PREVIEW / futures_30min / 2012-09-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-04.parquet
  size:    70 KB
  rows:    2,651

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
2012-09-04 00:00:00	ES	Futures	1431.11	1431.62	1430.09	1430.34	986.0
2012-09-04 00:30:00	ES	Futures	1430.34	1431.87	1430.34	1431.11	2054.0
2012-09-04 01:00:00	ES	Futures	1431.11	1431.62	1430.85	1431.62	1233.0
2012-09-04 01:30:00	ES	Futures	1431.62	1432.12	1430.85	1431.11	3081.0
2012-09-04 02:00:00	ES	Futures	1431.11	1432.63	1431.11	1431.87	3921.0
2012-09-04 02:30:00	ES	Futures	1432.12	1433.14	1431.62	1432.63	3252.0
2012-09-04 03:00:00	ES	Futures	1432.63	1432.63	1430.34	1431.62	13262.0
2012-09-04 03:30:00	ES	Futures	1431.62	1432.38	1431.11	1431.62	6074.0
2012-09-04 04:00:00	ES	Futures	1431.62	1432.63	1430.6	1430.85	7980.0
2012-09-04 04:30:00	ES	Futures	1431.11	1431.36	1429.84	1430.09	8891.0
2012-09-04 05:00:00	ES	Futures	1430.09	1430.6	1429.58	1430.34	7094.0
2012-09-04 05:30:00	ES	Futures	1430.09	1431.36	1429.84	1431.11	5088.0
2012-09-04 06:00:00	ES	Futures	1431.36	1431.36	1429.84	1430.09	8517.0
2012-09-04 06:30:00	ES	Futures	1430.09	1430.34	1426.53	1427.04	16516.0
2012-09-04 07:00:00	ES	Futures	1427.29	1428.56	1426.78	1428.06	12513.0
2012-09-04 07:30:00	ES	Futures	1427.8	1429.84	1427.55	1429.33	9347.0
2012-09-04 08:00:00	ES	Futures	1429.33	1429.84	1427.8	1428.06	12059.0
2012-09-04 08:30:00	ES	Futures	1427.8	1429.07	1427.55	1427.8	10810.0
2012-09-04 09:00:00	ES	Futures	1427.8	1429.33	1426.78	1427.8	24361.0
2012-09-04 09:30:00	ES	Futures	1427.8	1429.33	1425.77	1427.29	126422.0
2012-09-04 10:00:00	ES	Futures	1427.04	1427.8	1421.19	1421.44	206975.0
2012-09-04 10:30:00	ES	Futures	1421.44	1422.72	1418.39	1419.66	196518.0
2012-09-04 11:00:00	ES	Futures	1419.66	1421.95	1418.9	1421.44	95205.0
2012-09-04 11:30:00	ES	Futures	1421.44	1422.46	1420.43	1421.44	52901.0
2012-09-04 12:00:00	ES	Futures	1421.7	1421.95	1420.17	1420.68	31639.0
2012-09-04 12:30:00	ES	Futures	1420.68	1422.46	1420.43	1422.21	32341.0
2012-09-04 13:00:00	ES	Futures	1422.21	1423.48	1421.95	1423.22	34332.0
2012-09-04 13:30:00	ES	Futures	1423.48	1423.73	1421.7	1422.72	26588.0
2012-09-04 14:00:00	ES	Futures	1422.72	1427.04	1421.95	1427.04	74058.0
2012-09-04 14:30:00	ES	Futures	1427.04	1432.38	1426.78	1429.84	152904.0
2012-09-04 15:00:00	ES	Futures	1430.09	1431.36	1429.33	1431.11	62715.0
2012-09-04 15:30:00	ES	Futures	1431.11	1431.36	1426.78	1427.04	131886.0
2012-09-04 16:00:00	ES	Futures	1426.78	1430.6	1426.02	1430.09	89009.0
2012-09-04 16:30:00	ES	Futures	1430.34	1430.6	1427.8	1428.06	9542.0
2012-09-04 17:00:00	ES	Futures	1428.06	1430.09	1427.8	1428.06	6356.0
2012-09-04 18:00:00	ES	Futures	1428.06	1429.58	1427.55	1429.07	4029.0
2012-09-04 18:30:00	ES	Futures	1429.33	1429.33	1428.56	1428.56	1039.0
2012-09-04 19:00:00	ES	Futures	1428.56	1428.82	1427.8	1428.06	1612.0
2012-09-04 19:30:00	ES	Futures	1428.31	1428.56	1427.29	1427.55	1840.0
2012-09-04 20:00:00	ES	Futures	1427.55	1427.55	1426.53	1427.04	3500.0
2012-09-04 20:30:00	ES	Futures	1426.78	1428.31	1426.78	1428.06	2479.0
2012-09-04 21:00:00	ES	Futures	1428.31	1428.56	1427.29	1427.8	2845.0
2012-09-04 21:30:00	ES	Futures	1427.55	1428.06	1426.78	1427.29	3044.0
2012-09-04 22:00:00	ES	Futures	1427.55	1428.06	1426.28	1426.53	2851.0
2012-09-04 22:30:00	ES	Futures	1426.53	1428.06	1426.28	1428.06	1342.0
2012-09-04 23:00:00	ES	Futures	1427.8	1428.06	1426.78	1427.8	1445.0
2012-09-04 23:30:00	ES	Futures	1427.8	1427.8	1426.53	1426.78	1711.0
2012-09-04 00:00:00	NQ	Futures	3222.65	3223.23	3220.33	3221.2	159.0
2012-09-04 00:30:00	NQ	Futures	3220.91	3223.52	3220.91	3222.65	155.0
2012-09-04 01:00:00	NQ	Futures	3223.23	3223.81	3221.78	3223.23	132.0

> showing 50 of 2,651 rows — these rows as CSV

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