PREVIEW / futures_30min / 2012-05-11

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-11.parquet
  size:    62 KB
  rows:    2,233

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
2012-05-11 00:00:00	ES	Futures	1363.59	1363.59	1362.57	1363.59	1764.0
2012-05-11 00:30:00	ES	Futures	1363.59	1364.6	1363.33	1364.6	1387.0
2012-05-11 01:00:00	ES	Futures	1364.6	1366.37	1364.09	1365.61	2892.0
2012-05-11 01:30:00	ES	Futures	1365.61	1365.61	1362.83	1363.84	6844.0
2012-05-11 02:00:00	ES	Futures	1363.59	1364.6	1361.31	1364.34	8257.0
2012-05-11 02:30:00	ES	Futures	1364.34	1366.12	1363.84	1366.12	7005.0
2012-05-11 03:00:00	ES	Futures	1366.12	1366.62	1363.59	1364.09	21184.0
2012-05-11 03:30:00	ES	Futures	1364.09	1365.36	1362.32	1364.85	14997.0
2012-05-11 04:00:00	ES	Futures	1364.85	1366.12	1363.84	1366.12	13046.0
2012-05-11 04:30:00	ES	Futures	1366.12	1369.91	1365.86	1367.89	20303.0
2012-05-11 05:00:00	ES	Futures	1367.89	1368.65	1365.86	1366.12	10478.0
2012-05-11 05:30:00	ES	Futures	1366.12	1366.87	1364.85	1366.12	12409.0
2012-05-11 06:00:00	ES	Futures	1365.86	1368.9	1365.86	1367.63	12517.0
2012-05-11 06:30:00	ES	Futures	1367.63	1367.63	1365.36	1365.36	11820.0
2012-05-11 07:00:00	ES	Futures	1365.61	1367.13	1364.09	1366.37	17391.0
2012-05-11 07:30:00	ES	Futures	1366.62	1368.39	1365.86	1367.38	23224.0
2012-05-11 08:00:00	ES	Futures	1367.38	1367.63	1364.09	1365.1	31233.0
2012-05-11 08:30:00	ES	Futures	1365.61	1365.86	1362.07	1363.59	49221.0
2012-05-11 09:00:00	ES	Futures	1363.33	1364.09	1362.07	1362.32	28833.0
2012-05-11 09:30:00	ES	Futures	1362.32	1369.66	1361.56	1367.38	217818.0
2012-05-11 10:00:00	ES	Futures	1367.38	1374.46	1367.38	1372.95	229030.0
2012-05-11 10:30:00	ES	Futures	1373.2	1378.01	1372.95	1375.48	164304.0
2012-05-11 11:00:00	ES	Futures	1375.22	1378.76	1373.96	1377.75	106956.0
2012-05-11 11:30:00	ES	Futures	1377.75	1379.52	1375.22	1376.49	88270.0
2012-05-11 12:00:00	ES	Futures	1376.49	1376.99	1374.72	1375.48	41581.0
2012-05-11 12:30:00	ES	Futures	1375.48	1376.23	1373.96	1374.72	40522.0
2012-05-11 13:00:00	ES	Futures	1374.72	1374.72	1371.68	1372.69	58532.0
2012-05-11 13:30:00	ES	Futures	1372.44	1374.72	1371.43	1372.44	56177.0
2012-05-11 14:00:00	ES	Futures	1372.69	1373.2	1370.42	1371.93	52073.0
2012-05-11 14:30:00	ES	Futures	1371.68	1371.93	1369.4	1370.16	49066.0
2012-05-11 15:00:00	ES	Futures	1370.42	1371.18	1368.14	1369.66	64174.0
2012-05-11 15:30:00	ES	Futures	1369.4	1369.91	1365.61	1366.12	161801.0
2012-05-11 16:00:00	ES	Futures	1366.37	1366.87	1365.1	1366.12	86618.0
2012-05-11 00:00:00	NQ	Futures	3012.6	3013.47	3011.45	3013.18	103.0
2012-05-11 00:30:00	NQ	Futures	3012.89	3014.92	3012.31	3014.63	107.0
2012-05-11 01:00:00	NQ	Futures	3015.2	3018.1	3014.34	3017.52	204.0
2012-05-11 01:30:00	NQ	Futures	3017.81	3017.81	3012.89	3014.92	538.0
2012-05-11 02:00:00	NQ	Futures	3014.92	3016.07	3010.0	3015.78	1158.0
2012-05-11 02:30:00	NQ	Futures	3015.78	3018.96	3015.2	3018.39	507.0
2012-05-11 03:00:00	NQ	Futures	3018.39	3021.28	3014.05	3015.78	2269.0
2012-05-11 03:30:00	NQ	Futures	3015.78	3018.68	3013.18	3017.81	1157.0
2012-05-11 04:00:00	NQ	Futures	3017.23	3020.12	3015.49	3019.83	1071.0
2012-05-11 04:30:00	NQ	Futures	3020.12	3027.64	3019.54	3023.3	1756.0
2012-05-11 05:00:00	NQ	Futures	3023.3	3025.91	3019.83	3019.83	814.0
2012-05-11 05:30:00	NQ	Futures	3019.54	3021.57	3017.52	3020.7	1025.0
2012-05-11 06:00:00	NQ	Futures	3020.12	3026.19	3020.12	3023.59	1301.0
2012-05-11 06:30:00	NQ	Futures	3023.88	3023.88	3016.94	3018.68	1304.0
2012-05-11 07:00:00	NQ	Futures	3018.39	3024.17	3016.65	3022.43	1605.0
2012-05-11 07:30:00	NQ	Futures	3022.72	3025.62	3020.7	3023.3	1767.0
2012-05-11 08:00:00	NQ	Futures	3023.01	3023.88	3015.78	3016.94	3202.0

> showing 50 of 2,233 rows — these rows as CSV

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