PREVIEW / futures_30min / 2012-05-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-02.parquet
  size:    75 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
2012-05-02 00:00:00	ES	Futures	1418.74	1419.5	1418.74	1418.99	1186.0
2012-05-02 00:30:00	ES	Futures	1418.99	1419.5	1418.48	1419.24	803.0
2012-05-02 01:00:00	ES	Futures	1419.24	1420.51	1419.24	1420.0	3041.0
2012-05-02 01:30:00	ES	Futures	1420.0	1420.25	1418.99	1419.5	2214.0
2012-05-02 02:00:00	ES	Futures	1419.75	1420.0	1418.74	1418.99	3168.0
2012-05-02 02:30:00	ES	Futures	1419.24	1420.51	1419.24	1420.25	4859.0
2012-05-02 03:00:00	ES	Futures	1420.25	1421.52	1418.99	1420.0	18838.0
2012-05-02 03:30:00	ES	Futures	1419.75	1420.25	1415.7	1416.46	31837.0
2012-05-02 04:00:00	ES	Futures	1416.46	1418.23	1415.7	1416.97	16763.0
2012-05-02 04:30:00	ES	Futures	1417.22	1417.98	1415.95	1416.46	8978.0
2012-05-02 05:00:00	ES	Futures	1416.46	1418.23	1415.95	1416.46	10373.0
2012-05-02 05:30:00	ES	Futures	1416.46	1416.46	1414.44	1415.7	16142.0
2012-05-02 06:00:00	ES	Futures	1415.95	1416.46	1414.69	1415.95	7279.0
2012-05-02 06:30:00	ES	Futures	1415.7	1416.46	1413.17	1413.68	16642.0
2012-05-02 07:00:00	ES	Futures	1413.68	1414.69	1412.66	1413.93	20264.0
2012-05-02 07:30:00	ES	Futures	1414.18	1414.69	1413.17	1413.68	13941.0
2012-05-02 08:00:00	ES	Futures	1413.68	1413.93	1408.87	1410.64	92121.0
2012-05-02 08:30:00	ES	Futures	1410.64	1411.4	1409.12	1409.38	41667.0
2012-05-02 09:00:00	ES	Futures	1409.63	1411.15	1409.12	1410.89	30533.0
2012-05-02 09:30:00	ES	Futures	1410.64	1412.16	1409.12	1410.39	201501.0
2012-05-02 10:00:00	ES	Futures	1410.64	1411.15	1406.59	1407.35	184580.0
2012-05-02 10:30:00	ES	Futures	1407.1	1412.66	1405.83	1411.4	178753.0
2012-05-02 11:00:00	ES	Futures	1411.4	1412.16	1410.13	1411.15	107559.0
2012-05-02 11:30:00	ES	Futures	1411.15	1412.66	1410.89	1411.15	87055.0
2012-05-02 12:00:00	ES	Futures	1411.15	1414.94	1410.39	1414.18	83667.0
2012-05-02 12:30:00	ES	Futures	1414.18	1414.94	1413.17	1413.68	53144.0
2012-05-02 13:00:00	ES	Futures	1413.68	1414.18	1411.4	1411.65	45089.0
2012-05-02 13:30:00	ES	Futures	1411.91	1414.69	1411.65	1413.93	46810.0
2012-05-02 14:00:00	ES	Futures	1414.18	1416.21	1413.42	1415.95	48868.0
2012-05-02 14:30:00	ES	Futures	1415.95	1415.95	1413.68	1413.93	50296.0
2012-05-02 15:00:00	ES	Futures	1413.93	1414.69	1411.65	1413.42	42455.0
2012-05-02 15:30:00	ES	Futures	1413.17	1416.21	1412.41	1414.69	122684.0
2012-05-02 16:00:00	ES	Futures	1414.69	1414.94	1413.68	1414.18	50033.0
2012-05-02 16:30:00	ES	Futures	1414.18	1414.69	1413.42	1414.44	4500.0
2012-05-02 17:00:00	ES	Futures	1414.44	1414.94	1413.68	1413.93	2319.0
2012-05-02 18:00:00	ES	Futures	1413.93	1414.69	1413.68	1414.44	1661.0
2012-05-02 18:30:00	ES	Futures	1414.44	1415.19	1414.44	1414.44	1021.0
2012-05-02 19:00:00	ES	Futures	1414.44	1415.19	1414.44	1415.19	646.0
2012-05-02 19:30:00	ES	Futures	1414.94	1415.19	1413.93	1414.18	1132.0
2012-05-02 20:00:00	ES	Futures	1414.18	1414.44	1413.93	1414.18	1192.0
2012-05-02 20:30:00	ES	Futures	1414.18	1414.44	1413.68	1413.93	1184.0
2012-05-02 21:00:00	ES	Futures	1413.93	1414.18	1412.66	1412.66	3057.0
2012-05-02 21:30:00	ES	Futures	1412.66	1413.68	1412.41	1412.92	2932.0
2012-05-02 22:00:00	ES	Futures	1412.92	1413.17	1412.16	1413.17	2605.0
2012-05-02 22:30:00	ES	Futures	1412.92	1413.68	1412.92	1413.42	923.0
2012-05-02 23:00:00	ES	Futures	1413.17	1413.68	1412.92	1413.17	814.0
2012-05-02 23:30:00	ES	Futures	1413.17	1413.68	1413.17	1413.68	462.0
2012-05-02 00:00:00	NQ	Futures	3151.71	3152.29	3151.42	3152.0	157.0
2012-05-02 00:30:00	NQ	Futures	3152.29	3152.58	3151.13	3152.58	193.0
2012-05-02 01:00:00	NQ	Futures	3152.58	3154.02	3152.58	3153.73	281.0

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

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