PREVIEW / futures_30min / 2012-08-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-13.parquet
  size:    71 KB
  rows:    2,649

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
2012-08-13 00:00:00	ES	Futures	1421.95	1422.72	1421.95	1422.46	832.0
2012-08-13 00:30:00	ES	Futures	1422.46	1422.72	1421.7	1422.21	756.0
2012-08-13 01:00:00	ES	Futures	1422.21	1422.72	1421.95	1422.21	1157.0
2012-08-13 01:30:00	ES	Futures	1422.46	1422.46	1421.7	1421.7	1020.0
2012-08-13 02:00:00	ES	Futures	1421.7	1421.95	1420.68	1421.19	4130.0
2012-08-13 02:30:00	ES	Futures	1421.19	1422.46	1420.94	1422.46	2390.0
2012-08-13 03:00:00	ES	Futures	1422.21	1423.73	1421.7	1422.46	10699.0
2012-08-13 03:30:00	ES	Futures	1422.46	1422.97	1420.94	1421.95	9322.0
2012-08-13 04:00:00	ES	Futures	1421.95	1422.72	1421.44	1422.21	6742.0
2012-08-13 04:30:00	ES	Futures	1422.21	1423.73	1421.95	1423.22	6413.0
2012-08-13 05:00:00	ES	Futures	1423.48	1425.77	1423.48	1425.26	14769.0
2012-08-13 05:30:00	ES	Futures	1425.26	1425.51	1423.99	1424.24	5003.0
2012-08-13 06:00:00	ES	Futures	1424.24	1426.02	1423.73	1425.77	9361.0
2012-08-13 06:30:00	ES	Futures	1426.02	1426.53	1425.26	1426.28	6145.0
2012-08-13 07:00:00	ES	Futures	1426.53	1428.06	1426.28	1426.78	13132.0
2012-08-13 07:30:00	ES	Futures	1427.04	1427.29	1425.77	1426.28	11326.0
2012-08-13 08:00:00	ES	Futures	1426.28	1426.53	1424.5	1425.26	11710.0
2012-08-13 08:30:00	ES	Futures	1425.26	1426.02	1424.5	1425.0	12147.0
2012-08-13 09:00:00	ES	Futures	1424.75	1425.26	1422.97	1423.48	21845.0
2012-08-13 09:30:00	ES	Futures	1423.73	1426.28	1422.46	1424.75	116456.0
2012-08-13 10:00:00	ES	Futures	1425.0	1425.77	1420.17	1421.7	117045.0
2012-08-13 10:30:00	ES	Futures	1421.7	1421.7	1419.66	1419.66	122501.0
2012-08-13 11:00:00	ES	Futures	1419.92	1420.94	1418.14	1419.66	128167.0
2012-08-13 11:30:00	ES	Futures	1419.92	1420.94	1419.41	1420.17	54995.0
2012-08-13 12:00:00	ES	Futures	1420.43	1420.94	1418.65	1419.41	70852.0
2012-08-13 12:30:00	ES	Futures	1419.41	1421.95	1418.9	1421.7	50905.0
2012-08-13 13:00:00	ES	Futures	1421.7	1422.21	1420.43	1420.94	38680.0
2012-08-13 13:30:00	ES	Futures	1420.94	1422.72	1420.17	1421.7	34071.0
2012-08-13 14:00:00	ES	Futures	1421.95	1424.75	1421.19	1423.99	58382.0
2012-08-13 14:30:00	ES	Futures	1423.99	1426.02	1423.48	1424.75	40920.0
2012-08-13 15:00:00	ES	Futures	1424.75	1425.51	1423.22	1423.22	27448.0
2012-08-13 15:30:00	ES	Futures	1423.48	1425.77	1422.97	1425.77	103625.0
2012-08-13 16:00:00	ES	Futures	1425.26	1427.04	1425.26	1426.53	62574.0
2012-08-13 16:30:00	ES	Futures	1426.02	1426.53	1425.77	1426.02	4091.0
2012-08-13 17:00:00	ES	Futures	1426.02	1427.04	1425.77	1426.78	1628.0
2012-08-13 18:00:00	ES	Futures	1426.78	1426.78	1425.77	1425.77	1553.0
2012-08-13 18:30:00	ES	Futures	1425.77	1426.02	1425.26	1425.51	869.0
2012-08-13 19:00:00	ES	Futures	1425.51	1426.28	1425.51	1426.02	1072.0
2012-08-13 19:30:00	ES	Futures	1426.02	1426.28	1425.26	1425.51	866.0
2012-08-13 20:00:00	ES	Futures	1425.26	1426.02	1425.26	1425.77	1863.0
2012-08-13 20:30:00	ES	Futures	1425.77	1426.78	1425.51	1426.53	1564.0
2012-08-13 21:00:00	ES	Futures	1426.53	1431.36	1426.53	1428.82	14982.0
2012-08-13 21:30:00	ES	Futures	1428.56	1429.33	1428.31	1428.82	1900.0
2012-08-13 22:00:00	ES	Futures	1428.82	1429.07	1427.8	1428.06	2289.0
2012-08-13 22:30:00	ES	Futures	1427.8	1428.82	1427.55	1428.56	1595.0
2012-08-13 23:00:00	ES	Futures	1428.56	1428.82	1428.06	1428.56	662.0
2012-08-13 23:30:00	ES	Futures	1428.31	1428.31	1427.55	1427.8	1255.0
2012-08-13 00:00:00	NQ	Futures	3147.28	3148.44	3146.99	3147.57	93.0
2012-08-13 00:30:00	NQ	Futures	3147.28	3148.15	3146.41	3147.86	84.0
2012-08-13 01:00:00	NQ	Futures	3147.86	3148.44	3146.99	3147.57	116.0

> showing 50 of 2,649 rows — these rows as CSV

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