PREVIEW / futures_30min / 2012-08-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-09.parquet
  size:    74 KB
  rows:    2,753

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
2012-08-09 00:00:00	ES	Futures	1426.02	1426.53	1425.26	1426.02	3103.0
2012-08-09 00:30:00	ES	Futures	1426.28	1427.04	1426.02	1426.78	2106.0
2012-08-09 01:00:00	ES	Futures	1426.78	1427.8	1426.78	1427.29	4404.0
2012-08-09 01:30:00	ES	Futures	1427.29	1427.29	1425.0	1425.77	5303.0
2012-08-09 02:00:00	ES	Futures	1425.77	1427.29	1425.26	1426.28	4111.0
2012-08-09 02:30:00	ES	Futures	1426.53	1427.8	1426.28	1426.53	4717.0
2012-08-09 03:00:00	ES	Futures	1426.53	1426.78	1423.99	1424.5	15678.0
2012-08-09 03:30:00	ES	Futures	1424.5	1425.0	1422.97	1423.48	9779.0
2012-08-09 04:00:00	ES	Futures	1423.22	1423.73	1421.95	1422.46	12217.0
2012-08-09 04:30:00	ES	Futures	1422.46	1422.97	1420.68	1422.21	10497.0
2012-08-09 05:00:00	ES	Futures	1422.46	1423.99	1421.7	1423.73	7016.0
2012-08-09 05:30:00	ES	Futures	1423.73	1424.75	1422.97	1424.24	7164.0
2012-08-09 06:00:00	ES	Futures	1424.5	1424.5	1421.44	1421.95	13500.0
2012-08-09 06:30:00	ES	Futures	1421.95	1421.95	1419.92	1420.68	10317.0
2012-08-09 07:00:00	ES	Futures	1420.68	1421.95	1419.16	1420.17	12546.0
2012-08-09 07:30:00	ES	Futures	1419.92	1420.17	1417.63	1419.92	20235.0
2012-08-09 08:00:00	ES	Futures	1419.92	1421.19	1418.65	1420.94	21901.0
2012-08-09 08:30:00	ES	Futures	1421.19	1421.95	1419.66	1420.94	26009.0
2012-08-09 09:00:00	ES	Futures	1420.94	1421.19	1419.16	1420.68	20681.0
2012-08-09 09:30:00	ES	Futures	1420.43	1425.51	1420.17	1422.46	145019.0
2012-08-09 10:00:00	ES	Futures	1422.21	1426.28	1422.21	1423.99	88174.0
2012-08-09 10:30:00	ES	Futures	1424.24	1426.78	1423.73	1426.02	90272.0
2012-08-09 11:00:00	ES	Futures	1425.77	1426.28	1423.48	1423.99	92288.0
2012-08-09 11:30:00	ES	Futures	1423.99	1424.75	1419.16	1420.43	111895.0
2012-08-09 12:00:00	ES	Futures	1420.43	1421.95	1419.66	1421.19	55666.0
2012-08-09 12:30:00	ES	Futures	1420.94	1424.5	1420.68	1424.5	44472.0
2012-08-09 13:00:00	ES	Futures	1424.5	1425.0	1422.97	1423.73	49818.0
2012-08-09 13:30:00	ES	Futures	1423.48	1424.24	1422.97	1423.22	20414.0
2012-08-09 14:00:00	ES	Futures	1423.48	1424.24	1422.97	1423.99	18120.0
2012-08-09 14:30:00	ES	Futures	1423.99	1425.77	1423.99	1424.75	31748.0
2012-08-09 15:00:00	ES	Futures	1424.75	1425.26	1423.22	1424.5	36360.0
2012-08-09 15:30:00	ES	Futures	1424.24	1425.0	1422.21	1423.73	102255.0
2012-08-09 16:00:00	ES	Futures	1423.73	1425.0	1423.48	1424.5	49850.0
2012-08-09 16:30:00	ES	Futures	1424.24	1424.75	1423.73	1424.24	4452.0
2012-08-09 17:00:00	ES	Futures	1424.24	1424.24	1422.97	1423.22	2100.0
2012-08-09 18:00:00	ES	Futures	1423.22	1423.73	1423.22	1423.73	981.0
2012-08-09 18:30:00	ES	Futures	1423.73	1424.75	1423.22	1424.5	1109.0
2012-08-09 19:00:00	ES	Futures	1424.5	1424.75	1422.97	1423.22	954.0
2012-08-09 19:30:00	ES	Futures	1422.97	1423.22	1422.46	1422.97	1266.0
2012-08-09 20:00:00	ES	Futures	1422.72	1422.97	1420.94	1421.19	4004.0
2012-08-09 20:30:00	ES	Futures	1421.19	1422.46	1420.68	1421.44	3260.0
2012-08-09 21:00:00	ES	Futures	1421.44	1421.44	1420.43	1420.43	2662.0
2012-08-09 21:30:00	ES	Futures	1420.68	1421.19	1420.17	1420.43	1839.0
2012-08-09 22:00:00	ES	Futures	1420.43	1420.68	1419.41	1419.92	3152.0
2012-08-09 22:30:00	ES	Futures	1420.17	1420.68	1419.92	1420.43	1067.0
2012-08-09 23:00:00	ES	Futures	1420.43	1420.43	1418.14	1418.65	7373.0
2012-08-09 23:30:00	ES	Futures	1418.65	1419.66	1418.39	1419.41	1322.0
2012-08-09 00:00:00	NQ	Futures	3153.08	3154.53	3151.63	3153.08	481.0
2012-08-09 00:30:00	NQ	Futures	3153.08	3155.98	3153.08	3154.82	537.0
2012-08-09 01:00:00	NQ	Futures	3155.11	3157.72	3155.11	3156.56	811.0

> showing 50 of 2,753 rows — these rows as CSV

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