PREVIEW / futures_30min / 2012-08-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-21.parquet
  size:    74 KB
  rows:    2,683

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
2012-08-21 00:00:00	ES	Futures	1438.99	1439.75	1438.74	1439.75	2052.0
2012-08-21 00:30:00	ES	Futures	1439.75	1440.01	1439.24	1439.5	910.0
2012-08-21 01:00:00	ES	Futures	1439.5	1440.01	1439.24	1439.5	854.0
2012-08-21 01:30:00	ES	Futures	1439.24	1439.75	1438.74	1438.99	1531.0
2012-08-21 02:00:00	ES	Futures	1438.74	1440.01	1438.48	1439.5	3149.0
2012-08-21 02:30:00	ES	Futures	1439.75	1440.26	1439.5	1439.75	1428.0
2012-08-21 03:00:00	ES	Futures	1439.75	1443.06	1439.24	1442.8	20139.0
2012-08-21 03:30:00	ES	Futures	1442.8	1443.57	1442.04	1442.04	17305.0
2012-08-21 04:00:00	ES	Futures	1442.04	1443.57	1442.04	1442.55	7438.0
2012-08-21 04:30:00	ES	Futures	1442.55	1442.8	1441.28	1441.79	9080.0
2012-08-21 05:00:00	ES	Futures	1441.79	1442.55	1441.53	1441.79	4796.0
2012-08-21 05:30:00	ES	Futures	1441.79	1442.3	1441.02	1441.02	6087.0
2012-08-21 06:00:00	ES	Futures	1441.02	1442.3	1441.02	1441.79	6072.0
2012-08-21 06:30:00	ES	Futures	1441.79	1442.55	1441.53	1442.04	6017.0
2012-08-21 07:00:00	ES	Futures	1442.04	1442.04	1441.28	1441.53	9761.0
2012-08-21 07:30:00	ES	Futures	1441.53	1442.8	1441.53	1442.3	9112.0
2012-08-21 08:00:00	ES	Futures	1442.55	1442.8	1441.28	1441.79	15279.0
2012-08-21 08:30:00	ES	Futures	1441.79	1444.33	1441.79	1444.08	32891.0
2012-08-21 09:00:00	ES	Futures	1444.08	1444.08	1442.8	1443.31	21963.0
2012-08-21 09:30:00	ES	Futures	1443.31	1445.6	1442.55	1445.35	146199.0
2012-08-21 10:00:00	ES	Futures	1445.35	1447.64	1445.35	1447.38	141178.0
2012-08-21 10:30:00	ES	Futures	1447.64	1449.16	1446.87	1447.13	183986.0
2012-08-21 11:00:00	ES	Futures	1447.13	1447.89	1443.82	1444.58	194324.0
2012-08-21 11:30:00	ES	Futures	1444.33	1444.84	1441.79	1442.3	108973.0
2012-08-21 12:00:00	ES	Futures	1442.3	1443.31	1441.02	1442.04	93097.0
2012-08-21 12:30:00	ES	Futures	1442.04	1442.8	1440.26	1441.28	46611.0
2012-08-21 13:00:00	ES	Futures	1441.02	1441.53	1439.5	1439.5	53590.0
2012-08-21 13:30:00	ES	Futures	1439.5	1440.01	1436.7	1438.48	68781.0
2012-08-21 14:00:00	ES	Futures	1438.74	1439.5	1437.21	1437.72	51572.0
2012-08-21 14:30:00	ES	Futures	1437.72	1438.48	1435.43	1436.7	73525.0
2012-08-21 15:00:00	ES	Futures	1436.7	1436.7	1432.12	1433.4	140073.0
2012-08-21 15:30:00	ES	Futures	1433.4	1435.94	1433.14	1435.68	139359.0
2012-08-21 16:00:00	ES	Futures	1435.68	1436.96	1434.41	1436.7	89512.0
2012-08-21 16:30:00	ES	Futures	1436.96	1437.72	1435.94	1436.19	6685.0
2012-08-21 17:00:00	ES	Futures	1436.19	1436.45	1435.43	1436.19	2288.0
2012-08-21 18:00:00	ES	Futures	1436.19	1436.45	1434.67	1435.18	4102.0
2012-08-21 18:30:00	ES	Futures	1435.18	1435.68	1434.67	1434.92	1330.0
2012-08-21 19:00:00	ES	Futures	1434.92	1435.43	1434.67	1435.18	290.0
2012-08-21 19:30:00	ES	Futures	1435.18	1435.43	1434.41	1434.92	1457.0
2012-08-21 20:00:00	ES	Futures	1434.92	1434.92	1432.63	1432.89	6157.0
2012-08-21 20:30:00	ES	Futures	1432.89	1433.4	1432.12	1432.89	3665.0
2012-08-21 21:00:00	ES	Futures	1432.89	1433.4	1432.38	1432.63	2779.0
2012-08-21 21:30:00	ES	Futures	1432.89	1433.14	1430.6	1431.11	9918.0
2012-08-21 22:00:00	ES	Futures	1431.11	1431.62	1430.6	1431.11	4027.0
2012-08-21 22:30:00	ES	Futures	1431.36	1432.89	1430.85	1432.38	2578.0
2012-08-21 23:00:00	ES	Futures	1432.38	1432.63	1430.85	1431.36	3960.0
2012-08-21 23:30:00	ES	Futures	1431.62	1432.38	1430.6	1432.12	2805.0
2012-08-21 00:00:00	NQ	Futures	3225.26	3226.13	3224.97	3225.84	131.0
2012-08-21 00:30:00	NQ	Futures	3226.13	3227.0	3225.84	3226.42	203.0
2012-08-21 01:00:00	NQ	Futures	3226.71	3227.0	3225.84	3226.13	79.0

> showing 50 of 2,683 rows — these rows as CSV

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