PREVIEW / futures_30min / 2012-04-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-24.parquet
  size:    76 KB
  rows:    2,792

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
2012-04-24 00:00:00	ES	Futures	1380.54	1381.29	1380.03	1381.29	1027.0
2012-04-24 00:30:00	ES	Futures	1381.04	1382.05	1381.04	1381.8	1552.0
2012-04-24 01:00:00	ES	Futures	1382.05	1382.05	1381.04	1382.05	1177.0
2012-04-24 01:30:00	ES	Futures	1382.05	1382.81	1381.55	1382.05	2698.0
2012-04-24 02:00:00	ES	Futures	1382.05	1383.32	1381.55	1382.56	5246.0
2012-04-24 02:30:00	ES	Futures	1382.56	1383.32	1381.8	1382.31	4160.0
2012-04-24 03:00:00	ES	Futures	1382.05	1383.32	1380.28	1382.31	16230.0
2012-04-24 03:30:00	ES	Futures	1382.31	1383.57	1381.29	1382.56	11445.0
2012-04-24 04:00:00	ES	Futures	1382.56	1385.34	1381.8	1384.84	18308.0
2012-04-24 04:30:00	ES	Futures	1384.84	1384.84	1382.81	1383.07	8266.0
2012-04-24 05:00:00	ES	Futures	1383.07	1385.34	1382.81	1384.58	8533.0
2012-04-24 05:30:00	ES	Futures	1384.33	1385.6	1383.82	1384.08	8265.0
2012-04-24 06:00:00	ES	Futures	1384.08	1384.33	1382.05	1383.32	12156.0
2012-04-24 06:30:00	ES	Futures	1383.07	1384.08	1382.56	1383.07	5761.0
2012-04-24 07:00:00	ES	Futures	1383.07	1384.58	1383.07	1383.32	8092.0
2012-04-24 07:30:00	ES	Futures	1383.32	1384.58	1382.56	1383.82	18145.0
2012-04-24 08:00:00	ES	Futures	1383.57	1384.58	1380.79	1381.29	24647.0
2012-04-24 08:30:00	ES	Futures	1381.29	1381.29	1378.26	1378.51	41148.0
2012-04-24 09:00:00	ES	Futures	1378.51	1380.54	1377.25	1380.03	38430.0
2012-04-24 09:30:00	ES	Futures	1380.03	1383.07	1379.02	1380.79	221159.0
2012-04-24 10:00:00	ES	Futures	1380.54	1387.11	1379.78	1384.84	186575.0
2012-04-24 10:30:00	ES	Futures	1384.84	1387.11	1384.33	1386.35	86114.0
2012-04-24 11:00:00	ES	Futures	1386.35	1387.62	1384.08	1386.86	119387.0
2012-04-24 11:30:00	ES	Futures	1386.86	1387.11	1384.33	1385.09	69914.0
2012-04-24 12:00:00	ES	Futures	1385.09	1386.1	1384.33	1385.34	29854.0
2012-04-24 12:30:00	ES	Futures	1385.6	1385.85	1382.05	1382.31	53511.0
2012-04-24 13:00:00	ES	Futures	1382.31	1383.82	1382.31	1382.81	30001.0
2012-04-24 13:30:00	ES	Futures	1382.56	1384.58	1381.04	1381.04	41164.0
2012-04-24 14:00:00	ES	Futures	1381.04	1381.8	1379.52	1381.04	47639.0
2012-04-24 14:30:00	ES	Futures	1380.79	1383.82	1380.54	1383.32	49564.0
2012-04-24 15:00:00	ES	Futures	1383.32	1384.33	1381.8	1382.81	45421.0
2012-04-24 15:30:00	ES	Futures	1382.81	1384.84	1382.31	1384.58	107264.0
2012-04-24 16:00:00	ES	Futures	1384.58	1387.11	1384.08	1386.35	68799.0
2012-04-24 16:30:00	ES	Futures	1387.11	1393.69	1385.85	1392.43	45190.0
2012-04-24 17:00:00	ES	Futures	1392.43	1392.68	1390.91	1390.91	6100.0
2012-04-24 18:00:00	ES	Futures	1391.41	1392.43	1391.16	1392.17	2464.0
2012-04-24 18:30:00	ES	Futures	1392.17	1392.68	1391.41	1391.67	1731.0
2012-04-24 19:00:00	ES	Futures	1391.67	1392.17	1391.41	1391.67	1390.0
2012-04-24 19:30:00	ES	Futures	1391.67	1392.68	1391.41	1392.43	2491.0
2012-04-24 20:00:00	ES	Futures	1392.17	1392.68	1390.4	1390.91	3589.0
2012-04-24 20:30:00	ES	Futures	1390.91	1391.16	1390.91	1391.16	592.0
2012-04-24 21:00:00	ES	Futures	1390.91	1391.16	1389.9	1390.15	2575.0
2012-04-24 21:30:00	ES	Futures	1390.15	1391.16	1389.39	1390.15	2860.0
2012-04-24 22:00:00	ES	Futures	1389.9	1390.91	1389.9	1390.66	1497.0
2012-04-24 22:30:00	ES	Futures	1390.66	1391.16	1390.4	1390.91	757.0
2012-04-24 23:00:00	ES	Futures	1390.91	1391.41	1390.66	1391.16	820.0
2012-04-24 23:30:00	ES	Futures	1390.91	1392.17	1390.91	1391.92	1405.0
2012-04-24 00:00:00	NQ	Futures	3069.0	3071.31	3068.42	3070.73	235.0
2012-04-24 00:30:00	NQ	Futures	3070.73	3073.91	3070.73	3073.91	247.0
2012-04-24 01:00:00	NQ	Futures	3073.33	3073.33	3071.31	3073.04	110.0

> showing 50 of 2,792 rows — these rows as CSV

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