PREVIEW / futures_30min / 2012-08-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-30.parquet
  size:    69 KB
  rows:    2,637

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
2012-08-30 00:00:00	ES	Futures	1426.02	1426.53	1425.51	1426.28	1819.0
2012-08-30 00:30:00	ES	Futures	1426.28	1426.78	1425.77	1425.77	1578.0
2012-08-30 01:00:00	ES	Futures	1425.77	1427.29	1425.77	1427.04	2653.0
2012-08-30 01:30:00	ES	Futures	1427.04	1428.56	1426.78	1428.06	3407.0
2012-08-30 02:00:00	ES	Futures	1428.06	1428.31	1426.53	1427.29	4828.0
2012-08-30 02:30:00	ES	Futures	1427.29	1427.8	1426.53	1427.04	2495.0
2012-08-30 03:00:00	ES	Futures	1427.29	1428.06	1426.53	1428.06	11126.0
2012-08-30 03:30:00	ES	Futures	1427.8	1428.82	1427.8	1428.56	7776.0
2012-08-30 04:00:00	ES	Futures	1428.31	1428.56	1427.04	1427.55	6087.0
2012-08-30 04:30:00	ES	Futures	1427.55	1427.8	1426.53	1427.04	4331.0
2012-08-30 05:00:00	ES	Futures	1427.04	1428.31	1427.04	1427.8	7312.0
2012-08-30 05:30:00	ES	Futures	1427.8	1427.8	1427.04	1427.55	3932.0
2012-08-30 06:00:00	ES	Futures	1427.55	1428.06	1425.0	1425.77	8989.0
2012-08-30 06:30:00	ES	Futures	1425.77	1426.28	1425.26	1425.77	5724.0
2012-08-30 07:00:00	ES	Futures	1425.77	1426.78	1425.0	1426.02	9479.0
2012-08-30 07:30:00	ES	Futures	1426.28	1426.53	1425.51	1426.02	8223.0
2012-08-30 08:00:00	ES	Futures	1426.02	1427.8	1425.51	1427.8	11395.0
2012-08-30 08:30:00	ES	Futures	1427.8	1427.8	1425.26	1425.51	18657.0
2012-08-30 09:00:00	ES	Futures	1425.51	1426.78	1425.26	1426.53	20800.0
2012-08-30 09:30:00	ES	Futures	1426.28	1426.78	1423.73	1424.5	139111.0
2012-08-30 10:00:00	ES	Futures	1424.75	1425.77	1420.94	1421.95	145581.0
2012-08-30 10:30:00	ES	Futures	1421.7	1422.46	1419.16	1420.94	130245.0
2012-08-30 11:00:00	ES	Futures	1421.19	1423.73	1420.68	1423.73	114873.0
2012-08-30 11:30:00	ES	Futures	1423.73	1423.99	1421.95	1422.21	57205.0
2012-08-30 12:00:00	ES	Futures	1422.21	1422.46	1420.94	1421.19	26286.0
2012-08-30 12:30:00	ES	Futures	1421.44	1423.22	1421.19	1423.22	36406.0
2012-08-30 13:00:00	ES	Futures	1423.22	1423.22	1420.94	1421.95	32992.0
2012-08-30 13:30:00	ES	Futures	1421.95	1422.97	1421.7	1422.97	24763.0
2012-08-30 14:00:00	ES	Futures	1422.97	1424.5	1422.46	1423.22	34415.0
2012-08-30 14:30:00	ES	Futures	1422.97	1424.75	1422.46	1424.24	32680.0
2012-08-30 15:00:00	ES	Futures	1424.5	1425.26	1423.99	1424.75	34044.0
2012-08-30 15:30:00	ES	Futures	1425.0	1426.53	1421.7	1422.21	148596.0
2012-08-30 16:00:00	ES	Futures	1422.46	1422.46	1420.17	1420.68	71504.0
2012-08-30 16:30:00	ES	Futures	1420.94	1421.19	1419.66	1420.17	7343.0
2012-08-30 17:00:00	ES	Futures	1420.43	1420.94	1420.17	1420.17	1163.0
2012-08-30 18:00:00	ES	Futures	1420.68	1420.94	1420.17	1420.17	1801.0
2012-08-30 18:30:00	ES	Futures	1420.43	1420.43	1419.41	1419.92	1237.0
2012-08-30 19:00:00	ES	Futures	1419.92	1420.43	1419.66	1419.92	717.0
2012-08-30 19:30:00	ES	Futures	1419.92	1420.43	1419.41	1420.17	1294.0
2012-08-30 20:00:00	ES	Futures	1420.17	1422.46	1419.92	1421.95	4124.0
2012-08-30 20:30:00	ES	Futures	1421.95	1422.46	1421.44	1422.21	3342.0
2012-08-30 21:00:00	ES	Futures	1422.21	1422.46	1421.44	1422.21	2131.0
2012-08-30 21:30:00	ES	Futures	1422.46	1422.72	1421.7	1421.95	1615.0
2012-08-30 22:00:00	ES	Futures	1421.95	1422.21	1420.94	1421.95	2487.0
2012-08-30 22:30:00	ES	Futures	1421.7	1421.95	1420.94	1421.44	1000.0
2012-08-30 23:00:00	ES	Futures	1421.44	1422.46	1420.68	1422.21	1949.0
2012-08-30 23:30:00	ES	Futures	1422.21	1422.46	1421.95	1421.95	754.0
2012-08-30 00:00:00	NQ	Futures	3215.4	3216.56	3214.24	3215.69	268.0
2012-08-30 00:30:00	NQ	Futures	3215.98	3216.56	3215.4	3215.4	56.0
2012-08-30 01:00:00	NQ	Futures	3214.82	3217.72	3214.24	3217.14	131.0

> showing 50 of 2,637 rows — these rows as CSV

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