PREVIEW / futures_30min / 2012-05-07

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-07.parquet
  size:    70 KB
  rows:    2,562

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
2012-05-07 00:00:00	ES	Futures	1365.1	1365.61	1364.85	1365.36	1893.0
2012-05-07 00:30:00	ES	Futures	1365.1	1365.86	1363.59	1365.1	2849.0
2012-05-07 01:00:00	ES	Futures	1365.36	1365.86	1363.84	1364.09	2482.0
2012-05-07 01:30:00	ES	Futures	1364.34	1364.85	1363.08	1363.84	4441.0
2012-05-07 02:00:00	ES	Futures	1363.84	1365.36	1363.59	1365.1	8783.0
2012-05-07 02:30:00	ES	Futures	1365.1	1366.37	1364.6	1365.86	6508.0
2012-05-07 03:00:00	ES	Futures	1366.12	1368.14	1364.85	1366.87	19875.0
2012-05-07 03:30:00	ES	Futures	1367.13	1368.65	1366.87	1367.89	9272.0
2012-05-07 04:00:00	ES	Futures	1367.63	1369.15	1366.87	1368.65	9315.0
2012-05-07 04:30:00	ES	Futures	1368.65	1369.15	1367.13	1368.14	8906.0
2012-05-07 05:00:00	ES	Futures	1368.14	1369.4	1367.13	1369.4	8742.0
2012-05-07 05:30:00	ES	Futures	1369.66	1371.18	1369.15	1370.92	11760.0
2012-05-07 06:00:00	ES	Futures	1370.92	1371.93	1370.67	1371.68	12696.0
2012-05-07 06:30:00	ES	Futures	1371.43	1373.2	1371.18	1371.68	13446.0
2012-05-07 07:00:00	ES	Futures	1371.93	1374.21	1370.92	1373.71	18990.0
2012-05-07 07:30:00	ES	Futures	1373.71	1374.21	1371.43	1372.19	25622.0
2012-05-07 08:00:00	ES	Futures	1372.19	1375.22	1371.93	1373.96	26160.0
2012-05-07 08:30:00	ES	Futures	1373.96	1375.22	1373.2	1374.46	24957.0
2012-05-07 09:00:00	ES	Futures	1374.46	1376.74	1374.21	1375.98	40793.0
2012-05-07 09:30:00	ES	Futures	1376.23	1382.56	1375.48	1380.03	226264.0
2012-05-07 10:00:00	ES	Futures	1380.28	1382.56	1377.25	1377.5	148779.0
2012-05-07 10:30:00	ES	Futures	1377.5	1379.78	1375.98	1379.02	122252.0
2012-05-07 11:00:00	ES	Futures	1379.02	1382.05	1378.76	1380.54	100638.0
2012-05-07 11:30:00	ES	Futures	1380.28	1381.29	1379.27	1380.28	65959.0
2012-05-07 12:00:00	ES	Futures	1380.28	1382.05	1380.03	1381.29	69267.0
2012-05-07 12:30:00	ES	Futures	1381.55	1384.33	1381.55	1383.07	82751.0
2012-05-07 13:00:00	ES	Futures	1383.07	1386.1	1382.56	1383.57	58043.0
2012-05-07 13:30:00	ES	Futures	1383.32	1386.61	1383.07	1385.6	62932.0
2012-05-07 14:00:00	ES	Futures	1385.6	1386.35	1384.33	1384.84	32944.0
2012-05-07 14:30:00	ES	Futures	1384.58	1385.34	1383.57	1385.09	31161.0
2012-05-07 15:00:00	ES	Futures	1384.84	1385.6	1382.81	1383.32	43808.0
2012-05-07 15:30:00	ES	Futures	1383.32	1384.84	1380.54	1381.8	128028.0
2012-05-07 16:00:00	ES	Futures	1381.8	1382.31	1380.28	1382.05	65599.0
2012-05-07 16:30:00	ES	Futures	1381.55	1383.32	1381.55	1382.81	5156.0
2012-05-07 17:00:00	ES	Futures	1382.56	1383.32	1382.31	1382.31	1830.0
2012-05-07 18:00:00	ES	Futures	1382.31	1382.81	1382.31	1382.81	1121.0
2012-05-07 18:30:00	ES	Futures	1382.56	1383.32	1382.56	1382.81	1465.0
2012-05-07 19:00:00	ES	Futures	1382.81	1382.81	1382.31	1382.31	721.0
2012-05-07 19:30:00	ES	Futures	1382.56	1384.33	1382.31	1383.57	2570.0
2012-05-07 20:00:00	ES	Futures	1383.82	1383.82	1380.79	1381.04	6403.0
2012-05-07 20:30:00	ES	Futures	1381.29	1381.55	1380.54	1381.55	1643.0
2012-05-07 21:00:00	ES	Futures	1381.55	1381.8	1381.04	1381.55	1535.0
2012-05-07 21:30:00	ES	Futures	1381.55	1381.55	1379.27	1379.78	3966.0
2012-05-07 22:00:00	ES	Futures	1379.78	1380.28	1379.27	1379.52	1393.0
2012-05-07 22:30:00	ES	Futures	1379.52	1380.54	1379.27	1380.28	722.0
2012-05-07 23:00:00	ES	Futures	1380.28	1380.54	1379.27	1379.78	1077.0
2012-05-07 23:30:00	ES	Futures	1379.78	1380.28	1379.52	1380.03	697.0
2012-05-07 00:00:00	NQ	Futures	3007.11	3010.0	3007.11	3008.84	229.0
2012-05-07 00:30:00	NQ	Futures	3008.55	3008.55	3004.22	3006.82	536.0
2012-05-07 01:00:00	NQ	Futures	3007.11	3008.84	3005.08	3005.37	169.0

> showing 50 of 2,562 rows — these rows as CSV

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