PREVIEW / futures_30min / 2012-07-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-16.parquet
  size:    74 KB
  rows:    2,740

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
2012-07-16 00:00:00	ES	Futures	1372.37	1372.37	1371.6	1371.6	1268.0
2012-07-16 00:30:00	ES	Futures	1371.6	1371.86	1371.35	1371.6	705.0
2012-07-16 01:00:00	ES	Futures	1371.86	1372.37	1371.1	1372.11	1568.0
2012-07-16 01:30:00	ES	Futures	1372.11	1372.11	1371.1	1372.11	1281.0
2012-07-16 02:00:00	ES	Futures	1372.11	1372.62	1370.84	1371.1	2791.0
2012-07-16 02:30:00	ES	Futures	1371.1	1371.86	1370.59	1371.1	2889.0
2012-07-16 03:00:00	ES	Futures	1370.84	1372.11	1369.57	1371.35	11029.0
2012-07-16 03:30:00	ES	Futures	1371.6	1371.6	1369.82	1371.1	8734.0
2012-07-16 04:00:00	ES	Futures	1371.35	1372.62	1371.1	1372.62	6364.0
2012-07-16 04:30:00	ES	Futures	1372.37	1372.62	1370.33	1370.59	5283.0
2012-07-16 05:00:00	ES	Futures	1370.59	1372.11	1370.33	1371.1	4676.0
2012-07-16 05:30:00	ES	Futures	1371.1	1371.1	1369.82	1370.84	3573.0
2012-07-16 06:00:00	ES	Futures	1370.59	1372.37	1370.59	1371.86	3368.0
2012-07-16 06:30:00	ES	Futures	1372.11	1372.88	1371.35	1371.35	4190.0
2012-07-16 07:00:00	ES	Futures	1371.35	1372.11	1370.84	1371.35	6557.0
2012-07-16 07:30:00	ES	Futures	1371.1	1372.11	1370.84	1371.35	7082.0
2012-07-16 08:00:00	ES	Futures	1371.35	1371.86	1369.82	1370.59	19066.0
2012-07-16 08:30:00	ES	Futures	1370.84	1371.6	1369.06	1371.1	45962.0
2012-07-16 09:00:00	ES	Futures	1371.35	1372.62	1370.59	1371.6	25696.0
2012-07-16 09:30:00	ES	Futures	1371.35	1372.62	1367.03	1367.28	169252.0
2012-07-16 10:00:00	ES	Futures	1367.28	1370.33	1366.01	1370.33	134029.0
2012-07-16 10:30:00	ES	Futures	1370.33	1373.13	1369.82	1371.1	134334.0
2012-07-16 11:00:00	ES	Futures	1370.84	1375.67	1370.33	1373.89	150432.0
2012-07-16 11:30:00	ES	Futures	1373.89	1374.15	1371.86	1372.62	79697.0
2012-07-16 12:00:00	ES	Futures	1372.62	1373.89	1369.82	1370.59	75299.0
2012-07-16 12:30:00	ES	Futures	1370.59	1371.6	1368.81	1371.1	91183.0
2012-07-16 13:00:00	ES	Futures	1371.1	1372.37	1369.57	1371.6	67258.0
2012-07-16 13:30:00	ES	Futures	1371.6	1373.38	1370.84	1372.11	53352.0
2012-07-16 14:00:00	ES	Futures	1372.11	1374.91	1371.86	1374.15	69862.0
2012-07-16 14:30:00	ES	Futures	1374.4	1374.66	1371.86	1372.62	64316.0
2012-07-16 15:00:00	ES	Futures	1372.88	1373.89	1371.86	1372.37	58515.0
2012-07-16 15:30:00	ES	Futures	1372.62	1372.88	1369.32	1371.35	160124.0
2012-07-16 16:00:00	ES	Futures	1371.35	1371.86	1370.08	1370.33	54141.0
2012-07-16 16:30:00	ES	Futures	1370.33	1370.59	1369.57	1370.33	4475.0
2012-07-16 17:00:00	ES	Futures	1370.33	1370.59	1369.57	1369.82	1005.0
2012-07-16 18:00:00	ES	Futures	1369.82	1370.33	1369.57	1370.33	1672.0
2012-07-16 18:30:00	ES	Futures	1370.08	1370.08	1369.06	1369.57	1099.0
2012-07-16 19:00:00	ES	Futures	1369.57	1370.08	1369.32	1369.82	650.0
2012-07-16 19:30:00	ES	Futures	1370.08	1370.08	1369.57	1369.82	760.0
2012-07-16 20:00:00	ES	Futures	1370.08	1371.1	1369.82	1371.1	2700.0
2012-07-16 20:30:00	ES	Futures	1371.1	1371.6	1370.59	1371.1	2454.0
2012-07-16 21:00:00	ES	Futures	1371.35	1376.69	1370.59	1376.44	9274.0
2012-07-16 21:30:00	ES	Futures	1376.44	1376.94	1374.4	1374.66	7230.0
2012-07-16 22:00:00	ES	Futures	1374.91	1376.18	1374.91	1375.67	1927.0
2012-07-16 22:30:00	ES	Futures	1375.67	1376.44	1375.16	1375.16	2396.0
2012-07-16 23:00:00	ES	Futures	1375.16	1375.93	1375.16	1375.93	1172.0
2012-07-16 23:30:00	ES	Futures	1376.18	1377.71	1375.67	1377.2	6156.0
2012-07-16 00:00:00	NQ	Futures	2982.63	2982.63	2980.89	2980.89	78.0
2012-07-16 00:30:00	NQ	Futures	2980.89	2982.63	2980.6	2981.76	68.0
2012-07-16 01:00:00	NQ	Futures	2982.05	2983.5	2981.18	2982.05	100.0

> showing 50 of 2,740 rows — these rows as CSV

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