PREVIEW / futures_30min / 2012-08-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-27.parquet
  size:    66 KB
  rows:    2,454

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
2012-08-27 00:00:00	ES	Futures	1435.68	1436.45	1435.18	1435.43	962.0
2012-08-27 00:30:00	ES	Futures	1435.43	1435.94	1435.18	1435.43	743.0
2012-08-27 01:00:00	ES	Futures	1435.43	1435.68	1434.41	1434.67	1414.0
2012-08-27 01:30:00	ES	Futures	1434.92	1435.18	1433.9	1434.16	1753.0
2012-08-27 02:00:00	ES	Futures	1434.16	1434.41	1433.4	1433.4	2636.0
2012-08-27 02:30:00	ES	Futures	1433.4	1433.9	1433.14	1433.65	2984.0
2012-08-27 03:00:00	ES	Futures	1433.65	1435.43	1432.89	1434.67	8953.0
2012-08-27 03:30:00	ES	Futures	1434.92	1435.18	1433.65	1434.67	5930.0
2012-08-27 04:00:00	ES	Futures	1434.67	1436.7	1434.41	1435.94	6432.0
2012-08-27 04:30:00	ES	Futures	1436.19	1436.19	1435.68	1435.94	2531.0
2012-08-27 05:00:00	ES	Futures	1435.94	1435.94	1433.9	1434.67	5127.0
2012-08-27 05:30:00	ES	Futures	1434.67	1435.94	1434.67	1434.67	2826.0
2012-08-27 06:00:00	ES	Futures	1434.67	1437.72	1434.67	1437.21	9016.0
2012-08-27 06:30:00	ES	Futures	1437.21	1438.23	1436.96	1437.72	5072.0
2012-08-27 07:00:00	ES	Futures	1437.72	1437.97	1436.7	1437.72	5463.0
2012-08-27 07:30:00	ES	Futures	1437.72	1438.48	1437.21	1437.46	12647.0
2012-08-27 08:00:00	ES	Futures	1437.46	1440.26	1437.46	1438.99	24174.0
2012-08-27 08:30:00	ES	Futures	1438.99	1439.24	1436.96	1437.21	18717.0
2012-08-27 09:00:00	ES	Futures	1437.46	1437.97	1436.45	1436.96	13432.0
2012-08-27 09:30:00	ES	Futures	1436.7	1436.96	1432.12	1432.12	123796.0
2012-08-27 10:00:00	ES	Futures	1432.12	1433.9	1431.36	1433.4	79833.0
2012-08-27 10:30:00	ES	Futures	1433.14	1433.65	1431.62	1433.14	57559.0
2012-08-27 11:00:00	ES	Futures	1432.89	1437.97	1432.63	1437.97	118666.0
2012-08-27 11:30:00	ES	Futures	1437.97	1438.74	1436.45	1436.96	52921.0
2012-08-27 12:00:00	ES	Futures	1436.96	1437.97	1435.94	1436.45	24470.0
2012-08-27 12:30:00	ES	Futures	1436.19	1436.96	1435.94	1436.7	16602.0
2012-08-27 13:00:00	ES	Futures	1436.45	1437.72	1436.19	1437.21	16091.0
2012-08-27 13:30:00	ES	Futures	1437.46	1437.46	1434.92	1435.43	24091.0
2012-08-27 14:00:00	ES	Futures	1435.68	1435.94	1434.16	1435.94	18767.0
2012-08-27 14:30:00	ES	Futures	1435.94	1436.96	1435.43	1435.94	19385.0
2012-08-27 15:00:00	ES	Futures	1435.94	1436.19	1433.14	1433.9	38758.0
2012-08-27 15:30:00	ES	Futures	1434.16	1434.41	1431.11	1432.89	130029.0
2012-08-27 16:00:00	ES	Futures	1433.14	1433.14	1432.12	1432.12	47504.0
2012-08-27 16:30:00	ES	Futures	1432.38	1432.63	1431.62	1432.12	2950.0
2012-08-27 17:00:00	ES	Futures	1432.12	1432.89	1432.12	1432.63	778.0
2012-08-27 18:00:00	ES	Futures	1432.63	1432.89	1432.38	1432.89	913.0
2012-08-27 18:30:00	ES	Futures	1432.63	1432.89	1432.63	1432.63	170.0
2012-08-27 19:00:00	ES	Futures	1432.89	1432.89	1432.63	1432.89	147.0
2012-08-27 19:30:00	ES	Futures	1432.63	1433.65	1432.38	1433.14	1128.0
2012-08-27 20:00:00	ES	Futures	1433.14	1433.4	1432.38	1432.63	1296.0
2012-08-27 20:30:00	ES	Futures	1432.89	1432.89	1430.6	1430.6	3692.0
2012-08-27 21:00:00	ES	Futures	1430.85	1431.11	1430.09	1431.11	2863.0
2012-08-27 21:30:00	ES	Futures	1430.85	1431.36	1430.09	1430.6	2419.0
2012-08-27 22:00:00	ES	Futures	1430.6	1430.85	1428.82	1428.82	3978.0
2012-08-27 22:30:00	ES	Futures	1428.82	1429.33	1428.31	1428.56	2479.0
2012-08-27 23:00:00	ES	Futures	1428.56	1429.58	1428.56	1429.07	1656.0
2012-08-27 23:30:00	ES	Futures	1429.07	1429.33	1428.31	1429.07	1507.0
2012-08-27 00:00:00	NQ	Futures	3229.61	3231.06	3228.16	3228.45	295.0
2012-08-27 00:30:00	NQ	Futures	3228.74	3229.61	3228.74	3229.32	79.0
2012-08-27 01:00:00	NQ	Futures	3229.03	3229.03	3227.58	3227.58	192.0

> showing 50 of 2,454 rows — these rows as CSV

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