PREVIEW / futures_30min / 2012-07-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-27.parquet
  size:    69 KB
  rows:    2,250

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
2012-07-27 00:00:00	ES	Futures	1381.27	1381.52	1381.01	1381.27	390.0
2012-07-27 00:30:00	ES	Futures	1381.27	1381.78	1381.01	1381.52	684.0
2012-07-27 01:00:00	ES	Futures	1381.27	1381.52	1380.25	1381.01	1476.0
2012-07-27 01:30:00	ES	Futures	1381.27	1385.34	1381.01	1384.06	8252.0
2012-07-27 02:00:00	ES	Futures	1384.06	1384.32	1382.79	1383.56	6174.0
2012-07-27 02:30:00	ES	Futures	1383.81	1385.59	1383.3	1383.81	7652.0
2012-07-27 03:00:00	ES	Futures	1384.06	1384.83	1381.78	1382.79	19748.0
2012-07-27 03:30:00	ES	Futures	1382.79	1383.05	1379.74	1380.5	15262.0
2012-07-27 04:00:00	ES	Futures	1380.5	1381.01	1378.47	1379.49	12153.0
2012-07-27 04:30:00	ES	Futures	1379.74	1380.25	1376.94	1377.45	21494.0
2012-07-27 05:00:00	ES	Futures	1377.45	1378.72	1375.93	1376.94	21495.0
2012-07-27 05:30:00	ES	Futures	1376.94	1382.79	1376.44	1378.98	35864.0
2012-07-27 06:00:00	ES	Futures	1379.23	1382.03	1378.47	1381.78	13793.0
2012-07-27 06:30:00	ES	Futures	1381.78	1383.3	1380.25	1383.05	17082.0
2012-07-27 07:00:00	ES	Futures	1383.05	1385.08	1382.79	1382.79	24780.0
2012-07-27 07:30:00	ES	Futures	1382.54	1384.06	1381.52	1381.78	15399.0
2012-07-27 08:00:00	ES	Futures	1381.78	1386.1	1381.52	1384.57	31830.0
2012-07-27 08:30:00	ES	Futures	1384.83	1387.88	1382.03	1384.83	77041.0
2012-07-27 09:00:00	ES	Futures	1384.57	1388.39	1384.32	1386.1	70067.0
2012-07-27 09:30:00	ES	Futures	1386.35	1389.15	1383.81	1388.9	197322.0
2012-07-27 10:00:00	ES	Futures	1388.9	1390.93	1387.62	1388.39	181327.0
2012-07-27 10:30:00	ES	Futures	1388.39	1393.73	1387.62	1392.96	168753.0
2012-07-27 11:00:00	ES	Futures	1393.22	1394.74	1392.71	1393.47	182895.0
2012-07-27 11:30:00	ES	Futures	1393.47	1395.0	1392.96	1393.98	86839.0
2012-07-27 12:00:00	ES	Futures	1393.98	1395.51	1393.22	1395.25	47816.0
2012-07-27 12:30:00	ES	Futures	1395.51	1396.78	1395.25	1395.76	56017.0
2012-07-27 13:00:00	ES	Futures	1395.76	1402.88	1395.25	1402.63	135471.0
2012-07-27 13:30:00	ES	Futures	1402.63	1407.97	1402.37	1404.41	285425.0
2012-07-27 14:00:00	ES	Futures	1404.41	1405.68	1401.61	1402.63	144171.0
2012-07-27 14:30:00	ES	Futures	1402.63	1405.68	1401.61	1404.92	84447.0
2012-07-27 15:00:00	ES	Futures	1404.92	1407.71	1404.41	1407.46	101129.0
2012-07-27 15:30:00	ES	Futures	1407.46	1408.73	1403.39	1404.66	289313.0
2012-07-27 16:00:00	ES	Futures	1404.66	1406.7	1404.41	1406.19	99676.0
2012-07-27 00:00:00	NQ	Futures	2993.35	2994.22	2992.48	2993.64	160.0
2012-07-27 00:30:00	NQ	Futures	2993.64	2994.22	2992.48	2993.93	102.0
2012-07-27 01:00:00	NQ	Futures	2993.35	2993.64	2991.61	2993.35	166.0
2012-07-27 01:30:00	NQ	Futures	2993.35	3000.31	2993.06	2999.73	970.0
2012-07-27 02:00:00	NQ	Futures	3000.02	3001.18	2997.12	3000.6	642.0
2012-07-27 02:30:00	NQ	Futures	3000.31	3004.37	2999.73	3000.89	539.0
2012-07-27 03:00:00	NQ	Futures	3000.89	3003.21	2996.25	2998.28	1682.0
2012-07-27 03:30:00	NQ	Futures	2997.99	2999.15	2993.06	2993.93	1079.0
2012-07-27 04:00:00	NQ	Futures	2994.22	2996.25	2989.58	2991.32	1000.0
2012-07-27 04:30:00	NQ	Futures	2991.32	2992.48	2984.66	2985.24	1601.0
2012-07-27 05:00:00	NQ	Futures	2985.24	2988.71	2982.92	2984.66	1620.0
2012-07-27 05:30:00	NQ	Futures	2984.95	2995.96	2983.21	2987.84	2576.0
2012-07-27 06:00:00	NQ	Futures	2987.84	2994.8	2987.26	2994.8	1031.0
2012-07-27 06:30:00	NQ	Futures	2994.22	2995.96	2990.16	2995.67	1059.0
2012-07-27 07:00:00	NQ	Futures	2995.38	3000.02	2995.09	2995.38	2857.0
2012-07-27 07:30:00	NQ	Futures	2995.09	2997.7	2992.77	2993.64	971.0
2012-07-27 08:00:00	NQ	Futures	2993.93	3000.89	2992.77	2998.28	2092.0

> showing 50 of 2,250 rows — these rows as CSV

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