PREVIEW / futures_30min / 2012-08-07

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-07.parquet
  size:    75 KB
  rows:    2,745

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
2012-08-07 00:00:00	ES	Futures	1414.83	1415.09	1414.58	1414.83	783.0
2012-08-07 00:30:00	ES	Futures	1414.83	1415.34	1414.07	1414.58	1606.0
2012-08-07 01:00:00	ES	Futures	1414.32	1414.83	1413.82	1413.82	1535.0
2012-08-07 01:30:00	ES	Futures	1413.82	1414.58	1413.31	1414.07	2851.0
2012-08-07 02:00:00	ES	Futures	1414.07	1414.58	1413.05	1414.07	3429.0
2012-08-07 02:30:00	ES	Futures	1414.32	1415.09	1413.82	1414.58	2802.0
2012-08-07 03:00:00	ES	Futures	1414.58	1416.87	1413.82	1416.87	23542.0
2012-08-07 03:30:00	ES	Futures	1416.87	1419.92	1416.87	1419.41	27641.0
2012-08-07 04:00:00	ES	Futures	1419.66	1419.66	1417.63	1417.88	16427.0
2012-08-07 04:30:00	ES	Futures	1418.14	1418.65	1416.36	1416.87	14245.0
2012-08-07 05:00:00	ES	Futures	1417.12	1417.88	1416.36	1416.87	9329.0
2012-08-07 05:30:00	ES	Futures	1416.87	1417.12	1415.09	1415.6	12877.0
2012-08-07 06:00:00	ES	Futures	1415.34	1418.39	1414.32	1417.88	13600.0
2012-08-07 06:30:00	ES	Futures	1417.88	1418.39	1417.12	1417.88	9650.0
2012-08-07 07:00:00	ES	Futures	1417.88	1418.9	1417.38	1418.65	14007.0
2012-08-07 07:30:00	ES	Futures	1418.39	1419.66	1418.14	1418.65	13487.0
2012-08-07 08:00:00	ES	Futures	1418.39	1419.66	1418.14	1419.66	13702.0
2012-08-07 08:30:00	ES	Futures	1419.66	1421.7	1419.16	1419.16	28932.0
2012-08-07 09:00:00	ES	Futures	1419.41	1420.17	1418.65	1419.41	21478.0
2012-08-07 09:30:00	ES	Futures	1419.66	1422.72	1419.41	1422.21	146173.0
2012-08-07 10:00:00	ES	Futures	1422.46	1424.5	1421.19	1423.48	156410.0
2012-08-07 10:30:00	ES	Futures	1423.73	1424.24	1422.46	1423.22	132615.0
2012-08-07 11:00:00	ES	Futures	1423.22	1423.73	1421.19	1423.22	116591.0
2012-08-07 11:30:00	ES	Futures	1423.22	1426.53	1422.97	1426.28	126310.0
2012-08-07 12:00:00	ES	Futures	1426.28	1426.53	1425.26	1425.77	51593.0
2012-08-07 12:30:00	ES	Futures	1425.77	1427.29	1425.77	1426.28	56598.0
2012-08-07 13:00:00	ES	Futures	1426.28	1426.53	1425.51	1426.53	28985.0
2012-08-07 13:30:00	ES	Futures	1426.53	1426.78	1425.51	1426.02	24196.0
2012-08-07 14:00:00	ES	Futures	1425.77	1426.02	1423.73	1423.99	41604.0
2012-08-07 14:30:00	ES	Futures	1423.99	1425.0	1423.48	1423.99	27120.0
2012-08-07 15:00:00	ES	Futures	1423.99	1424.24	1421.7	1422.97	82564.0
2012-08-07 15:30:00	ES	Futures	1422.97	1423.73	1420.43	1420.94	151168.0
2012-08-07 16:00:00	ES	Futures	1420.94	1422.21	1420.43	1420.68	59995.0
2012-08-07 16:30:00	ES	Futures	1420.43	1421.19	1419.66	1420.94	7853.0
2012-08-07 17:00:00	ES	Futures	1421.19	1421.44	1419.66	1419.66	2142.0
2012-08-07 18:00:00	ES	Futures	1419.92	1420.94	1419.92	1420.43	1110.0
2012-08-07 18:30:00	ES	Futures	1420.43	1421.19	1420.43	1420.68	712.0
2012-08-07 19:00:00	ES	Futures	1420.68	1421.19	1420.43	1420.43	687.0
2012-08-07 19:30:00	ES	Futures	1420.43	1420.68	1419.41	1419.92	1823.0
2012-08-07 20:00:00	ES	Futures	1419.66	1419.92	1418.14	1418.39	5869.0
2012-08-07 20:30:00	ES	Futures	1418.65	1419.16	1418.14	1418.9	2891.0
2012-08-07 21:00:00	ES	Futures	1418.9	1419.66	1418.65	1419.66	2554.0
2012-08-07 21:30:00	ES	Futures	1419.66	1420.43	1418.9	1419.66	2330.0
2012-08-07 22:00:00	ES	Futures	1419.92	1420.43	1419.41	1419.41	1265.0
2012-08-07 22:30:00	ES	Futures	1419.66	1419.92	1419.41	1419.41	582.0
2012-08-07 23:00:00	ES	Futures	1419.41	1419.92	1418.9	1418.9	941.0
2012-08-07 23:30:00	ES	Futures	1418.9	1419.41	1418.39	1418.9	2418.0
2012-08-07 00:00:00	NQ	Futures	3123.22	3124.09	3122.93	3123.8	299.0
2012-08-07 00:30:00	NQ	Futures	3123.51	3125.25	3122.93	3124.09	861.0
2012-08-07 01:00:00	NQ	Futures	3124.09	3125.54	3122.93	3123.22	493.0

> showing 50 of 2,745 rows — these rows as CSV

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