PREVIEW / futures_30min / 2012-08-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-06.parquet
  size:    71 KB
  rows:    2,666

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
2012-08-06 00:00:00	ES	Futures	1412.8	1413.31	1412.54	1413.05	502.0
2012-08-06 00:30:00	ES	Futures	1413.05	1413.82	1412.8	1413.56	1308.0
2012-08-06 01:00:00	ES	Futures	1413.56	1414.32	1413.05	1414.07	2108.0
2012-08-06 01:30:00	ES	Futures	1414.07	1414.07	1412.54	1412.8	2050.0
2012-08-06 02:00:00	ES	Futures	1412.54	1414.58	1412.54	1412.8	2946.0
2012-08-06 02:30:00	ES	Futures	1412.8	1413.31	1412.04	1412.54	2585.0
2012-08-06 03:00:00	ES	Futures	1412.29	1413.05	1411.53	1412.54	14105.0
2012-08-06 03:30:00	ES	Futures	1412.54	1412.54	1411.27	1412.04	10114.0
2012-08-06 04:00:00	ES	Futures	1412.04	1413.82	1411.02	1413.82	14289.0
2012-08-06 04:30:00	ES	Futures	1413.56	1416.1	1413.05	1414.58	17067.0
2012-08-06 05:00:00	ES	Futures	1414.83	1415.85	1414.58	1415.09	10097.0
2012-08-06 05:30:00	ES	Futures	1415.09	1415.6	1414.07	1415.34	8076.0
2012-08-06 06:00:00	ES	Futures	1415.34	1415.85	1414.83	1414.83	5112.0
2012-08-06 06:30:00	ES	Futures	1415.09	1415.6	1414.83	1415.34	5334.0
2012-08-06 07:00:00	ES	Futures	1415.09	1416.1	1414.83	1415.85	8560.0
2012-08-06 07:30:00	ES	Futures	1415.85	1416.87	1415.6	1416.36	8444.0
2012-08-06 08:00:00	ES	Futures	1416.36	1416.61	1415.09	1415.6	14255.0
2012-08-06 08:30:00	ES	Futures	1415.6	1415.85	1414.83	1415.6	13931.0
2012-08-06 09:00:00	ES	Futures	1415.34	1416.1	1414.83	1415.09	22513.0
2012-08-06 09:30:00	ES	Futures	1415.09	1419.41	1413.56	1417.63	173076.0
2012-08-06 10:00:00	ES	Futures	1417.38	1419.16	1416.61	1418.39	111302.0
2012-08-06 10:30:00	ES	Futures	1418.39	1419.66	1417.63	1418.14	126267.0
2012-08-06 11:00:00	ES	Futures	1417.88	1418.9	1416.61	1416.61	91521.0
2012-08-06 11:30:00	ES	Futures	1416.61	1418.39	1416.1	1417.63	58993.0
2012-08-06 12:00:00	ES	Futures	1417.88	1417.88	1416.61	1417.38	28947.0
2012-08-06 12:30:00	ES	Futures	1417.12	1419.66	1417.12	1419.16	30093.0
2012-08-06 13:00:00	ES	Futures	1419.16	1419.66	1418.65	1418.9	17275.0
2012-08-06 13:30:00	ES	Futures	1419.16	1419.41	1417.12	1417.63	32665.0
2012-08-06 14:00:00	ES	Futures	1417.88	1418.65	1417.63	1418.65	21005.0
2012-08-06 14:30:00	ES	Futures	1418.65	1419.16	1418.14	1418.39	23419.0
2012-08-06 15:00:00	ES	Futures	1418.39	1419.16	1417.63	1418.39	36103.0
2012-08-06 15:30:00	ES	Futures	1418.14	1418.65	1413.31	1414.07	155568.0
2012-08-06 16:00:00	ES	Futures	1414.07	1414.83	1413.31	1414.07	64168.0
2012-08-06 16:30:00	ES	Futures	1413.82	1414.58	1412.54	1413.05	6019.0
2012-08-06 17:00:00	ES	Futures	1413.05	1413.31	1412.29	1412.29	2203.0
2012-08-06 18:00:00	ES	Futures	1412.8	1413.56	1412.8	1413.31	1573.0
2012-08-06 18:30:00	ES	Futures	1413.56	1413.56	1413.05	1413.31	269.0
2012-08-06 19:00:00	ES	Futures	1413.31	1413.56	1413.31	1413.31	349.0
2012-08-06 19:30:00	ES	Futures	1413.31	1413.56	1412.8	1412.8	1027.0
2012-08-06 20:00:00	ES	Futures	1412.8	1413.05	1411.78	1412.29	2013.0
2012-08-06 20:30:00	ES	Futures	1412.29	1412.54	1411.78	1412.29	1423.0
2012-08-06 21:00:00	ES	Futures	1412.04	1412.54	1411.27	1412.29	2827.0
2012-08-06 21:30:00	ES	Futures	1412.54	1414.32	1412.04	1414.07	2714.0
2012-08-06 22:00:00	ES	Futures	1413.82	1414.58	1413.82	1414.07	876.0
2012-08-06 22:30:00	ES	Futures	1414.32	1414.83	1414.07	1414.58	909.0
2012-08-06 23:00:00	ES	Futures	1414.58	1414.83	1413.82	1414.32	927.0
2012-08-06 23:30:00	ES	Futures	1414.32	1415.09	1413.56	1415.09	1812.0
2012-08-06 00:00:00	NQ	Futures	3100.03	3103.8	3099.74	3102.35	382.0
2012-08-06 00:30:00	NQ	Futures	3102.06	3104.67	3101.77	3103.22	308.0
2012-08-06 01:00:00	NQ	Futures	3103.22	3106.41	3101.77	3106.41	643.0

> showing 50 of 2,666 rows — these rows as CSV

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