PREVIEW / futures_30min / 2012-07-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-25.parquet
  size:    77 KB
  rows:    2,815

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
2012-07-25 00:00:00	ES	Futures	1349.48	1350.5	1349.48	1350.25	2085.0
2012-07-25 00:30:00	ES	Futures	1350.25	1350.5	1349.74	1350.25	1784.0
2012-07-25 01:00:00	ES	Futures	1349.99	1350.5	1348.21	1348.97	4221.0
2012-07-25 01:30:00	ES	Futures	1349.23	1349.23	1347.45	1348.21	3809.0
2012-07-25 02:00:00	ES	Futures	1348.21	1349.99	1348.21	1349.23	4650.0
2012-07-25 02:30:00	ES	Futures	1349.48	1350.25	1347.7	1348.21	4484.0
2012-07-25 03:00:00	ES	Futures	1348.21	1354.57	1347.96	1351.52	47930.0
2012-07-25 03:30:00	ES	Futures	1351.52	1352.79	1350.25	1351.52	18400.0
2012-07-25 04:00:00	ES	Futures	1351.52	1355.33	1350.5	1354.57	25525.0
2012-07-25 04:30:00	ES	Futures	1354.31	1355.33	1352.79	1354.31	18187.0
2012-07-25 05:00:00	ES	Futures	1354.06	1355.59	1353.3	1355.33	12146.0
2012-07-25 05:30:00	ES	Futures	1355.33	1357.37	1354.82	1356.86	18734.0
2012-07-25 06:00:00	ES	Futures	1356.86	1357.11	1355.84	1355.84	9248.0
2012-07-25 06:30:00	ES	Futures	1356.09	1359.4	1355.84	1358.13	20916.0
2012-07-25 07:00:00	ES	Futures	1357.87	1359.14	1357.11	1357.62	14900.0
2012-07-25 07:30:00	ES	Futures	1357.37	1359.65	1357.37	1358.64	21358.0
2012-07-25 08:00:00	ES	Futures	1358.64	1360.92	1356.86	1360.16	35227.0
2012-07-25 08:30:00	ES	Futures	1360.16	1362.96	1360.16	1360.67	39202.0
2012-07-25 09:00:00	ES	Futures	1360.67	1361.43	1358.64	1358.64	38007.0
2012-07-25 09:30:00	ES	Futures	1358.89	1362.45	1355.59	1357.62	183352.0
2012-07-25 10:00:00	ES	Futures	1357.62	1357.62	1353.3	1355.08	194875.0
2012-07-25 10:30:00	ES	Futures	1355.08	1355.59	1348.97	1349.99	183920.0
2012-07-25 11:00:00	ES	Futures	1349.99	1354.06	1349.74	1352.53	152285.0
2012-07-25 11:30:00	ES	Futures	1352.53	1354.57	1351.77	1353.04	83127.0
2012-07-25 12:00:00	ES	Futures	1353.04	1355.08	1352.03	1352.79	51376.0
2012-07-25 12:30:00	ES	Futures	1352.79	1356.35	1352.53	1354.57	48385.0
2012-07-25 13:00:00	ES	Futures	1354.82	1359.14	1354.82	1358.64	54336.0
2012-07-25 13:30:00	ES	Futures	1358.64	1361.94	1357.87	1360.67	84310.0
2012-07-25 14:00:00	ES	Futures	1360.42	1361.43	1358.64	1360.92	46120.0
2012-07-25 14:30:00	ES	Futures	1360.92	1361.94	1359.91	1360.16	54270.0
2012-07-25 15:00:00	ES	Futures	1359.91	1360.42	1354.82	1356.6	86601.0
2012-07-25 15:30:00	ES	Futures	1356.35	1356.6	1353.3	1356.09	135490.0
2012-07-25 16:00:00	ES	Futures	1356.35	1358.38	1356.09	1357.62	60473.0
2012-07-25 16:30:00	ES	Futures	1357.62	1357.62	1356.35	1357.62	5965.0
2012-07-25 17:00:00	ES	Futures	1357.62	1358.13	1356.86	1358.13	1331.0
2012-07-25 18:00:00	ES	Futures	1358.38	1358.38	1356.86	1357.62	1379.0
2012-07-25 18:30:00	ES	Futures	1357.62	1357.87	1357.11	1357.37	399.0
2012-07-25 19:00:00	ES	Futures	1357.11	1357.37	1356.86	1357.37	319.0
2012-07-25 19:30:00	ES	Futures	1357.11	1357.37	1356.35	1356.6	1316.0
2012-07-25 20:00:00	ES	Futures	1356.6	1357.11	1354.57	1354.82	4048.0
2012-07-25 20:30:00	ES	Futures	1355.08	1356.35	1354.06	1356.35	2623.0
2012-07-25 21:00:00	ES	Futures	1356.35	1358.13	1355.84	1357.37	4279.0
2012-07-25 21:30:00	ES	Futures	1357.11	1357.62	1355.59	1357.11	3186.0
2012-07-25 22:00:00	ES	Futures	1356.86	1357.87	1356.09	1356.6	1523.0
2012-07-25 22:30:00	ES	Futures	1356.6	1357.62	1356.35	1356.86	2068.0
2012-07-25 23:00:00	ES	Futures	1356.86	1357.37	1355.59	1356.35	1418.0
2012-07-25 23:30:00	ES	Futures	1356.35	1356.86	1355.08	1355.33	1267.0
2012-07-25 00:00:00	NQ	Futures	2930.16	2931.61	2929.58	2930.45	213.0
2012-07-25 00:30:00	NQ	Futures	2930.45	2931.03	2929.58	2929.87	171.0
2012-07-25 01:00:00	NQ	Futures	2930.45	2930.74	2926.97	2928.13	351.0

> showing 50 of 2,815 rows — these rows as CSV

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