PREVIEW / futures_30min / 2012-04-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-25.parquet
  size:    74 KB
  rows:    2,763

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
2012-04-25 00:00:00	ES	Futures	1391.92	1392.43	1391.67	1392.43	660.0
2012-04-25 00:30:00	ES	Futures	1392.17	1392.43	1391.92	1391.92	607.0
2012-04-25 01:00:00	ES	Futures	1391.92	1392.43	1391.41	1391.41	1031.0
2012-04-25 01:30:00	ES	Futures	1391.41	1392.17	1390.15	1390.66	2544.0
2012-04-25 02:00:00	ES	Futures	1390.91	1392.43	1390.15	1391.92	4367.0
2012-04-25 02:30:00	ES	Futures	1391.92	1392.17	1390.91	1391.92	2942.0
2012-04-25 03:00:00	ES	Futures	1392.17	1394.96	1391.41	1394.2	17659.0
2012-04-25 03:30:00	ES	Futures	1394.45	1395.46	1393.69	1394.45	10727.0
2012-04-25 04:00:00	ES	Futures	1394.45	1398.5	1394.45	1397.23	22884.0
2012-04-25 04:30:00	ES	Futures	1397.49	1397.99	1394.96	1396.98	23830.0
2012-04-25 05:00:00	ES	Futures	1396.98	1397.49	1395.71	1396.47	9930.0
2012-04-25 05:30:00	ES	Futures	1396.47	1397.23	1394.45	1394.7	9422.0
2012-04-25 06:00:00	ES	Futures	1394.7	1396.47	1394.7	1395.71	6074.0
2012-04-25 06:30:00	ES	Futures	1395.71	1396.22	1395.21	1396.22	5277.0
2012-04-25 07:00:00	ES	Futures	1395.97	1396.98	1395.46	1396.22	8904.0
2012-04-25 07:30:00	ES	Futures	1396.22	1396.73	1394.96	1395.46	18962.0
2012-04-25 08:00:00	ES	Futures	1395.71	1396.47	1394.96	1395.71	17718.0
2012-04-25 08:30:00	ES	Futures	1395.46	1395.46	1392.68	1394.96	49126.0
2012-04-25 09:00:00	ES	Futures	1394.96	1397.99	1394.45	1397.74	52239.0
2012-04-25 09:30:00	ES	Futures	1397.74	1403.3	1396.98	1402.04	274589.0
2012-04-25 10:00:00	ES	Futures	1401.79	1402.55	1398.75	1400.02	178890.0
2012-04-25 10:30:00	ES	Futures	1399.76	1400.52	1398.5	1398.75	167751.0
2012-04-25 11:00:00	ES	Futures	1398.75	1399.76	1396.98	1399.51	113542.0
2012-04-25 11:30:00	ES	Futures	1399.51	1399.76	1397.74	1398.24	50726.0
2012-04-25 12:00:00	ES	Futures	1398.24	1399.51	1397.74	1399.26	42787.0
2012-04-25 12:30:00	ES	Futures	1399.0	1400.52	1396.73	1400.52	89320.0
2012-04-25 13:00:00	ES	Futures	1400.52	1402.29	1400.02	1401.53	51751.0
2012-04-25 13:30:00	ES	Futures	1401.53	1402.04	1400.27	1400.52	37394.0
2012-04-25 14:00:00	ES	Futures	1400.52	1403.81	1397.49	1402.04	121354.0
2012-04-25 14:30:00	ES	Futures	1401.79	1403.05	1398.5	1402.8	80052.0
2012-04-25 15:00:00	ES	Futures	1402.55	1404.06	1400.77	1401.03	67467.0
2012-04-25 15:30:00	ES	Futures	1401.03	1403.81	1400.77	1403.3	133621.0
2012-04-25 16:00:00	ES	Futures	1403.3	1404.32	1402.8	1404.06	77205.0
2012-04-25 16:30:00	ES	Futures	1403.81	1404.57	1402.55	1404.32	8779.0
2012-04-25 17:00:00	ES	Futures	1404.32	1404.57	1403.56	1404.32	3146.0
2012-04-25 18:00:00	ES	Futures	1404.32	1404.32	1403.56	1404.06	1844.0
2012-04-25 18:30:00	ES	Futures	1404.32	1404.32	1403.56	1403.56	770.0
2012-04-25 19:00:00	ES	Futures	1403.56	1404.32	1403.3	1403.56	1298.0
2012-04-25 19:30:00	ES	Futures	1403.3	1404.32	1403.3	1403.81	1088.0
2012-04-25 20:00:00	ES	Futures	1403.81	1403.81	1402.8	1403.3	2336.0
2012-04-25 20:30:00	ES	Futures	1403.56	1404.32	1403.56	1404.32	1612.0
2012-04-25 21:00:00	ES	Futures	1404.32	1405.33	1403.81	1405.08	4187.0
2012-04-25 21:30:00	ES	Futures	1405.33	1405.58	1404.57	1405.08	2099.0
2012-04-25 22:00:00	ES	Futures	1404.82	1405.33	1404.57	1404.57	1967.0
2012-04-25 22:30:00	ES	Futures	1404.57	1405.58	1404.57	1405.58	1744.0
2012-04-25 23:00:00	ES	Futures	1405.58	1406.09	1404.57	1405.08	3959.0
2012-04-25 23:30:00	ES	Futures	1405.08	1405.58	1404.57	1405.33	1202.0
2012-04-25 00:00:00	NQ	Futures	3088.66	3088.95	3088.08	3088.37	234.0
2012-04-25 00:30:00	NQ	Futures	3088.37	3088.66	3087.79	3088.37	99.0
2012-04-25 01:00:00	NQ	Futures	3088.66	3088.95	3085.77	3086.64	288.0

> showing 50 of 2,763 rows — these rows as CSV

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