PREVIEW / futures_30min / 2012-08-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-14.parquet
  size:    71 KB
  rows:    2,721

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
2012-08-14 00:00:00	ES	Futures	1427.8	1428.31	1427.29	1427.29	811.0
2012-08-14 00:30:00	ES	Futures	1427.55	1428.31	1427.04	1428.06	1239.0
2012-08-14 01:00:00	ES	Futures	1428.06	1428.82	1427.55	1428.06	1053.0
2012-08-14 01:30:00	ES	Futures	1427.8	1429.33	1427.8	1429.33	1598.0
2012-08-14 02:00:00	ES	Futures	1429.33	1430.34	1428.56	1429.84	4532.0
2012-08-14 02:30:00	ES	Futures	1430.09	1430.34	1428.82	1428.82	2722.0
2012-08-14 03:00:00	ES	Futures	1429.07	1430.85	1428.82	1430.6	12023.0
2012-08-14 03:30:00	ES	Futures	1430.34	1431.87	1429.84	1431.36	11808.0
2012-08-14 04:00:00	ES	Futures	1431.36	1431.87	1430.34	1430.85	6643.0
2012-08-14 04:30:00	ES	Futures	1430.85	1431.11	1429.33	1429.84	8700.0
2012-08-14 05:00:00	ES	Futures	1429.84	1431.11	1429.33	1430.85	10914.0
2012-08-14 05:30:00	ES	Futures	1430.85	1431.11	1429.07	1429.58	5566.0
2012-08-14 06:00:00	ES	Futures	1429.58	1430.34	1428.56	1430.09	7370.0
2012-08-14 06:30:00	ES	Futures	1430.09	1430.34	1428.82	1429.07	6964.0
2012-08-14 07:00:00	ES	Futures	1429.07	1429.58	1427.8	1428.56	7433.0
2012-08-14 07:30:00	ES	Futures	1428.56	1429.58	1428.31	1429.58	10845.0
2012-08-14 08:00:00	ES	Futures	1429.58	1430.6	1429.07	1430.09	16958.0
2012-08-14 08:30:00	ES	Futures	1430.34	1433.65	1429.07	1430.85	75931.0
2012-08-14 09:00:00	ES	Futures	1431.11	1432.12	1430.34	1431.11	26142.0
2012-08-14 09:30:00	ES	Futures	1430.85	1431.87	1426.28	1428.06	174586.0
2012-08-14 10:00:00	ES	Futures	1428.06	1429.84	1426.78	1427.8	146161.0
2012-08-14 10:30:00	ES	Futures	1427.8	1429.33	1426.02	1428.82	155324.0
2012-08-14 11:00:00	ES	Futures	1428.56	1429.58	1428.06	1429.33	85273.0
2012-08-14 11:30:00	ES	Futures	1429.07	1431.11	1429.07	1430.09	65663.0
2012-08-14 12:00:00	ES	Futures	1430.09	1430.6	1428.82	1429.84	40240.0
2012-08-14 12:30:00	ES	Futures	1429.84	1430.6	1426.78	1428.06	58107.0
2012-08-14 13:00:00	ES	Futures	1428.06	1428.56	1426.28	1427.04	31436.0
2012-08-14 13:30:00	ES	Futures	1426.78	1428.31	1426.78	1427.8	26187.0
2012-08-14 14:00:00	ES	Futures	1427.8	1428.31	1426.53	1427.55	27717.0
2012-08-14 14:30:00	ES	Futures	1427.55	1428.56	1426.53	1428.56	30260.0
2012-08-14 15:00:00	ES	Futures	1428.56	1428.56	1425.51	1426.28	66183.0
2012-08-14 15:30:00	ES	Futures	1426.53	1426.53	1421.19	1425.26	201109.0
2012-08-14 16:00:00	ES	Futures	1425.51	1426.78	1425.0	1425.26	67594.0
2012-08-14 16:30:00	ES	Futures	1425.26	1425.51	1423.73	1424.75	5876.0
2012-08-14 17:00:00	ES	Futures	1424.75	1424.75	1424.24	1424.5	973.0
2012-08-14 18:00:00	ES	Futures	1424.24	1424.75	1423.99	1424.5	1516.0
2012-08-14 18:30:00	ES	Futures	1424.24	1424.24	1423.73	1423.99	431.0
2012-08-14 19:00:00	ES	Futures	1423.99	1423.99	1423.48	1423.73	965.0
2012-08-14 19:30:00	ES	Futures	1423.99	1424.24	1423.73	1424.24	738.0
2012-08-14 20:00:00	ES	Futures	1424.24	1424.75	1423.73	1423.73	1413.0
2012-08-14 20:30:00	ES	Futures	1423.73	1423.73	1422.46	1422.46	2257.0
2012-08-14 21:00:00	ES	Futures	1422.46	1422.72	1421.7	1421.95	2225.0
2012-08-14 21:30:00	ES	Futures	1421.95	1422.21	1421.44	1421.95	2191.0
2012-08-14 22:00:00	ES	Futures	1422.21	1422.72	1421.95	1421.95	2176.0
2012-08-14 22:30:00	ES	Futures	1421.95	1422.97	1421.95	1422.72	1080.0
2012-08-14 23:00:00	ES	Futures	1422.72	1422.72	1422.21	1422.21	611.0
2012-08-14 23:30:00	ES	Futures	1422.46	1422.72	1421.7	1421.95	1438.0
2012-08-14 00:00:00	NQ	Futures	3169.89	3171.34	3169.6	3169.6	123.0
2012-08-14 00:30:00	NQ	Futures	3169.89	3171.34	3169.31	3170.18	145.0
2012-08-14 01:00:00	NQ	Futures	3171.34	3172.21	3169.31	3170.47	164.0

> showing 50 of 2,721 rows — these rows as CSV

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