PREVIEW / futures_30min / 2012-07-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-30.parquet
  size:    71 KB
  rows:    2,679

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
2012-07-30 00:00:00	ES	Futures	1403.14	1403.14	1402.37	1402.63	1173.0
2012-07-30 00:30:00	ES	Futures	1402.88	1402.88	1400.85	1401.36	2041.0
2012-07-30 01:00:00	ES	Futures	1401.36	1401.86	1401.1	1401.86	1161.0
2012-07-30 01:30:00	ES	Futures	1401.86	1402.37	1401.1	1402.12	1886.0
2012-07-30 02:00:00	ES	Futures	1402.37	1402.63	1401.36	1401.36	3714.0
2012-07-30 02:30:00	ES	Futures	1401.36	1402.37	1400.59	1400.85	3636.0
2012-07-30 03:00:00	ES	Futures	1400.59	1402.37	1399.83	1401.61	26135.0
2012-07-30 03:30:00	ES	Futures	1401.86	1402.37	1400.08	1401.61	15825.0
2012-07-30 04:00:00	ES	Futures	1401.61	1401.86	1399.58	1400.08	11031.0
2012-07-30 04:30:00	ES	Futures	1400.08	1400.85	1399.32	1400.34	9161.0
2012-07-30 05:00:00	ES	Futures	1400.34	1401.86	1399.83	1401.61	13528.0
2012-07-30 05:30:00	ES	Futures	1401.61	1404.41	1401.1	1403.14	16527.0
2012-07-30 06:00:00	ES	Futures	1403.14	1404.15	1402.12	1402.63	8456.0
2012-07-30 06:30:00	ES	Futures	1402.63	1403.64	1401.61	1402.63	9489.0
2012-07-30 07:00:00	ES	Futures	1402.63	1403.64	1402.12	1403.14	8416.0
2012-07-30 07:30:00	ES	Futures	1402.88	1403.39	1401.86	1402.37	14110.0
2012-07-30 08:00:00	ES	Futures	1402.63	1403.64	1401.36	1401.36	13613.0
2012-07-30 08:30:00	ES	Futures	1401.1	1402.63	1400.59	1402.63	25155.0
2012-07-30 09:00:00	ES	Futures	1402.63	1403.64	1402.12	1402.88	27411.0
2012-07-30 09:30:00	ES	Futures	1402.88	1407.71	1402.63	1407.46	179001.0
2012-07-30 10:00:00	ES	Futures	1407.46	1411.27	1406.19	1410.0	165718.0
2012-07-30 10:30:00	ES	Futures	1410.0	1410.0	1404.41	1404.92	141553.0
2012-07-30 11:00:00	ES	Futures	1404.92	1407.46	1402.12	1402.63	140219.0
2012-07-30 11:30:00	ES	Futures	1402.88	1403.14	1400.34	1402.37	98945.0
2012-07-30 12:00:00	ES	Futures	1402.37	1402.63	1400.08	1402.12	55544.0
2012-07-30 12:30:00	ES	Futures	1401.86	1404.41	1401.1	1402.88	55200.0
2012-07-30 13:00:00	ES	Futures	1403.14	1404.41	1401.61	1403.39	39714.0
2012-07-30 13:30:00	ES	Futures	1403.39	1405.42	1401.61	1402.12	39004.0
2012-07-30 14:00:00	ES	Futures	1402.12	1403.9	1400.85	1402.88	44283.0
2012-07-30 14:30:00	ES	Futures	1402.88	1405.42	1402.88	1404.41	38464.0
2012-07-30 15:00:00	ES	Futures	1404.41	1404.92	1401.1	1404.41	50707.0
2012-07-30 15:30:00	ES	Futures	1404.41	1405.68	1402.37	1404.66	122373.0
2012-07-30 16:00:00	ES	Futures	1404.66	1405.17	1403.9	1404.15	64055.0
2012-07-30 16:30:00	ES	Futures	1403.64	1404.15	1402.63	1403.9	7123.0
2012-07-30 17:00:00	ES	Futures	1404.15	1404.41	1403.9	1403.9	686.0
2012-07-30 18:00:00	ES	Futures	1404.15	1404.41	1403.9	1403.9	665.0
2012-07-30 18:30:00	ES	Futures	1403.9	1405.42	1403.9	1405.17	1684.0
2012-07-30 19:00:00	ES	Futures	1404.92	1405.17	1404.15	1404.15	316.0
2012-07-30 19:30:00	ES	Futures	1404.15	1404.41	1402.88	1403.39	1469.0
2012-07-30 20:00:00	ES	Futures	1403.14	1403.64	1402.12	1403.14	2731.0
2012-07-30 20:30:00	ES	Futures	1402.88	1403.39	1401.61	1402.37	3616.0
2012-07-30 21:00:00	ES	Futures	1402.37	1403.39	1402.12	1403.39	2307.0
2012-07-30 21:30:00	ES	Futures	1403.39	1406.44	1402.63	1405.42	4984.0
2012-07-30 22:00:00	ES	Futures	1405.42	1407.97	1405.42	1406.95	5439.0
2012-07-30 22:30:00	ES	Futures	1407.2	1408.73	1406.44	1408.48	3318.0
2012-07-30 23:00:00	ES	Futures	1408.48	1408.73	1406.7	1406.95	1714.0
2012-07-30 23:30:00	ES	Futures	1406.95	1408.73	1406.95	1407.97	2027.0
2012-07-30 00:00:00	NQ	Futures	3060.61	3061.48	3059.74	3061.19	371.0
2012-07-30 00:30:00	NQ	Futures	3061.19	3061.19	3057.13	3057.42	306.0
2012-07-30 01:00:00	NQ	Futures	3057.42	3058.29	3056.55	3058.29	126.0

> showing 50 of 2,679 rows — these rows as CSV

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