PREVIEW / futures_30min / 2012-07-31

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-31.parquet
  size:    77 KB
  rows:    2,795

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
2012-07-31 00:00:00	ES	Futures	1407.97	1408.22	1407.46	1407.46	833.0
2012-07-31 00:30:00	ES	Futures	1407.46	1408.48	1406.95	1408.48	2447.0
2012-07-31 01:00:00	ES	Futures	1408.48	1410.26	1407.97	1410.26	4834.0
2012-07-31 01:30:00	ES	Futures	1410.0	1410.26	1408.48	1408.98	3506.0
2012-07-31 02:00:00	ES	Futures	1408.98	1409.49	1406.19	1406.7	5327.0
2012-07-31 02:30:00	ES	Futures	1406.7	1406.95	1405.93	1406.44	2652.0
2012-07-31 03:00:00	ES	Futures	1406.7	1406.95	1404.66	1405.93	19937.0
2012-07-31 03:30:00	ES	Futures	1405.93	1408.48	1405.68	1405.93	11290.0
2012-07-31 04:00:00	ES	Futures	1405.68	1407.46	1404.92	1406.19	14380.0
2012-07-31 04:30:00	ES	Futures	1406.19	1408.48	1405.93	1406.7	15810.0
2012-07-31 05:00:00	ES	Futures	1406.95	1408.73	1406.19	1407.2	13308.0
2012-07-31 05:30:00	ES	Futures	1407.2	1408.73	1406.95	1408.73	8312.0
2012-07-31 06:00:00	ES	Futures	1408.73	1409.75	1406.95	1407.2	12302.0
2012-07-31 06:30:00	ES	Futures	1407.2	1407.71	1406.19	1406.7	8760.0
2012-07-31 07:00:00	ES	Futures	1406.7	1407.71	1405.68	1406.19	9295.0
2012-07-31 07:30:00	ES	Futures	1405.93	1407.2	1405.42	1406.95	10265.0
2012-07-31 08:00:00	ES	Futures	1406.7	1406.95	1405.17	1405.68	14331.0
2012-07-31 08:30:00	ES	Futures	1405.68	1407.2	1404.15	1405.17	34933.0
2012-07-31 09:00:00	ES	Futures	1405.17	1406.19	1401.36	1402.63	67043.0
2012-07-31 09:30:00	ES	Futures	1402.88	1406.19	1401.36	1403.39	180355.0
2012-07-31 10:00:00	ES	Futures	1403.39	1405.42	1400.08	1403.64	193086.0
2012-07-31 10:30:00	ES	Futures	1403.64	1405.42	1401.61	1403.9	149774.0
2012-07-31 11:00:00	ES	Futures	1403.9	1406.7	1402.63	1405.42	143533.0
2012-07-31 11:30:00	ES	Futures	1405.42	1405.68	1403.39	1404.15	72171.0
2012-07-31 12:00:00	ES	Futures	1404.15	1404.41	1399.07	1400.85	91052.0
2012-07-31 12:30:00	ES	Futures	1400.59	1401.1	1398.81	1399.32	38220.0
2012-07-31 13:00:00	ES	Futures	1399.32	1401.86	1398.56	1401.61	60210.0
2012-07-31 13:30:00	ES	Futures	1401.86	1401.86	1399.83	1399.83	31947.0
2012-07-31 14:00:00	ES	Futures	1399.83	1404.15	1399.58	1403.64	70222.0
2012-07-31 14:30:00	ES	Futures	1403.64	1404.15	1400.85	1400.85	50907.0
2012-07-31 15:00:00	ES	Futures	1401.1	1401.86	1399.83	1401.86	48450.0
2012-07-31 15:30:00	ES	Futures	1401.86	1402.12	1397.03	1397.29	203503.0
2012-07-31 16:00:00	ES	Futures	1397.03	1397.8	1394.49	1395.51	142293.0
2012-07-31 16:30:00	ES	Futures	1395.51	1396.52	1395.25	1396.52	6950.0
2012-07-31 17:00:00	ES	Futures	1396.27	1396.78	1395.51	1396.27	1879.0
2012-07-31 18:00:00	ES	Futures	1396.52	1396.52	1395.25	1395.51	2253.0
2012-07-31 18:30:00	ES	Futures	1395.51	1396.02	1395.25	1395.76	831.0
2012-07-31 19:00:00	ES	Futures	1396.02	1396.27	1395.51	1396.02	991.0
2012-07-31 19:30:00	ES	Futures	1396.02	1396.27	1395.51	1396.02	1288.0
2012-07-31 20:00:00	ES	Futures	1396.02	1396.27	1394.49	1394.74	4768.0
2012-07-31 20:30:00	ES	Futures	1395.0	1395.76	1394.74	1395.0	4136.0
2012-07-31 21:00:00	ES	Futures	1395.0	1395.0	1393.73	1394.24	4688.0
2012-07-31 21:30:00	ES	Futures	1394.49	1394.74	1393.98	1394.49	1956.0
2012-07-31 22:00:00	ES	Futures	1394.24	1395.25	1393.73	1393.73	4582.0
2012-07-31 22:30:00	ES	Futures	1393.98	1396.52	1393.73	1395.51	3060.0
2012-07-31 23:00:00	ES	Futures	1395.51	1397.03	1395.25	1397.03	2763.0
2012-07-31 23:30:00	ES	Futures	1397.03	1397.54	1396.02	1397.29	1839.0
2012-07-31 00:00:00	NQ	Futures	3068.43	3069.01	3065.24	3066.11	532.0
2012-07-31 00:30:00	NQ	Futures	3066.11	3068.72	3065.24	3068.43	327.0
2012-07-31 01:00:00	NQ	Futures	3068.43	3071.91	3067.27	3071.91	372.0

> showing 50 of 2,795 rows — these rows as CSV

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