PREVIEW / futures_30min / 2012-09-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-05.parquet
  size:    72 KB
  rows:    2,662

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
2012-09-05 00:00:00	ES	Futures	1427.04	1427.04	1425.51	1425.51	2687.0
2012-09-05 00:30:00	ES	Futures	1425.51	1425.77	1424.75	1425.51	2553.0
2012-09-05 01:00:00	ES	Futures	1425.51	1425.77	1424.24	1424.75	2692.0
2012-09-05 01:30:00	ES	Futures	1424.75	1425.51	1424.24	1425.0	2024.0
2012-09-05 02:00:00	ES	Futures	1425.0	1425.26	1423.99	1424.24	3117.0
2012-09-05 02:30:00	ES	Futures	1424.5	1426.02	1424.24	1424.5	5767.0
2012-09-05 03:00:00	ES	Futures	1424.75	1426.28	1424.24	1425.0	11829.0
2012-09-05 03:30:00	ES	Futures	1424.75	1425.0	1422.97	1423.73	10388.0
2012-09-05 04:00:00	ES	Futures	1423.48	1423.48	1421.19	1421.44	16300.0
2012-09-05 04:30:00	ES	Futures	1421.44	1422.46	1421.44	1422.21	9355.0
2012-09-05 05:00:00	ES	Futures	1422.46	1424.75	1422.21	1424.24	11545.0
2012-09-05 05:30:00	ES	Futures	1424.5	1428.06	1424.24	1428.06	21056.0
2012-09-05 06:00:00	ES	Futures	1428.06	1428.31	1426.78	1427.29	10319.0
2012-09-05 06:30:00	ES	Futures	1427.55	1427.55	1426.78	1427.55	5417.0
2012-09-05 07:00:00	ES	Futures	1427.55	1427.8	1424.5	1426.02	21239.0
2012-09-05 07:30:00	ES	Futures	1425.77	1427.04	1424.75	1425.0	16793.0
2012-09-05 08:00:00	ES	Futures	1425.0	1430.34	1424.24	1426.28	82586.0
2012-09-05 08:30:00	ES	Futures	1426.02	1430.34	1426.02	1429.58	43808.0
2012-09-05 09:00:00	ES	Futures	1429.33	1430.6	1427.55	1428.31	29437.0
2012-09-05 09:30:00	ES	Futures	1428.31	1429.58	1423.73	1426.78	163445.0
2012-09-05 10:00:00	ES	Futures	1426.78	1431.11	1425.77	1430.85	215842.0
2012-09-05 10:30:00	ES	Futures	1430.85	1432.38	1426.28	1426.53	152294.0
2012-09-05 11:00:00	ES	Futures	1426.28	1429.58	1425.26	1429.33	86055.0
2012-09-05 11:30:00	ES	Futures	1429.33	1430.85	1428.31	1429.07	58097.0
2012-09-05 12:00:00	ES	Futures	1429.07	1430.09	1428.56	1429.58	22939.0
2012-09-05 12:30:00	ES	Futures	1429.58	1430.09	1428.82	1429.33	22343.0
2012-09-05 13:00:00	ES	Futures	1429.33	1429.58	1428.31	1428.56	22905.0
2012-09-05 13:30:00	ES	Futures	1428.31	1428.56	1423.99	1425.77	80742.0
2012-09-05 14:00:00	ES	Futures	1425.77	1426.78	1424.75	1426.53	33606.0
2012-09-05 14:30:00	ES	Futures	1426.28	1428.06	1426.02	1427.04	35585.0
2012-09-05 15:00:00	ES	Futures	1427.29	1427.55	1425.26	1426.53	46278.0
2012-09-05 15:30:00	ES	Futures	1426.78	1428.06	1425.26	1426.53	84228.0
2012-09-05 16:00:00	ES	Futures	1426.28	1428.06	1426.02	1427.8	45342.0
2012-09-05 16:30:00	ES	Futures	1427.55	1429.58	1427.55	1429.07	8013.0
2012-09-05 17:00:00	ES	Futures	1429.07	1429.33	1428.06	1428.31	1003.0
2012-09-05 18:00:00	ES	Futures	1428.56	1428.82	1428.06	1428.31	1218.0
2012-09-05 18:30:00	ES	Futures	1428.31	1429.33	1427.8	1428.06	2191.0
2012-09-05 19:00:00	ES	Futures	1427.8	1428.06	1427.29	1427.8	1461.0
2012-09-05 19:30:00	ES	Futures	1427.8	1428.56	1427.55	1428.31	559.0
2012-09-05 20:00:00	ES	Futures	1428.56	1429.07	1427.29	1428.56	3398.0
2012-09-05 20:30:00	ES	Futures	1428.56	1429.84	1428.56	1429.58	3029.0
2012-09-05 21:00:00	ES	Futures	1429.84	1430.6	1429.33	1429.58	3913.0
2012-09-05 21:30:00	ES	Futures	1429.84	1431.87	1428.82	1431.36	6450.0
2012-09-05 22:00:00	ES	Futures	1431.62	1433.14	1431.36	1431.87	6054.0
2012-09-05 22:30:00	ES	Futures	1432.12	1432.12	1431.36	1431.62	1267.0
2012-09-05 23:00:00	ES	Futures	1431.62	1431.62	1430.09	1430.34	1397.0
2012-09-05 23:30:00	ES	Futures	1430.6	1431.36	1430.6	1431.11	894.0
2012-09-05 00:00:00	NQ	Futures	3212.51	3212.51	3209.9	3209.9	171.0
2012-09-05 00:30:00	NQ	Futures	3209.61	3209.9	3207.58	3208.74	292.0
2012-09-05 01:00:00	NQ	Futures	3208.74	3209.03	3206.13	3207.29	201.0

> showing 50 of 2,662 rows — these rows as CSV

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