PREVIEW / futures_30min / 2012-08-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-02.parquet
  size:    78 KB
  rows:    2,748

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
2012-08-02 00:00:00	ES	Futures	1396.52	1397.03	1395.76	1396.78	1081.0
2012-08-02 00:30:00	ES	Futures	1396.52	1398.05	1396.52	1397.8	2163.0
2012-08-02 01:00:00	ES	Futures	1397.8	1397.8	1396.78	1397.03	1333.0
2012-08-02 01:30:00	ES	Futures	1397.29	1397.54	1396.02	1396.78	1604.0
2012-08-02 02:00:00	ES	Futures	1396.78	1397.8	1395.51	1395.51	5022.0
2012-08-02 02:30:00	ES	Futures	1395.76	1396.27	1395.0	1396.02	2455.0
2012-08-02 03:00:00	ES	Futures	1396.27	1397.03	1395.0	1396.78	17691.0
2012-08-02 03:30:00	ES	Futures	1396.52	1397.03	1395.51	1395.76	7149.0
2012-08-02 04:00:00	ES	Futures	1396.02	1396.27	1394.24	1395.25	11761.0
2012-08-02 04:30:00	ES	Futures	1395.25	1397.29	1395.25	1397.03	9988.0
2012-08-02 05:00:00	ES	Futures	1396.78	1398.56	1396.27	1397.54	12573.0
2012-08-02 05:30:00	ES	Futures	1397.54	1400.59	1397.54	1400.08	16873.0
2012-08-02 06:00:00	ES	Futures	1400.34	1400.59	1398.81	1399.07	10019.0
2012-08-02 06:30:00	ES	Futures	1399.07	1400.08	1397.8	1398.81	7866.0
2012-08-02 07:00:00	ES	Futures	1399.07	1400.85	1397.54	1398.56	18955.0
2012-08-02 07:30:00	ES	Futures	1398.3	1400.08	1396.02	1399.32	41283.0
2012-08-02 08:00:00	ES	Futures	1399.32	1402.37	1398.56	1400.85	39267.0
2012-08-02 08:30:00	ES	Futures	1400.85	1406.7	1381.01	1382.79	449720.0
2012-08-02 09:00:00	ES	Futures	1383.05	1385.08	1379.23	1382.54	155484.0
2012-08-02 09:30:00	ES	Futures	1382.79	1388.13	1379.23	1387.62	344982.0
2012-08-02 10:00:00	ES	Futures	1387.62	1392.96	1384.57	1392.46	225156.0
2012-08-02 10:30:00	ES	Futures	1392.46	1392.71	1385.08	1385.59	221019.0
2012-08-02 11:00:00	ES	Futures	1385.84	1387.37	1380.5	1383.05	235731.0
2012-08-02 11:30:00	ES	Futures	1383.3	1383.56	1375.93	1378.47	190687.0
2012-08-02 12:00:00	ES	Futures	1378.22	1379.49	1376.94	1377.2	86868.0
2012-08-02 12:30:00	ES	Futures	1376.94	1377.71	1372.37	1377.45	131285.0
2012-08-02 13:00:00	ES	Futures	1377.45	1378.47	1375.67	1376.94	52745.0
2012-08-02 13:30:00	ES	Futures	1376.94	1377.71	1375.16	1375.42	52032.0
2012-08-02 14:00:00	ES	Futures	1375.16	1377.71	1374.4	1376.69	48160.0
2012-08-02 14:30:00	ES	Futures	1376.94	1381.27	1376.44	1378.47	88374.0
2012-08-02 15:00:00	ES	Futures	1378.47	1381.78	1378.47	1380.0	57938.0
2012-08-02 15:30:00	ES	Futures	1379.74	1384.83	1379.49	1383.56	156875.0
2012-08-02 16:00:00	ES	Futures	1383.81	1385.59	1382.79	1385.59	84743.0
2012-08-02 16:30:00	ES	Futures	1385.59	1385.84	1384.06	1384.83	7234.0
2012-08-02 17:00:00	ES	Futures	1384.83	1385.08	1383.81	1385.08	1964.0
2012-08-02 18:00:00	ES	Futures	1384.57	1384.83	1383.81	1384.06	2013.0
2012-08-02 18:30:00	ES	Futures	1384.06	1385.08	1383.81	1385.08	844.0
2012-08-02 19:00:00	ES	Futures	1385.08	1385.08	1384.06	1384.32	484.0
2012-08-02 19:30:00	ES	Futures	1384.32	1384.57	1384.06	1384.32	666.0
2012-08-02 20:00:00	ES	Futures	1384.32	1384.32	1383.3	1383.56	2043.0
2012-08-02 20:30:00	ES	Futures	1383.56	1385.08	1383.56	1384.57	1738.0
2012-08-02 21:00:00	ES	Futures	1384.57	1386.61	1384.57	1386.35	3802.0
2012-08-02 21:30:00	ES	Futures	1386.61	1386.86	1385.34	1385.59	2666.0
2012-08-02 22:00:00	ES	Futures	1385.34	1385.84	1383.81	1384.32	2038.0
2012-08-02 22:30:00	ES	Futures	1384.57	1385.59	1384.32	1385.59	2318.0
2012-08-02 23:00:00	ES	Futures	1385.59	1386.35	1385.08	1386.35	1664.0
2012-08-02 23:30:00	ES	Futures	1386.35	1386.61	1385.84	1385.84	1548.0
2012-08-02 00:00:00	NQ	Futures	3049.01	3050.46	3047.56	3049.88	187.0
2012-08-02 00:30:00	NQ	Futures	3049.88	3052.2	3049.88	3051.91	327.0
2012-08-02 01:00:00	NQ	Futures	3051.62	3051.91	3049.88	3050.46	267.0

> showing 50 of 2,748 rows — these rows as CSV

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