PREVIEW / futures_30min / 2012-05-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-29.parquet
  size:    74 KB
  rows:    2,767

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
2012-05-29 00:00:00	ES	Futures	1340.56	1340.82	1339.81	1340.56	2947.0
2012-05-29 00:30:00	ES	Futures	1340.31	1340.82	1339.81	1340.82	1751.0
2012-05-29 01:00:00	ES	Futures	1340.56	1342.59	1340.56	1342.33	2896.0
2012-05-29 01:30:00	ES	Futures	1342.08	1343.09	1341.58	1342.59	2755.0
2012-05-29 02:00:00	ES	Futures	1342.59	1343.09	1341.58	1342.59	4039.0
2012-05-29 02:30:00	ES	Futures	1342.59	1343.35	1341.58	1342.59	3603.0
2012-05-29 03:00:00	ES	Futures	1342.59	1344.36	1341.83	1342.59	20093.0
2012-05-29 03:30:00	ES	Futures	1342.59	1344.86	1342.59	1344.61	16136.0
2012-05-29 04:00:00	ES	Futures	1344.36	1344.61	1340.82	1341.58	18079.0
2012-05-29 04:30:00	ES	Futures	1341.32	1341.83	1339.3	1340.06	19329.0
2012-05-29 05:00:00	ES	Futures	1340.31	1341.58	1339.55	1340.82	10734.0
2012-05-29 05:30:00	ES	Futures	1340.82	1341.07	1336.26	1337.53	24045.0
2012-05-29 06:00:00	ES	Futures	1337.53	1339.3	1336.52	1338.79	14243.0
2012-05-29 06:30:00	ES	Futures	1339.05	1340.06	1336.77	1339.81	14202.0
2012-05-29 07:00:00	ES	Futures	1339.81	1340.31	1338.79	1339.05	11492.0
2012-05-29 07:30:00	ES	Futures	1339.05	1340.56	1338.29	1339.55	14537.0
2012-05-29 08:00:00	ES	Futures	1339.55	1340.06	1337.28	1339.81	23859.0
2012-05-29 08:30:00	ES	Futures	1339.81	1340.31	1337.78	1339.3	28641.0
2012-05-29 09:00:00	ES	Futures	1339.3	1342.33	1338.29	1341.58	46025.0
2012-05-29 09:30:00	ES	Futures	1341.83	1344.86	1339.55	1342.08	220607.0
2012-05-29 10:00:00	ES	Futures	1342.08	1348.41	1340.31	1347.65	251767.0
2012-05-29 10:30:00	ES	Futures	1347.65	1349.67	1346.89	1348.15	134803.0
2012-05-29 11:00:00	ES	Futures	1347.9	1348.15	1345.37	1346.89	104099.0
2012-05-29 11:30:00	ES	Futures	1346.89	1346.89	1339.3	1340.56	243301.0
2012-05-29 12:00:00	ES	Futures	1340.56	1341.32	1337.78	1339.55	151479.0
2012-05-29 12:30:00	ES	Futures	1339.81	1341.58	1337.53	1339.3	94885.0
2012-05-29 13:00:00	ES	Futures	1339.3	1340.56	1338.03	1338.29	52764.0
2012-05-29 13:30:00	ES	Futures	1338.03	1341.58	1337.28	1341.07	58152.0
2012-05-29 14:00:00	ES	Futures	1341.07	1342.59	1339.3	1341.32	70458.0
2012-05-29 14:30:00	ES	Futures	1341.32	1343.6	1340.06	1343.09	47949.0
2012-05-29 15:00:00	ES	Futures	1343.09	1344.61	1341.83	1343.85	50368.0
2012-05-29 15:30:00	ES	Futures	1343.6	1347.9	1342.08	1347.39	183856.0
2012-05-29 16:00:00	ES	Futures	1347.14	1350.18	1346.89	1349.42	100446.0
2012-05-29 16:30:00	ES	Futures	1349.42	1350.18	1348.15	1348.66	9805.0
2012-05-29 17:00:00	ES	Futures	1348.66	1348.66	1347.39	1347.65	5448.0
2012-05-29 18:00:00	ES	Futures	1347.39	1347.9	1346.13	1346.38	6031.0
2012-05-29 18:30:00	ES	Futures	1346.38	1346.64	1345.12	1345.88	4201.0
2012-05-29 19:00:00	ES	Futures	1345.62	1346.38	1345.62	1345.62	1951.0
2012-05-29 19:30:00	ES	Futures	1345.62	1346.13	1344.86	1345.62	3793.0
2012-05-29 20:00:00	ES	Futures	1345.62	1346.38	1344.36	1345.37	4724.0
2012-05-29 20:30:00	ES	Futures	1345.37	1345.62	1341.83	1342.33	9820.0
2012-05-29 21:00:00	ES	Futures	1342.33	1343.35	1341.58	1341.83	5549.0
2012-05-29 21:30:00	ES	Futures	1341.83	1342.84	1341.07	1342.33	4634.0
2012-05-29 22:00:00	ES	Futures	1342.33	1342.59	1341.07	1341.32	3206.0
2012-05-29 22:30:00	ES	Futures	1341.32	1342.08	1340.56	1341.32	2913.0
2012-05-29 23:00:00	ES	Futures	1341.58	1342.84	1341.07	1342.84	1401.0
2012-05-29 23:30:00	ES	Futures	1342.84	1342.84	1341.07	1341.58	2678.0
2012-05-29 00:00:00	NQ	Futures	2943.77	2944.93	2942.62	2943.77	193.0
2012-05-29 00:30:00	NQ	Futures	2943.48	2944.64	2942.62	2944.35	113.0
2012-05-29 01:00:00	NQ	Futures	2944.35	2946.95	2944.06	2946.66	417.0

> showing 50 of 2,767 rows — these rows as CSV

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