PREVIEW / futures_30min / 2012-05-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-24.parquet
  size:    78 KB
  rows:    2,847

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
2012-05-24 00:00:00	ES	Futures	1328.67	1329.43	1327.16	1327.41	1718.0
2012-05-24 00:30:00	ES	Futures	1327.66	1328.17	1326.4	1326.9	2640.0
2012-05-24 01:00:00	ES	Futures	1327.16	1329.69	1326.9	1329.43	2497.0
2012-05-24 01:30:00	ES	Futures	1329.69	1330.7	1329.43	1330.19	2662.0
2012-05-24 02:00:00	ES	Futures	1329.94	1329.94	1326.65	1328.42	5705.0
2012-05-24 02:30:00	ES	Futures	1328.42	1331.96	1328.42	1330.44	6863.0
2012-05-24 03:00:00	ES	Futures	1330.19	1330.44	1324.88	1325.13	25852.0
2012-05-24 03:30:00	ES	Futures	1324.88	1326.4	1321.84	1323.11	37361.0
2012-05-24 04:00:00	ES	Futures	1323.11	1327.41	1321.59	1326.65	32897.0
2012-05-24 04:30:00	ES	Futures	1326.65	1330.19	1324.88	1329.18	22383.0
2012-05-24 05:00:00	ES	Futures	1329.18	1331.71	1328.93	1331.71	23732.0
2012-05-24 05:30:00	ES	Futures	1331.71	1336.52	1330.7	1335.5	29610.0
2012-05-24 06:00:00	ES	Futures	1335.5	1339.3	1335.25	1338.79	29242.0
2012-05-24 06:30:00	ES	Futures	1338.79	1339.3	1336.01	1337.53	22151.0
2012-05-24 07:00:00	ES	Futures	1337.53	1337.78	1334.49	1335.76	23460.0
2012-05-24 07:30:00	ES	Futures	1335.76	1336.77	1333.48	1334.24	17083.0
2012-05-24 08:00:00	ES	Futures	1334.24	1335.25	1332.72	1334.24	32967.0
2012-05-24 08:30:00	ES	Futures	1334.49	1338.29	1331.96	1338.03	75779.0
2012-05-24 09:00:00	ES	Futures	1337.78	1339.05	1335.0	1336.52	53072.0
2012-05-24 09:30:00	ES	Futures	1336.26	1336.77	1329.43	1331.46	223018.0
2012-05-24 10:00:00	ES	Futures	1331.71	1334.49	1329.94	1333.99	185478.0
2012-05-24 10:30:00	ES	Futures	1333.99	1338.54	1333.23	1334.75	159809.0
2012-05-24 11:00:00	ES	Futures	1334.49	1338.54	1333.48	1335.76	103790.0
2012-05-24 11:30:00	ES	Futures	1335.76	1336.01	1330.95	1331.71	90831.0
2012-05-24 12:00:00	ES	Futures	1331.71	1332.22	1327.41	1328.42	125537.0
2012-05-24 12:30:00	ES	Futures	1328.17	1330.44	1327.16	1329.18	61620.0
2012-05-24 13:00:00	ES	Futures	1329.18	1331.96	1327.66	1328.17	76473.0
2012-05-24 13:30:00	ES	Futures	1328.17	1329.43	1324.12	1324.63	96483.0
2012-05-24 14:00:00	ES	Futures	1324.37	1327.66	1323.87	1327.66	82185.0
2012-05-24 14:30:00	ES	Futures	1327.66	1329.43	1324.63	1325.89	79315.0
2012-05-24 15:00:00	ES	Futures	1325.89	1332.72	1324.88	1331.2	119141.0
2012-05-24 15:30:00	ES	Futures	1331.46	1335.0	1329.94	1335.0	152534.0
2012-05-24 16:00:00	ES	Futures	1335.0	1339.3	1334.75	1338.79	87425.0
2012-05-24 16:30:00	ES	Futures	1338.29	1340.31	1337.53	1339.55	10500.0
2012-05-24 17:00:00	ES	Futures	1339.55	1339.81	1338.54	1338.54	2894.0
2012-05-24 18:00:00	ES	Futures	1338.79	1339.05	1337.78	1337.78	2642.0
2012-05-24 18:30:00	ES	Futures	1338.03	1338.54	1336.77	1337.02	3543.0
2012-05-24 19:00:00	ES	Futures	1337.02	1337.28	1336.26	1336.52	2235.0
2012-05-24 19:30:00	ES	Futures	1336.52	1337.78	1336.52	1337.53	1870.0
2012-05-24 20:00:00	ES	Futures	1337.28	1339.81	1337.02	1339.3	4038.0
2012-05-24 20:30:00	ES	Futures	1339.55	1339.81	1337.28	1337.53	2487.0
2012-05-24 21:00:00	ES	Futures	1337.28	1339.05	1337.02	1337.53	3862.0
2012-05-24 21:30:00	ES	Futures	1337.53	1338.29	1335.25	1336.01	5637.0
2012-05-24 22:00:00	ES	Futures	1336.26	1337.53	1335.5	1336.26	3261.0
2012-05-24 22:30:00	ES	Futures	1336.26	1336.52	1334.24	1334.49	5496.0
2012-05-24 23:00:00	ES	Futures	1334.49	1334.49	1332.47	1333.23	6277.0
2012-05-24 23:30:00	ES	Futures	1333.23	1333.73	1332.22	1333.23	2970.0
2012-05-24 00:00:00	NQ	Futures	2934.52	2935.39	2929.89	2930.47	244.0
2012-05-24 00:30:00	NQ	Futures	2930.47	2932.2	2928.16	2929.02	313.0
2012-05-24 01:00:00	NQ	Futures	2929.31	2934.81	2929.02	2934.81	292.0

> showing 50 of 2,847 rows — these rows as CSV

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