PREVIEW / futures_30min / 2012-05-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-15.parquet
  size:    80 KB
  rows:    2,847

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
2012-05-15 00:00:00	ES	Futures	1353.47	1353.72	1352.71	1353.47	1009.0
2012-05-15 00:30:00	ES	Futures	1353.47	1354.23	1353.21	1353.47	1324.0
2012-05-15 01:00:00	ES	Futures	1353.47	1355.24	1353.47	1354.98	2898.0
2012-05-15 01:30:00	ES	Futures	1354.98	1355.74	1354.48	1355.74	2872.0
2012-05-15 02:00:00	ES	Futures	1355.74	1357.51	1355.49	1356.5	9278.0
2012-05-15 02:30:00	ES	Futures	1356.25	1358.02	1354.98	1357.77	6399.0
2012-05-15 03:00:00	ES	Futures	1357.51	1359.54	1357.26	1359.28	22617.0
2012-05-15 03:30:00	ES	Futures	1359.28	1363.08	1357.77	1361.81	30829.0
2012-05-15 04:00:00	ES	Futures	1361.81	1361.81	1357.51	1358.53	21246.0
2012-05-15 04:30:00	ES	Futures	1358.27	1358.53	1355.49	1356.76	18229.0
2012-05-15 05:00:00	ES	Futures	1356.76	1359.28	1356.25	1358.27	15241.0
2012-05-15 05:30:00	ES	Futures	1358.27	1359.03	1356.25	1358.78	8810.0
2012-05-15 06:00:00	ES	Futures	1358.78	1359.79	1358.02	1358.53	14529.0
2012-05-15 06:30:00	ES	Futures	1358.53	1358.53	1356.5	1356.76	9995.0
2012-05-15 07:00:00	ES	Futures	1356.76	1357.26	1355.49	1356.25	17979.0
2012-05-15 07:30:00	ES	Futures	1356.0	1358.02	1355.49	1358.02	13882.0
2012-05-15 08:00:00	ES	Futures	1358.02	1359.03	1356.0	1357.77	24355.0
2012-05-15 08:30:00	ES	Futures	1357.77	1360.3	1352.71	1352.71	76617.0
2012-05-15 09:00:00	ES	Futures	1352.96	1353.97	1346.38	1350.68	161354.0
2012-05-15 09:30:00	ES	Futures	1350.68	1355.24	1349.42	1352.96	249485.0
2012-05-15 10:00:00	ES	Futures	1353.21	1357.51	1351.19	1357.26	177597.0
2012-05-15 10:30:00	ES	Futures	1357.26	1357.26	1353.21	1353.72	137485.0
2012-05-15 11:00:00	ES	Futures	1353.72	1354.23	1348.66	1350.18	154737.0
2012-05-15 11:30:00	ES	Futures	1350.43	1357.51	1349.92	1356.5	137102.0
2012-05-15 12:00:00	ES	Futures	1356.5	1358.53	1355.49	1357.51	92211.0
2012-05-15 12:30:00	ES	Futures	1357.26	1358.02	1353.72	1354.23	54361.0
2012-05-15 13:00:00	ES	Futures	1354.23	1355.74	1354.23	1354.98	38126.0
2012-05-15 13:30:00	ES	Futures	1355.24	1355.24	1349.42	1350.43	103024.0
2012-05-15 14:00:00	ES	Futures	1350.43	1354.23	1350.18	1352.71	78100.0
2012-05-15 14:30:00	ES	Futures	1352.71	1353.72	1348.91	1349.42	78065.0
2012-05-15 15:00:00	ES	Futures	1349.42	1349.67	1341.32	1341.83	240116.0
2012-05-15 15:30:00	ES	Futures	1341.83	1347.14	1341.83	1343.6	242480.0
2012-05-15 16:00:00	ES	Futures	1343.6	1345.88	1343.35	1344.36	94938.0
2012-05-15 16:30:00	ES	Futures	1344.61	1346.64	1344.36	1345.12	8615.0
2012-05-15 17:00:00	ES	Futures	1345.37	1346.38	1344.86	1346.38	2289.0
2012-05-15 18:00:00	ES	Futures	1346.38	1347.65	1346.13	1346.38	3734.0
2012-05-15 18:30:00	ES	Futures	1346.13	1346.64	1345.37	1346.38	2641.0
2012-05-15 19:00:00	ES	Futures	1346.38	1347.39	1346.38	1346.89	1437.0
2012-05-15 19:30:00	ES	Futures	1346.89	1347.9	1346.38	1347.39	2744.0
2012-05-15 20:00:00	ES	Futures	1347.14	1347.14	1345.37	1346.64	4004.0
2012-05-15 20:30:00	ES	Futures	1346.64	1348.41	1346.13	1346.89	4215.0
2012-05-15 21:00:00	ES	Futures	1346.64	1347.14	1345.37	1345.62	3118.0
2012-05-15 21:30:00	ES	Futures	1345.62	1346.64	1344.86	1345.37	3141.0
2012-05-15 22:00:00	ES	Futures	1345.62	1345.88	1344.11	1345.88	3720.0
2012-05-15 22:30:00	ES	Futures	1345.88	1345.88	1345.12	1345.37	1539.0
2012-05-15 23:00:00	ES	Futures	1345.12	1345.37	1343.09	1343.09	4774.0
2012-05-15 23:30:00	ES	Futures	1343.09	1343.6	1341.83	1342.33	7246.0
2012-05-15 00:00:00	NQ	Futures	2996.99	2997.56	2995.54	2996.99	144.0
2012-05-15 00:30:00	NQ	Futures	2996.99	2997.27	2994.96	2994.96	317.0
2012-05-15 01:00:00	NQ	Futures	2995.83	3000.46	2995.83	2999.3	252.0

> showing 50 of 2,847 rows — these rows as CSV

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