PREVIEW / futures_30min / 2012-04-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-27.parquet
  size:    66 KB
  rows:    2,266

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
2012-04-27 00:00:00	ES	Futures	1409.63	1410.13	1407.6	1408.11	2444.0
2012-04-27 00:30:00	ES	Futures	1408.11	1408.36	1407.6	1408.11	1742.0
2012-04-27 01:00:00	ES	Futures	1408.11	1408.36	1406.85	1407.6	3801.0
2012-04-27 01:30:00	ES	Futures	1407.86	1408.36	1406.85	1407.1	2679.0
2012-04-27 02:00:00	ES	Futures	1407.1	1407.35	1405.58	1407.35	10610.0
2012-04-27 02:30:00	ES	Futures	1407.35	1407.6	1405.58	1406.59	5600.0
2012-04-27 03:00:00	ES	Futures	1406.59	1406.85	1403.05	1405.58	30735.0
2012-04-27 03:30:00	ES	Futures	1405.83	1410.89	1405.33	1410.64	26805.0
2012-04-27 04:00:00	ES	Futures	1410.89	1411.15	1409.12	1410.13	14914.0
2012-04-27 04:30:00	ES	Futures	1410.39	1411.4	1409.63	1410.89	16089.0
2012-04-27 05:00:00	ES	Futures	1411.15	1413.42	1410.89	1413.42	29664.0
2012-04-27 05:30:00	ES	Futures	1413.42	1414.18	1411.65	1411.91	13918.0
2012-04-27 06:00:00	ES	Futures	1411.91	1412.92	1411.15	1412.66	10255.0
2012-04-27 06:30:00	ES	Futures	1412.66	1414.18	1412.66	1413.93	12501.0
2012-04-27 07:00:00	ES	Futures	1413.93	1415.19	1412.92	1413.93	15885.0
2012-04-27 07:30:00	ES	Futures	1413.68	1416.97	1412.66	1415.95	36333.0
2012-04-27 08:00:00	ES	Futures	1415.95	1418.48	1415.7	1417.22	35494.0
2012-04-27 08:30:00	ES	Futures	1417.22	1418.23	1412.92	1416.71	98317.0
2012-04-27 09:00:00	ES	Futures	1416.71	1419.75	1416.71	1417.47	52699.0
2012-04-27 09:30:00	ES	Futures	1417.47	1417.72	1411.91	1413.68	158250.0
2012-04-27 10:00:00	ES	Futures	1413.68	1413.93	1409.63	1412.16	134545.0
2012-04-27 10:30:00	ES	Futures	1412.16	1414.69	1410.64	1414.18	144542.0
2012-04-27 11:00:00	ES	Futures	1413.93	1415.7	1413.42	1414.18	99699.0
2012-04-27 11:30:00	ES	Futures	1414.44	1415.45	1413.42	1414.94	76626.0
2012-04-27 12:00:00	ES	Futures	1414.94	1415.95	1414.18	1415.45	54501.0
2012-04-27 12:30:00	ES	Futures	1415.7	1415.7	1414.44	1415.7	48459.0
2012-04-27 13:00:00	ES	Futures	1415.7	1417.22	1415.19	1416.97	36490.0
2012-04-27 13:30:00	ES	Futures	1416.97	1419.5	1416.97	1418.23	57931.0
2012-04-27 14:00:00	ES	Futures	1418.23	1418.48	1416.46	1416.71	23139.0
2012-04-27 14:30:00	ES	Futures	1416.71	1417.47	1415.7	1416.97	22646.0
2012-04-27 15:00:00	ES	Futures	1417.22	1418.23	1415.7	1416.97	33325.0
2012-04-27 15:30:00	ES	Futures	1416.97	1417.72	1414.94	1415.95	127003.0
2012-04-27 16:00:00	ES	Futures	1415.7	1416.21	1413.17	1415.7	81709.0
2012-04-27 00:00:00	NQ	Futures	3147.08	3148.24	3143.9	3145.35	251.0
2012-04-27 00:30:00	NQ	Futures	3144.48	3145.06	3143.61	3144.19	123.0
2012-04-27 01:00:00	NQ	Futures	3144.48	3144.77	3141.87	3143.9	357.0
2012-04-27 01:30:00	NQ	Futures	3143.9	3145.06	3142.45	3142.45	268.0
2012-04-27 02:00:00	NQ	Futures	3142.45	3143.03	3139.56	3142.16	564.0
2012-04-27 02:30:00	NQ	Futures	3142.16	3143.03	3138.69	3139.85	556.0
2012-04-27 03:00:00	NQ	Futures	3140.14	3140.14	3133.49	3137.25	2801.0
2012-04-27 03:30:00	NQ	Futures	3137.25	3146.21	3136.38	3146.21	2224.0
2012-04-27 04:00:00	NQ	Futures	3146.21	3147.08	3143.32	3146.21	1381.0
2012-04-27 04:30:00	NQ	Futures	3146.5	3148.53	3144.48	3147.66	1686.0
2012-04-27 05:00:00	NQ	Futures	3147.66	3152.58	3147.08	3152.29	2114.0
2012-04-27 05:30:00	NQ	Futures	3152.29	3154.31	3149.68	3150.26	1389.0
2012-04-27 06:00:00	NQ	Futures	3150.26	3151.71	3147.37	3150.84	1403.0
2012-04-27 06:30:00	NQ	Futures	3150.84	3154.31	3150.84	3154.31	1538.0
2012-04-27 07:00:00	NQ	Futures	3154.02	3156.91	3152.0	3154.02	2079.0
2012-04-27 07:30:00	NQ	Futures	3154.02	3159.81	3151.71	3158.65	4355.0
2012-04-27 08:00:00	NQ	Futures	3158.07	3163.28	3157.78	3160.96	3154.0

> showing 50 of 2,266 rows — these rows as CSV

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