PREVIEW / futures_30min / 2012-08-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-24.parquet
  size:    63 KB
  rows:    2,171

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
2012-08-24 00:00:00	ES	Futures	1424.75	1425.26	1424.5	1425.0	820.0
2012-08-24 00:30:00	ES	Futures	1425.0	1425.0	1423.99	1424.5	1540.0
2012-08-24 01:00:00	ES	Futures	1424.5	1425.51	1424.24	1425.26	1856.0
2012-08-24 01:30:00	ES	Futures	1425.26	1426.28	1425.0	1426.02	1554.0
2012-08-24 02:00:00	ES	Futures	1426.02	1426.53	1424.75	1426.02	6510.0
2012-08-24 02:30:00	ES	Futures	1425.77	1426.02	1424.24	1425.0	5199.0
2012-08-24 03:00:00	ES	Futures	1425.0	1425.51	1422.21	1422.97	22333.0
2012-08-24 03:30:00	ES	Futures	1422.72	1423.48	1422.21	1422.72	10465.0
2012-08-24 04:00:00	ES	Futures	1422.97	1423.73	1421.95	1422.72	8179.0
2012-08-24 04:30:00	ES	Futures	1422.72	1424.75	1422.21	1423.99	8807.0
2012-08-24 05:00:00	ES	Futures	1424.24	1425.0	1423.48	1423.48	5068.0
2012-08-24 05:30:00	ES	Futures	1423.73	1424.24	1423.48	1423.73	5071.0
2012-08-24 06:00:00	ES	Futures	1423.73	1424.24	1422.72	1423.48	6396.0
2012-08-24 06:30:00	ES	Futures	1423.48	1423.48	1422.21	1422.72	5101.0
2012-08-24 07:00:00	ES	Futures	1422.72	1423.48	1420.17	1420.68	15702.0
2012-08-24 07:30:00	ES	Futures	1420.43	1421.7	1420.17	1421.44	10926.0
2012-08-24 08:00:00	ES	Futures	1421.7	1423.73	1420.94	1422.97	16671.0
2012-08-24 08:30:00	ES	Futures	1422.97	1423.48	1419.16	1419.92	50908.0
2012-08-24 09:00:00	ES	Futures	1419.66	1421.95	1419.66	1420.68	33539.0
2012-08-24 09:30:00	ES	Futures	1420.43	1422.46	1419.41	1420.17	113557.0
2012-08-24 10:00:00	ES	Futures	1420.17	1423.48	1419.66	1422.21	96066.0
2012-08-24 10:30:00	ES	Futures	1422.21	1427.29	1422.21	1426.02	181413.0
2012-08-24 11:00:00	ES	Futures	1426.28	1432.12	1426.02	1430.85	271346.0
2012-08-24 11:30:00	ES	Futures	1430.85	1432.12	1429.33	1429.58	107686.0
2012-08-24 12:00:00	ES	Futures	1429.58	1431.87	1429.33	1431.62	54743.0
2012-08-24 12:30:00	ES	Futures	1431.36	1432.63	1430.85	1432.38	53197.0
2012-08-24 13:00:00	ES	Futures	1432.12	1432.38	1431.11	1431.87	31389.0
2012-08-24 13:30:00	ES	Futures	1431.62	1435.18	1431.62	1433.65	68051.0
2012-08-24 14:00:00	ES	Futures	1433.9	1433.9	1432.38	1433.14	24148.0
2012-08-24 14:30:00	ES	Futures	1433.14	1433.14	1431.11	1431.87	32043.0
2012-08-24 15:00:00	ES	Futures	1431.87	1433.65	1430.85	1433.4	46585.0
2012-08-24 15:30:00	ES	Futures	1433.14	1436.19	1431.62	1432.89	173222.0
2012-08-24 16:00:00	ES	Futures	1433.14	1434.92	1432.89	1434.67	69242.0
2012-08-24 00:00:00	NQ	Futures	3203.52	3204.68	3203.23	3203.81	339.0
2012-08-24 00:30:00	NQ	Futures	3203.81	3203.81	3202.65	3203.23	647.0
2012-08-24 01:00:00	NQ	Futures	3203.23	3206.42	3202.65	3206.13	463.0
2012-08-24 01:30:00	NQ	Futures	3206.13	3208.16	3205.84	3208.16	230.0
2012-08-24 02:00:00	NQ	Futures	3208.16	3209.03	3206.42	3208.74	1042.0
2012-08-24 02:30:00	NQ	Futures	3208.74	3209.32	3205.55	3207.29	440.0
2012-08-24 03:00:00	NQ	Futures	3207.29	3207.87	3199.75	3201.2	2031.0
2012-08-24 03:30:00	NQ	Futures	3201.2	3202.36	3199.46	3201.49	834.0
2012-08-24 04:00:00	NQ	Futures	3201.78	3203.23	3200.04	3201.78	647.0
2012-08-24 04:30:00	NQ	Futures	3201.78	3205.26	3200.04	3204.39	769.0
2012-08-24 05:00:00	NQ	Futures	3204.1	3206.13	3203.23	3203.23	549.0
2012-08-24 05:30:00	NQ	Futures	3203.23	3204.97	3201.49	3201.78	1203.0
2012-08-24 06:00:00	NQ	Futures	3202.07	3204.1	3200.04	3202.36	1352.0
2012-08-24 06:30:00	NQ	Futures	3202.65	3202.94	3200.33	3200.91	358.0
2012-08-24 07:00:00	NQ	Futures	3201.2	3203.52	3195.4	3195.98	1335.0
2012-08-24 07:30:00	NQ	Futures	3196.27	3199.46	3195.4	3198.59	1143.0
2012-08-24 08:00:00	NQ	Futures	3198.88	3204.39	3197.14	3202.36	2506.0

> showing 50 of 2,171 rows — these rows as CSV

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