PREVIEW / futures_30min / 2012-08-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-29.parquet
  size:    70 KB
  rows:    2,674

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
2012-08-29 00:00:00	ES	Futures	1433.14	1433.14	1432.63	1432.89	472.0
2012-08-29 00:30:00	ES	Futures	1433.14	1433.65	1432.89	1433.4	356.0
2012-08-29 01:00:00	ES	Futures	1433.65	1433.65	1433.14	1433.14	723.0
2012-08-29 01:30:00	ES	Futures	1433.4	1433.65	1432.89	1432.89	812.0
2012-08-29 02:00:00	ES	Futures	1433.14	1433.9	1432.63	1433.65	1925.0
2012-08-29 02:30:00	ES	Futures	1433.9	1434.16	1433.14	1433.65	1090.0
2012-08-29 03:00:00	ES	Futures	1433.65	1433.65	1430.85	1431.62	10566.0
2012-08-29 03:30:00	ES	Futures	1431.36	1432.12	1429.58	1430.34	12673.0
2012-08-29 04:00:00	ES	Futures	1430.34	1431.36	1429.84	1431.36	6701.0
2012-08-29 04:30:00	ES	Futures	1431.11	1431.62	1429.33	1429.84	8999.0
2012-08-29 05:00:00	ES	Futures	1429.84	1431.11	1429.33	1430.85	8651.0
2012-08-29 05:30:00	ES	Futures	1430.85	1431.36	1429.84	1430.09	4234.0
2012-08-29 06:00:00	ES	Futures	1430.09	1431.87	1430.09	1431.36	6503.0
2012-08-29 06:30:00	ES	Futures	1431.62	1431.62	1430.85	1431.62	2921.0
2012-08-29 07:00:00	ES	Futures	1431.62	1432.38	1430.85	1431.36	6055.0
2012-08-29 07:30:00	ES	Futures	1431.36	1431.62	1430.34	1431.11	10104.0
2012-08-29 08:00:00	ES	Futures	1431.11	1433.14	1430.85	1432.63	12635.0
2012-08-29 08:30:00	ES	Futures	1432.63	1434.92	1431.87	1434.16	33132.0
2012-08-29 09:00:00	ES	Futures	1434.16	1434.41	1432.89	1432.89	14683.0
2012-08-29 09:30:00	ES	Futures	1432.89	1434.67	1431.11	1431.36	106800.0
2012-08-29 10:00:00	ES	Futures	1431.62	1434.16	1430.85	1433.14	88008.0
2012-08-29 10:30:00	ES	Futures	1433.4	1433.65	1428.82	1429.58	83062.0
2012-08-29 11:00:00	ES	Futures	1429.84	1430.85	1429.33	1430.6	72975.0
2012-08-29 11:30:00	ES	Futures	1430.6	1433.65	1430.34	1432.89	85974.0
2012-08-29 12:00:00	ES	Futures	1432.89	1433.4	1432.12	1433.14	16773.0
2012-08-29 12:30:00	ES	Futures	1433.14	1434.16	1432.38	1433.65	21589.0
2012-08-29 13:00:00	ES	Futures	1433.4	1435.68	1433.4	1435.18	39028.0
2012-08-29 13:30:00	ES	Futures	1435.18	1436.7	1434.67	1435.94	50021.0
2012-08-29 14:00:00	ES	Futures	1435.68	1436.19	1434.67	1435.94	25120.0
2012-08-29 14:30:00	ES	Futures	1435.94	1435.94	1433.9	1434.16	30241.0
2012-08-29 15:00:00	ES	Futures	1434.16	1435.18	1433.14	1434.92	25365.0
2012-08-29 15:30:00	ES	Futures	1434.67	1435.18	1432.38	1432.63	88295.0
2012-08-29 16:00:00	ES	Futures	1432.63	1433.4	1431.11	1431.62	61823.0
2012-08-29 16:30:00	ES	Futures	1431.11	1431.36	1430.34	1431.11	6321.0
2012-08-29 17:00:00	ES	Futures	1431.11	1431.62	1430.85	1431.36	1731.0
2012-08-29 18:00:00	ES	Futures	1431.11	1431.87	1431.11	1431.62	2253.0
2012-08-29 18:30:00	ES	Futures	1431.36	1431.62	1430.6	1430.85	781.0
2012-08-29 19:00:00	ES	Futures	1430.85	1431.11	1430.34	1431.11	717.0
2012-08-29 19:30:00	ES	Futures	1431.11	1431.11	1430.6	1430.85	531.0
2012-08-29 20:00:00	ES	Futures	1430.85	1431.11	1429.07	1429.07	3116.0
2012-08-29 20:30:00	ES	Futures	1429.33	1429.58	1427.29	1427.29	5868.0
2012-08-29 21:00:00	ES	Futures	1427.29	1428.56	1427.29	1428.06	2950.0
2012-08-29 21:30:00	ES	Futures	1428.06	1428.06	1426.53	1427.04	4084.0
2012-08-29 22:00:00	ES	Futures	1427.04	1427.55	1426.28	1427.29	3780.0
2012-08-29 22:30:00	ES	Futures	1427.04	1427.29	1426.53	1426.53	2081.0
2012-08-29 23:00:00	ES	Futures	1426.53	1426.78	1425.77	1426.02	2374.0
2012-08-29 23:30:00	ES	Futures	1426.02	1426.28	1425.26	1425.77	2347.0
2012-08-29 00:00:00	NQ	Futures	3228.16	3228.74	3227.87	3228.74	85.0
2012-08-29 00:30:00	NQ	Futures	3229.03	3231.35	3228.45	3230.48	351.0
2012-08-29 01:00:00	NQ	Futures	3230.77	3231.64	3230.19	3230.77	78.0

> showing 50 of 2,674 rows — these rows as CSV

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