PREVIEW / futures_30min / 2012-05-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-09.parquet
  size:    78 KB
  rows:    2,817

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
2012-05-09 00:00:00	ES	Futures	1366.87	1369.66	1366.62	1368.9	2273.0
2012-05-09 00:30:00	ES	Futures	1368.65	1369.4	1367.89	1368.14	1317.0
2012-05-09 01:00:00	ES	Futures	1368.14	1369.91	1367.13	1369.4	4071.0
2012-05-09 01:30:00	ES	Futures	1369.66	1370.92	1369.15	1370.92	2702.0
2012-05-09 02:00:00	ES	Futures	1370.92	1373.2	1370.16	1372.95	6093.0
2012-05-09 02:30:00	ES	Futures	1372.69	1373.2	1370.42	1371.18	6095.0
2012-05-09 03:00:00	ES	Futures	1371.18	1371.43	1366.37	1367.38	34666.0
2012-05-09 03:30:00	ES	Futures	1367.38	1372.19	1366.62	1371.18	21590.0
2012-05-09 04:00:00	ES	Futures	1371.18	1372.95	1366.87	1368.14	27108.0
2012-05-09 04:30:00	ES	Futures	1368.14	1369.4	1364.34	1364.85	24194.0
2012-05-09 05:00:00	ES	Futures	1365.1	1367.63	1364.6	1367.13	23409.0
2012-05-09 05:30:00	ES	Futures	1367.13	1367.38	1365.1	1366.12	12441.0
2012-05-09 06:00:00	ES	Futures	1366.12	1367.38	1365.61	1366.87	12508.0
2012-05-09 06:30:00	ES	Futures	1367.13	1367.38	1361.81	1363.59	31563.0
2012-05-09 07:00:00	ES	Futures	1363.59	1363.84	1361.31	1363.33	27890.0
2012-05-09 07:30:00	ES	Futures	1363.33	1365.61	1362.32	1364.85	22285.0
2012-05-09 08:00:00	ES	Futures	1365.1	1365.86	1361.06	1362.57	37198.0
2012-05-09 08:30:00	ES	Futures	1362.32	1364.09	1360.04	1360.8	54761.0
2012-05-09 09:00:00	ES	Futures	1360.8	1362.83	1359.28	1361.56	60193.0
2012-05-09 09:30:00	ES	Futures	1361.81	1364.85	1359.79	1362.57	212992.0
2012-05-09 10:00:00	ES	Futures	1362.32	1365.86	1355.24	1356.0	368830.0
2012-05-09 10:30:00	ES	Futures	1356.0	1364.09	1355.74	1362.32	224365.0
2012-05-09 11:00:00	ES	Futures	1362.32	1370.92	1360.8	1368.9	229652.0
2012-05-09 11:30:00	ES	Futures	1369.15	1372.95	1367.63	1369.4	138543.0
2012-05-09 12:00:00	ES	Futures	1369.4	1369.91	1367.38	1368.14	60849.0
2012-05-09 12:30:00	ES	Futures	1368.39	1369.15	1364.6	1368.65	88085.0
2012-05-09 13:00:00	ES	Futures	1368.65	1374.21	1368.14	1372.19	126905.0
2012-05-09 13:30:00	ES	Futures	1371.93	1376.99	1371.68	1373.96	111281.0
2012-05-09 14:00:00	ES	Futures	1373.96	1374.72	1370.42	1373.71	84180.0
2012-05-09 14:30:00	ES	Futures	1373.71	1373.71	1369.15	1369.4	62283.0
2012-05-09 15:00:00	ES	Futures	1369.66	1370.92	1367.13	1368.65	88113.0
2012-05-09 15:30:00	ES	Futures	1368.65	1372.69	1366.87	1367.89	175882.0
2012-05-09 16:00:00	ES	Futures	1367.89	1368.39	1365.36	1367.13	84596.0
2012-05-09 16:30:00	ES	Futures	1367.38	1368.14	1363.84	1364.09	10590.0
2012-05-09 17:00:00	ES	Futures	1364.34	1364.34	1361.81	1363.59	9740.0
2012-05-09 18:00:00	ES	Futures	1363.08	1364.6	1363.08	1364.09	5849.0
2012-05-09 18:30:00	ES	Futures	1364.34	1364.85	1364.09	1364.6	534.0
2012-05-09 19:00:00	ES	Futures	1364.6	1365.86	1364.6	1365.36	1172.0
2012-05-09 19:30:00	ES	Futures	1365.36	1365.86	1364.6	1365.61	1787.0
2012-05-09 20:00:00	ES	Futures	1365.61	1365.86	1364.6	1364.85	2993.0
2012-05-09 20:30:00	ES	Futures	1364.85	1367.89	1364.6	1367.63	3686.0
2012-05-09 21:00:00	ES	Futures	1367.38	1367.63	1366.37	1366.87	3006.0
2012-05-09 21:30:00	ES	Futures	1366.87	1370.67	1366.87	1369.91	7111.0
2012-05-09 22:00:00	ES	Futures	1369.91	1373.2	1369.4	1371.43	8719.0
2012-05-09 22:30:00	ES	Futures	1371.43	1371.68	1368.65	1369.66	5224.0
2012-05-09 23:00:00	ES	Futures	1369.66	1370.16	1365.61	1366.87	6888.0
2012-05-09 23:30:00	ES	Futures	1367.13	1368.39	1365.86	1368.14	2635.0
2012-05-09 00:00:00	NQ	Futures	3018.1	3024.46	3018.1	3022.72	348.0
2012-05-09 00:30:00	NQ	Futures	3022.72	3023.59	3021.28	3021.28	82.0
2012-05-09 01:00:00	NQ	Futures	3021.57	3025.33	3019.25	3024.17	408.0

> showing 50 of 2,817 rows — these rows as CSV

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