PREVIEW / futures_30min / 2012-05-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-23.parquet
  size:    80 KB
  rows:    2,862

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
2012-05-23 00:00:00	ES	Futures	1324.37	1324.63	1323.11	1323.11	2084.0
2012-05-23 00:30:00	ES	Futures	1323.36	1325.39	1323.36	1324.37	2284.0
2012-05-23 01:00:00	ES	Futures	1324.12	1324.63	1322.6	1322.86	2479.0
2012-05-23 01:30:00	ES	Futures	1322.6	1323.61	1322.1	1323.61	3935.0
2012-05-23 02:00:00	ES	Futures	1323.61	1324.88	1322.86	1323.61	7920.0
2012-05-23 02:30:00	ES	Futures	1323.61	1326.65	1323.36	1325.89	7679.0
2012-05-23 03:00:00	ES	Futures	1325.89	1328.93	1324.63	1328.67	27940.0
2012-05-23 03:30:00	ES	Futures	1328.42	1328.93	1324.63	1325.89	15791.0
2012-05-23 04:00:00	ES	Futures	1325.89	1326.65	1321.08	1322.1	27749.0
2012-05-23 04:30:00	ES	Futures	1322.1	1323.87	1321.08	1322.6	24159.0
2012-05-23 05:00:00	ES	Futures	1322.86	1322.86	1320.58	1320.83	23472.0
2012-05-23 05:30:00	ES	Futures	1320.83	1322.1	1320.33	1320.33	13267.0
2012-05-23 06:00:00	ES	Futures	1320.33	1321.59	1319.31	1320.83	16382.0
2012-05-23 06:30:00	ES	Futures	1320.58	1321.84	1319.31	1321.34	13963.0
2012-05-23 07:00:00	ES	Futures	1321.34	1322.1	1320.33	1321.59	17372.0
2012-05-23 07:30:00	ES	Futures	1321.34	1323.36	1320.58	1322.6	17406.0
2012-05-23 08:00:00	ES	Futures	1322.6	1322.86	1317.8	1320.33	44243.0
2012-05-23 08:30:00	ES	Futures	1320.33	1324.63	1319.06	1323.61	42353.0
2012-05-23 09:00:00	ES	Futures	1323.61	1325.13	1321.84	1322.35	47921.0
2012-05-23 09:30:00	ES	Futures	1322.6	1325.13	1318.81	1323.36	221745.0
2012-05-23 10:00:00	ES	Futures	1323.36	1326.14	1315.01	1317.54	278342.0
2012-05-23 10:30:00	ES	Futures	1317.54	1317.8	1311.22	1313.49	247933.0
2012-05-23 11:00:00	ES	Futures	1313.49	1317.04	1312.23	1314.76	142291.0
2012-05-23 11:30:00	ES	Futures	1314.76	1316.78	1311.72	1312.74	132023.0
2012-05-23 12:00:00	ES	Futures	1312.99	1313.24	1309.45	1310.46	104062.0
2012-05-23 12:30:00	ES	Futures	1310.21	1314.51	1309.95	1312.74	79024.0
2012-05-23 13:00:00	ES	Futures	1312.74	1317.04	1312.48	1316.78	75129.0
2012-05-23 13:30:00	ES	Futures	1317.04	1319.82	1316.02	1319.06	110308.0
2012-05-23 14:00:00	ES	Futures	1319.06	1319.57	1313.75	1313.75	88374.0
2012-05-23 14:30:00	ES	Futures	1314.0	1322.86	1313.24	1322.35	133566.0
2012-05-23 15:00:00	ES	Futures	1322.35	1327.41	1320.33	1325.89	161025.0
2012-05-23 15:30:00	ES	Futures	1325.89	1334.75	1325.64	1332.72	267579.0
2012-05-23 16:00:00	ES	Futures	1332.47	1333.23	1330.19	1331.71	78743.0
2012-05-23 16:30:00	ES	Futures	1331.46	1331.71	1329.69	1329.94	8075.0
2012-05-23 17:00:00	ES	Futures	1330.19	1331.71	1330.19	1331.46	1868.0
2012-05-23 18:00:00	ES	Futures	1331.71	1331.96	1330.19	1330.7	2879.0
2012-05-23 18:30:00	ES	Futures	1330.7	1331.71	1330.19	1331.2	1436.0
2012-05-23 19:00:00	ES	Futures	1331.2	1331.71	1330.19	1330.7	2976.0
2012-05-23 19:30:00	ES	Futures	1330.7	1330.95	1324.12	1324.88	18679.0
2012-05-23 20:00:00	ES	Futures	1325.13	1329.69	1324.37	1329.69	9505.0
2012-05-23 20:30:00	ES	Futures	1329.69	1329.69	1326.65	1327.91	3974.0
2012-05-23 21:00:00	ES	Futures	1327.91	1329.43	1327.41	1328.93	4015.0
2012-05-23 21:30:00	ES	Futures	1329.18	1331.46	1328.93	1330.44	4281.0
2012-05-23 22:00:00	ES	Futures	1330.19	1330.44	1327.66	1328.42	2415.0
2012-05-23 22:30:00	ES	Futures	1328.42	1331.96	1327.16	1330.44	9043.0
2012-05-23 23:00:00	ES	Futures	1330.44	1330.95	1329.18	1329.43	2168.0
2012-05-23 23:30:00	ES	Futures	1329.43	1329.94	1328.42	1328.93	2427.0
2012-05-23 00:00:00	NQ	Futures	2922.66	2922.95	2919.77	2920.35	204.0
2012-05-23 00:30:00	NQ	Futures	2920.93	2924.11	2920.93	2921.5	178.0
2012-05-23 01:00:00	NQ	Futures	2921.5	2922.08	2918.61	2918.9	253.0

> showing 50 of 2,862 rows — these rows as CSV

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