PREVIEW / futures_30min / 2012-04-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-20.parquet
  size:    63 KB
  rows:    2,239

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
2012-04-20 00:00:00	ES	Futures	1390.66	1390.91	1389.9	1390.91	1085.0
2012-04-20 00:30:00	ES	Futures	1390.91	1390.91	1389.9	1390.15	707.0
2012-04-20 01:00:00	ES	Futures	1389.9	1390.15	1388.63	1390.15	2436.0
2012-04-20 01:30:00	ES	Futures	1390.15	1391.41	1389.9	1390.15	2323.0
2012-04-20 02:00:00	ES	Futures	1390.4	1392.68	1389.9	1392.43	4435.0
2012-04-20 02:30:00	ES	Futures	1392.43	1392.93	1391.41	1391.67	3142.0
2012-04-20 03:00:00	ES	Futures	1391.41	1391.92	1387.62	1391.16	25147.0
2012-04-20 03:30:00	ES	Futures	1390.91	1393.44	1389.9	1391.67	16804.0
2012-04-20 04:00:00	ES	Futures	1391.41	1393.94	1391.16	1392.43	14411.0
2012-04-20 04:30:00	ES	Futures	1392.43	1393.69	1388.38	1389.64	22674.0
2012-04-20 05:00:00	ES	Futures	1389.64	1390.4	1388.38	1390.15	12172.0
2012-04-20 05:30:00	ES	Futures	1390.15	1393.69	1389.64	1393.18	15431.0
2012-04-20 06:00:00	ES	Futures	1392.93	1396.22	1392.93	1395.21	26248.0
2012-04-20 06:30:00	ES	Futures	1395.21	1397.23	1393.94	1395.97	17257.0
2012-04-20 07:00:00	ES	Futures	1395.97	1396.22	1393.18	1393.94	18956.0
2012-04-20 07:30:00	ES	Futures	1393.94	1395.71	1392.93	1394.7	21473.0
2012-04-20 08:00:00	ES	Futures	1394.45	1397.23	1394.45	1395.71	31590.0
2012-04-20 08:30:00	ES	Futures	1395.71	1396.47	1394.2	1394.96	31477.0
2012-04-20 09:00:00	ES	Futures	1394.96	1396.22	1394.45	1394.7	45519.0
2012-04-20 09:30:00	ES	Futures	1394.7	1396.73	1392.68	1396.73	312183.0
2012-04-20 10:00:00	ES	Futures	1396.47	1397.74	1393.18	1396.47	148266.0
2012-04-20 10:30:00	ES	Futures	1396.73	1399.76	1396.47	1398.24	185504.0
2012-04-20 11:00:00	ES	Futures	1398.24	1398.5	1396.73	1397.49	118203.0
2012-04-20 11:30:00	ES	Futures	1397.23	1398.5	1396.98	1398.24	78386.0
2012-04-20 12:00:00	ES	Futures	1398.24	1399.51	1397.99	1398.5	53555.0
2012-04-20 12:30:00	ES	Futures	1398.75	1399.0	1397.49	1397.49	43928.0
2012-04-20 13:00:00	ES	Futures	1397.49	1398.24	1395.46	1395.97	39114.0
2012-04-20 13:30:00	ES	Futures	1395.71	1395.97	1392.93	1393.94	65951.0
2012-04-20 14:00:00	ES	Futures	1394.2	1395.46	1391.67	1394.96	73301.0
2012-04-20 14:30:00	ES	Futures	1394.96	1394.96	1392.17	1392.93	45900.0
2012-04-20 15:00:00	ES	Futures	1392.93	1393.18	1390.15	1391.41	83606.0
2012-04-20 15:30:00	ES	Futures	1391.16	1392.93	1389.9	1390.66	125450.0
2012-04-20 16:00:00	ES	Futures	1390.4	1391.92	1389.9	1391.41	87973.0
2012-04-20 00:00:00	NQ	Futures	3108.33	3108.62	3107.46	3108.62	188.0
2012-04-20 00:30:00	NQ	Futures	3108.62	3109.2	3106.88	3106.88	157.0
2012-04-20 01:00:00	NQ	Futures	3107.17	3108.04	3104.86	3106.88	173.0
2012-04-20 01:30:00	NQ	Futures	3107.17	3109.48	3106.88	3107.46	159.0
2012-04-20 02:00:00	NQ	Futures	3107.46	3112.09	3106.3	3111.8	521.0
2012-04-20 02:30:00	NQ	Futures	3111.51	3113.24	3109.48	3110.06	355.0
2012-04-20 03:00:00	NQ	Futures	3109.48	3112.09	3104.28	3110.64	2574.0
2012-04-20 03:30:00	NQ	Futures	3110.64	3114.69	3107.75	3110.64	2196.0
2012-04-20 04:00:00	NQ	Futures	3111.22	3115.56	3109.48	3112.38	1595.0
2012-04-20 04:30:00	NQ	Futures	3112.38	3115.27	3103.7	3106.01	2438.0
2012-04-20 05:00:00	NQ	Futures	3106.01	3107.75	3103.99	3106.59	1110.0
2012-04-20 05:30:00	NQ	Futures	3106.88	3115.27	3106.59	3114.11	1237.0
2012-04-20 06:00:00	NQ	Futures	3114.4	3120.18	3113.82	3117.0	2005.0
2012-04-20 06:30:00	NQ	Futures	3117.0	3121.63	3113.82	3119.9	1542.0
2012-04-20 07:00:00	NQ	Futures	3119.9	3119.9	3114.11	3115.56	2359.0
2012-04-20 07:30:00	NQ	Futures	3114.98	3119.32	3113.24	3117.0	2752.0
2012-04-20 08:00:00	NQ	Futures	3116.43	3122.21	3116.43	3118.45	3369.0

> showing 50 of 2,239 rows — these rows as CSV

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