PREVIEW / futures_30min / 2012-07-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-18.parquet
  size:    78 KB
  rows:    2,855

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
2012-07-18 00:00:00	ES	Futures	1378.47	1379.23	1378.22	1378.98	942.0
2012-07-18 00:30:00	ES	Futures	1378.98	1379.49	1378.72	1379.49	968.0
2012-07-18 01:00:00	ES	Futures	1379.49	1379.49	1376.69	1377.2	5262.0
2012-07-18 01:30:00	ES	Futures	1376.94	1377.2	1376.18	1376.44	4087.0
2012-07-18 02:00:00	ES	Futures	1376.44	1377.71	1376.44	1377.71	3988.0
2012-07-18 02:30:00	ES	Futures	1377.45	1378.22	1376.94	1377.96	2932.0
2012-07-18 03:00:00	ES	Futures	1377.96	1378.98	1376.94	1377.45	11126.0
2012-07-18 03:30:00	ES	Futures	1377.71	1378.47	1376.94	1377.45	7040.0
2012-07-18 04:00:00	ES	Futures	1377.71	1378.72	1376.94	1378.22	6927.0
2012-07-18 04:30:00	ES	Futures	1378.22	1380.5	1377.71	1379.74	8636.0
2012-07-18 05:00:00	ES	Futures	1379.74	1380.0	1377.2	1378.72	10658.0
2012-07-18 05:30:00	ES	Futures	1378.47	1378.47	1376.44	1376.69	12713.0
2012-07-18 06:00:00	ES	Futures	1376.69	1377.96	1375.93	1377.45	10872.0
2012-07-18 06:30:00	ES	Futures	1377.71	1378.22	1377.2	1377.2	8551.0
2012-07-18 07:00:00	ES	Futures	1377.2	1377.71	1376.18	1377.71	12114.0
2012-07-18 07:30:00	ES	Futures	1377.71	1378.22	1376.69	1377.45	7187.0
2012-07-18 08:00:00	ES	Futures	1377.45	1378.72	1376.94	1378.47	14212.0
2012-07-18 08:30:00	ES	Futures	1378.47	1378.98	1375.67	1376.69	27622.0
2012-07-18 09:00:00	ES	Futures	1376.69	1377.71	1375.67	1377.71	27650.0
2012-07-18 09:30:00	ES	Futures	1377.45	1386.86	1376.69	1385.34	259320.0
2012-07-18 10:00:00	ES	Futures	1385.08	1388.64	1385.08	1386.1	158420.0
2012-07-18 10:30:00	ES	Futures	1386.35	1390.17	1384.83	1389.66	186708.0
2012-07-18 11:00:00	ES	Futures	1389.91	1390.17	1387.88	1388.39	109147.0
2012-07-18 11:30:00	ES	Futures	1388.39	1390.93	1388.13	1389.91	92305.0
2012-07-18 12:00:00	ES	Futures	1390.17	1393.98	1389.91	1392.71	125452.0
2012-07-18 12:30:00	ES	Futures	1392.96	1393.73	1392.2	1392.71	47239.0
2012-07-18 13:00:00	ES	Futures	1392.96	1393.22	1392.2	1392.96	24557.0
2012-07-18 13:30:00	ES	Futures	1392.96	1392.96	1389.66	1390.93	99248.0
2012-07-18 14:00:00	ES	Futures	1390.68	1392.2	1390.17	1391.69	56594.0
2012-07-18 14:30:00	ES	Futures	1391.69	1391.69	1386.86	1388.64	93564.0
2012-07-18 15:00:00	ES	Futures	1388.64	1392.2	1388.39	1390.68	76312.0
2012-07-18 15:30:00	ES	Futures	1390.93	1392.2	1389.4	1391.18	164037.0
2012-07-18 16:00:00	ES	Futures	1390.93	1391.69	1389.4	1390.68	86085.0
2012-07-18 16:30:00	ES	Futures	1390.68	1393.98	1390.68	1393.47	9437.0
2012-07-18 17:00:00	ES	Futures	1393.47	1395.51	1393.47	1395.0	7215.0
2012-07-18 18:00:00	ES	Futures	1395.25	1395.25	1392.96	1393.47	2869.0
2012-07-18 18:30:00	ES	Futures	1393.22	1393.47	1392.96	1393.22	783.0
2012-07-18 19:00:00	ES	Futures	1393.22	1393.22	1392.46	1392.96	1185.0
2012-07-18 19:30:00	ES	Futures	1392.71	1393.22	1392.46	1392.96	1061.0
2012-07-18 20:00:00	ES	Futures	1393.22	1394.49	1393.22	1393.98	3569.0
2012-07-18 20:30:00	ES	Futures	1393.98	1394.74	1393.73	1394.49	2600.0
2012-07-18 21:00:00	ES	Futures	1394.24	1394.74	1393.22	1393.47	3049.0
2012-07-18 21:30:00	ES	Futures	1393.47	1394.74	1393.22	1394.49	2847.0
2012-07-18 22:00:00	ES	Futures	1394.24	1395.0	1393.98	1394.49	1745.0
2012-07-18 22:30:00	ES	Futures	1394.49	1395.51	1394.49	1395.25	2645.0
2012-07-18 23:00:00	ES	Futures	1395.0	1395.51	1394.49	1394.74	1241.0
2012-07-18 23:30:00	ES	Futures	1394.74	1395.25	1394.49	1395.0	1127.0
2012-07-18 00:00:00	NQ	Futures	2994.22	2995.67	2993.93	2995.09	154.0
2012-07-18 00:30:00	NQ	Futures	2995.67	2996.54	2995.38	2996.25	99.0
2012-07-18 01:00:00	NQ	Futures	2996.25	2996.25	2990.45	2991.61	327.0

> showing 50 of 2,855 rows — these rows as CSV

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