PREVIEW / futures_30min / 2012-05-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-18.parquet
  size:    67 KB
  rows:    2,269

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
2012-05-18 00:00:00	ES	Futures	1317.04	1317.29	1315.52	1316.28	4856.0
2012-05-18 00:30:00	ES	Futures	1316.02	1317.29	1312.99	1313.24	9253.0
2012-05-18 01:00:00	ES	Futures	1313.24	1313.75	1309.19	1309.7	14239.0
2012-05-18 01:30:00	ES	Futures	1309.95	1311.72	1308.94	1311.47	9649.0
2012-05-18 02:00:00	ES	Futures	1311.47	1315.01	1311.22	1314.25	14216.0
2012-05-18 02:30:00	ES	Futures	1314.0	1315.01	1310.96	1314.25	11097.0
2012-05-18 03:00:00	ES	Futures	1314.25	1319.82	1312.74	1319.57	37241.0
2012-05-18 03:30:00	ES	Futures	1319.31	1320.33	1317.04	1318.3	27844.0
2012-05-18 04:00:00	ES	Futures	1318.05	1321.34	1317.29	1321.08	22320.0
2012-05-18 04:30:00	ES	Futures	1321.08	1321.59	1318.05	1318.81	19206.0
2012-05-18 05:00:00	ES	Futures	1318.81	1319.82	1315.77	1317.8	15522.0
2012-05-18 05:30:00	ES	Futures	1317.8	1322.86	1317.54	1322.1	25646.0
2012-05-18 06:00:00	ES	Futures	1322.35	1323.11	1321.08	1322.35	18669.0
2012-05-18 06:30:00	ES	Futures	1322.35	1323.61	1321.34	1322.1	16352.0
2012-05-18 07:00:00	ES	Futures	1322.1	1325.39	1322.1	1324.63	36981.0
2012-05-18 07:30:00	ES	Futures	1324.63	1324.88	1321.84	1322.6	23943.0
2012-05-18 08:00:00	ES	Futures	1322.35	1323.87	1322.1	1322.6	28993.0
2012-05-18 08:30:00	ES	Futures	1322.35	1324.88	1321.84	1322.35	39107.0
2012-05-18 09:00:00	ES	Futures	1322.35	1324.37	1321.34	1323.61	66558.0
2012-05-18 09:30:00	ES	Futures	1323.61	1324.37	1319.06	1320.33	267889.0
2012-05-18 10:00:00	ES	Futures	1320.58	1322.1	1318.55	1320.83	167433.0
2012-05-18 10:30:00	ES	Futures	1321.08	1326.14	1319.31	1324.12	172650.0
2012-05-18 11:00:00	ES	Futures	1323.87	1324.88	1319.06	1319.31	186899.0
2012-05-18 11:30:00	ES	Futures	1319.57	1320.83	1311.72	1314.51	340005.0
2012-05-18 12:00:00	ES	Futures	1314.51	1319.31	1314.25	1318.81	138962.0
2012-05-18 12:30:00	ES	Futures	1318.55	1321.34	1317.8	1318.3	99290.0
2012-05-18 13:00:00	ES	Futures	1318.3	1319.82	1316.28	1317.29	65656.0
2012-05-18 13:30:00	ES	Futures	1317.29	1317.8	1312.99	1313.24	72639.0
2012-05-18 14:00:00	ES	Futures	1313.49	1314.25	1310.46	1312.48	99364.0
2012-05-18 14:30:00	ES	Futures	1312.23	1312.48	1307.93	1309.7	126259.0
2012-05-18 15:00:00	ES	Futures	1309.7	1314.0	1308.18	1308.94	183097.0
2012-05-18 15:30:00	ES	Futures	1309.19	1309.95	1305.15	1307.93	212326.0
2012-05-18 16:00:00	ES	Futures	1307.93	1308.44	1305.15	1305.91	123364.0
2012-05-18 00:00:00	NQ	Futures	2899.52	2900.1	2895.48	2898.66	642.0
2012-05-18 00:30:00	NQ	Futures	2898.66	2900.1	2892.01	2894.03	850.0
2012-05-18 01:00:00	NQ	Futures	2893.74	2894.32	2883.04	2883.91	1316.0
2012-05-18 01:30:00	NQ	Futures	2884.2	2887.09	2883.33	2886.8	1096.0
2012-05-18 02:00:00	NQ	Futures	2886.8	2894.61	2885.93	2892.58	1536.0
2012-05-18 02:30:00	NQ	Futures	2892.87	2896.34	2885.93	2894.61	1369.0
2012-05-18 03:00:00	NQ	Futures	2894.32	2907.62	2892.58	2906.75	3929.0
2012-05-18 03:30:00	NQ	Futures	2906.47	2908.49	2899.52	2901.55	3302.0
2012-05-18 04:00:00	NQ	Futures	2901.84	2910.23	2900.1	2909.94	1967.0
2012-05-18 04:30:00	NQ	Futures	2909.65	2910.51	2903.57	2904.44	1693.0
2012-05-18 05:00:00	NQ	Futures	2905.02	2906.47	2896.92	2900.97	1835.0
2012-05-18 05:30:00	NQ	Futures	2900.97	2911.67	2900.97	2908.78	2017.0
2012-05-18 06:00:00	NQ	Futures	2909.07	2911.09	2906.18	2909.94	1361.0
2012-05-18 06:30:00	NQ	Futures	2909.94	2912.83	2909.07	2911.96	1454.0
2012-05-18 07:00:00	NQ	Futures	2911.96	2917.17	2910.8	2914.27	2985.0
2012-05-18 07:30:00	NQ	Futures	2913.98	2914.56	2908.2	2909.36	2890.0
2012-05-18 08:00:00	NQ	Futures	2909.36	2912.25	2906.75	2907.33	4380.0

> showing 50 of 2,269 rows — these rows as CSV

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