PREVIEW / futures_30min / 2012-05-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-30.parquet
  size:    82 KB
  rows:    2,851

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
2012-05-30 00:00:00	ES	Futures	1341.58	1343.35	1341.32	1343.09	1882.0
2012-05-30 00:30:00	ES	Futures	1343.09	1343.6	1342.59	1343.09	2065.0
2012-05-30 01:00:00	ES	Futures	1343.09	1343.35	1341.58	1342.08	862.0
2012-05-30 01:30:00	ES	Futures	1342.08	1343.6	1341.83	1342.84	1968.0
2012-05-30 02:00:00	ES	Futures	1342.84	1343.09	1341.32	1342.08	5927.0
2012-05-30 02:30:00	ES	Futures	1341.83	1343.35	1341.58	1341.58	4264.0
2012-05-30 03:00:00	ES	Futures	1341.58	1341.83	1338.79	1340.31	28095.0
2012-05-30 03:30:00	ES	Futures	1340.06	1341.83	1338.54	1341.32	19187.0
2012-05-30 04:00:00	ES	Futures	1341.32	1341.83	1339.05	1340.06	19385.0
2012-05-30 04:30:00	ES	Futures	1340.06	1341.07	1338.79	1339.3	11798.0
2012-05-30 05:00:00	ES	Futures	1339.3	1339.81	1336.52	1338.29	27085.0
2012-05-30 05:30:00	ES	Futures	1338.29	1340.06	1337.53	1339.05	19688.0
2012-05-30 06:00:00	ES	Futures	1339.05	1339.81	1336.01	1339.05	33580.0
2012-05-30 06:30:00	ES	Futures	1339.05	1339.81	1335.0	1335.76	20138.0
2012-05-30 07:00:00	ES	Futures	1335.5	1346.89	1335.5	1339.05	111677.0
2012-05-30 07:30:00	ES	Futures	1339.05	1344.86	1338.54	1339.81	46744.0
2012-05-30 08:00:00	ES	Futures	1340.06	1340.31	1336.77	1339.05	42867.0
2012-05-30 08:30:00	ES	Futures	1339.05	1339.05	1336.77	1338.29	36826.0
2012-05-30 09:00:00	ES	Futures	1338.29	1338.79	1335.25	1335.5	64149.0
2012-05-30 09:30:00	ES	Futures	1335.76	1336.26	1330.19	1331.71	315893.0
2012-05-30 10:00:00	ES	Futures	1331.71	1332.97	1328.67	1331.46	218221.0
2012-05-30 10:30:00	ES	Futures	1331.46	1332.47	1327.91	1328.17	158649.0
2012-05-30 11:00:00	ES	Futures	1328.17	1332.47	1327.41	1330.95	140900.0
2012-05-30 11:30:00	ES	Futures	1330.95	1331.46	1328.67	1329.69	130886.0
2012-05-30 12:00:00	ES	Futures	1329.69	1330.19	1325.13	1326.14	100195.0
2012-05-30 12:30:00	ES	Futures	1326.14	1329.18	1325.64	1328.42	65304.0
2012-05-30 13:00:00	ES	Futures	1328.42	1328.93	1326.14	1328.17	48811.0
2012-05-30 13:30:00	ES	Futures	1328.17	1331.71	1328.17	1331.2	82953.0
2012-05-30 14:00:00	ES	Futures	1331.2	1332.97	1328.93	1330.19	71454.0
2012-05-30 14:30:00	ES	Futures	1329.94	1331.2	1328.42	1328.93	54220.0
2012-05-30 15:00:00	ES	Futures	1328.93	1330.95	1324.37	1330.19	132986.0
2012-05-30 15:30:00	ES	Futures	1330.19	1330.44	1327.16	1327.91	133583.0
2012-05-30 16:00:00	ES	Futures	1327.66	1329.18	1323.61	1324.12	92077.0
2012-05-30 16:30:00	ES	Futures	1324.63	1325.39	1323.36	1323.61	7243.0
2012-05-30 17:00:00	ES	Futures	1323.61	1323.87	1322.86	1323.36	3523.0
2012-05-30 18:00:00	ES	Futures	1323.11	1324.63	1322.1	1324.12	7527.0
2012-05-30 18:30:00	ES	Futures	1324.37	1324.88	1323.36	1323.87	2077.0
2012-05-30 19:00:00	ES	Futures	1324.12	1324.37	1323.36	1323.61	1532.0
2012-05-30 19:30:00	ES	Futures	1323.61	1324.88	1323.36	1324.37	2350.0
2012-05-30 20:00:00	ES	Futures	1324.37	1324.37	1320.83	1322.6	8661.0
2012-05-30 20:30:00	ES	Futures	1322.35	1325.13	1322.35	1323.36	4075.0
2012-05-30 21:00:00	ES	Futures	1323.36	1323.36	1321.84	1322.35	2684.0
2012-05-30 21:30:00	ES	Futures	1322.35	1324.12	1321.59	1323.36	2445.0
2012-05-30 22:00:00	ES	Futures	1323.36	1323.61	1321.84	1323.36	2248.0
2012-05-30 22:30:00	ES	Futures	1323.36	1323.61	1322.1	1323.36	1180.0
2012-05-30 23:00:00	ES	Futures	1323.61	1324.88	1323.11	1324.37	2900.0
2012-05-30 23:30:00	ES	Futures	1324.37	1324.37	1322.1	1322.1	2180.0
2012-05-30 00:00:00	NQ	Futures	2945.51	2949.27	2945.51	2948.11	156.0
2012-05-30 00:30:00	NQ	Futures	2948.69	2949.56	2947.24	2947.82	170.0
2012-05-30 01:00:00	NQ	Futures	2948.11	2948.69	2945.22	2946.09	156.0

> showing 50 of 2,851 rows — these rows as CSV

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