PREVIEW / futures_30min / 2012-08-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-03.parquet
  size:    68 KB
  rows:    2,217

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
2012-08-03 00:00:00	ES	Futures	1385.84	1385.84	1384.57	1385.08	1308.0
2012-08-03 00:30:00	ES	Futures	1385.08	1385.84	1385.08	1385.59	463.0
2012-08-03 01:00:00	ES	Futures	1385.59	1386.86	1385.08	1386.1	1470.0
2012-08-03 01:30:00	ES	Futures	1386.1	1386.61	1385.08	1385.34	1879.0
2012-08-03 02:00:00	ES	Futures	1385.34	1388.39	1385.34	1387.88	5859.0
2012-08-03 02:30:00	ES	Futures	1388.13	1388.64	1386.86	1388.39	4582.0
2012-08-03 03:00:00	ES	Futures	1388.64	1390.68	1387.12	1390.42	27875.0
2012-08-03 03:30:00	ES	Futures	1390.68	1391.95	1390.42	1391.95	18835.0
2012-08-03 04:00:00	ES	Futures	1391.69	1395.0	1391.69	1393.73	31677.0
2012-08-03 04:30:00	ES	Futures	1393.47	1394.49	1391.95	1393.73	17508.0
2012-08-03 05:00:00	ES	Futures	1393.47	1397.03	1392.96	1396.02	17976.0
2012-08-03 05:30:00	ES	Futures	1396.27	1396.78	1393.73	1393.73	17445.0
2012-08-03 06:00:00	ES	Futures	1393.98	1395.51	1393.47	1395.25	17249.0
2012-08-03 06:30:00	ES	Futures	1395.25	1398.3	1395.0	1398.05	25932.0
2012-08-03 07:00:00	ES	Futures	1398.05	1400.34	1397.54	1398.05	33227.0
2012-08-03 07:30:00	ES	Futures	1398.05	1398.3	1396.52	1396.78	20820.0
2012-08-03 08:00:00	ES	Futures	1396.78	1399.58	1396.02	1397.03	38072.0
2012-08-03 08:30:00	ES	Futures	1398.81	1403.64	1398.81	1401.36	118048.0
2012-08-03 09:00:00	ES	Futures	1401.61	1405.17	1401.36	1403.39	80532.0
2012-08-03 09:30:00	ES	Futures	1403.14	1408.22	1402.37	1407.71	279518.0
2012-08-03 10:00:00	ES	Futures	1407.97	1412.04	1407.71	1411.78	193525.0
2012-08-03 10:30:00	ES	Futures	1411.53	1412.04	1408.73	1410.26	114814.0
2012-08-03 11:00:00	ES	Futures	1410.0	1412.8	1409.49	1411.27	130719.0
2012-08-03 11:30:00	ES	Futures	1411.27	1413.56	1411.27	1413.31	131033.0
2012-08-03 12:00:00	ES	Futures	1413.31	1414.32	1412.29	1413.82	55807.0
2012-08-03 12:30:00	ES	Futures	1413.82	1414.07	1412.04	1412.04	32155.0
2012-08-03 13:00:00	ES	Futures	1412.04	1413.31	1411.78	1412.29	23518.0
2012-08-03 13:30:00	ES	Futures	1412.04	1412.8	1411.27	1412.29	28731.0
2012-08-03 14:00:00	ES	Futures	1412.54	1413.56	1412.29	1412.8	32471.0
2012-08-03 14:30:00	ES	Futures	1413.05	1413.05	1411.27	1412.29	32066.0
2012-08-03 15:00:00	ES	Futures	1412.29	1413.31	1410.76	1411.02	49672.0
2012-08-03 15:30:00	ES	Futures	1411.02	1411.53	1408.22	1411.02	216075.0
2012-08-03 16:00:00	ES	Futures	1411.02	1413.56	1410.0	1413.31	110384.0
2012-08-03 00:00:00	NQ	Futures	3039.15	3039.44	3036.54	3036.83	278.0
2012-08-03 00:30:00	NQ	Futures	3037.12	3038.86	3037.12	3038.28	104.0
2012-08-03 01:00:00	NQ	Futures	3038.57	3040.89	3037.7	3039.73	216.0
2012-08-03 01:30:00	NQ	Futures	3039.44	3040.02	3037.12	3037.99	151.0
2012-08-03 02:00:00	NQ	Futures	3037.99	3045.82	3037.99	3044.08	643.0
2012-08-03 02:30:00	NQ	Futures	3044.37	3045.24	3041.47	3044.37	557.0
2012-08-03 03:00:00	NQ	Futures	3044.37	3049.3	3041.76	3049.3	2487.0
2012-08-03 03:30:00	NQ	Futures	3049.01	3052.2	3048.14	3051.91	1202.0
2012-08-03 04:00:00	NQ	Futures	3051.91	3059.45	3051.91	3056.26	2118.0
2012-08-03 04:30:00	NQ	Futures	3056.55	3058.0	3052.78	3056.55	1317.0
2012-08-03 05:00:00	NQ	Futures	3056.55	3063.21	3055.97	3062.05	1391.0
2012-08-03 05:30:00	NQ	Futures	3061.76	3063.5	3057.42	3057.42	1291.0
2012-08-03 06:00:00	NQ	Futures	3057.71	3061.76	3057.71	3061.48	1614.0
2012-08-03 06:30:00	NQ	Futures	3061.19	3065.82	3059.74	3065.82	2077.0
2012-08-03 07:00:00	NQ	Futures	3065.82	3069.59	3064.08	3066.11	2935.0
2012-08-03 07:30:00	NQ	Futures	3066.4	3066.98	3062.63	3063.5	2226.0
2012-08-03 08:00:00	NQ	Futures	3063.21	3073.94	3061.76	3070.17	5441.0

> showing 50 of 2,217 rows — these rows as CSV

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