PREVIEW / futures_30min / 2012-07-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-20.parquet
  size:    66 KB
  rows:    2,265

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
2012-07-20 00:00:00	ES	Futures	1391.44	1391.95	1391.18	1391.44	828.0
2012-07-20 00:30:00	ES	Futures	1391.44	1391.44	1390.93	1391.18	965.0
2012-07-20 01:00:00	ES	Futures	1391.18	1391.44	1390.42	1390.42	2097.0
2012-07-20 01:30:00	ES	Futures	1390.68	1390.68	1389.91	1390.17	2179.0
2012-07-20 02:00:00	ES	Futures	1390.17	1391.44	1389.91	1390.93	2750.0
2012-07-20 02:30:00	ES	Futures	1390.93	1391.44	1390.17	1390.93	2591.0
2012-07-20 03:00:00	ES	Futures	1391.18	1393.22	1390.42	1391.18	14441.0
2012-07-20 03:30:00	ES	Futures	1391.18	1393.22	1390.93	1392.96	9704.0
2012-07-20 04:00:00	ES	Futures	1392.71	1393.22	1392.2	1392.71	6544.0
2012-07-20 04:30:00	ES	Futures	1392.46	1393.73	1391.44	1393.73	5199.0
2012-07-20 05:00:00	ES	Futures	1393.47	1393.98	1392.2	1392.96	7392.0
2012-07-20 05:30:00	ES	Futures	1392.71	1393.98	1391.69	1391.95	7096.0
2012-07-20 06:00:00	ES	Futures	1391.69	1391.69	1388.9	1390.68	19436.0
2012-07-20 06:30:00	ES	Futures	1390.68	1390.68	1388.9	1390.17	11818.0
2012-07-20 07:00:00	ES	Futures	1389.91	1390.68	1389.66	1389.91	6765.0
2012-07-20 07:30:00	ES	Futures	1389.91	1390.17	1385.84	1386.86	43216.0
2012-07-20 08:00:00	ES	Futures	1386.86	1387.88	1385.59	1386.35	31154.0
2012-07-20 08:30:00	ES	Futures	1386.1	1386.86	1385.08	1386.86	33909.0
2012-07-20 09:00:00	ES	Futures	1386.86	1387.88	1385.34	1386.86	66401.0
2012-07-20 09:30:00	ES	Futures	1386.86	1388.39	1384.57	1386.61	227510.0
2012-07-20 10:00:00	ES	Futures	1386.61	1388.9	1385.84	1387.37	144922.0
2012-07-20 10:30:00	ES	Futures	1387.12	1387.62	1383.81	1387.12	149395.0
2012-07-20 11:00:00	ES	Futures	1387.12	1388.64	1384.83	1386.86	161848.0
2012-07-20 11:30:00	ES	Futures	1386.86	1387.12	1383.81	1385.34	103932.0
2012-07-20 12:00:00	ES	Futures	1385.59	1385.59	1382.03	1382.79	99161.0
2012-07-20 12:30:00	ES	Futures	1382.79	1384.06	1380.5	1383.81	96473.0
2012-07-20 13:00:00	ES	Futures	1383.81	1384.32	1380.25	1381.27	77229.0
2012-07-20 13:30:00	ES	Futures	1381.27	1383.05	1381.27	1382.54	43081.0
2012-07-20 14:00:00	ES	Futures	1382.79	1384.06	1381.78	1382.03	44978.0
2012-07-20 14:30:00	ES	Futures	1381.78	1382.28	1380.76	1381.27	39252.0
2012-07-20 15:00:00	ES	Futures	1381.27	1383.05	1381.27	1382.28	50003.0
2012-07-20 15:30:00	ES	Futures	1382.03	1383.05	1380.25	1382.03	179872.0
2012-07-20 16:00:00	ES	Futures	1382.03	1382.79	1380.76	1382.03	82004.0
2012-07-20 00:00:00	NQ	Futures	3075.97	3077.42	3075.97	3076.26	217.0
2012-07-20 00:30:00	NQ	Futures	3075.97	3076.55	3075.68	3076.55	140.0
2012-07-20 01:00:00	NQ	Futures	3076.55	3076.84	3073.65	3074.52	336.0
2012-07-20 01:30:00	NQ	Futures	3074.52	3074.52	3073.07	3074.23	213.0
2012-07-20 02:00:00	NQ	Futures	3073.94	3074.81	3073.36	3073.94	378.0
2012-07-20 02:30:00	NQ	Futures	3074.52	3076.26	3073.65	3075.1	418.0
2012-07-20 03:00:00	NQ	Futures	3075.39	3078.87	3074.23	3075.97	1291.0
2012-07-20 03:30:00	NQ	Futures	3075.68	3080.61	3075.39	3079.74	1301.0
2012-07-20 04:00:00	NQ	Futures	3079.74	3080.9	3078.87	3079.16	958.0
2012-07-20 04:30:00	NQ	Futures	3079.16	3081.48	3077.13	3081.19	576.0
2012-07-20 05:00:00	NQ	Futures	3081.19	3081.48	3078.58	3079.45	1075.0
2012-07-20 05:30:00	NQ	Futures	3078.87	3080.9	3075.1	3075.39	1154.0
2012-07-20 06:00:00	NQ	Futures	3075.1	3075.1	3069.59	3073.36	2293.0
2012-07-20 06:30:00	NQ	Futures	3073.07	3074.52	3070.75	3073.94	1070.0
2012-07-20 07:00:00	NQ	Futures	3073.65	3075.39	3072.2	3073.07	963.0
2012-07-20 07:30:00	NQ	Futures	3073.07	3073.36	3065.53	3067.85	3282.0
2012-07-20 08:00:00	NQ	Futures	3068.14	3069.01	3064.08	3064.95	2831.0

> showing 50 of 2,265 rows — these rows as CSV

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