PREVIEW / futures_30min / 2012-09-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-06.parquet
  size:    73 KB
  rows:    2,669

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
2012-09-06 00:00:00	ES	Futures	1431.11	1431.36	1430.34	1430.6	594.0
2012-09-06 00:30:00	ES	Futures	1430.34	1430.85	1430.09	1430.6	448.0
2012-09-06 01:00:00	ES	Futures	1430.85	1431.36	1430.34	1431.36	884.0
2012-09-06 01:30:00	ES	Futures	1431.36	1431.87	1431.11	1431.36	1658.0
2012-09-06 02:00:00	ES	Futures	1431.62	1431.87	1430.85	1431.62	2921.0
2012-09-06 02:30:00	ES	Futures	1431.36	1432.12	1431.11	1432.12	2302.0
2012-09-06 03:00:00	ES	Futures	1432.12	1432.89	1430.6	1432.12	18481.0
2012-09-06 03:30:00	ES	Futures	1432.12	1435.68	1432.12	1435.43	26363.0
2012-09-06 04:00:00	ES	Futures	1435.43	1437.21	1435.18	1436.96	22518.0
2012-09-06 04:30:00	ES	Futures	1436.96	1437.21	1436.19	1436.96	12011.0
2012-09-06 05:00:00	ES	Futures	1436.7	1437.46	1436.19	1436.45	8263.0
2012-09-06 05:30:00	ES	Futures	1436.19	1436.45	1434.92	1435.43	9125.0
2012-09-06 06:00:00	ES	Futures	1435.43	1436.19	1435.18	1435.94	6417.0
2012-09-06 06:30:00	ES	Futures	1435.68	1436.96	1435.18	1435.68	8728.0
2012-09-06 07:00:00	ES	Futures	1435.68	1436.19	1434.67	1434.92	10153.0
2012-09-06 07:30:00	ES	Futures	1434.67	1435.68	1431.87	1435.43	29963.0
2012-09-06 08:00:00	ES	Futures	1435.43	1436.96	1434.16	1436.45	36104.0
2012-09-06 08:30:00	ES	Futures	1436.45	1438.23	1431.36	1433.9	141911.0
2012-09-06 09:00:00	ES	Futures	1433.9	1436.7	1433.65	1435.18	61671.0
2012-09-06 09:30:00	ES	Futures	1435.18	1443.57	1434.92	1443.06	278933.0
2012-09-06 10:00:00	ES	Futures	1443.06	1448.4	1443.06	1447.89	205314.0
2012-09-06 10:30:00	ES	Futures	1447.64	1453.48	1447.64	1452.72	219435.0
2012-09-06 11:00:00	ES	Futures	1452.72	1453.48	1450.69	1451.96	136881.0
2012-09-06 11:30:00	ES	Futures	1451.96	1454.76	1451.7	1453.74	105345.0
2012-09-06 12:00:00	ES	Futures	1453.74	1455.26	1452.98	1453.74	75029.0
2012-09-06 12:30:00	ES	Futures	1453.99	1455.26	1453.74	1454.25	42680.0
2012-09-06 13:00:00	ES	Futures	1454.25	1454.5	1453.23	1453.74	37540.0
2012-09-06 13:30:00	ES	Futures	1453.74	1455.01	1453.23	1454.5	42924.0
2012-09-06 14:00:00	ES	Futures	1454.25	1454.76	1452.72	1453.99	51256.0
2012-09-06 14:30:00	ES	Futures	1453.99	1455.26	1453.23	1453.99	46693.0
2012-09-06 15:00:00	ES	Futures	1453.99	1453.99	1451.96	1452.98	62270.0
2012-09-06 15:30:00	ES	Futures	1452.72	1455.77	1452.72	1455.52	162156.0
2012-09-06 16:00:00	ES	Futures	1455.52	1456.79	1454.76	1455.26	96687.0
2012-09-06 16:30:00	ES	Futures	1455.52	1457.04	1455.52	1456.79	9817.0
2012-09-06 17:00:00	ES	Futures	1456.79	1457.55	1456.79	1457.04	2624.0
2012-09-06 18:00:00	ES	Futures	1456.54	1456.54	1455.77	1456.03	2394.0
2012-09-06 18:30:00	ES	Futures	1456.03	1456.54	1455.26	1455.52	2998.0
2012-09-06 19:00:00	ES	Futures	1455.52	1456.28	1455.26	1456.03	807.0
2012-09-06 19:30:00	ES	Futures	1455.77	1456.28	1455.52	1456.28	2081.0
2012-09-06 20:00:00	ES	Futures	1456.28	1456.54	1455.52	1455.77	3528.0
2012-09-06 20:30:00	ES	Futures	1455.52	1456.54	1455.26	1456.28	1530.0
2012-09-06 21:00:00	ES	Futures	1456.28	1456.54	1455.52	1455.77	2339.0
2012-09-06 21:30:00	ES	Futures	1455.77	1456.03	1455.01	1456.03	2836.0
2012-09-06 22:00:00	ES	Futures	1456.03	1457.04	1455.77	1456.54	1656.0
2012-09-06 22:30:00	ES	Futures	1456.79	1457.04	1455.77	1456.28	2012.0
2012-09-06 23:00:00	ES	Futures	1456.28	1456.79	1455.52	1456.54	2842.0
2012-09-06 23:30:00	ES	Futures	1456.79	1457.3	1456.03	1456.28	2126.0
2012-09-06 00:00:00	NQ	Futures	3215.4	3215.98	3214.53	3214.82	108.0
2012-09-06 00:30:00	NQ	Futures	3214.53	3215.11	3214.24	3215.11	73.0
2012-09-06 01:00:00	NQ	Futures	3215.4	3216.27	3214.24	3216.27	70.0

> showing 50 of 2,669 rows — these rows as CSV

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