PREVIEW / futures_30min / 2012-05-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-01.parquet
  size:    64 KB
  rows:    2,408

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
2012-05-01 00:00:00	ES	Futures	1411.65	1412.41	1411.4	1412.16	1009.0
2012-05-01 00:30:00	ES	Futures	1412.16	1413.42	1411.65	1412.92	2984.0
2012-05-01 01:00:00	ES	Futures	1412.92	1413.17	1411.15	1411.4	2435.0
2012-05-01 01:30:00	ES	Futures	1411.4	1411.91	1410.64	1411.15	2306.0
2012-05-01 02:00:00	ES	Futures	1411.4	1411.65	1410.64	1410.64	1556.0
2012-05-01 02:30:00	ES	Futures	1410.89	1411.4	1410.13	1411.4	1952.0
2012-05-01 03:00:00	ES	Futures	1411.15	1411.91	1410.64	1410.89	2713.0
2012-05-01 03:30:00	ES	Futures	1411.15	1411.4	1410.13	1410.89	1771.0
2012-05-01 04:00:00	ES	Futures	1411.15	1411.91	1410.89	1410.89	2263.0
2012-05-01 04:30:00	ES	Futures	1410.89	1411.65	1410.39	1410.64	1978.0
2012-05-01 05:00:00	ES	Futures	1410.89	1410.89	1409.63	1409.88	2187.0
2012-05-01 05:30:00	ES	Futures	1409.63	1410.13	1408.62	1409.12	2919.0
2012-05-01 06:00:00	ES	Futures	1409.12	1409.12	1408.11	1408.62	3583.0
2012-05-01 06:30:00	ES	Futures	1408.62	1410.89	1408.36	1410.64	4722.0
2012-05-01 07:00:00	ES	Futures	1410.89	1411.65	1410.39	1411.65	2801.0
2012-05-01 07:30:00	ES	Futures	1411.4	1412.66	1411.15	1411.4	6359.0
2012-05-01 08:00:00	ES	Futures	1411.4	1411.91	1409.88	1410.13	8664.0
2012-05-01 08:30:00	ES	Futures	1410.13	1411.15	1409.88	1410.64	4611.0
2012-05-01 09:00:00	ES	Futures	1410.39	1410.64	1409.12	1409.38	15361.0
2012-05-01 09:30:00	ES	Futures	1409.38	1412.16	1407.86	1408.62	134891.0
2012-05-01 10:00:00	ES	Futures	1408.62	1423.29	1408.36	1422.78	301688.0
2012-05-01 10:30:00	ES	Futures	1423.04	1424.55	1422.28	1423.54	101664.0
2012-05-01 11:00:00	ES	Futures	1423.8	1425.31	1423.29	1424.81	46174.0
2012-05-01 11:30:00	ES	Futures	1424.81	1428.6	1424.55	1427.34	86204.0
2012-05-01 12:00:00	ES	Futures	1427.08	1427.59	1426.33	1426.58	32322.0
2012-05-01 12:30:00	ES	Futures	1426.83	1427.34	1426.33	1426.58	18047.0
2012-05-01 13:00:00	ES	Futures	1426.83	1426.83	1425.06	1425.82	34700.0
2012-05-01 13:30:00	ES	Futures	1425.57	1426.07	1424.05	1425.31	35731.0
2012-05-01 14:00:00	ES	Futures	1425.31	1425.82	1423.04	1424.81	52096.0
2012-05-01 14:30:00	ES	Futures	1424.55	1425.57	1423.29	1423.8	43415.0
2012-05-01 15:00:00	ES	Futures	1423.8	1424.55	1421.27	1422.03	61414.0
2012-05-01 15:30:00	ES	Futures	1422.03	1422.28	1417.72	1419.24	165489.0
2012-05-01 16:00:00	ES	Futures	1419.24	1419.5	1416.71	1417.22	93833.0
2012-05-01 16:30:00	ES	Futures	1417.22	1418.23	1416.97	1417.98	7837.0
2012-05-01 17:00:00	ES	Futures	1417.98	1418.23	1416.71	1417.47	3714.0
2012-05-01 18:00:00	ES	Futures	1417.72	1418.48	1417.72	1418.23	2233.0
2012-05-01 18:30:00	ES	Futures	1417.98	1418.48	1417.22	1417.72	2056.0
2012-05-01 19:00:00	ES	Futures	1417.47	1417.72	1417.22	1417.72	469.0
2012-05-01 19:30:00	ES	Futures	1417.72	1418.74	1417.47	1418.74	1888.0
2012-05-01 20:00:00	ES	Futures	1418.48	1418.74	1417.98	1418.74	3195.0
2012-05-01 20:30:00	ES	Futures	1418.74	1418.74	1417.98	1417.98	2240.0
2012-05-01 21:00:00	ES	Futures	1418.23	1418.23	1417.22	1417.72	3468.0
2012-05-01 21:30:00	ES	Futures	1417.72	1417.98	1417.22	1417.72	2617.0
2012-05-01 22:00:00	ES	Futures	1417.47	1417.72	1416.71	1416.97	1976.0
2012-05-01 22:30:00	ES	Futures	1417.22	1418.48	1416.97	1417.98	2657.0
2012-05-01 23:00:00	ES	Futures	1418.23	1418.99	1417.98	1418.74	1079.0
2012-05-01 23:30:00	ES	Futures	1418.99	1419.24	1418.74	1418.99	782.0
2012-05-01 00:00:00	NQ	Futures	3146.5	3147.08	3145.06	3146.79	249.0
2012-05-01 00:30:00	NQ	Futures	3146.5	3149.68	3145.63	3148.82	278.0
2012-05-01 01:00:00	NQ	Futures	3148.53	3148.53	3145.63	3146.21	264.0

> showing 50 of 2,408 rows — these rows as CSV

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