PREVIEW / futures_30min / 2012-08-31

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-31.parquet
  size:    64 KB
  rows:    2,167

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
2012-08-31 00:00:00	ES	Futures	1422.21	1422.72	1421.95	1422.46	1270.0
2012-08-31 00:30:00	ES	Futures	1422.46	1422.72	1421.19	1421.44	1707.0
2012-08-31 01:00:00	ES	Futures	1421.19	1421.7	1420.43	1420.94	2248.0
2012-08-31 01:30:00	ES	Futures	1421.19	1421.95	1420.94	1421.95	1417.0
2012-08-31 02:00:00	ES	Futures	1421.95	1421.95	1420.94	1421.44	3335.0
2012-08-31 02:30:00	ES	Futures	1421.44	1423.22	1421.19	1422.72	3332.0
2012-08-31 03:00:00	ES	Futures	1422.46	1423.99	1421.19	1422.97	9577.0
2012-08-31 03:30:00	ES	Futures	1423.22	1423.99	1422.97	1423.48	7544.0
2012-08-31 04:00:00	ES	Futures	1423.73	1425.51	1423.73	1425.0	15009.0
2012-08-31 04:30:00	ES	Futures	1425.26	1425.51	1424.24	1425.51	6006.0
2012-08-31 05:00:00	ES	Futures	1425.26	1425.77	1425.0	1425.26	5019.0
2012-08-31 05:30:00	ES	Futures	1425.51	1426.78	1425.51	1426.28	11058.0
2012-08-31 06:00:00	ES	Futures	1426.02	1427.55	1425.77	1427.29	10802.0
2012-08-31 06:30:00	ES	Futures	1427.29	1430.34	1427.04	1429.07	26052.0
2012-08-31 07:00:00	ES	Futures	1429.33	1430.34	1428.82	1429.33	15708.0
2012-08-31 07:30:00	ES	Futures	1429.33	1430.6	1429.33	1429.84	11333.0
2012-08-31 08:00:00	ES	Futures	1429.84	1431.62	1429.07	1431.11	23971.0
2012-08-31 08:30:00	ES	Futures	1431.11	1436.45	1430.85	1433.14	56327.0
2012-08-31 09:00:00	ES	Futures	1433.4	1433.65	1429.84	1430.6	37027.0
2012-08-31 09:30:00	ES	Futures	1430.6	1433.65	1429.84	1430.09	124755.0
2012-08-31 10:00:00	ES	Futures	1429.84	1432.12	1420.94	1429.33	464304.0
2012-08-31 10:30:00	ES	Futures	1429.07	1434.41	1427.8	1433.65	215900.0
2012-08-31 11:00:00	ES	Futures	1433.65	1435.94	1432.89	1432.89	141994.0
2012-08-31 11:30:00	ES	Futures	1432.89	1433.9	1432.12	1432.12	66368.0
2012-08-31 12:00:00	ES	Futures	1432.38	1432.89	1426.02	1427.29	126548.0
2012-08-31 12:30:00	ES	Futures	1427.29	1428.82	1425.77	1428.31	49999.0
2012-08-31 13:00:00	ES	Futures	1428.31	1429.07	1424.5	1425.26	70748.0
2012-08-31 13:30:00	ES	Futures	1425.51	1429.07	1425.26	1427.8	33239.0
2012-08-31 14:00:00	ES	Futures	1428.06	1431.87	1427.55	1431.36	62875.0
2012-08-31 14:30:00	ES	Futures	1431.62	1432.12	1429.84	1430.6	38149.0
2012-08-31 15:00:00	ES	Futures	1430.6	1430.6	1426.78	1428.06	62555.0
2012-08-31 15:30:00	ES	Futures	1428.06	1432.38	1426.78	1429.07	185049.0
2012-08-31 16:00:00	ES	Futures	1429.07	1430.6	1427.04	1428.82	123385.0
2012-08-31 00:00:00	NQ	Futures	3197.43	3197.72	3197.14	3197.43	139.0
2012-08-31 00:30:00	NQ	Futures	3197.72	3198.01	3195.11	3195.11	336.0
2012-08-31 01:00:00	NQ	Futures	3195.4	3195.69	3193.08	3194.24	220.0
2012-08-31 01:30:00	NQ	Futures	3194.53	3195.98	3194.24	3195.98	89.0
2012-08-31 02:00:00	NQ	Futures	3195.69	3196.27	3193.95	3195.4	214.0
2012-08-31 02:30:00	NQ	Futures	3195.11	3198.59	3195.11	3197.43	315.0
2012-08-31 03:00:00	NQ	Futures	3197.14	3199.75	3194.24	3198.01	1217.0
2012-08-31 03:30:00	NQ	Futures	3198.3	3200.04	3198.01	3199.46	953.0
2012-08-31 04:00:00	NQ	Futures	3199.46	3203.52	3199.46	3202.94	2046.0
2012-08-31 04:30:00	NQ	Futures	3203.23	3204.1	3201.2	3204.1	1212.0
2012-08-31 05:00:00	NQ	Futures	3204.39	3205.55	3203.81	3204.97	1402.0
2012-08-31 05:30:00	NQ	Futures	3205.26	3208.16	3205.26	3207.0	1787.0
2012-08-31 06:00:00	NQ	Futures	3206.71	3210.19	3206.13	3209.9	2266.0
2012-08-31 06:30:00	NQ	Futures	3210.19	3217.72	3210.19	3216.27	4856.0
2012-08-31 07:00:00	NQ	Futures	3216.27	3217.72	3214.82	3215.4	2632.0
2012-08-31 07:30:00	NQ	Futures	3215.4	3217.43	3213.37	3214.82	3020.0
2012-08-31 08:00:00	NQ	Futures	3214.82	3218.88	3214.24	3217.72	3138.0

> showing 50 of 2,167 rows — these rows as CSV

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