PREVIEW / futures_30min / 2012-09-07

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-07.parquet
  size:    65 KB
  rows:    2,197

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
2012-09-07 00:00:00	ES	Futures	1456.54	1457.04	1455.77	1456.54	2153.0
2012-09-07 00:30:00	ES	Futures	1456.54	1456.79	1456.28	1456.54	1566.0
2012-09-07 01:00:00	ES	Futures	1456.54	1456.79	1456.03	1456.79	2596.0
2012-09-07 01:30:00	ES	Futures	1456.79	1456.79	1455.77	1456.28	1874.0
2012-09-07 02:00:00	ES	Futures	1456.54	1458.57	1456.28	1458.06	8643.0
2012-09-07 02:30:00	ES	Futures	1458.06	1458.32	1457.04	1457.3	3826.0
2012-09-07 03:00:00	ES	Futures	1457.3	1460.1	1456.79	1459.84	24488.0
2012-09-07 03:30:00	ES	Futures	1459.59	1461.37	1459.33	1459.33	28997.0
2012-09-07 04:00:00	ES	Futures	1459.08	1460.1	1458.82	1459.84	13578.0
2012-09-07 04:30:00	ES	Futures	1459.84	1460.6	1459.33	1459.59	13128.0
2012-09-07 05:00:00	ES	Futures	1459.59	1460.35	1458.82	1460.35	9972.0
2012-09-07 05:30:00	ES	Futures	1460.35	1460.86	1459.84	1460.6	7639.0
2012-09-07 06:00:00	ES	Futures	1460.6	1461.62	1460.35	1460.6	12094.0
2012-09-07 06:30:00	ES	Futures	1460.86	1461.37	1460.35	1460.6	9254.0
2012-09-07 07:00:00	ES	Futures	1460.35	1460.86	1459.84	1460.86	17061.0
2012-09-07 07:30:00	ES	Futures	1460.6	1462.13	1460.6	1461.62	24329.0
2012-09-07 08:00:00	ES	Futures	1461.62	1461.88	1459.59	1461.11	45380.0
2012-09-07 08:30:00	ES	Futures	1461.62	1462.38	1455.77	1458.32	157236.0
2012-09-07 09:00:00	ES	Futures	1458.32	1459.59	1457.81	1458.32	49505.0
2012-09-07 09:30:00	ES	Futures	1458.06	1461.37	1456.79	1458.82	222438.0
2012-09-07 10:00:00	ES	Futures	1458.57	1460.86	1457.3	1459.59	103238.0
2012-09-07 10:30:00	ES	Futures	1459.59	1461.11	1458.06	1459.84	102291.0
2012-09-07 11:00:00	ES	Futures	1459.84	1460.1	1458.06	1459.84	86427.0
2012-09-07 11:30:00	ES	Futures	1459.84	1460.6	1458.57	1459.59	51568.0
2012-09-07 12:00:00	ES	Futures	1459.84	1460.35	1458.82	1459.08	34924.0
2012-09-07 12:30:00	ES	Futures	1459.08	1460.86	1458.82	1460.6	29920.0
2012-09-07 13:00:00	ES	Futures	1460.6	1460.86	1459.33	1460.35	45402.0
2012-09-07 13:30:00	ES	Futures	1460.6	1460.6	1459.08	1459.08	25621.0
2012-09-07 14:00:00	ES	Futures	1459.33	1460.6	1459.08	1460.1	36616.0
2012-09-07 14:30:00	ES	Futures	1460.35	1461.37	1460.1	1460.35	26947.0
2012-09-07 15:00:00	ES	Futures	1460.1	1460.6	1459.08	1459.84	41259.0
2012-09-07 15:30:00	ES	Futures	1459.84	1461.62	1459.33	1461.62	91381.0
2012-09-07 16:00:00	ES	Futures	1461.37	1463.4	1461.37	1462.89	80686.0
2012-09-07 00:00:00	NQ	Futures	3278.02	3278.02	3276.86	3277.73	219.0
2012-09-07 00:30:00	NQ	Futures	3277.44	3278.89	3277.44	3278.6	130.0
2012-09-07 01:00:00	NQ	Futures	3278.31	3279.18	3277.44	3278.6	150.0
2012-09-07 01:30:00	NQ	Futures	3278.6	3278.89	3277.15	3277.73	135.0
2012-09-07 02:00:00	NQ	Futures	3278.02	3283.53	3277.73	3282.37	880.0
2012-09-07 02:30:00	NQ	Futures	3282.08	3282.37	3279.76	3280.34	310.0
2012-09-07 03:00:00	NQ	Futures	3280.34	3286.14	3280.05	3285.85	2282.0
2012-09-07 03:30:00	NQ	Futures	3285.85	3288.45	3283.82	3283.82	2369.0
2012-09-07 04:00:00	NQ	Futures	3283.53	3284.98	3282.95	3284.4	1271.0
2012-09-07 04:30:00	NQ	Futures	3284.69	3285.85	3283.53	3284.11	1470.0
2012-09-07 05:00:00	NQ	Futures	3283.82	3285.56	3282.66	3284.69	921.0
2012-09-07 05:30:00	NQ	Futures	3284.98	3286.72	3284.69	3285.56	572.0
2012-09-07 06:00:00	NQ	Futures	3285.85	3288.74	3285.56	3287.88	1181.0
2012-09-07 06:30:00	NQ	Futures	3287.59	3288.45	3285.56	3285.56	818.0
2012-09-07 07:00:00	NQ	Futures	3285.56	3286.43	3284.69	3285.85	1185.0
2012-09-07 07:30:00	NQ	Futures	3285.85	3288.17	3285.85	3286.43	2241.0
2012-09-07 08:00:00	NQ	Futures	3286.14	3286.43	3274.83	3282.08	7152.0

> showing 50 of 2,197 rows — these rows as CSV

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