PREVIEW / futures_30min / 2012-04-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-23.parquet
  size:    73 KB
  rows:    2,683

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
2012-04-23 00:00:00	ES	Futures	1389.14	1389.39	1388.88	1388.88	218.0
2012-04-23 00:30:00	ES	Futures	1389.14	1389.64	1388.63	1389.39	459.0
2012-04-23 01:00:00	ES	Futures	1389.39	1389.64	1388.63	1389.39	499.0
2012-04-23 01:30:00	ES	Futures	1389.14	1389.39	1388.38	1388.88	761.0
2012-04-23 02:00:00	ES	Futures	1388.88	1389.14	1387.11	1387.62	3962.0
2012-04-23 02:30:00	ES	Futures	1387.37	1387.87	1385.34	1387.37	4465.0
2012-04-23 03:00:00	ES	Futures	1387.37	1387.37	1382.31	1383.32	26160.0
2012-04-23 03:30:00	ES	Futures	1383.32	1383.82	1380.28	1380.54	36224.0
2012-04-23 04:00:00	ES	Futures	1380.54	1380.54	1377.25	1379.78	24205.0
2012-04-23 04:30:00	ES	Futures	1380.03	1381.04	1378.51	1379.27	11843.0
2012-04-23 05:00:00	ES	Futures	1379.02	1379.27	1376.49	1377.75	16172.0
2012-04-23 05:30:00	ES	Futures	1377.5	1378.76	1376.23	1378.26	16019.0
2012-04-23 06:00:00	ES	Futures	1378.01	1378.76	1376.99	1377.75	7968.0
2012-04-23 06:30:00	ES	Futures	1377.5	1378.51	1376.74	1377.75	11473.0
2012-04-23 07:00:00	ES	Futures	1377.75	1378.26	1376.23	1378.26	15015.0
2012-04-23 07:30:00	ES	Futures	1378.01	1378.76	1375.73	1377.5	29858.0
2012-04-23 08:00:00	ES	Futures	1377.5	1378.01	1375.98	1377.5	32875.0
2012-04-23 08:30:00	ES	Futures	1377.5	1378.76	1377.5	1378.01	16877.0
2012-04-23 09:00:00	ES	Futures	1377.75	1378.01	1376.23	1376.23	30816.0
2012-04-23 09:30:00	ES	Futures	1376.23	1377.5	1371.68	1373.71	284705.0
2012-04-23 10:00:00	ES	Futures	1373.96	1373.96	1370.16	1372.69	239082.0
2012-04-23 10:30:00	ES	Futures	1372.69	1374.46	1370.92	1373.2	176887.0
2012-04-23 11:00:00	ES	Futures	1372.95	1375.22	1372.44	1373.71	123736.0
2012-04-23 11:30:00	ES	Futures	1373.71	1375.48	1373.2	1375.22	83932.0
2012-04-23 12:00:00	ES	Futures	1375.22	1377.25	1374.72	1376.99	71501.0
2012-04-23 12:30:00	ES	Futures	1376.99	1377.5	1374.46	1375.48	56236.0
2012-04-23 13:00:00	ES	Futures	1375.48	1376.49	1374.72	1375.73	31723.0
2012-04-23 13:30:00	ES	Futures	1375.73	1376.99	1374.72	1375.48	42189.0
2012-04-23 14:00:00	ES	Futures	1375.73	1379.02	1373.2	1378.01	89125.0
2012-04-23 14:30:00	ES	Futures	1378.26	1380.28	1376.49	1376.49	75289.0
2012-04-23 15:00:00	ES	Futures	1376.49	1379.02	1376.23	1378.51	58246.0
2012-04-23 15:30:00	ES	Futures	1378.76	1380.03	1378.01	1379.02	119284.0
2012-04-23 16:00:00	ES	Futures	1378.76	1380.03	1378.26	1379.02	71521.0
2012-04-23 16:30:00	ES	Futures	1379.27	1380.79	1379.02	1380.54	7761.0
2012-04-23 17:00:00	ES	Futures	1380.54	1380.79	1379.78	1380.79	2271.0
2012-04-23 18:00:00	ES	Futures	1380.54	1381.04	1380.28	1380.79	1671.0
2012-04-23 18:30:00	ES	Futures	1380.79	1381.04	1380.03	1380.28	1475.0
2012-04-23 19:00:00	ES	Futures	1380.28	1380.54	1380.03	1380.28	492.0
2012-04-23 19:30:00	ES	Futures	1380.03	1380.03	1379.27	1379.78	2233.0
2012-04-23 20:00:00	ES	Futures	1379.78	1381.29	1379.52	1381.29	2449.0
2012-04-23 20:30:00	ES	Futures	1381.29	1382.56	1381.29	1381.8	4957.0
2012-04-23 21:00:00	ES	Futures	1381.8	1382.05	1380.79	1381.04	1693.0
2012-04-23 21:30:00	ES	Futures	1381.04	1382.31	1379.78	1382.31	3368.0
2012-04-23 22:00:00	ES	Futures	1382.31	1383.82	1381.8	1383.32	5780.0
2012-04-23 22:30:00	ES	Futures	1383.07	1383.82	1381.29	1381.29	3285.0
2012-04-23 23:00:00	ES	Futures	1381.29	1381.55	1380.28	1381.04	3132.0
2012-04-23 23:30:00	ES	Futures	1380.79	1381.04	1379.52	1380.54	1805.0
2012-04-23 00:00:00	NQ	Futures	3088.66	3088.95	3088.08	3088.66	50.0
2012-04-23 00:30:00	NQ	Futures	3088.37	3090.11	3088.08	3089.24	155.0
2012-04-23 01:00:00	NQ	Futures	3089.53	3090.4	3088.66	3090.11	152.0

> showing 50 of 2,683 rows — these rows as CSV

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