PREVIEW / futures_30min / 2012-04-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-26.parquet
  size:    77 KB
  rows:    2,810

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
2012-04-26 00:00:00	ES	Futures	1405.08	1405.33	1403.81	1404.32	1971.0
2012-04-26 00:30:00	ES	Futures	1404.06	1404.57	1403.81	1403.81	1410.0
2012-04-26 01:00:00	ES	Futures	1403.81	1404.06	1402.8	1403.3	3775.0
2012-04-26 01:30:00	ES	Futures	1403.05	1404.32	1402.8	1404.06	2440.0
2012-04-26 02:00:00	ES	Futures	1404.06	1405.58	1403.81	1405.33	4122.0
2012-04-26 02:30:00	ES	Futures	1405.33	1406.09	1405.08	1405.58	3801.0
2012-04-26 03:00:00	ES	Futures	1405.33	1408.62	1403.56	1408.36	28541.0
2012-04-26 03:30:00	ES	Futures	1408.36	1408.87	1406.85	1407.86	18312.0
2012-04-26 04:00:00	ES	Futures	1407.86	1408.62	1406.09	1407.1	12361.0
2012-04-26 04:30:00	ES	Futures	1407.1	1408.36	1405.08	1405.08	14606.0
2012-04-26 05:00:00	ES	Futures	1405.33	1406.34	1402.8	1403.3	16400.0
2012-04-26 05:30:00	ES	Futures	1403.56	1403.56	1401.79	1402.55	13786.0
2012-04-26 06:00:00	ES	Futures	1402.55	1403.05	1400.77	1401.28	12755.0
2012-04-26 06:30:00	ES	Futures	1401.28	1402.29	1400.02	1402.29	14710.0
2012-04-26 07:00:00	ES	Futures	1402.29	1402.55	1401.03	1401.53	12427.0
2012-04-26 07:30:00	ES	Futures	1401.28	1403.56	1401.28	1403.05	16868.0
2012-04-26 08:00:00	ES	Futures	1403.05	1404.06	1400.52	1401.03	34154.0
2012-04-26 08:30:00	ES	Futures	1401.03	1401.03	1397.49	1400.02	86605.0
2012-04-26 09:00:00	ES	Futures	1399.76	1400.77	1398.75	1400.52	42737.0
2012-04-26 09:30:00	ES	Futures	1400.27	1403.3	1399.51	1402.29	172903.0
2012-04-26 10:00:00	ES	Futures	1402.55	1405.83	1402.29	1403.3	152924.0
2012-04-26 10:30:00	ES	Futures	1403.56	1405.33	1402.04	1402.8	158336.0
2012-04-26 11:00:00	ES	Futures	1402.8	1405.83	1402.55	1405.83	96158.0
2012-04-26 11:30:00	ES	Futures	1405.83	1406.34	1404.82	1405.08	79241.0
2012-04-26 12:00:00	ES	Futures	1405.33	1406.09	1404.57	1405.33	63635.0
2012-04-26 12:30:00	ES	Futures	1405.08	1405.83	1404.06	1405.83	28189.0
2012-04-26 13:00:00	ES	Futures	1405.83	1408.36	1405.08	1408.11	59072.0
2012-04-26 13:30:00	ES	Futures	1407.86	1411.4	1407.86	1411.15	84203.0
2012-04-26 14:00:00	ES	Futures	1411.15	1413.68	1410.89	1413.17	69894.0
2012-04-26 14:30:00	ES	Futures	1413.17	1413.93	1412.16	1413.17	44915.0
2012-04-26 15:00:00	ES	Futures	1413.17	1414.94	1412.66	1413.93	62105.0
2012-04-26 15:30:00	ES	Futures	1414.18	1414.18	1411.65	1412.92	149688.0
2012-04-26 16:00:00	ES	Futures	1412.92	1414.18	1412.66	1413.68	66203.0
2012-04-26 16:30:00	ES	Futures	1413.42	1415.7	1411.4	1411.91	15987.0
2012-04-26 17:00:00	ES	Futures	1411.91	1411.91	1407.1	1407.86	20004.0
2012-04-26 18:00:00	ES	Futures	1407.6	1408.11	1405.83	1406.34	16691.0
2012-04-26 18:30:00	ES	Futures	1406.09	1407.35	1406.09	1407.1	5790.0
2012-04-26 19:00:00	ES	Futures	1406.85	1408.11	1406.85	1407.6	1975.0
2012-04-26 19:30:00	ES	Futures	1407.6	1407.86	1406.34	1407.1	3229.0
2012-04-26 20:00:00	ES	Futures	1407.1	1409.38	1406.59	1409.38	6337.0
2012-04-26 20:30:00	ES	Futures	1409.12	1409.88	1409.12	1409.63	3243.0
2012-04-26 21:00:00	ES	Futures	1409.63	1410.39	1409.38	1409.38	4226.0
2012-04-26 21:30:00	ES	Futures	1409.38	1409.88	1408.36	1409.12	2754.0
2012-04-26 22:00:00	ES	Futures	1409.12	1409.38	1407.6	1407.86	2351.0
2012-04-26 22:30:00	ES	Futures	1408.11	1408.62	1407.86	1408.11	1203.0
2012-04-26 23:00:00	ES	Futures	1408.36	1409.12	1407.6	1407.86	1741.0
2012-04-26 23:30:00	ES	Futures	1407.86	1410.13	1407.86	1409.38	3904.0
2012-04-26 00:00:00	NQ	Futures	3131.46	3131.75	3128.57	3128.57	165.0
2012-04-26 00:30:00	NQ	Futures	3128.57	3129.73	3127.7	3127.99	195.0
2012-04-26 01:00:00	NQ	Futures	3127.99	3128.28	3126.55	3127.41	432.0

> showing 50 of 2,810 rows — these rows as CSV

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