PREVIEW / futures_30min / 2012-05-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-21.parquet
  size:    75 KB
  rows:    2,743

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
2012-05-21 00:00:00	ES	Futures	1313.24	1313.24	1312.48	1312.74	873.0
2012-05-21 00:30:00	ES	Futures	1312.74	1313.49	1311.72	1312.48	1998.0
2012-05-21 01:00:00	ES	Futures	1312.48	1313.24	1311.47	1311.98	1721.0
2012-05-21 01:30:00	ES	Futures	1311.72	1313.49	1311.72	1312.99	2129.0
2012-05-21 02:00:00	ES	Futures	1312.99	1314.0	1311.47	1311.47	7385.0
2012-05-21 02:30:00	ES	Futures	1311.47	1313.49	1309.7	1312.99	6171.0
2012-05-21 03:00:00	ES	Futures	1312.74	1315.77	1309.95	1314.76	29005.0
2012-05-21 03:30:00	ES	Futures	1315.01	1316.28	1313.24	1316.02	22356.0
2012-05-21 04:00:00	ES	Futures	1316.02	1318.3	1315.52	1317.04	21937.0
2012-05-21 04:30:00	ES	Futures	1317.04	1317.8	1315.01	1315.27	13628.0
2012-05-21 05:00:00	ES	Futures	1315.01	1316.28	1314.25	1315.52	10742.0
2012-05-21 05:30:00	ES	Futures	1315.52	1316.53	1312.99	1314.51	14665.0
2012-05-21 06:00:00	ES	Futures	1314.25	1314.76	1313.24	1314.25	7821.0
2012-05-21 06:30:00	ES	Futures	1314.25	1316.53	1314.0	1315.77	10930.0
2012-05-21 07:00:00	ES	Futures	1316.02	1316.78	1314.0	1315.01	12660.0
2012-05-21 07:30:00	ES	Futures	1315.27	1315.77	1313.24	1313.75	13512.0
2012-05-21 08:00:00	ES	Futures	1313.75	1314.25	1311.22	1313.24	28401.0
2012-05-21 08:30:00	ES	Futures	1313.24	1314.0	1310.46	1311.22	35697.0
2012-05-21 09:00:00	ES	Futures	1311.22	1312.74	1309.7	1311.22	41357.0
2012-05-21 09:30:00	ES	Futures	1311.47	1314.76	1309.19	1313.24	265266.0
2012-05-21 10:00:00	ES	Futures	1313.24	1319.57	1312.23	1319.06	205420.0
2012-05-21 10:30:00	ES	Futures	1318.81	1324.37	1318.81	1323.36	193120.0
2012-05-21 11:00:00	ES	Futures	1323.36	1323.61	1320.07	1321.08	130735.0
2012-05-21 11:30:00	ES	Futures	1321.08	1322.1	1319.82	1320.58	74446.0
2012-05-21 12:00:00	ES	Futures	1320.33	1325.64	1319.82	1325.39	94062.0
2012-05-21 12:30:00	ES	Futures	1325.39	1325.39	1322.1	1323.11	66072.0
2012-05-21 13:00:00	ES	Futures	1323.11	1325.13	1322.6	1324.12	45184.0
2012-05-21 13:30:00	ES	Futures	1324.12	1326.14	1323.36	1324.63	68154.0
2012-05-21 14:00:00	ES	Futures	1324.88	1326.4	1322.35	1323.61	70836.0
2012-05-21 14:30:00	ES	Futures	1323.36	1327.41	1323.36	1326.65	66079.0
2012-05-21 15:00:00	ES	Futures	1326.65	1329.94	1326.4	1328.67	99795.0
2012-05-21 15:30:00	ES	Futures	1328.67	1330.19	1327.16	1329.69	193129.0
2012-05-21 16:00:00	ES	Futures	1329.69	1331.71	1329.43	1331.46	104065.0
2012-05-21 16:30:00	ES	Futures	1330.95	1331.2	1329.18	1329.94	10922.0
2012-05-21 17:00:00	ES	Futures	1329.94	1330.44	1329.43	1330.19	2650.0
2012-05-21 18:00:00	ES	Futures	1329.94	1331.46	1329.69	1330.7	3523.0
2012-05-21 18:30:00	ES	Futures	1330.7	1330.7	1330.19	1330.44	1004.0
2012-05-21 19:00:00	ES	Futures	1330.44	1331.2	1330.19	1330.44	932.0
2012-05-21 19:30:00	ES	Futures	1330.7	1331.2	1330.19	1331.2	3247.0
2012-05-21 20:00:00	ES	Futures	1330.95	1331.2	1329.69	1330.7	3957.0
2012-05-21 20:30:00	ES	Futures	1330.44	1330.7	1329.43	1329.69	1703.0
2012-05-21 21:00:00	ES	Futures	1329.69	1329.94	1328.42	1328.67	4216.0
2012-05-21 21:30:00	ES	Futures	1328.67	1330.19	1328.67	1329.94	2563.0
2012-05-21 22:00:00	ES	Futures	1329.94	1331.2	1328.67	1330.44	2712.0
2012-05-21 22:30:00	ES	Futures	1330.44	1330.95	1329.94	1330.44	992.0
2012-05-21 23:00:00	ES	Futures	1330.44	1330.7	1330.19	1330.7	412.0
2012-05-21 23:30:00	ES	Futures	1330.44	1330.44	1329.18	1329.94	1288.0
2012-05-21 00:00:00	NQ	Futures	2873.79	2874.65	2872.63	2872.63	134.0
2012-05-21 00:30:00	NQ	Futures	2872.92	2874.94	2872.05	2872.92	359.0
2012-05-21 01:00:00	NQ	Futures	2873.21	2874.07	2869.74	2870.89	192.0

> showing 50 of 2,743 rows — these rows as CSV

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