PREVIEW / futures_30min / 2012-05-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-03.parquet
  size:    73 KB
  rows:    2,774

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
2012-05-03 00:00:00	ES	Futures	1413.42	1413.93	1413.42	1413.68	722.0
2012-05-03 00:30:00	ES	Futures	1413.68	1413.68	1413.17	1413.17	454.0
2012-05-03 01:00:00	ES	Futures	1413.17	1413.93	1413.17	1413.93	545.0
2012-05-03 01:30:00	ES	Futures	1413.68	1414.44	1413.68	1414.18	1226.0
2012-05-03 02:00:00	ES	Futures	1414.18	1414.69	1413.68	1413.93	1793.0
2012-05-03 02:30:00	ES	Futures	1413.93	1414.44	1412.41	1413.42	3270.0
2012-05-03 03:00:00	ES	Futures	1413.42	1416.97	1413.17	1415.19	16883.0
2012-05-03 03:30:00	ES	Futures	1415.19	1416.46	1414.18	1415.7	11744.0
2012-05-03 04:00:00	ES	Futures	1415.7	1416.46	1414.44	1414.69	8359.0
2012-05-03 04:30:00	ES	Futures	1414.69	1415.19	1412.66	1413.93	11314.0
2012-05-03 05:00:00	ES	Futures	1414.18	1415.45	1413.17	1414.94	9141.0
2012-05-03 05:30:00	ES	Futures	1414.69	1415.95	1413.68	1415.95	7418.0
2012-05-03 06:00:00	ES	Futures	1415.7	1416.71	1415.19	1416.71	7142.0
2012-05-03 06:30:00	ES	Futures	1416.71	1417.72	1416.46	1416.97	6524.0
2012-05-03 07:00:00	ES	Futures	1416.97	1417.98	1416.97	1417.47	5081.0
2012-05-03 07:30:00	ES	Futures	1417.47	1418.48	1416.97	1417.72	19829.0
2012-05-03 08:00:00	ES	Futures	1417.47	1417.98	1415.19	1416.21	18978.0
2012-05-03 08:30:00	ES	Futures	1416.71	1419.5	1414.44	1415.95	93484.0
2012-05-03 09:00:00	ES	Futures	1415.7	1416.46	1414.44	1414.94	39539.0
2012-05-03 09:30:00	ES	Futures	1414.94	1415.95	1412.16	1414.18	172033.0
2012-05-03 10:00:00	ES	Futures	1414.18	1414.18	1407.6	1409.63	228884.0
2012-05-03 10:30:00	ES	Futures	1409.63	1413.42	1408.87	1413.17	134379.0
2012-05-03 11:00:00	ES	Futures	1413.17	1414.18	1411.91	1412.92	112047.0
2012-05-03 11:30:00	ES	Futures	1413.17	1413.68	1407.6	1408.62	125524.0
2012-05-03 12:00:00	ES	Futures	1408.62	1409.38	1407.35	1408.62	91103.0
2012-05-03 12:30:00	ES	Futures	1408.62	1409.88	1407.86	1407.86	33738.0
2012-05-03 13:00:00	ES	Futures	1408.11	1408.62	1406.09	1408.11	52218.0
2012-05-03 13:30:00	ES	Futures	1407.86	1408.11	1401.79	1403.3	120859.0
2012-05-03 14:00:00	ES	Futures	1403.05	1404.06	1401.79	1403.05	49766.0
2012-05-03 14:30:00	ES	Futures	1402.8	1403.56	1401.03	1402.55	43862.0
2012-05-03 15:00:00	ES	Futures	1402.55	1406.09	1401.79	1404.82	67109.0
2012-05-03 15:30:00	ES	Futures	1404.82	1406.09	1403.05	1404.32	153062.0
2012-05-03 16:00:00	ES	Futures	1404.06	1404.32	1401.53	1402.55	85328.0
2012-05-03 16:30:00	ES	Futures	1403.05	1403.81	1402.55	1403.81	4698.0
2012-05-03 17:00:00	ES	Futures	1403.56	1403.81	1402.55	1402.8	3049.0
2012-05-03 18:00:00	ES	Futures	1403.56	1404.06	1402.04	1402.8	3435.0
2012-05-03 18:30:00	ES	Futures	1402.8	1403.3	1402.55	1403.3	300.0
2012-05-03 19:00:00	ES	Futures	1403.3	1404.06	1403.05	1403.81	815.0
2012-05-03 19:30:00	ES	Futures	1403.81	1404.06	1402.8	1403.05	924.0
2012-05-03 20:00:00	ES	Futures	1403.05	1403.05	1402.04	1402.55	1667.0
2012-05-03 20:30:00	ES	Futures	1402.55	1402.55	1401.28	1401.79	1308.0
2012-05-03 21:00:00	ES	Futures	1402.04	1402.55	1401.53	1402.29	631.0
2012-05-03 21:30:00	ES	Futures	1402.04	1403.56	1401.79	1403.05	1608.0
2012-05-03 22:00:00	ES	Futures	1403.05	1403.81	1402.8	1403.05	640.0
2012-05-03 22:30:00	ES	Futures	1403.05	1403.56	1402.29	1402.8	718.0
2012-05-03 23:00:00	ES	Futures	1402.8	1403.3	1402.55	1402.8	343.0
2012-05-03 23:30:00	ES	Futures	1403.05	1403.3	1402.55	1402.55	640.0
2012-05-03 00:00:00	NQ	Futures	3153.73	3154.31	3153.44	3154.02	25.0
2012-05-03 00:30:00	NQ	Futures	3154.02	3154.02	3152.86	3153.15	47.0
2012-05-03 01:00:00	NQ	Futures	3153.44	3154.6	3153.15	3154.6	41.0

> showing 50 of 2,774 rows — these rows as CSV

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