PREVIEW / futures_30min / 2012-05-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-04.parquet
  size:    65 KB
  rows:    2,237

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
2012-05-04 00:00:00	ES	Futures	1402.55	1403.05	1402.29	1402.8	627.0
2012-05-04 00:30:00	ES	Futures	1402.55	1402.8	1401.79	1402.55	1111.0
2012-05-04 01:00:00	ES	Futures	1402.55	1403.3	1402.29	1403.05	707.0
2012-05-04 01:30:00	ES	Futures	1403.05	1403.56	1402.55	1402.8	1088.0
2012-05-04 02:00:00	ES	Futures	1402.8	1404.06	1402.55	1403.81	1961.0
2012-05-04 02:30:00	ES	Futures	1403.81	1405.08	1403.81	1404.57	4704.0
2012-05-04 03:00:00	ES	Futures	1404.32	1405.58	1402.29	1404.32	19301.0
2012-05-04 03:30:00	ES	Futures	1404.32	1405.08	1401.28	1403.05	10312.0
2012-05-04 04:00:00	ES	Futures	1403.05	1403.81	1401.28	1401.79	12412.0
2012-05-04 04:30:00	ES	Futures	1401.53	1402.04	1399.51	1400.52	16170.0
2012-05-04 05:00:00	ES	Futures	1400.52	1402.29	1399.76	1401.28	8414.0
2012-05-04 05:30:00	ES	Futures	1401.28	1402.29	1400.52	1400.52	6245.0
2012-05-04 06:00:00	ES	Futures	1400.52	1402.55	1400.27	1402.04	7097.0
2012-05-04 06:30:00	ES	Futures	1402.29	1405.08	1401.28	1404.57	13317.0
2012-05-04 07:00:00	ES	Futures	1404.82	1405.33	1402.8	1403.3	13204.0
2012-05-04 07:30:00	ES	Futures	1403.3	1403.3	1401.53	1402.04	17337.0
2012-05-04 08:00:00	ES	Futures	1402.04	1403.81	1396.47	1400.77	34081.0
2012-05-04 08:30:00	ES	Futures	1401.28	1405.58	1394.7	1398.75	174842.0
2012-05-04 09:00:00	ES	Futures	1398.75	1399.76	1395.71	1395.97	57698.0
2012-05-04 09:30:00	ES	Futures	1396.22	1397.74	1390.66	1391.92	242024.0
2012-05-04 10:00:00	ES	Futures	1391.67	1392.17	1388.38	1389.39	180040.0
2012-05-04 10:30:00	ES	Futures	1389.39	1389.9	1386.1	1389.14	175187.0
2012-05-04 11:00:00	ES	Futures	1389.14	1389.39	1385.6	1386.35	160438.0
2012-05-04 11:30:00	ES	Futures	1386.35	1386.61	1381.8	1382.31	143928.0
2012-05-04 12:00:00	ES	Futures	1382.31	1384.84	1381.8	1382.56	68622.0
2012-05-04 12:30:00	ES	Futures	1382.56	1382.81	1380.03	1382.81	79405.0
2012-05-04 13:00:00	ES	Futures	1382.81	1383.82	1381.8	1383.07	54327.0
2012-05-04 13:30:00	ES	Futures	1383.32	1384.84	1382.81	1384.33	57724.0
2012-05-04 14:00:00	ES	Futures	1384.08	1384.33	1382.56	1383.32	39670.0
2012-05-04 14:30:00	ES	Futures	1383.32	1383.32	1379.78	1382.31	82775.0
2012-05-04 15:00:00	ES	Futures	1382.31	1384.08	1381.8	1382.05	48941.0
2012-05-04 15:30:00	ES	Futures	1382.05	1384.84	1380.79	1380.79	191061.0
2012-05-04 16:00:00	ES	Futures	1380.79	1381.29	1377.75	1378.76	128994.0
2012-05-04 00:00:00	NQ	Futures	3117.29	3118.45	3117.0	3117.58	104.0
2012-05-04 00:30:00	NQ	Futures	3117.58	3117.87	3116.71	3117.58	111.0
2012-05-04 01:00:00	NQ	Futures	3117.29	3118.74	3117.29	3117.29	146.0
2012-05-04 01:30:00	NQ	Futures	3117.29	3118.45	3116.71	3116.71	261.0
2012-05-04 02:00:00	NQ	Futures	3117.0	3119.32	3116.71	3119.32	156.0
2012-05-04 02:30:00	NQ	Futures	3119.61	3122.21	3119.61	3121.92	742.0
2012-05-04 03:00:00	NQ	Futures	3121.63	3123.94	3117.58	3121.63	2436.0
2012-05-04 03:30:00	NQ	Futures	3121.63	3122.79	3114.4	3118.74	1347.0
2012-05-04 04:00:00	NQ	Futures	3118.74	3120.47	3114.98	3115.85	1069.0
2012-05-04 04:30:00	NQ	Futures	3116.14	3116.71	3111.51	3112.38	1729.0
2012-05-04 05:00:00	NQ	Futures	3112.38	3116.71	3111.8	3114.98	1616.0
2012-05-04 05:30:00	NQ	Futures	3115.27	3116.71	3112.95	3113.82	748.0
2012-05-04 06:00:00	NQ	Futures	3113.82	3117.29	3113.24	3117.0	868.0
2012-05-04 06:30:00	NQ	Futures	3116.71	3122.79	3114.98	3122.5	1482.0
2012-05-04 07:00:00	NQ	Futures	3122.79	3123.94	3118.16	3118.74	1264.0
2012-05-04 07:30:00	NQ	Futures	3118.45	3118.45	3112.95	3114.11	2828.0
2012-05-04 08:00:00	NQ	Futures	3113.82	3118.74	3105.44	3110.93	5307.0

> showing 50 of 2,237 rows — these rows as CSV

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