PREVIEW / futures_30min / 2012-05-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-28.parquet
  size:    50 KB
  rows:    1,789

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
2012-05-28 00:00:00	ES	Futures	1341.32	1341.83	1341.07	1341.32	813.0
2012-05-28 00:30:00	ES	Futures	1341.32	1341.83	1340.82	1341.83	744.0
2012-05-28 01:00:00	ES	Futures	1341.58	1343.35	1341.07	1343.09	1753.0
2012-05-28 01:30:00	ES	Futures	1342.84	1343.85	1342.84	1343.09	2661.0
2012-05-28 02:00:00	ES	Futures	1342.84	1343.85	1342.08	1342.33	4666.0
2012-05-28 02:30:00	ES	Futures	1342.59	1343.6	1341.83	1341.83	2662.0
2012-05-28 03:00:00	ES	Futures	1341.83	1344.36	1340.56	1340.56	10758.0
2012-05-28 03:30:00	ES	Futures	1340.82	1342.84	1340.06	1340.56	8286.0
2012-05-28 04:00:00	ES	Futures	1340.56	1341.07	1338.54	1339.81	5906.0
2012-05-28 04:30:00	ES	Futures	1339.81	1340.56	1338.54	1339.81	5593.0
2012-05-28 05:00:00	ES	Futures	1339.81	1340.82	1339.3	1340.31	3920.0
2012-05-28 05:30:00	ES	Futures	1340.31	1343.35	1339.55	1343.09	8440.0
2012-05-28 06:00:00	ES	Futures	1342.84	1344.11	1341.83	1342.33	5292.0
2012-05-28 06:30:00	ES	Futures	1342.59	1342.59	1339.81	1340.56	5514.0
2012-05-28 07:00:00	ES	Futures	1340.56	1341.32	1340.31	1341.07	2719.0
2012-05-28 07:30:00	ES	Futures	1341.32	1341.32	1339.81	1340.06	2248.0
2012-05-28 08:00:00	ES	Futures	1340.06	1340.06	1339.3	1339.55	2318.0
2012-05-28 08:30:00	ES	Futures	1339.55	1340.56	1339.3	1340.06	2124.0
2012-05-28 09:00:00	ES	Futures	1340.06	1340.31	1336.01	1336.77	8702.0
2012-05-28 09:30:00	ES	Futures	1337.02	1339.81	1335.5	1339.81	14407.0
2012-05-28 10:00:00	ES	Futures	1339.81	1339.81	1335.5	1337.02	8961.0
2012-05-28 10:30:00	ES	Futures	1336.77	1339.05	1336.26	1338.79	5006.0
2012-05-28 11:00:00	ES	Futures	1338.79	1339.05	1336.77	1337.28	4903.0
2012-05-28 18:00:00	ES	Futures	1336.77	1338.54	1336.26	1338.29	2472.0
2012-05-28 18:30:00	ES	Futures	1338.54	1338.79	1337.28	1337.28	1127.0
2012-05-28 19:00:00	ES	Futures	1337.28	1338.03	1336.77	1337.02	798.0
2012-05-28 19:30:00	ES	Futures	1337.02	1337.28	1335.0	1335.76	2874.0
2012-05-28 20:00:00	ES	Futures	1335.76	1335.76	1333.23	1334.75	5527.0
2012-05-28 20:30:00	ES	Futures	1334.75	1336.77	1334.49	1336.77	2508.0
2012-05-28 21:00:00	ES	Futures	1336.77	1338.79	1336.01	1337.02	2703.0
2012-05-28 21:30:00	ES	Futures	1337.28	1339.05	1336.26	1338.54	2658.0
2012-05-28 22:00:00	ES	Futures	1338.54	1338.54	1337.02	1338.03	2275.0
2012-05-28 22:30:00	ES	Futures	1338.03	1338.29	1337.53	1338.29	888.0
2012-05-28 23:00:00	ES	Futures	1338.29	1339.81	1337.78	1339.55	1750.0
2012-05-28 23:30:00	ES	Futures	1339.81	1340.82	1339.55	1340.31	3002.0
2012-05-28 00:00:00	NQ	Futures	2941.75	2941.75	2939.72	2940.88	100.0
2012-05-28 00:30:00	NQ	Futures	2941.17	2942.9	2940.59	2942.62	101.0
2012-05-28 01:00:00	NQ	Futures	2942.04	2944.64	2942.04	2944.64	160.0
2012-05-28 01:30:00	NQ	Futures	2944.93	2949.85	2944.93	2947.24	587.0
2012-05-28 02:00:00	NQ	Futures	2947.24	2948.4	2945.51	2946.66	464.0
2012-05-28 02:30:00	NQ	Futures	2946.66	2947.82	2944.64	2944.64	400.0
2012-05-28 03:00:00	NQ	Futures	2944.64	2948.98	2942.62	2943.19	934.0
2012-05-28 03:30:00	NQ	Futures	2942.33	2946.95	2940.01	2942.62	811.0
2012-05-28 04:00:00	NQ	Futures	2941.46	2942.62	2936.83	2939.43	513.0
2012-05-28 04:30:00	NQ	Futures	2939.15	2941.46	2936.83	2940.3	418.0
2012-05-28 05:00:00	NQ	Futures	2940.88	2941.75	2937.7	2938.57	612.0
2012-05-28 05:30:00	NQ	Futures	2938.86	2942.9	2937.7	2941.75	576.0
2012-05-28 06:00:00	NQ	Futures	2941.75	2946.95	2941.75	2944.64	552.0
2012-05-28 06:30:00	NQ	Futures	2944.64	2945.22	2939.15	2940.88	497.0
2012-05-28 07:00:00	NQ	Futures	2940.88	2942.04	2939.72	2941.75	207.0

> showing 50 of 1,789 rows — these rows as CSV

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