PREVIEW / futures_30min / 2012-08-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-01.parquet
  size:    78 KB
  rows:    2,775

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
2012-08-01 00:00:00	ES	Futures	1397.29	1397.54	1396.52	1396.52	1934.0
2012-08-01 00:30:00	ES	Futures	1396.52	1397.29	1396.52	1397.03	1033.0
2012-08-01 01:00:00	ES	Futures	1397.03	1397.54	1396.78	1397.29	833.0
2012-08-01 01:30:00	ES	Futures	1397.29	1398.05	1397.29	1398.05	2860.0
2012-08-01 02:00:00	ES	Futures	1397.8	1398.56	1397.8	1398.3	3836.0
2012-08-01 02:30:00	ES	Futures	1398.56	1398.56	1397.29	1397.8	2940.0
2012-08-01 03:00:00	ES	Futures	1398.05	1401.1	1397.8	1400.59	18484.0
2012-08-01 03:30:00	ES	Futures	1400.59	1402.37	1400.34	1401.86	12427.0
2012-08-01 04:00:00	ES	Futures	1401.61	1403.14	1401.1	1401.1	10195.0
2012-08-01 04:30:00	ES	Futures	1401.1	1401.61	1398.05	1401.36	22778.0
2012-08-01 05:00:00	ES	Futures	1401.1	1402.88	1400.85	1402.12	12482.0
2012-08-01 05:30:00	ES	Futures	1402.12	1402.88	1401.36	1402.63	5731.0
2012-08-01 06:00:00	ES	Futures	1402.88	1403.9	1402.37	1403.9	6903.0
2012-08-01 06:30:00	ES	Futures	1403.64	1404.15	1401.61	1401.86	9291.0
2012-08-01 07:00:00	ES	Futures	1401.86	1402.37	1400.59	1401.36	14440.0
2012-08-01 07:30:00	ES	Futures	1401.1	1402.63	1400.59	1401.86	10884.0
2012-08-01 08:00:00	ES	Futures	1401.86	1403.39	1400.34	1403.39	23038.0
2012-08-01 08:30:00	ES	Futures	1403.39	1403.64	1401.86	1403.14	20856.0
2012-08-01 09:00:00	ES	Futures	1403.14	1405.17	1403.14	1404.66	40807.0
2012-08-01 09:30:00	ES	Futures	1404.66	1404.92	1400.34	1401.36	128158.0
2012-08-01 10:00:00	ES	Futures	1401.1	1402.88	1397.29	1399.58	157315.0
2012-08-01 10:30:00	ES	Futures	1399.58	1403.39	1398.81	1402.37	118391.0
2012-08-01 11:00:00	ES	Futures	1402.37	1402.88	1399.58	1401.1	90137.0
2012-08-01 11:30:00	ES	Futures	1401.1	1402.12	1400.08	1401.36	56557.0
2012-08-01 12:00:00	ES	Futures	1401.36	1402.88	1400.85	1402.12	36803.0
2012-08-01 12:30:00	ES	Futures	1402.37	1402.88	1401.36	1402.37	28203.0
2012-08-01 13:00:00	ES	Futures	1402.37	1403.64	1401.36	1401.86	48835.0
2012-08-01 13:30:00	ES	Futures	1401.61	1402.63	1399.07	1399.32	37634.0
2012-08-01 14:00:00	ES	Futures	1399.58	1400.34	1391.18	1398.81	311101.0
2012-08-01 14:30:00	ES	Futures	1398.81	1399.32	1393.73	1397.03	153183.0
2012-08-01 15:00:00	ES	Futures	1397.29	1401.1	1395.76	1400.08	103172.0
2012-08-01 15:30:00	ES	Futures	1400.34	1400.59	1393.47	1393.73	174940.0
2012-08-01 16:00:00	ES	Futures	1393.73	1395.25	1392.96	1394.24	80219.0
2012-08-01 16:30:00	ES	Futures	1393.47	1394.24	1392.71	1393.22	6140.0
2012-08-01 17:00:00	ES	Futures	1393.47	1393.73	1391.95	1393.47	2915.0
2012-08-01 18:00:00	ES	Futures	1393.22	1395.25	1393.22	1394.74	2461.0
2012-08-01 18:30:00	ES	Futures	1394.74	1396.02	1394.74	1395.51	1432.0
2012-08-01 19:00:00	ES	Futures	1395.51	1396.27	1394.74	1396.27	1361.0
2012-08-01 19:30:00	ES	Futures	1396.27	1396.27	1395.51	1396.02	599.0
2012-08-01 20:00:00	ES	Futures	1395.76	1396.02	1392.96	1393.47	3917.0
2012-08-01 20:30:00	ES	Futures	1393.73	1393.98	1392.71	1393.98	2569.0
2012-08-01 21:00:00	ES	Futures	1393.98	1395.76	1393.73	1393.98	3820.0
2012-08-01 21:30:00	ES	Futures	1393.98	1395.76	1393.98	1394.74	3383.0
2012-08-01 22:00:00	ES	Futures	1394.74	1396.27	1394.24	1396.02	2501.0
2012-08-01 22:30:00	ES	Futures	1396.27	1397.29	1396.02	1396.78	4132.0
2012-08-01 23:00:00	ES	Futures	1396.78	1397.03	1396.52	1397.03	1026.0
2012-08-01 23:30:00	ES	Futures	1397.03	1397.03	1396.27	1396.27	1117.0
2012-08-01 00:00:00	NQ	Futures	3059.16	3059.16	3057.13	3057.42	193.0
2012-08-01 00:30:00	NQ	Futures	3057.42	3058.87	3057.42	3058.58	173.0
2012-08-01 01:00:00	NQ	Futures	3058.58	3059.45	3058.29	3059.45	63.0

> showing 50 of 2,775 rows — these rows as CSV

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