PREVIEW / futures_30min / 2012-08-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-20.parquet
  size:    69 KB
  rows:    2,601

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
2012-08-20 00:00:00	ES	Futures	1438.99	1439.24	1438.74	1439.24	554.0
2012-08-20 00:30:00	ES	Futures	1439.24	1439.5	1438.74	1438.99	824.0
2012-08-20 01:00:00	ES	Futures	1438.99	1439.24	1438.48	1438.99	1144.0
2012-08-20 01:30:00	ES	Futures	1438.99	1439.5	1438.99	1439.24	954.0
2012-08-20 02:00:00	ES	Futures	1439.24	1440.26	1438.99	1439.75	2246.0
2012-08-20 02:30:00	ES	Futures	1440.01	1440.52	1439.5	1440.26	3559.0
2012-08-20 03:00:00	ES	Futures	1440.01	1441.28	1439.24	1439.75	14876.0
2012-08-20 03:30:00	ES	Futures	1439.75	1440.52	1439.5	1440.52	6170.0
2012-08-20 04:00:00	ES	Futures	1440.26	1441.02	1440.01	1440.52	7921.0
2012-08-20 04:30:00	ES	Futures	1440.52	1441.28	1440.01	1441.02	8628.0
2012-08-20 05:00:00	ES	Futures	1441.02	1442.3	1440.77	1441.79	11207.0
2012-08-20 05:30:00	ES	Futures	1441.53	1442.04	1441.02	1441.79	11083.0
2012-08-20 06:00:00	ES	Futures	1441.79	1441.79	1439.75	1441.28	13922.0
2012-08-20 06:30:00	ES	Futures	1441.28	1441.28	1440.26	1440.52	6016.0
2012-08-20 07:00:00	ES	Futures	1440.52	1440.77	1438.74	1438.99	14686.0
2012-08-20 07:30:00	ES	Futures	1438.74	1439.24	1437.46	1438.23	21097.0
2012-08-20 08:00:00	ES	Futures	1438.23	1438.99	1437.72	1438.23	10724.0
2012-08-20 08:30:00	ES	Futures	1438.23	1438.48	1437.46	1437.46	19169.0
2012-08-20 09:00:00	ES	Futures	1437.46	1438.23	1436.19	1437.72	21005.0
2012-08-20 09:30:00	ES	Futures	1437.46	1439.24	1435.18	1436.19	150115.0
2012-08-20 10:00:00	ES	Futures	1436.19	1436.7	1433.65	1434.92	128073.0
2012-08-20 10:30:00	ES	Futures	1435.18	1436.7	1433.9	1436.19	105582.0
2012-08-20 11:00:00	ES	Futures	1436.45	1437.21	1435.43	1435.43	87946.0
2012-08-20 11:30:00	ES	Futures	1435.43	1438.48	1435.18	1437.46	77127.0
2012-08-20 12:00:00	ES	Futures	1437.46	1438.99	1437.21	1438.23	35909.0
2012-08-20 12:30:00	ES	Futures	1438.23	1438.23	1436.96	1437.46	30790.0
2012-08-20 13:00:00	ES	Futures	1437.21	1438.23	1437.21	1437.72	15654.0
2012-08-20 13:30:00	ES	Futures	1437.46	1437.72	1436.45	1437.72	27891.0
2012-08-20 14:00:00	ES	Futures	1437.72	1439.24	1436.7	1438.99	34512.0
2012-08-20 14:30:00	ES	Futures	1438.74	1440.01	1437.97	1438.74	38966.0
2012-08-20 15:00:00	ES	Futures	1438.74	1439.24	1437.72	1439.24	26878.0
2012-08-20 15:30:00	ES	Futures	1439.24	1440.26	1438.48	1439.75	94019.0
2012-08-20 16:00:00	ES	Futures	1439.75	1440.52	1438.48	1438.99	51710.0
2012-08-20 16:30:00	ES	Futures	1438.99	1439.5	1438.74	1439.24	4514.0
2012-08-20 17:00:00	ES	Futures	1439.24	1440.26	1439.24	1439.75	2311.0
2012-08-20 18:00:00	ES	Futures	1439.5	1440.26	1439.5	1439.75	1528.0
2012-08-20 18:30:00	ES	Futures	1439.75	1440.26	1439.5	1439.75	700.0
2012-08-20 19:00:00	ES	Futures	1439.75	1439.75	1439.24	1439.24	326.0
2012-08-20 19:30:00	ES	Futures	1439.24	1439.75	1439.24	1439.5	451.0
2012-08-20 20:00:00	ES	Futures	1439.5	1439.75	1438.99	1439.24	1250.0
2012-08-20 20:30:00	ES	Futures	1438.99	1439.24	1438.74	1438.99	1355.0
2012-08-20 21:00:00	ES	Futures	1438.74	1438.99	1438.23	1438.48	2320.0
2012-08-20 21:30:00	ES	Futures	1438.48	1439.24	1437.97	1438.99	2686.0
2012-08-20 22:00:00	ES	Futures	1439.24	1440.01	1439.24	1439.75	1591.0
2012-08-20 22:30:00	ES	Futures	1439.75	1439.75	1439.5	1439.5	437.0
2012-08-20 23:00:00	ES	Futures	1439.5	1440.01	1439.24	1439.24	1437.0
2012-08-20 23:30:00	ES	Futures	1439.24	1439.5	1438.74	1438.99	1500.0
2012-08-20 00:00:00	NQ	Futures	3218.59	3220.04	3218.01	3220.04	165.0
2012-08-20 00:30:00	NQ	Futures	3220.04	3220.33	3219.17	3219.46	70.0
2012-08-20 01:00:00	NQ	Futures	3219.46	3220.04	3218.3	3218.59	76.0

> showing 50 of 2,601 rows — these rows as CSV

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