PREVIEW / futures_30min / 2012-07-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-17.parquet
  size:    76 KB
  rows:    2,862

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
2012-07-17 00:00:00	ES	Futures	1377.2	1377.2	1376.69	1376.94	967.0
2012-07-17 00:30:00	ES	Futures	1376.69	1378.22	1376.69	1377.71	2092.0
2012-07-17 01:00:00	ES	Futures	1377.71	1378.22	1376.44	1376.94	1891.0
2012-07-17 01:30:00	ES	Futures	1376.69	1376.94	1375.67	1376.94	2149.0
2012-07-17 02:00:00	ES	Futures	1376.69	1376.94	1375.93	1376.69	2588.0
2012-07-17 02:30:00	ES	Futures	1376.44	1378.22	1376.44	1377.45	3174.0
2012-07-17 03:00:00	ES	Futures	1377.71	1377.71	1376.18	1377.71	8667.0
2012-07-17 03:30:00	ES	Futures	1377.71	1378.22	1376.18	1376.18	11764.0
2012-07-17 04:00:00	ES	Futures	1376.18	1377.96	1376.18	1376.94	9123.0
2012-07-17 04:30:00	ES	Futures	1376.94	1377.71	1376.18	1376.18	5944.0
2012-07-17 05:00:00	ES	Futures	1376.18	1377.71	1375.42	1375.93	9876.0
2012-07-17 05:30:00	ES	Futures	1375.93	1376.44	1375.42	1375.42	6882.0
2012-07-17 06:00:00	ES	Futures	1375.42	1375.67	1374.66	1375.42	6512.0
2012-07-17 06:30:00	ES	Futures	1375.42	1375.93	1374.66	1374.66	4353.0
2012-07-17 07:00:00	ES	Futures	1374.91	1376.69	1374.66	1375.93	9832.0
2012-07-17 07:30:00	ES	Futures	1376.18	1377.71	1375.42	1376.94	14618.0
2012-07-17 08:00:00	ES	Futures	1376.94	1377.45	1374.4	1375.16	16365.0
2012-07-17 08:30:00	ES	Futures	1374.91	1376.69	1374.91	1376.18	11244.0
2012-07-17 09:00:00	ES	Futures	1375.93	1377.2	1375.42	1376.94	19090.0
2012-07-17 09:30:00	ES	Futures	1376.69	1379.74	1373.13	1374.66	171553.0
2012-07-17 10:00:00	ES	Futures	1374.66	1375.16	1367.54	1370.08	295611.0
2012-07-17 10:30:00	ES	Futures	1369.82	1370.08	1362.2	1365.25	292027.0
2012-07-17 11:00:00	ES	Futures	1365.5	1369.57	1364.74	1367.79	136434.0
2012-07-17 11:30:00	ES	Futures	1367.54	1374.91	1367.28	1374.66	142090.0
2012-07-17 12:00:00	ES	Futures	1374.91	1378.47	1374.91	1377.45	103058.0
2012-07-17 12:30:00	ES	Futures	1377.45	1379.23	1376.18	1376.44	80496.0
2012-07-17 13:00:00	ES	Futures	1376.44	1381.52	1376.18	1380.76	86047.0
2012-07-17 13:30:00	ES	Futures	1380.76	1382.79	1380.5	1380.76	69576.0
2012-07-17 14:00:00	ES	Futures	1380.5	1382.54	1380.5	1382.03	46271.0
2012-07-17 14:30:00	ES	Futures	1382.03	1383.81	1380.76	1382.54	59552.0
2012-07-17 15:00:00	ES	Futures	1382.54	1382.79	1379.74	1380.0	54501.0
2012-07-17 15:30:00	ES	Futures	1380.0	1382.79	1378.47	1381.27	160608.0
2012-07-17 16:00:00	ES	Futures	1381.27	1382.03	1379.49	1381.52	81787.0
2012-07-17 16:30:00	ES	Futures	1381.78	1382.54	1380.5	1381.27	6144.0
2012-07-17 17:00:00	ES	Futures	1381.01	1381.52	1380.76	1381.01	1567.0
2012-07-17 18:00:00	ES	Futures	1381.01	1381.01	1380.25	1380.5	2608.0
2012-07-17 18:30:00	ES	Futures	1380.76	1381.01	1380.5	1380.76	190.0
2012-07-17 19:00:00	ES	Futures	1380.76	1381.27	1380.76	1381.01	371.0
2012-07-17 19:30:00	ES	Futures	1381.01	1381.52	1381.01	1381.27	2217.0
2012-07-17 20:00:00	ES	Futures	1381.01	1382.28	1380.5	1381.27	2681.0
2012-07-17 20:30:00	ES	Futures	1381.27	1381.78	1380.25	1380.5	2473.0
2012-07-17 21:00:00	ES	Futures	1380.5	1381.01	1379.23	1379.49	2896.0
2012-07-17 21:30:00	ES	Futures	1379.49	1380.5	1378.98	1379.74	2340.0
2012-07-17 22:00:00	ES	Futures	1379.74	1380.0	1378.47	1378.98	3644.0
2012-07-17 22:30:00	ES	Futures	1378.72	1380.0	1378.47	1380.0	2270.0
2012-07-17 23:00:00	ES	Futures	1379.74	1380.25	1378.72	1379.74	2168.0
2012-07-17 23:30:00	ES	Futures	1379.49	1379.74	1378.22	1378.47	1966.0
2012-07-17 00:00:00	NQ	Futures	2995.38	2995.67	2994.51	2995.38	74.0
2012-07-17 00:30:00	NQ	Futures	2995.09	2999.15	2995.09	2997.12	543.0
2012-07-17 01:00:00	NQ	Futures	2997.41	2997.7	2995.09	2995.96	244.0

> showing 50 of 2,862 rows — these rows as CSV

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