PREVIEW / futures_30min / 2012-07-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-19.parquet
  size:    77 KB
  rows:    2,887

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
2012-07-19 00:00:00	ES	Futures	1395.0	1395.51	1394.24	1394.24	913.0
2012-07-19 00:30:00	ES	Futures	1394.49	1395.0	1394.49	1394.74	579.0
2012-07-19 01:00:00	ES	Futures	1394.49	1395.0	1393.98	1394.49	1573.0
2012-07-19 01:30:00	ES	Futures	1394.49	1395.25	1393.98	1394.24	1509.0
2012-07-19 02:00:00	ES	Futures	1393.98	1395.0	1393.73	1393.98	4372.0
2012-07-19 02:30:00	ES	Futures	1393.98	1395.0	1393.47	1394.49	3553.0
2012-07-19 03:00:00	ES	Futures	1394.24	1395.51	1393.73	1393.98	15468.0
2012-07-19 03:30:00	ES	Futures	1393.98	1395.0	1393.47	1393.73	8583.0
2012-07-19 04:00:00	ES	Futures	1393.73	1395.0	1393.73	1394.24	9808.0
2012-07-19 04:30:00	ES	Futures	1394.24	1394.49	1391.95	1392.71	9482.0
2012-07-19 05:00:00	ES	Futures	1392.71	1394.24	1392.2	1393.73	6933.0
2012-07-19 05:30:00	ES	Futures	1393.98	1395.0	1393.47	1394.49	5678.0
2012-07-19 06:00:00	ES	Futures	1394.49	1396.78	1394.49	1396.27	16059.0
2012-07-19 06:30:00	ES	Futures	1396.27	1398.56	1396.02	1396.02	22739.0
2012-07-19 07:00:00	ES	Futures	1396.02	1396.78	1394.74	1395.25	11782.0
2012-07-19 07:30:00	ES	Futures	1395.25	1397.29	1395.25	1396.78	13597.0
2012-07-19 08:00:00	ES	Futures	1396.78	1399.07	1396.52	1398.05	27733.0
2012-07-19 08:30:00	ES	Futures	1398.05	1398.3	1395.25	1395.76	37951.0
2012-07-19 09:00:00	ES	Futures	1395.76	1396.27	1393.73	1393.98	29347.0
2012-07-19 09:30:00	ES	Futures	1393.98	1397.29	1392.96	1396.78	159714.0
2012-07-19 10:00:00	ES	Futures	1396.78	1396.78	1389.4	1392.46	251652.0
2012-07-19 10:30:00	ES	Futures	1392.46	1395.0	1390.42	1393.98	141401.0
2012-07-19 11:00:00	ES	Futures	1393.98	1396.02	1393.98	1395.0	115881.0
2012-07-19 11:30:00	ES	Futures	1395.0	1396.52	1393.73	1395.25	89635.0
2012-07-19 12:00:00	ES	Futures	1395.25	1399.58	1395.25	1398.3	85711.0
2012-07-19 12:30:00	ES	Futures	1398.05	1398.56	1394.24	1394.49	72725.0
2012-07-19 13:00:00	ES	Futures	1394.49	1397.29	1394.49	1395.76	58328.0
2012-07-19 13:30:00	ES	Futures	1395.51	1396.02	1390.68	1392.2	98085.0
2012-07-19 14:00:00	ES	Futures	1392.46	1394.49	1391.95	1393.22	63043.0
2012-07-19 14:30:00	ES	Futures	1393.47	1396.02	1392.46	1395.0	56253.0
2012-07-19 15:00:00	ES	Futures	1395.0	1395.76	1392.96	1394.49	66873.0
2012-07-19 15:30:00	ES	Futures	1394.24	1397.03	1393.73	1394.74	144640.0
2012-07-19 16:00:00	ES	Futures	1394.74	1396.02	1393.22	1395.76	69249.0
2012-07-19 16:30:00	ES	Futures	1395.0	1395.51	1393.98	1395.0	5223.0
2012-07-19 17:00:00	ES	Futures	1395.0	1395.25	1394.74	1395.0	702.0
2012-07-19 18:00:00	ES	Futures	1395.0	1395.51	1394.49	1395.0	1316.0
2012-07-19 18:30:00	ES	Futures	1395.0	1395.51	1394.49	1395.0	546.0
2012-07-19 19:00:00	ES	Futures	1394.74	1395.0	1394.24	1394.49	379.0
2012-07-19 19:30:00	ES	Futures	1394.49	1395.0	1393.98	1394.24	596.0
2012-07-19 20:00:00	ES	Futures	1394.24	1394.49	1391.44	1391.95	4589.0
2012-07-19 20:30:00	ES	Futures	1391.95	1392.2	1391.44	1392.2	1461.0
2012-07-19 21:00:00	ES	Futures	1391.95	1392.46	1391.69	1391.69	1500.0
2012-07-19 21:30:00	ES	Futures	1391.69	1393.22	1391.44	1392.96	2105.0
2012-07-19 22:00:00	ES	Futures	1392.96	1393.22	1392.2	1392.46	1124.0
2012-07-19 22:30:00	ES	Futures	1392.46	1392.71	1391.44	1392.2	2142.0
2012-07-19 23:00:00	ES	Futures	1392.2	1392.71	1391.44	1391.69	1794.0
2012-07-19 23:30:00	ES	Futures	1391.44	1391.69	1390.93	1391.44	1903.0
2012-07-19 00:00:00	NQ	Futures	3056.55	3056.55	3053.36	3053.36	254.0
2012-07-19 00:30:00	NQ	Futures	3053.94	3054.81	3053.94	3054.23	139.0
2012-07-19 01:00:00	NQ	Futures	3054.23	3054.52	3052.49	3053.36	319.0

> showing 50 of 2,887 rows — these rows as CSV

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