PREVIEW / futures_30min / 2012-08-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-23.parquet
  size:    73 KB
  rows:    2,689

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
2012-08-23 00:00:00	ES	Futures	1441.28	1441.79	1440.52	1441.02	1312.0
2012-08-23 00:30:00	ES	Futures	1440.77	1441.53	1440.52	1440.52	1036.0
2012-08-23 01:00:00	ES	Futures	1440.52	1441.02	1440.26	1440.52	1149.0
2012-08-23 01:30:00	ES	Futures	1440.26	1441.53	1440.26	1441.02	3183.0
2012-08-23 02:00:00	ES	Futures	1441.28	1441.28	1439.5	1439.5	4283.0
2012-08-23 02:30:00	ES	Futures	1439.75	1441.28	1439.5	1440.77	3584.0
2012-08-23 03:00:00	ES	Futures	1441.02	1442.3	1440.26	1441.02	16924.0
2012-08-23 03:30:00	ES	Futures	1440.77	1441.53	1439.5	1439.5	13787.0
2012-08-23 04:00:00	ES	Futures	1439.5	1440.26	1437.21	1437.97	16795.0
2012-08-23 04:30:00	ES	Futures	1437.97	1439.24	1437.46	1438.99	16551.0
2012-08-23 05:00:00	ES	Futures	1438.99	1441.28	1438.99	1440.52	13037.0
2012-08-23 05:30:00	ES	Futures	1440.26	1441.28	1440.01	1441.02	8310.0
2012-08-23 06:00:00	ES	Futures	1440.77	1441.02	1439.75	1440.26	5310.0
2012-08-23 06:30:00	ES	Futures	1440.52	1440.52	1439.24	1440.01	5972.0
2012-08-23 07:00:00	ES	Futures	1439.75	1440.01	1437.21	1438.48	20634.0
2012-08-23 07:30:00	ES	Futures	1438.48	1438.99	1434.67	1435.43	21691.0
2012-08-23 08:00:00	ES	Futures	1435.68	1436.45	1434.41	1435.68	23932.0
2012-08-23 08:30:00	ES	Futures	1435.18	1435.68	1431.62	1432.12	45764.0
2012-08-23 09:00:00	ES	Futures	1432.12	1433.4	1431.62	1432.63	20430.0
2012-08-23 09:30:00	ES	Futures	1432.38	1432.63	1426.78	1427.8	189913.0
2012-08-23 10:00:00	ES	Futures	1427.55	1429.33	1425.51	1428.31	155102.0
2012-08-23 10:30:00	ES	Futures	1428.06	1430.85	1427.29	1429.33	149605.0
2012-08-23 11:00:00	ES	Futures	1429.33	1431.11	1427.29	1430.34	100629.0
2012-08-23 11:30:00	ES	Futures	1430.6	1430.85	1427.8	1428.82	68224.0
2012-08-23 12:00:00	ES	Futures	1428.82	1429.33	1425.51	1427.04	94106.0
2012-08-23 12:30:00	ES	Futures	1426.78	1428.31	1425.51	1426.02	43672.0
2012-08-23 13:00:00	ES	Futures	1425.77	1426.02	1421.95	1422.72	86422.0
2012-08-23 13:30:00	ES	Futures	1422.97	1424.75	1422.46	1423.99	43866.0
2012-08-23 14:00:00	ES	Futures	1423.99	1424.75	1423.48	1423.99	28047.0
2012-08-23 14:30:00	ES	Futures	1423.99	1426.78	1423.48	1425.0	44636.0
2012-08-23 15:00:00	ES	Futures	1425.26	1427.04	1423.73	1425.26	78224.0
2012-08-23 15:30:00	ES	Futures	1425.26	1426.28	1422.97	1424.75	143099.0
2012-08-23 16:00:00	ES	Futures	1424.5	1425.0	1423.48	1423.99	68657.0
2012-08-23 16:30:00	ES	Futures	1423.73	1424.75	1423.22	1424.24	10166.0
2012-08-23 17:00:00	ES	Futures	1424.24	1425.26	1423.99	1425.0	1392.0
2012-08-23 18:00:00	ES	Futures	1425.26	1425.77	1425.0	1425.26	1678.0
2012-08-23 18:30:00	ES	Futures	1425.51	1425.77	1425.0	1425.26	1104.0
2012-08-23 19:00:00	ES	Futures	1425.26	1426.02	1425.26	1425.26	796.0
2012-08-23 19:30:00	ES	Futures	1425.26	1425.77	1425.0	1425.26	1087.0
2012-08-23 20:00:00	ES	Futures	1425.26	1426.02	1425.0	1425.0	2892.0
2012-08-23 20:30:00	ES	Futures	1425.26	1425.26	1423.99	1424.5	2301.0
2012-08-23 21:00:00	ES	Futures	1424.5	1425.51	1423.99	1424.75	2889.0
2012-08-23 21:30:00	ES	Futures	1425.0	1425.51	1424.24	1424.5	2236.0
2012-08-23 22:00:00	ES	Futures	1424.5	1425.77	1424.5	1425.51	1279.0
2012-08-23 22:30:00	ES	Futures	1425.51	1425.77	1425.0	1425.26	1018.0
2012-08-23 23:00:00	ES	Futures	1425.26	1425.26	1424.24	1424.75	1143.0
2012-08-23 23:30:00	ES	Futures	1424.5	1425.0	1423.99	1425.0	1046.0
2012-08-23 00:00:00	NQ	Futures	3235.99	3235.99	3233.67	3235.41	380.0
2012-08-23 00:30:00	NQ	Futures	3235.12	3235.99	3233.38	3233.38	272.0
2012-08-23 01:00:00	NQ	Futures	3233.38	3234.25	3233.09	3233.67	127.0

> showing 50 of 2,689 rows — these rows as CSV

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