PREVIEW / futures_30min / 2012-08-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-16.parquet
  size:    72 KB
  rows:    2,706

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
2012-08-16 00:00:00	ES	Futures	1430.09	1430.85	1429.33	1430.09	3230.0
2012-08-16 00:30:00	ES	Futures	1430.09	1430.6	1429.84	1429.84	1357.0
2012-08-16 01:00:00	ES	Futures	1429.84	1431.36	1429.58	1430.85	2635.0
2012-08-16 01:30:00	ES	Futures	1430.85	1431.87	1430.34	1431.62	2761.0
2012-08-16 02:00:00	ES	Futures	1431.36	1431.62	1429.33	1429.58	5171.0
2012-08-16 02:30:00	ES	Futures	1429.84	1429.84	1428.06	1428.82	3138.0
2012-08-16 03:00:00	ES	Futures	1428.56	1429.07	1427.04	1427.8	11111.0
2012-08-16 03:30:00	ES	Futures	1427.55	1428.06	1427.04	1427.55	8899.0
2012-08-16 04:00:00	ES	Futures	1427.55	1428.56	1427.29	1428.56	7875.0
2012-08-16 04:30:00	ES	Futures	1428.56	1429.58	1428.06	1428.56	7602.0
2012-08-16 05:00:00	ES	Futures	1428.31	1429.07	1428.06	1428.82	5487.0
2012-08-16 05:30:00	ES	Futures	1428.82	1429.07	1428.06	1428.82	4648.0
2012-08-16 06:00:00	ES	Futures	1428.56	1428.82	1427.8	1427.8	4026.0
2012-08-16 06:30:00	ES	Futures	1428.06	1429.33	1427.55	1429.33	6094.0
2012-08-16 07:00:00	ES	Futures	1429.33	1430.6	1429.07	1429.84	12557.0
2012-08-16 07:30:00	ES	Futures	1429.84	1430.34	1429.33	1429.58	8096.0
2012-08-16 08:00:00	ES	Futures	1429.58	1431.36	1429.58	1431.11	14716.0
2012-08-16 08:30:00	ES	Futures	1430.85	1431.87	1429.33	1430.09	30387.0
2012-08-16 09:00:00	ES	Futures	1430.09	1430.34	1429.33	1429.33	17605.0
2012-08-16 09:30:00	ES	Futures	1429.33	1430.85	1426.78	1427.55	128454.0
2012-08-16 10:00:00	ES	Futures	1427.55	1429.07	1425.77	1428.56	116912.0
2012-08-16 10:30:00	ES	Futures	1428.56	1432.12	1428.56	1431.36	146280.0
2012-08-16 11:00:00	ES	Futures	1431.36	1432.89	1430.6	1432.38	128375.0
2012-08-16 11:30:00	ES	Futures	1432.38	1435.68	1431.87	1434.92	129706.0
2012-08-16 12:00:00	ES	Futures	1434.92	1435.94	1434.16	1435.18	52739.0
2012-08-16 12:30:00	ES	Futures	1435.18	1436.45	1434.16	1435.94	43647.0
2012-08-16 13:00:00	ES	Futures	1435.94	1437.21	1435.68	1436.45	42289.0
2012-08-16 13:30:00	ES	Futures	1436.45	1436.96	1435.43	1436.19	45775.0
2012-08-16 14:00:00	ES	Futures	1436.45	1437.72	1435.94	1437.46	70917.0
2012-08-16 14:30:00	ES	Futures	1437.21	1439.75	1437.21	1438.23	101545.0
2012-08-16 15:00:00	ES	Futures	1438.23	1439.75	1437.21	1439.5	63345.0
2012-08-16 15:30:00	ES	Futures	1439.24	1439.5	1436.19	1437.97	147406.0
2012-08-16 16:00:00	ES	Futures	1437.97	1438.23	1436.7	1437.97	77008.0
2012-08-16 16:30:00	ES	Futures	1437.97	1439.24	1437.72	1438.23	8837.0
2012-08-16 17:00:00	ES	Futures	1438.23	1438.48	1437.97	1438.23	1180.0
2012-08-16 18:00:00	ES	Futures	1437.72	1438.23	1437.72	1437.72	1054.0
2012-08-16 18:30:00	ES	Futures	1437.72	1438.23	1437.72	1437.97	667.0
2012-08-16 19:00:00	ES	Futures	1437.97	1438.23	1437.72	1438.23	657.0
2012-08-16 19:30:00	ES	Futures	1437.97	1438.23	1437.46	1437.97	1128.0
2012-08-16 20:00:00	ES	Futures	1437.97	1437.97	1436.7	1436.96	3176.0
2012-08-16 20:30:00	ES	Futures	1436.96	1436.96	1436.19	1436.19	2016.0
2012-08-16 21:00:00	ES	Futures	1436.45	1437.72	1436.19	1437.21	2971.0
2012-08-16 21:30:00	ES	Futures	1437.21	1438.23	1436.19	1436.45	2619.0
2012-08-16 22:00:00	ES	Futures	1436.45	1437.21	1436.19	1436.45	1413.0
2012-08-16 22:30:00	ES	Futures	1436.45	1437.46	1436.19	1436.7	1859.0
2012-08-16 23:00:00	ES	Futures	1436.7	1436.96	1436.19	1436.45	913.0
2012-08-16 23:30:00	ES	Futures	1436.45	1436.96	1436.19	1436.7	1105.0
2012-08-16 00:00:00	NQ	Futures	3184.39	3185.55	3182.65	3184.1	330.0
2012-08-16 00:30:00	NQ	Futures	3183.52	3184.68	3183.23	3183.52	150.0
2012-08-16 01:00:00	NQ	Futures	3183.23	3185.55	3182.65	3184.97	178.0

> showing 50 of 2,706 rows — these rows as CSV

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