PREVIEW / futures_30min / 2012-05-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-22.parquet
  size:    81 KB
  rows:    2,846

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
2012-05-22 00:00:00	ES	Futures	1329.69	1331.46	1329.69	1331.2	1235.0
2012-05-22 00:30:00	ES	Futures	1331.2	1331.46	1330.44	1330.7	1460.0
2012-05-22 01:00:00	ES	Futures	1330.7	1332.72	1330.44	1332.22	2710.0
2012-05-22 01:30:00	ES	Futures	1331.96	1333.73	1331.96	1332.97	4839.0
2012-05-22 02:00:00	ES	Futures	1332.97	1333.23	1331.71	1333.23	4786.0
2012-05-22 02:30:00	ES	Futures	1333.23	1333.73	1332.22	1332.97	5371.0
2012-05-22 03:00:00	ES	Futures	1332.97	1334.24	1332.22	1333.23	20918.0
2012-05-22 03:30:00	ES	Futures	1333.48	1334.75	1331.96	1333.48	19663.0
2012-05-22 04:00:00	ES	Futures	1333.73	1334.49	1332.72	1333.23	12389.0
2012-05-22 04:30:00	ES	Futures	1332.97	1333.73	1330.19	1331.46	21881.0
2012-05-22 05:00:00	ES	Futures	1331.46	1331.71	1328.67	1329.69	25869.0
2012-05-22 05:30:00	ES	Futures	1329.94	1331.46	1328.67	1329.94	15701.0
2012-05-22 06:00:00	ES	Futures	1329.69	1330.19	1327.91	1329.43	11839.0
2012-05-22 06:30:00	ES	Futures	1329.18	1330.19	1328.42	1329.94	10409.0
2012-05-22 07:00:00	ES	Futures	1329.94	1334.75	1329.69	1334.49	28476.0
2012-05-22 07:30:00	ES	Futures	1334.49	1335.76	1333.48	1335.25	29800.0
2012-05-22 08:00:00	ES	Futures	1335.25	1336.01	1334.24	1334.75	26968.0
2012-05-22 08:30:00	ES	Futures	1334.75	1335.0	1330.95	1331.96	46554.0
2012-05-22 09:00:00	ES	Futures	1331.71	1333.48	1330.95	1332.97	41405.0
2012-05-22 09:30:00	ES	Futures	1332.97	1335.25	1329.43	1332.47	211647.0
2012-05-22 10:00:00	ES	Futures	1332.72	1340.56	1332.47	1338.79	214214.0
2012-05-22 10:30:00	ES	Futures	1338.79	1341.83	1338.54	1341.58	201162.0
2012-05-22 11:00:00	ES	Futures	1341.58	1342.33	1339.81	1340.82	182579.0
2012-05-22 11:30:00	ES	Futures	1341.07	1341.32	1337.28	1337.78	144468.0
2012-05-22 12:00:00	ES	Futures	1337.78	1338.03	1333.23	1336.77	185779.0
2012-05-22 12:30:00	ES	Futures	1336.77	1338.29	1336.01	1337.02	60293.0
2012-05-22 13:00:00	ES	Futures	1337.28	1338.79	1335.5	1335.76	55128.0
2012-05-22 13:30:00	ES	Futures	1335.5	1337.28	1333.23	1335.25	77518.0
2012-05-22 14:00:00	ES	Futures	1335.25	1338.79	1335.25	1337.28	64785.0
2012-05-22 14:30:00	ES	Futures	1337.02	1338.29	1334.24	1335.76	73415.0
2012-05-22 15:00:00	ES	Futures	1335.5	1336.52	1329.43	1329.69	125809.0
2012-05-22 15:30:00	ES	Futures	1329.69	1330.95	1323.11	1330.7	374117.0
2012-05-22 16:00:00	ES	Futures	1330.7	1333.48	1328.93	1330.7	98894.0
2012-05-22 16:30:00	ES	Futures	1331.2	1331.71	1329.18	1330.19	11492.0
2012-05-22 17:00:00	ES	Futures	1330.19	1330.44	1329.18	1329.43	1656.0
2012-05-22 18:00:00	ES	Futures	1329.18	1329.94	1328.67	1329.43	3396.0
2012-05-22 18:30:00	ES	Futures	1329.43	1329.43	1327.91	1328.17	2784.0
2012-05-22 19:00:00	ES	Futures	1328.17	1328.42	1326.9	1327.41	2848.0
2012-05-22 19:30:00	ES	Futures	1327.16	1327.41	1326.14	1326.65	4519.0
2012-05-22 20:00:00	ES	Futures	1326.9	1327.16	1324.63	1325.64	6414.0
2012-05-22 20:30:00	ES	Futures	1325.64	1326.14	1324.37	1324.63	3288.0
2012-05-22 21:00:00	ES	Futures	1324.88	1325.64	1322.86	1324.37	9721.0
2012-05-22 21:30:00	ES	Futures	1324.37	1327.66	1324.12	1327.66	5313.0
2012-05-22 22:00:00	ES	Futures	1327.91	1328.42	1325.64	1325.89	3806.0
2012-05-22 22:30:00	ES	Futures	1326.14	1327.16	1324.63	1325.39	2474.0
2012-05-22 23:00:00	ES	Futures	1325.39	1325.39	1322.6	1323.61	4101.0
2012-05-22 23:30:00	ES	Futures	1323.87	1324.88	1323.36	1324.37	2378.0
2012-05-22 00:00:00	NQ	Futures	2940.88	2943.77	2940.3	2943.48	169.0
2012-05-22 00:30:00	NQ	Futures	2943.48	2943.48	2941.75	2942.04	161.0
2012-05-22 01:00:00	NQ	Futures	2942.04	2945.51	2942.04	2944.64	348.0

> showing 50 of 2,846 rows — these rows as CSV

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