PREVIEW / futures_30min / 2012-05-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-10.parquet
  size:    76 KB
  rows:    2,800

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
2012-05-10 00:00:00	ES	Futures	1368.14	1369.91	1367.89	1369.4	2060.0
2012-05-10 00:30:00	ES	Futures	1369.15	1370.92	1368.9	1370.67	1648.0
2012-05-10 01:00:00	ES	Futures	1370.42	1370.92	1369.15	1370.42	2204.0
2012-05-10 01:30:00	ES	Futures	1370.67	1371.43	1369.91	1370.16	4977.0
2012-05-10 02:00:00	ES	Futures	1370.42	1371.68	1370.16	1371.43	5360.0
2012-05-10 02:30:00	ES	Futures	1371.43	1374.21	1371.18	1374.21	8480.0
2012-05-10 03:00:00	ES	Futures	1373.96	1374.21	1370.42	1372.95	19460.0
2012-05-10 03:30:00	ES	Futures	1372.95	1373.45	1371.18	1371.93	12976.0
2012-05-10 04:00:00	ES	Futures	1371.93	1372.44	1367.13	1368.39	20967.0
2012-05-10 04:30:00	ES	Futures	1368.65	1371.43	1367.89	1367.89	13096.0
2012-05-10 05:00:00	ES	Futures	1368.14	1369.66	1365.1	1365.36	20490.0
2012-05-10 05:30:00	ES	Futures	1365.36	1367.13	1364.09	1366.12	17316.0
2012-05-10 06:00:00	ES	Futures	1366.12	1367.89	1364.85	1367.89	12954.0
2012-05-10 06:30:00	ES	Futures	1367.89	1370.92	1367.38	1370.67	16105.0
2012-05-10 07:00:00	ES	Futures	1370.42	1370.67	1367.38	1370.16	21566.0
2012-05-10 07:30:00	ES	Futures	1370.16	1375.73	1369.91	1375.73	42316.0
2012-05-10 08:00:00	ES	Futures	1375.73	1376.74	1374.21	1376.23	46340.0
2012-05-10 08:30:00	ES	Futures	1376.23	1379.27	1374.72	1376.49	67111.0
2012-05-10 09:00:00	ES	Futures	1376.49	1380.03	1375.98	1377.5	45435.0
2012-05-10 09:30:00	ES	Futures	1377.5	1379.27	1374.72	1376.74	192639.0
2012-05-10 10:00:00	ES	Futures	1376.74	1378.76	1372.44	1373.2	166277.0
2012-05-10 10:30:00	ES	Futures	1372.95	1375.22	1369.66	1371.68	130808.0
2012-05-10 11:00:00	ES	Futures	1371.68	1373.71	1369.66	1373.45	102932.0
2012-05-10 11:30:00	ES	Futures	1373.71	1375.98	1371.68	1372.69	99374.0
2012-05-10 12:00:00	ES	Futures	1372.69	1374.21	1369.66	1373.45	93065.0
2012-05-10 12:30:00	ES	Futures	1373.45	1377.25	1373.2	1376.49	72527.0
2012-05-10 13:00:00	ES	Futures	1376.74	1377.25	1374.97	1376.74	59181.0
2012-05-10 13:30:00	ES	Futures	1376.74	1378.26	1373.45	1374.21	61954.0
2012-05-10 14:00:00	ES	Futures	1374.21	1375.98	1373.96	1375.48	35433.0
2012-05-10 14:30:00	ES	Futures	1375.48	1375.48	1372.69	1373.2	35278.0
2012-05-10 15:00:00	ES	Futures	1372.95	1374.46	1371.68	1373.45	52104.0
2012-05-10 15:30:00	ES	Futures	1373.2	1373.71	1367.63	1370.67	189838.0
2012-05-10 16:00:00	ES	Futures	1371.18	1374.72	1369.91	1373.45	93745.0
2012-05-10 16:30:00	ES	Futures	1373.71	1374.21	1364.34	1367.38	37822.0
2012-05-10 17:00:00	ES	Futures	1367.63	1367.63	1360.04	1362.57	28700.0
2012-05-10 18:00:00	ES	Futures	1363.08	1364.85	1362.32	1364.09	11787.0
2012-05-10 18:30:00	ES	Futures	1364.09	1365.36	1363.84	1364.85	3308.0
2012-05-10 19:00:00	ES	Futures	1365.1	1365.86	1362.57	1364.09	8322.0
2012-05-10 19:30:00	ES	Futures	1363.84	1364.6	1362.07	1363.84	7661.0
2012-05-10 20:00:00	ES	Futures	1363.84	1365.86	1363.08	1365.36	4963.0
2012-05-10 20:30:00	ES	Futures	1365.1	1367.13	1364.85	1366.62	3759.0
2012-05-10 21:00:00	ES	Futures	1366.62	1367.13	1364.85	1365.1	6351.0
2012-05-10 21:30:00	ES	Futures	1365.1	1365.86	1363.59	1364.09	4860.0
2012-05-10 22:00:00	ES	Futures	1364.09	1366.12	1364.09	1364.6	2506.0
2012-05-10 22:30:00	ES	Futures	1364.6	1365.86	1364.34	1365.61	1790.0
2012-05-10 23:00:00	ES	Futures	1365.61	1365.86	1363.33	1363.33	3707.0
2012-05-10 23:30:00	ES	Futures	1363.59	1363.84	1363.33	1363.59	1651.0
2012-05-10 00:00:00	NQ	Futures	3022.72	3026.48	3021.86	3025.62	319.0
2012-05-10 00:30:00	NQ	Futures	3025.62	3031.11	3025.62	3030.53	463.0
2012-05-10 01:00:00	NQ	Futures	3030.24	3030.53	3027.93	3029.95	300.0

> showing 50 of 2,800 rows — these rows as CSV

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