PREVIEW / futures_30min / 2012-05-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-17.parquet
  size:    82 KB
  rows:    2,841

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
2012-05-17 00:00:00	ES	Futures	1343.09	1344.36	1342.84	1343.85	2343.0
2012-05-17 00:30:00	ES	Futures	1343.85	1345.88	1343.85	1345.37	5902.0
2012-05-17 01:00:00	ES	Futures	1345.37	1346.64	1345.12	1345.62	4105.0
2012-05-17 01:30:00	ES	Futures	1345.62	1346.38	1345.12	1345.62	3852.0
2012-05-17 02:00:00	ES	Futures	1345.37	1346.64	1345.37	1345.62	4271.0
2012-05-17 02:30:00	ES	Futures	1345.62	1345.88	1343.35	1344.11	7431.0
2012-05-17 03:00:00	ES	Futures	1344.11	1344.86	1340.82	1342.33	24991.0
2012-05-17 03:30:00	ES	Futures	1342.33	1344.11	1341.07	1342.08	18253.0
2012-05-17 04:00:00	ES	Futures	1341.83	1342.84	1340.31	1341.32	17098.0
2012-05-17 04:30:00	ES	Futures	1341.32	1345.12	1341.07	1344.11	17200.0
2012-05-17 05:00:00	ES	Futures	1344.11	1344.36	1340.31	1342.08	19957.0
2012-05-17 05:30:00	ES	Futures	1342.33	1343.6	1341.07	1341.58	10747.0
2012-05-17 06:00:00	ES	Futures	1341.58	1342.33	1338.79	1339.55	24248.0
2012-05-17 06:30:00	ES	Futures	1339.55	1340.31	1337.78	1339.05	21130.0
2012-05-17 07:00:00	ES	Futures	1339.05	1339.81	1336.01	1337.28	36320.0
2012-05-17 07:30:00	ES	Futures	1337.28	1337.53	1331.71	1334.24	61581.0
2012-05-17 08:00:00	ES	Futures	1334.24	1336.52	1334.24	1336.26	33923.0
2012-05-17 08:30:00	ES	Futures	1336.01	1340.31	1333.99	1340.31	67866.0
2012-05-17 09:00:00	ES	Futures	1340.06	1340.56	1338.54	1338.79	44341.0
2012-05-17 09:30:00	ES	Futures	1338.79	1340.31	1332.97	1335.5	247811.0
2012-05-17 10:00:00	ES	Futures	1335.76	1337.53	1328.17	1335.76	331680.0
2012-05-17 10:30:00	ES	Futures	1335.76	1337.28	1332.47	1335.25	237503.0
2012-05-17 11:00:00	ES	Futures	1335.0	1336.77	1331.46	1332.22	204514.0
2012-05-17 11:30:00	ES	Futures	1332.22	1332.47	1328.67	1330.95	160557.0
2012-05-17 12:00:00	ES	Futures	1330.95	1330.95	1324.37	1328.17	244891.0
2012-05-17 12:30:00	ES	Futures	1328.17	1330.19	1326.65	1328.42	88319.0
2012-05-17 13:00:00	ES	Futures	1328.42	1333.23	1328.17	1331.2	96438.0
2012-05-17 13:30:00	ES	Futures	1331.46	1331.71	1327.41	1329.18	81746.0
2012-05-17 14:00:00	ES	Futures	1329.18	1329.43	1326.14	1327.16	75256.0
2012-05-17 14:30:00	ES	Futures	1327.41	1328.17	1325.13	1326.65	78026.0
2012-05-17 15:00:00	ES	Futures	1326.65	1328.17	1323.87	1325.13	94776.0
2012-05-17 15:30:00	ES	Futures	1325.39	1325.39	1318.05	1318.3	324311.0
2012-05-17 16:00:00	ES	Futures	1318.3	1318.81	1316.02	1317.04	132743.0
2012-05-17 16:30:00	ES	Futures	1317.54	1319.31	1315.27	1318.55	21775.0
2012-05-17 17:00:00	ES	Futures	1318.55	1320.58	1317.54	1319.82	6062.0
2012-05-17 18:00:00	ES	Futures	1319.57	1320.58	1317.8	1318.55	6275.0
2012-05-17 18:30:00	ES	Futures	1318.81	1318.81	1316.78	1318.3	3207.0
2012-05-17 19:00:00	ES	Futures	1318.55	1318.81	1318.05	1318.55	699.0
2012-05-17 19:30:00	ES	Futures	1318.05	1320.58	1318.05	1319.82	4030.0
2012-05-17 20:00:00	ES	Futures	1320.07	1320.07	1318.3	1318.55	6103.0
2012-05-17 20:30:00	ES	Futures	1318.55	1320.07	1318.3	1318.3	3632.0
2012-05-17 21:00:00	ES	Futures	1318.55	1319.06	1317.04	1318.3	6520.0
2012-05-17 21:30:00	ES	Futures	1318.05	1318.55	1316.78	1318.3	4192.0
2012-05-17 22:00:00	ES	Futures	1318.3	1319.57	1317.29	1318.3	2717.0
2012-05-17 22:30:00	ES	Futures	1318.05	1318.3	1317.04	1317.54	2075.0
2012-05-17 23:00:00	ES	Futures	1317.54	1318.55	1317.29	1317.29	2648.0
2012-05-17 23:30:00	ES	Futures	1317.04	1317.8	1317.04	1317.29	2675.0
2012-05-17 00:00:00	NQ	Futures	2968.35	2969.8	2968.35	2969.51	296.0
2012-05-17 00:30:00	NQ	Futures	2969.51	2972.98	2969.51	2972.11	776.0
2012-05-17 01:00:00	NQ	Futures	2972.4	2974.14	2971.82	2972.98	463.0

> showing 50 of 2,841 rows — these rows as CSV

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