PREVIEW / futures_30min / 2012-07-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-26.parquet
  size:    78 KB
  rows:    2,770

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
2012-07-26 00:00:00	ES	Futures	1355.59	1356.6	1355.33	1356.09	1016.0
2012-07-26 00:30:00	ES	Futures	1356.09	1357.11	1355.84	1356.86	1122.0
2012-07-26 01:00:00	ES	Futures	1356.86	1358.13	1356.86	1357.62	3133.0
2012-07-26 01:30:00	ES	Futures	1357.62	1357.62	1356.09	1357.37	2009.0
2012-07-26 02:00:00	ES	Futures	1357.37	1359.14	1356.6	1359.14	4829.0
2012-07-26 02:30:00	ES	Futures	1359.14	1359.4	1357.11	1358.89	5424.0
2012-07-26 03:00:00	ES	Futures	1358.89	1358.89	1355.84	1357.37	19731.0
2012-07-26 03:30:00	ES	Futures	1357.11	1358.89	1356.86	1357.37	12827.0
2012-07-26 04:00:00	ES	Futures	1357.37	1358.13	1354.06	1355.08	13327.0
2012-07-26 04:30:00	ES	Futures	1355.08	1356.6	1352.53	1353.3	16576.0
2012-07-26 05:00:00	ES	Futures	1353.3	1353.3	1350.5	1352.53	18223.0
2012-07-26 05:30:00	ES	Futures	1352.28	1353.81	1351.77	1352.03	11057.0
2012-07-26 06:00:00	ES	Futures	1352.03	1364.74	1351.77	1361.43	69428.0
2012-07-26 06:30:00	ES	Futures	1361.43	1367.79	1361.18	1366.52	51288.0
2012-07-26 07:00:00	ES	Futures	1366.52	1377.71	1366.52	1371.86	106253.0
2012-07-26 07:30:00	ES	Futures	1371.6	1374.4	1370.59	1372.62	38001.0
2012-07-26 08:00:00	ES	Futures	1372.62	1374.4	1372.11	1373.13	47176.0
2012-07-26 08:30:00	ES	Futures	1373.13	1377.2	1372.88	1374.91	69174.0
2012-07-26 09:00:00	ES	Futures	1374.91	1376.44	1373.13	1375.93	35440.0
2012-07-26 09:30:00	ES	Futures	1375.93	1380.0	1375.67	1376.94	296991.0
2012-07-26 10:00:00	ES	Futures	1376.94	1380.25	1375.16	1377.45	231631.0
2012-07-26 10:30:00	ES	Futures	1377.71	1379.23	1372.37	1374.4	198788.0
2012-07-26 11:00:00	ES	Futures	1374.4	1374.66	1370.59	1372.88	161790.0
2012-07-26 11:30:00	ES	Futures	1372.88	1373.89	1369.82	1371.1	100663.0
2012-07-26 12:00:00	ES	Futures	1370.84	1373.64	1369.57	1372.88	59769.0
2012-07-26 12:30:00	ES	Futures	1373.13	1374.91	1371.6	1374.4	46463.0
2012-07-26 13:00:00	ES	Futures	1374.66	1377.45	1373.89	1376.69	62269.0
2012-07-26 13:30:00	ES	Futures	1376.69	1377.96	1374.66	1374.91	55945.0
2012-07-26 14:00:00	ES	Futures	1375.16	1376.69	1374.4	1376.18	53874.0
2012-07-26 14:30:00	ES	Futures	1375.93	1378.47	1374.66	1377.45	59481.0
2012-07-26 15:00:00	ES	Futures	1377.2	1378.98	1376.44	1378.72	49356.0
2012-07-26 15:30:00	ES	Futures	1378.47	1382.03	1377.71	1378.22	235400.0
2012-07-26 16:00:00	ES	Futures	1378.47	1380.76	1376.69	1378.47	105523.0
2012-07-26 16:30:00	ES	Futures	1377.96	1378.98	1377.2	1378.22	8804.0
2012-07-26 17:00:00	ES	Futures	1377.96	1380.0	1377.96	1379.49	1716.0
2012-07-26 18:00:00	ES	Futures	1379.23	1379.23	1377.45	1378.72	2454.0
2012-07-26 18:30:00	ES	Futures	1378.72	1379.23	1378.47	1378.72	627.0
2012-07-26 19:00:00	ES	Futures	1378.47	1378.72	1377.45	1377.71	1137.0
2012-07-26 19:30:00	ES	Futures	1377.96	1378.22	1377.45	1377.96	756.0
2012-07-26 20:00:00	ES	Futures	1377.96	1377.96	1376.94	1376.94	2175.0
2012-07-26 20:30:00	ES	Futures	1376.94	1378.22	1376.44	1377.2	2203.0
2012-07-26 21:00:00	ES	Futures	1377.2	1377.71	1376.94	1377.45	1198.0
2012-07-26 21:30:00	ES	Futures	1377.71	1378.72	1377.71	1378.22	2182.0
2012-07-26 22:00:00	ES	Futures	1378.47	1381.27	1378.22	1380.25	3281.0
2012-07-26 22:30:00	ES	Futures	1380.0	1381.52	1380.0	1381.27	1973.0
2012-07-26 23:00:00	ES	Futures	1381.27	1381.52	1380.25	1381.52	2122.0
2012-07-26 23:30:00	ES	Futures	1381.52	1382.28	1381.01	1381.52	2277.0
2012-07-26 00:00:00	NQ	Futures	2946.39	2949.0	2946.39	2947.84	229.0
2012-07-26 00:30:00	NQ	Futures	2947.55	2950.74	2947.26	2949.87	253.0
2012-07-26 01:00:00	NQ	Futures	2949.58	2952.77	2949.58	2951.03	486.0

> showing 50 of 2,770 rows — these rows as CSV

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