PREVIEW / futures_30min / 2012-07-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-23.parquet
  size:    78 KB
  rows:    2,802

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
2012-07-23 00:00:00	ES	Futures	1373.89	1374.66	1373.64	1373.64	2123.0
2012-07-23 00:30:00	ES	Futures	1373.64	1374.4	1373.64	1373.89	1976.0
2012-07-23 01:00:00	ES	Futures	1373.64	1374.91	1373.64	1374.91	1951.0
2012-07-23 01:30:00	ES	Futures	1374.66	1375.42	1373.38	1373.38	4438.0
2012-07-23 02:00:00	ES	Futures	1373.38	1374.15	1372.37	1373.38	9411.0
2012-07-23 02:30:00	ES	Futures	1373.13	1373.64	1372.11	1372.88	6264.0
2012-07-23 03:00:00	ES	Futures	1372.88	1374.15	1370.59	1370.84	26172.0
2012-07-23 03:30:00	ES	Futures	1370.84	1371.1	1369.32	1370.59	17392.0
2012-07-23 04:00:00	ES	Futures	1370.33	1371.86	1369.06	1369.57	20598.0
2012-07-23 04:30:00	ES	Futures	1369.57	1370.33	1368.81	1369.82	13753.0
2012-07-23 05:00:00	ES	Futures	1369.82	1370.33	1365.76	1367.03	23411.0
2012-07-23 05:30:00	ES	Futures	1366.77	1367.54	1365.25	1366.01	14041.0
2012-07-23 06:00:00	ES	Futures	1366.26	1368.04	1364.23	1367.28	18519.0
2012-07-23 06:30:00	ES	Futures	1367.03	1368.3	1366.52	1367.54	13230.0
2012-07-23 07:00:00	ES	Futures	1367.54	1368.3	1365.25	1365.76	14339.0
2012-07-23 07:30:00	ES	Futures	1365.76	1368.55	1365.5	1366.26	22426.0
2012-07-23 08:00:00	ES	Futures	1366.26	1366.52	1363.72	1364.74	32154.0
2012-07-23 08:30:00	ES	Futures	1364.74	1365.76	1360.42	1362.45	81549.0
2012-07-23 09:00:00	ES	Futures	1362.45	1363.72	1360.67	1361.43	47782.0
2012-07-23 09:30:00	ES	Futures	1361.43	1361.69	1354.82	1357.37	289987.0
2012-07-23 10:00:00	ES	Futures	1357.37	1358.13	1355.08	1357.37	161059.0
2012-07-23 10:30:00	ES	Futures	1357.37	1361.94	1356.6	1360.92	191155.0
2012-07-23 11:00:00	ES	Futures	1360.67	1363.47	1360.42	1362.7	186834.0
2012-07-23 11:30:00	ES	Futures	1362.96	1363.72	1359.65	1362.7	129207.0
2012-07-23 12:00:00	ES	Futures	1362.45	1363.21	1360.16	1361.18	57980.0
2012-07-23 12:30:00	ES	Futures	1361.18	1365.76	1359.91	1364.74	88531.0
2012-07-23 13:00:00	ES	Futures	1364.99	1365.5	1363.72	1364.74	50537.0
2012-07-23 13:30:00	ES	Futures	1364.74	1366.52	1364.74	1365.76	52435.0
2012-07-23 14:00:00	ES	Futures	1366.01	1367.79	1365.25	1366.01	65732.0
2012-07-23 14:30:00	ES	Futures	1365.76	1367.03	1364.99	1365.5	45774.0
2012-07-23 15:00:00	ES	Futures	1365.5	1371.1	1363.72	1371.1	106136.0
2012-07-23 15:30:00	ES	Futures	1371.1	1371.6	1368.04	1368.04	149554.0
2012-07-23 16:00:00	ES	Futures	1368.04	1368.3	1366.26	1366.52	79111.0
2012-07-23 16:30:00	ES	Futures	1366.77	1367.03	1362.96	1363.47	11059.0
2012-07-23 17:00:00	ES	Futures	1363.47	1364.23	1361.18	1361.43	5855.0
2012-07-23 18:00:00	ES	Futures	1360.16	1362.45	1359.91	1361.94	11254.0
2012-07-23 18:30:00	ES	Futures	1362.2	1363.21	1361.69	1362.96	2313.0
2012-07-23 19:00:00	ES	Futures	1362.96	1363.47	1362.45	1363.47	1404.0
2012-07-23 19:30:00	ES	Futures	1363.72	1364.23	1363.21	1363.98	1706.0
2012-07-23 20:00:00	ES	Futures	1363.98	1367.03	1363.98	1366.01	7895.0
2012-07-23 20:30:00	ES	Futures	1365.76	1366.77	1364.48	1365.25	3314.0
2012-07-23 21:00:00	ES	Futures	1364.99	1366.01	1364.74	1365.76	2019.0
2012-07-23 21:30:00	ES	Futures	1365.5	1366.52	1365.5	1366.52	1839.0
2012-07-23 22:00:00	ES	Futures	1366.52	1366.52	1365.5	1365.5	874.0
2012-07-23 22:30:00	ES	Futures	1365.76	1367.79	1364.99	1366.01	7350.0
2012-07-23 23:00:00	ES	Futures	1366.01	1366.26	1364.74	1365.25	1246.0
2012-07-23 23:30:00	ES	Futures	1365.25	1367.03	1363.98	1367.03	2475.0
2012-07-23 00:00:00	NQ	Futures	3016.54	3017.7	3015.67	3015.96	200.0
2012-07-23 00:30:00	NQ	Futures	3015.96	3016.83	3014.51	3014.8	455.0
2012-07-23 01:00:00	NQ	Futures	3015.09	3015.96	3011.04	3014.8	998.0

> showing 50 of 2,802 rows — these rows as CSV

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