	3143.32	3144.19	140.0
2012-04-18 00:30:00	NQ	Futures	3144.19	3144.48	3142.45	3143.9	162.0
2012-04-18 01:00:00	NQ	Futures	3143.61	3145.06	3143.61	3144.48	303.0

> showing 50 of 2,784 rows — these rows as CSV

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