PREVIEW / futures_30min / 2012-05-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-16.parquet
  size:    79 KB
  rows:    2,848

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
2012-05-16 00:00:00	ES	Futures	1342.33	1342.59	1341.07	1341.83	8137.0
2012-05-16 00:30:00	ES	Futures	1341.83	1342.84	1341.58	1341.83	4067.0
2012-05-16 01:00:00	ES	Futures	1342.08	1342.33	1341.32	1342.08	4155.0
2012-05-16 01:30:00	ES	Futures	1342.08	1342.08	1340.06	1340.06	8751.0
2012-05-16 02:00:00	ES	Futures	1340.31	1341.07	1336.77	1337.02	19532.0
2012-05-16 02:30:00	ES	Futures	1337.28	1340.06	1336.77	1339.81	13007.0
2012-05-16 03:00:00	ES	Futures	1339.55	1341.32	1337.28	1338.79	29454.0
2012-05-16 03:30:00	ES	Futures	1338.79	1341.32	1336.52	1341.07	27035.0
2012-05-16 04:00:00	ES	Futures	1341.32	1344.86	1340.82	1344.61	33982.0
2012-05-16 04:30:00	ES	Futures	1344.61	1345.62	1341.32	1343.85	27084.0
2012-05-16 05:00:00	ES	Futures	1343.85	1345.37	1342.08	1345.37	18011.0
2012-05-16 05:30:00	ES	Futures	1345.37	1345.37	1341.32	1342.08	18288.0
2012-05-16 06:00:00	ES	Futures	1342.08	1345.12	1340.31	1344.61	24517.0
2012-05-16 06:30:00	ES	Futures	1344.61	1346.38	1343.35	1344.61	23681.0
2012-05-16 07:00:00	ES	Futures	1344.36	1347.65	1343.09	1346.89	25911.0
2012-05-16 07:30:00	ES	Futures	1346.64	1348.91	1345.62	1348.41	26353.0
2012-05-16 08:00:00	ES	Futures	1348.15	1352.45	1348.15	1351.7	55033.0
2012-05-16 08:30:00	ES	Futures	1351.7	1352.96	1349.17	1349.67	46095.0
2012-05-16 09:00:00	ES	Futures	1349.67	1352.45	1349.42	1349.67	49102.0
2012-05-16 09:30:00	ES	Futures	1349.92	1354.98	1347.39	1353.97	225713.0
2012-05-16 10:00:00	ES	Futures	1353.72	1355.74	1351.7	1353.47	148573.0
2012-05-16 10:30:00	ES	Futures	1353.47	1354.98	1349.67	1350.43	134401.0
2012-05-16 11:00:00	ES	Futures	1350.43	1351.19	1345.37	1346.38	270342.0
2012-05-16 11:30:00	ES	Futures	1346.64	1349.42	1344.86	1349.17	101416.0
2012-05-16 12:00:00	ES	Futures	1348.91	1349.17	1345.12	1346.64	57348.0
2012-05-16 12:30:00	ES	Futures	1346.64	1348.66	1345.12	1345.88	78143.0
2012-05-16 13:00:00	ES	Futures	1345.62	1346.89	1344.36	1344.86	49235.0
2012-05-16 13:30:00	ES	Futures	1344.86	1344.86	1341.07	1344.36	94713.0
2012-05-16 14:00:00	ES	Futures	1344.36	1347.65	1340.31	1341.07	141531.0
2012-05-16 14:30:00	ES	Futures	1341.32	1345.37	1339.05	1343.85	133854.0
2012-05-16 15:00:00	ES	Futures	1344.11	1344.61	1339.3	1339.3	88835.0
2012-05-16 15:30:00	ES	Futures	1339.3	1342.84	1338.03	1338.79	172458.0
2012-05-16 16:00:00	ES	Futures	1338.79	1339.3	1337.78	1338.54	66748.0
2012-05-16 16:30:00	ES	Futures	1338.79	1339.55	1337.53	1339.05	8904.0
2012-05-16 17:00:00	ES	Futures	1339.05	1339.81	1337.53	1337.78	2011.0
2012-05-16 18:00:00	ES	Futures	1337.02	1338.54	1336.52	1338.29	4643.0
2012-05-16 18:30:00	ES	Futures	1338.29	1339.55	1338.03	1339.05	1264.0
2012-05-16 19:00:00	ES	Futures	1339.05	1339.81	1339.05	1339.55	1144.0
2012-05-16 19:30:00	ES	Futures	1339.55	1341.83	1339.55	1341.58	6346.0
2012-05-16 20:00:00	ES	Futures	1341.58	1344.36	1341.32	1343.6	8489.0
2012-05-16 20:30:00	ES	Futures	1343.6	1344.36	1342.33	1344.11	4618.0
2012-05-16 21:00:00	ES	Futures	1344.11	1344.86	1343.35	1343.6	5639.0
2012-05-16 21:30:00	ES	Futures	1343.85	1344.86	1342.59	1343.85	4007.0
2012-05-16 22:00:00	ES	Futures	1343.85	1343.85	1342.08	1343.6	2671.0
2012-05-16 22:30:00	ES	Futures	1343.6	1343.85	1342.59	1343.09	1683.0
2012-05-16 23:00:00	ES	Futures	1343.09	1344.36	1342.84	1343.6	2075.0
2012-05-16 23:30:00	ES	Futures	1343.6	1344.11	1342.84	1343.09	1919.0
2012-05-16 00:00:00	NQ	Futures	2976.74	2977.61	2973.85	2975.87	596.0
2012-05-16 00:30:00	NQ	Futures	2976.16	2977.9	2975.01	2976.16	270.0
2012-05-16 01:00:00	NQ	Futures	2975.87	2977.32	2974.72	2976.74	246.0

> showing 50 of 2,848 rows — these rows as CSV

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