PREVIEW / futures_30min / 2012-08-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-17.parquet
  size:    61 KB
  rows:    2,185

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
2012-08-17 00:00:00	ES	Futures	1436.45	1436.7	1436.19	1436.45	985.0
2012-08-17 00:30:00	ES	Futures	1436.45	1436.96	1435.94	1436.19	2390.0
2012-08-17 01:00:00	ES	Futures	1436.45	1436.96	1436.19	1436.7	1059.0
2012-08-17 01:30:00	ES	Futures	1436.96	1436.96	1435.94	1435.94	1966.0
2012-08-17 02:00:00	ES	Futures	1436.19	1437.72	1435.94	1437.21	3083.0
2012-08-17 02:30:00	ES	Futures	1437.21	1437.97	1436.96	1437.72	3344.0
2012-08-17 03:00:00	ES	Futures	1437.72	1438.23	1435.68	1436.96	16418.0
2012-08-17 03:30:00	ES	Futures	1436.96	1437.72	1435.68	1435.94	14501.0
2012-08-17 04:00:00	ES	Futures	1435.68	1436.7	1435.43	1435.94	7393.0
2012-08-17 04:30:00	ES	Futures	1436.19	1437.21	1435.43	1436.45	9519.0
2012-08-17 05:00:00	ES	Futures	1436.7	1437.21	1436.7	1436.96	6850.0
2012-08-17 05:30:00	ES	Futures	1437.21	1437.97	1436.45	1436.45	12072.0
2012-08-17 06:00:00	ES	Futures	1436.45	1436.96	1435.94	1436.7	6620.0
2012-08-17 06:30:00	ES	Futures	1436.7	1436.96	1435.18	1436.19	6408.0
2012-08-17 07:00:00	ES	Futures	1436.19	1436.45	1435.18	1435.94	8845.0
2012-08-17 07:30:00	ES	Futures	1435.68	1436.7	1434.92	1435.68	17757.0
2012-08-17 08:00:00	ES	Futures	1435.68	1436.96	1435.18	1436.19	17782.0
2012-08-17 08:30:00	ES	Futures	1435.94	1436.7	1435.68	1436.45	12193.0
2012-08-17 09:00:00	ES	Futures	1436.7	1440.77	1436.45	1440.26	57384.0
2012-08-17 09:30:00	ES	Futures	1440.52	1440.77	1436.96	1439.24	161065.0
2012-08-17 10:00:00	ES	Futures	1439.24	1439.75	1437.21	1437.46	97254.0
2012-08-17 10:30:00	ES	Futures	1437.46	1438.48	1436.45	1437.46	69794.0
2012-08-17 11:00:00	ES	Futures	1437.46	1438.23	1436.45	1437.46	84071.0
2012-08-17 11:30:00	ES	Futures	1437.72	1439.5	1436.96	1439.24	58452.0
2012-08-17 12:00:00	ES	Futures	1439.24	1439.24	1438.23	1438.48	39169.0
2012-08-17 12:30:00	ES	Futures	1438.48	1438.74	1436.7	1437.21	42862.0
2012-08-17 13:00:00	ES	Futures	1437.46	1438.23	1437.21	1437.72	23765.0
2012-08-17 13:30:00	ES	Futures	1437.72	1438.74	1437.46	1437.97	20009.0
2012-08-17 14:00:00	ES	Futures	1437.97	1438.99	1437.46	1438.74	27384.0
2012-08-17 14:30:00	ES	Futures	1438.48	1439.24	1438.23	1438.99	19009.0
2012-08-17 15:00:00	ES	Futures	1438.99	1439.75	1438.23	1438.74	42983.0
2012-08-17 15:30:00	ES	Futures	1438.74	1441.02	1437.46	1439.75	134616.0
2012-08-17 16:00:00	ES	Futures	1439.5	1441.02	1438.99	1439.75	80350.0
2012-08-17 00:00:00	NQ	Futures	3205.26	3206.13	3205.26	3205.84	70.0
2012-08-17 00:30:00	NQ	Futures	3205.84	3206.71	3204.97	3206.13	332.0
2012-08-17 01:00:00	NQ	Futures	3206.13	3207.0	3206.13	3206.42	93.0
2012-08-17 01:30:00	NQ	Futures	3206.42	3206.42	3204.97	3205.55	50.0
2012-08-17 02:00:00	NQ	Futures	3205.84	3209.03	3205.84	3207.0	343.0
2012-08-17 02:30:00	NQ	Futures	3207.29	3209.32	3207.29	3209.03	250.0
2012-08-17 03:00:00	NQ	Futures	3208.74	3210.77	3205.26	3209.03	1165.0
2012-08-17 03:30:00	NQ	Futures	3209.03	3209.9	3207.29	3207.58	1064.0
2012-08-17 04:00:00	NQ	Futures	3207.87	3209.03	3207.0	3207.87	644.0
2012-08-17 04:30:00	NQ	Futures	3207.87	3211.06	3207.0	3209.9	725.0
2012-08-17 05:00:00	NQ	Futures	3209.9	3211.35	3209.61	3210.48	574.0
2012-08-17 05:30:00	NQ	Futures	3210.19	3213.37	3209.61	3209.61	1093.0
2012-08-17 06:00:00	NQ	Futures	3210.19	3210.77	3209.03	3210.48	657.0
2012-08-17 06:30:00	NQ	Futures	3210.48	3210.77	3207.58	3209.61	576.0
2012-08-17 07:00:00	NQ	Futures	3209.9	3210.19	3207.29	3208.45	747.0
2012-08-17 07:30:00	NQ	Futures	3208.45	3209.61	3207.0	3207.58	1238.0
2012-08-17 08:00:00	NQ	Futures	3207.87	3210.48	3206.42	3208.74	1702.0

> showing 50 of 2,185 rows — these rows as CSV

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