PREVIEW / futures_30min / 2012-05-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-14.parquet
  size:    74 KB
  rows:    2,739

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
2012-05-14 00:00:00	ES	Futures	1363.84	1364.09	1362.83	1363.08	928.0
2012-05-14 00:30:00	ES	Futures	1363.08	1363.59	1362.07	1362.07	1083.0
2012-05-14 01:00:00	ES	Futures	1362.32	1363.33	1361.56	1363.08	3001.0
2012-05-14 01:30:00	ES	Futures	1362.83	1363.59	1361.56	1362.32	1969.0
2012-05-14 02:00:00	ES	Futures	1362.07	1364.09	1360.8	1361.06	6213.0
2012-05-14 02:30:00	ES	Futures	1361.06	1362.32	1360.55	1361.06	4389.0
2012-05-14 03:00:00	ES	Futures	1361.06	1362.07	1357.77	1358.02	35353.0
2012-05-14 03:30:00	ES	Futures	1358.02	1358.27	1356.5	1357.51	22596.0
2012-05-14 04:00:00	ES	Futures	1357.51	1357.77	1352.71	1353.47	41777.0
2012-05-14 04:30:00	ES	Futures	1353.47	1353.97	1352.45	1353.47	24703.0
2012-05-14 05:00:00	ES	Futures	1353.21	1357.01	1352.71	1356.0	20965.0
2012-05-14 05:30:00	ES	Futures	1356.0	1356.0	1354.23	1354.98	11636.0
2012-05-14 06:00:00	ES	Futures	1354.98	1356.25	1353.21	1355.49	15052.0
2012-05-14 06:30:00	ES	Futures	1355.49	1355.74	1352.71	1352.71	11120.0
2012-05-14 07:00:00	ES	Futures	1352.71	1355.49	1351.7	1355.24	18151.0
2012-05-14 07:30:00	ES	Futures	1355.24	1356.25	1354.23	1355.74	13467.0
2012-05-14 08:00:00	ES	Futures	1355.74	1356.5	1353.97	1354.73	21171.0
2012-05-14 08:30:00	ES	Futures	1354.48	1354.98	1352.71	1354.48	22708.0
2012-05-14 09:00:00	ES	Futures	1354.48	1354.98	1353.21	1353.47	31036.0
2012-05-14 09:30:00	ES	Futures	1353.47	1356.5	1350.43	1353.21	244225.0
2012-05-14 10:00:00	ES	Futures	1352.96	1353.72	1349.17	1349.92	202628.0
2012-05-14 10:30:00	ES	Futures	1349.92	1355.49	1349.42	1353.72	131828.0
2012-05-14 11:00:00	ES	Futures	1353.72	1359.79	1352.71	1358.02	180724.0
2012-05-14 11:30:00	ES	Futures	1358.02	1358.78	1355.74	1357.01	116948.0
2012-05-14 12:00:00	ES	Futures	1357.01	1358.53	1356.0	1357.51	41196.0
2012-05-14 12:30:00	ES	Futures	1357.51	1358.78	1356.76	1357.51	39025.0
2012-05-14 13:00:00	ES	Futures	1357.77	1358.78	1354.98	1355.74	56615.0
2012-05-14 13:30:00	ES	Futures	1356.0	1360.8	1355.49	1359.28	78276.0
2012-05-14 14:00:00	ES	Futures	1359.54	1360.55	1357.51	1358.78	46933.0
2012-05-14 14:30:00	ES	Futures	1358.78	1359.28	1353.72	1354.48	66555.0
2012-05-14 15:00:00	ES	Futures	1354.73	1355.24	1352.45	1353.47	68436.0
2012-05-14 15:30:00	ES	Futures	1353.21	1354.73	1350.94	1351.95	174516.0
2012-05-14 16:00:00	ES	Futures	1351.95	1351.95	1349.42	1350.18	95324.0
2012-05-14 16:30:00	ES	Futures	1350.43	1350.68	1348.15	1349.67	12324.0
2012-05-14 17:00:00	ES	Futures	1349.67	1351.44	1349.67	1350.18	3598.0
2012-05-14 18:00:00	ES	Futures	1350.43	1352.2	1350.18	1352.2	4064.0
2012-05-14 18:30:00	ES	Futures	1351.95	1352.96	1351.44	1352.45	2047.0
2012-05-14 19:00:00	ES	Futures	1352.45	1353.47	1352.45	1353.21	2261.0
2012-05-14 19:30:00	ES	Futures	1353.47	1353.97	1352.45	1353.21	3352.0
2012-05-14 20:00:00	ES	Futures	1353.21	1354.23	1353.21	1353.47	4574.0
2012-05-14 20:30:00	ES	Futures	1353.72	1354.23	1352.71	1352.96	2845.0
2012-05-14 21:00:00	ES	Futures	1353.21	1353.21	1350.94	1351.95	4415.0
2012-05-14 21:30:00	ES	Futures	1352.2	1352.45	1349.92	1352.2	5706.0
2012-05-14 22:00:00	ES	Futures	1352.45	1353.97	1352.2	1352.2	4347.0
2012-05-14 22:30:00	ES	Futures	1352.2	1353.72	1351.7	1353.47	2878.0
2012-05-14 23:00:00	ES	Futures	1353.47	1354.23	1353.21	1353.21	1456.0
2012-05-14 23:30:00	ES	Futures	1353.21	1353.97	1352.45	1353.72	2765.0
2012-05-14 00:00:00	NQ	Futures	3016.94	3017.23	3014.92	3014.92	99.0
2012-05-14 00:30:00	NQ	Futures	3014.92	3016.36	3013.18	3013.18	122.0
2012-05-14 01:00:00	NQ	Futures	3013.47	3016.65	3012.31	3016.36	295.0

> showing 50 of 2,739 rows — these rows as CSV

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