PREVIEW / futures_30min / 2012-04-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-19.parquet
  size:    76 KB
  rows:    2,783

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
2012-04-19 00:00:00	ES	Futures	1397.23	1397.49	1395.97	1396.47	1286.0
2012-04-19 00:30:00	ES	Futures	1396.47	1396.98	1395.97	1396.73	621.0
2012-04-19 01:00:00	ES	Futures	1396.98	1397.99	1396.73	1397.74	1665.0
2012-04-19 01:30:00	ES	Futures	1397.49	1397.99	1397.23	1397.99	1732.0
2012-04-19 02:00:00	ES	Futures	1397.74	1399.0	1397.49	1398.5	3722.0
2012-04-19 02:30:00	ES	Futures	1398.5	1400.52	1398.5	1400.02	5314.0
2012-04-19 03:00:00	ES	Futures	1399.76	1403.81	1399.76	1402.8	23814.0
2012-04-19 03:30:00	ES	Futures	1402.8	1403.81	1400.52	1402.55	12634.0
2012-04-19 04:00:00	ES	Futures	1402.55	1404.82	1401.53	1403.3	14019.0
2012-04-19 04:30:00	ES	Futures	1403.05	1406.59	1399.0	1401.79	51485.0
2012-04-19 05:00:00	ES	Futures	1401.53	1402.8	1399.51	1402.04	15959.0
2012-04-19 05:30:00	ES	Futures	1401.79	1404.82	1400.52	1404.57	14721.0
2012-04-19 06:00:00	ES	Futures	1404.57	1404.57	1401.79	1402.04	11363.0
2012-04-19 06:30:00	ES	Futures	1402.29	1402.55	1400.77	1401.79	7506.0
2012-04-19 07:00:00	ES	Futures	1401.79	1403.3	1396.22	1397.23	38416.0
2012-04-19 07:30:00	ES	Futures	1397.49	1398.75	1394.7	1398.24	54341.0
2012-04-19 08:00:00	ES	Futures	1397.99	1401.28	1397.74	1400.02	36417.0
2012-04-19 08:30:00	ES	Futures	1400.02	1400.02	1393.44	1395.21	90651.0
2012-04-19 09:00:00	ES	Futures	1394.96	1397.74	1394.45	1397.49	43948.0
2012-04-19 09:30:00	ES	Futures	1397.74	1400.52	1393.94	1399.0	232083.0
2012-04-19 10:00:00	ES	Futures	1399.26	1399.26	1390.91	1394.96	366291.0
2012-04-19 10:30:00	ES	Futures	1394.96	1403.05	1394.96	1400.77	254072.0
2012-04-19 11:00:00	ES	Futures	1400.77	1402.55	1397.49	1397.74	170188.0
2012-04-19 11:30:00	ES	Futures	1397.49	1399.76	1395.21	1398.24	117539.0
2012-04-19 12:00:00	ES	Futures	1397.99	1398.5	1392.17	1392.43	157966.0
2012-04-19 12:30:00	ES	Futures	1392.43	1394.2	1391.41	1392.43	99066.0
2012-04-19 13:00:00	ES	Futures	1392.43	1394.2	1389.39	1391.41	102546.0
2012-04-19 13:30:00	ES	Futures	1391.41	1393.18	1388.38	1388.63	63557.0
2012-04-19 14:00:00	ES	Futures	1388.88	1390.15	1385.6	1385.85	104589.0
2012-04-19 14:30:00	ES	Futures	1385.85	1386.35	1381.8	1385.34	153706.0
2012-04-19 15:00:00	ES	Futures	1385.6	1388.13	1383.82	1387.62	97288.0
2012-04-19 15:30:00	ES	Futures	1387.62	1390.91	1386.61	1388.88	156221.0
2012-04-19 16:00:00	ES	Futures	1388.88	1390.91	1388.38	1388.88	91587.0
2012-04-19 16:30:00	ES	Futures	1390.15	1390.91	1388.38	1390.66	7514.0
2012-04-19 17:00:00	ES	Futures	1390.4	1390.91	1389.39	1389.39	2272.0
2012-04-19 18:00:00	ES	Futures	1389.64	1390.15	1389.14	1389.64	1167.0
2012-04-19 18:30:00	ES	Futures	1389.64	1390.15	1389.39	1389.9	645.0
2012-04-19 19:00:00	ES	Futures	1389.64	1390.66	1389.64	1390.4	1006.0
2012-04-19 19:30:00	ES	Futures	1390.4	1391.67	1390.4	1391.67	2438.0
2012-04-19 20:00:00	ES	Futures	1391.41	1391.67	1389.64	1389.64	3184.0
2012-04-19 20:30:00	ES	Futures	1389.64	1390.66	1389.64	1389.9	1702.0
2012-04-19 21:00:00	ES	Futures	1390.15	1390.4	1389.14	1389.39	2588.0
2012-04-19 21:30:00	ES	Futures	1389.39	1389.64	1387.87	1389.14	3029.0
2012-04-19 22:00:00	ES	Futures	1388.88	1389.39	1387.87	1388.13	1634.0
2012-04-19 22:30:00	ES	Futures	1388.13	1389.14	1387.62	1388.38	1963.0
2012-04-19 23:00:00	ES	Futures	1388.13	1391.16	1388.13	1390.91	2743.0
2012-04-19 23:30:00	ES	Futures	1390.91	1391.16	1390.15	1390.91	1281.0
2012-04-19 00:00:00	NQ	Futures	3130.02	3130.31	3128.28	3128.86	134.0
2012-04-19 00:30:00	NQ	Futures	3128.86	3130.02	3128.57	3130.02	129.0
2012-04-19 01:00:00	NQ	Futures	3130.31	3133.49	3130.02	3131.17	276.0

> showing 50 of 2,783 rows — these rows as CSV

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