PREVIEW / futures_30min / 2012-05-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-25.parquet
  size:    64 KB
  rows:    2,239

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
2012-05-25 00:00:00	ES	Futures	1333.23	1336.01	1332.72	1335.5	4161.0
2012-05-25 00:30:00	ES	Futures	1335.76	1335.76	1333.73	1334.49	950.0
2012-05-25 01:00:00	ES	Futures	1334.49	1335.5	1333.99	1333.99	1519.0
2012-05-25 01:30:00	ES	Futures	1333.73	1335.76	1333.73	1335.25	1767.0
2012-05-25 02:00:00	ES	Futures	1335.25	1337.28	1334.49	1337.02	4961.0
2012-05-25 02:30:00	ES	Futures	1337.02	1339.3	1336.52	1339.05	6813.0
2012-05-25 03:00:00	ES	Futures	1339.05	1345.62	1338.29	1344.61	49918.0
2012-05-25 03:30:00	ES	Futures	1344.86	1345.62	1342.08	1343.6	22776.0
2012-05-25 04:00:00	ES	Futures	1343.35	1345.62	1342.59	1343.85	24301.0
2012-05-25 04:30:00	ES	Futures	1343.85	1344.61	1341.32	1341.83	17395.0
2012-05-25 05:00:00	ES	Futures	1341.83	1343.35	1340.82	1341.83	11515.0
2012-05-25 05:30:00	ES	Futures	1341.83	1342.08	1340.06	1341.32	9828.0
2012-05-25 06:00:00	ES	Futures	1341.32	1343.09	1340.82	1342.59	9122.0
2012-05-25 06:30:00	ES	Futures	1342.59	1342.59	1336.77	1338.79	22145.0
2012-05-25 07:00:00	ES	Futures	1338.54	1340.56	1338.03	1339.3	13361.0
2012-05-25 07:30:00	ES	Futures	1339.3	1340.06	1337.78	1338.54	11197.0
2012-05-25 08:00:00	ES	Futures	1338.54	1339.3	1334.24	1334.75	29293.0
2012-05-25 08:30:00	ES	Futures	1335.0	1336.77	1333.99	1334.49	48399.0
2012-05-25 09:00:00	ES	Futures	1334.24	1336.26	1333.73	1334.75	39434.0
2012-05-25 09:30:00	ES	Futures	1335.0	1338.54	1333.73	1337.02	185577.0
2012-05-25 10:00:00	ES	Futures	1337.28	1337.53	1332.47	1335.5	160673.0
2012-05-25 10:30:00	ES	Futures	1335.5	1338.29	1332.97	1333.48	123753.0
2012-05-25 11:00:00	ES	Futures	1333.48	1337.78	1333.48	1337.02	92568.0
2012-05-25 11:30:00	ES	Futures	1337.02	1337.28	1333.99	1336.52	76350.0
2012-05-25 12:00:00	ES	Futures	1336.26	1336.77	1332.97	1333.48	47822.0
2012-05-25 12:30:00	ES	Futures	1333.23	1335.25	1332.97	1333.99	35762.0
2012-05-25 13:00:00	ES	Futures	1334.24	1335.25	1333.23	1335.0	31563.0
2012-05-25 13:30:00	ES	Futures	1335.0	1335.5	1333.73	1334.24	25923.0
2012-05-25 14:00:00	ES	Futures	1334.24	1334.75	1330.95	1332.47	54703.0
2012-05-25 14:30:00	ES	Futures	1332.22	1333.23	1329.94	1331.2	50168.0
2012-05-25 15:00:00	ES	Futures	1331.2	1332.72	1327.66	1329.69	72426.0
2012-05-25 15:30:00	ES	Futures	1329.43	1332.22	1328.67	1331.46	105745.0
2012-05-25 16:00:00	ES	Futures	1331.46	1331.46	1328.67	1330.44	67697.0
2012-05-25 00:00:00	NQ	Futures	2922.95	2927.58	2922.66	2927.29	412.0
2012-05-25 00:30:00	NQ	Futures	2926.71	2926.71	2923.24	2923.53	114.0
2012-05-25 01:00:00	NQ	Futures	2924.11	2926.13	2923.24	2923.24	82.0
2012-05-25 01:30:00	NQ	Futures	2923.53	2927.58	2923.24	2926.13	198.0
2012-05-25 02:00:00	NQ	Futures	2926.42	2931.34	2924.4	2930.76	552.0
2012-05-25 02:30:00	NQ	Futures	2930.76	2936.54	2929.89	2936.25	643.0
2012-05-25 03:00:00	NQ	Futures	2935.96	2951.29	2934.23	2949.27	5039.0
2012-05-25 03:30:00	NQ	Futures	2949.56	2950.71	2942.9	2946.66	2157.0
2012-05-25 04:00:00	NQ	Futures	2946.66	2951.58	2943.48	2947.53	2506.0
2012-05-25 04:30:00	NQ	Futures	2947.82	2948.98	2943.48	2944.35	1642.0
2012-05-25 05:00:00	NQ	Futures	2944.35	2947.24	2941.75	2943.48	1066.0
2012-05-25 05:30:00	NQ	Futures	2943.77	2944.35	2939.43	2941.75	908.0
2012-05-25 06:00:00	NQ	Futures	2942.04	2947.24	2940.88	2946.38	909.0
2012-05-25 06:30:00	NQ	Futures	2946.09	2946.09	2934.23	2938.86	2330.0
2012-05-25 07:00:00	NQ	Futures	2938.57	2941.75	2936.54	2939.72	1156.0
2012-05-25 07:30:00	NQ	Futures	2939.72	2940.88	2935.39	2937.12	1418.0
2012-05-25 08:00:00	NQ	Futures	2937.41	2939.43	2929.31	2930.76	3108.0

> showing 50 of 2,239 rows — these rows as CSV

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