PREVIEW / futures_30min / 2012-07-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-24.parquet
  size:    80 KB
  rows:    2,828

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
2012-07-24 00:00:00	ES	Futures	1367.03	1367.79	1366.77	1367.28	1450.0
2012-07-24 00:30:00	ES	Futures	1367.54	1367.79	1366.77	1366.77	1222.0
2012-07-24 01:00:00	ES	Futures	1367.03	1367.79	1366.01	1366.26	2546.0
2012-07-24 01:30:00	ES	Futures	1366.01	1368.81	1366.01	1368.3	3294.0
2012-07-24 02:00:00	ES	Futures	1368.3	1368.55	1365.5	1365.76	5053.0
2012-07-24 02:30:00	ES	Futures	1365.76	1366.77	1364.48	1365.76	4971.0
2012-07-24 03:00:00	ES	Futures	1365.5	1367.54	1362.96	1363.72	30731.0
2012-07-24 03:30:00	ES	Futures	1363.72	1364.99	1360.92	1363.21	20657.0
2012-07-24 04:00:00	ES	Futures	1363.21	1366.01	1362.96	1365.76	16163.0
2012-07-24 04:30:00	ES	Futures	1365.76	1367.28	1364.74	1366.26	13496.0
2012-07-24 05:00:00	ES	Futures	1366.26	1367.28	1364.74	1365.5	10948.0
2012-07-24 05:30:00	ES	Futures	1365.5	1366.77	1364.99	1365.5	7136.0
2012-07-24 06:00:00	ES	Futures	1365.5	1366.77	1362.2	1362.96	13109.0
2012-07-24 06:30:00	ES	Futures	1363.21	1364.48	1361.69	1363.21	22797.0
2012-07-24 07:00:00	ES	Futures	1363.21	1366.01	1362.96	1364.48	24458.0
2012-07-24 07:30:00	ES	Futures	1364.48	1364.48	1362.2	1363.47	18746.0
2012-07-24 08:00:00	ES	Futures	1363.47	1364.99	1362.45	1364.48	13586.0
2012-07-24 08:30:00	ES	Futures	1364.48	1365.76	1362.96	1365.25	29306.0
2012-07-24 09:00:00	ES	Futures	1365.5	1369.57	1365.25	1368.55	56369.0
2012-07-24 09:30:00	ES	Futures	1368.55	1369.32	1362.96	1363.21	152194.0
2012-07-24 10:00:00	ES	Futures	1363.21	1364.99	1358.13	1359.4	181386.0
2012-07-24 10:30:00	ES	Futures	1359.4	1361.69	1357.62	1359.65	118047.0
2012-07-24 11:00:00	ES	Futures	1359.65	1362.7	1358.38	1360.67	150230.0
2012-07-24 11:30:00	ES	Futures	1360.67	1361.43	1355.08	1355.59	158925.0
2012-07-24 12:00:00	ES	Futures	1355.59	1355.84	1348.72	1350.75	190222.0
2012-07-24 12:30:00	ES	Futures	1350.75	1354.06	1350.25	1353.81	87813.0
2012-07-24 13:00:00	ES	Futures	1353.81	1354.31	1350.75	1351.26	45663.0
2012-07-24 13:30:00	ES	Futures	1351.52	1353.3	1349.99	1352.03	62065.0
2012-07-24 14:00:00	ES	Futures	1352.03	1352.28	1347.19	1347.45	95350.0
2012-07-24 14:30:00	ES	Futures	1347.45	1350.5	1346.43	1349.48	72538.0
2012-07-24 15:00:00	ES	Futures	1349.48	1353.3	1346.94	1353.3	108183.0
2012-07-24 15:30:00	ES	Futures	1353.04	1357.87	1350.75	1356.35	252332.0
2012-07-24 16:00:00	ES	Futures	1356.35	1356.86	1351.52	1352.53	78271.0
2012-07-24 16:30:00	ES	Futures	1353.81	1354.06	1343.89	1344.91	39522.0
2012-07-24 17:00:00	ES	Futures	1344.91	1346.94	1344.4	1346.69	3959.0
2012-07-24 18:00:00	ES	Futures	1346.43	1346.43	1345.67	1346.43	2813.0
2012-07-24 18:30:00	ES	Futures	1346.18	1346.43	1344.91	1345.41	2112.0
2012-07-24 19:00:00	ES	Futures	1345.67	1346.43	1345.41	1345.92	934.0
2012-07-24 19:30:00	ES	Futures	1345.67	1346.94	1345.67	1346.18	1924.0
2012-07-24 20:00:00	ES	Futures	1346.43	1346.43	1344.65	1345.16	3185.0
2012-07-24 20:30:00	ES	Futures	1344.91	1345.41	1344.14	1344.4	2445.0
2012-07-24 21:00:00	ES	Futures	1344.14	1346.18	1343.89	1344.4	3762.0
2012-07-24 21:30:00	ES	Futures	1344.4	1347.19	1344.14	1347.19	4983.0
2012-07-24 22:00:00	ES	Futures	1347.19	1349.48	1346.94	1348.97	5409.0
2012-07-24 22:30:00	ES	Futures	1348.97	1349.74	1347.96	1348.47	2791.0
2012-07-24 23:00:00	ES	Futures	1348.47	1349.48	1348.21	1349.23	1229.0
2012-07-24 23:30:00	ES	Futures	1349.23	1350.75	1349.23	1349.48	4454.0
2012-07-24 00:00:00	NQ	Futures	2994.22	2996.25	2994.22	2995.09	504.0
2012-07-24 00:30:00	NQ	Futures	2995.67	2995.96	2994.51	2995.38	152.0
2012-07-24 01:00:00	NQ	Futures	2995.67	2996.54	2993.06	2993.35	372.0

> showing 50 of 2,828 rows — these rows as CSV

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