PREVIEW / futures_30min / 2012-09-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-10.parquet
  size:    63 KB
  rows:    2,356

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
2012-09-10 00:00:00	ES	Futures	1457.81	1458.32	1457.55	1458.32	1328.0
2012-09-10 00:30:00	ES	Futures	1458.06	1458.32	1457.55	1457.81	745.0
2012-09-10 01:00:00	ES	Futures	1457.81	1458.57	1457.55	1458.32	1124.0
2012-09-10 01:30:00	ES	Futures	1458.32	1458.57	1457.55	1457.55	1535.0
2012-09-10 02:00:00	ES	Futures	1457.81	1458.57	1457.55	1458.06	2347.0
2012-09-10 02:30:00	ES	Futures	1458.32	1458.57	1457.55	1458.32	2704.0
2012-09-10 03:00:00	ES	Futures	1458.32	1460.35	1457.81	1459.33	16727.0
2012-09-10 03:30:00	ES	Futures	1459.59	1459.84	1458.06	1458.32	11333.0
2012-09-10 04:00:00	ES	Futures	1458.32	1459.33	1457.81	1459.33	7678.0
2012-09-10 04:30:00	ES	Futures	1459.33	1459.84	1458.82	1459.84	6705.0
2012-09-10 05:00:00	ES	Futures	1459.84	1459.84	1459.08	1459.59	3427.0
2012-09-10 05:30:00	ES	Futures	1459.84	1460.6	1459.59	1459.84	6301.0
2012-09-10 06:00:00	ES	Futures	1459.84	1460.6	1459.59	1460.35	5321.0
2012-09-10 06:30:00	ES	Futures	1460.1	1460.6	1459.84	1460.35	4259.0
2012-09-10 07:00:00	ES	Futures	1460.35	1460.35	1459.08	1459.33	5807.0
2012-09-10 07:30:00	ES	Futures	1459.33	1460.35	1459.33	1460.35	8308.0
2012-09-10 08:00:00	ES	Futures	1460.35	1460.35	1458.82	1459.33	14345.0
2012-09-10 08:30:00	ES	Futures	1459.33	1459.84	1458.57	1458.82	15297.0
2012-09-10 09:00:00	ES	Futures	1458.57	1460.35	1458.57	1460.1	21110.0
2012-09-10 09:30:00	ES	Futures	1460.1	1461.11	1458.06	1460.35	128586.0
2012-09-10 10:00:00	ES	Futures	1460.1	1462.64	1459.59	1461.88	92353.0
2012-09-10 10:30:00	ES	Futures	1461.88	1462.38	1460.1	1460.6	73537.0
2012-09-10 11:00:00	ES	Futures	1460.6	1462.13	1459.84	1461.37	57922.0
2012-09-10 11:30:00	ES	Futures	1461.62	1461.88	1460.86	1461.11	27601.0
2012-09-10 12:00:00	ES	Futures	1460.86	1461.62	1459.84	1460.1	34264.0
2012-09-10 12:30:00	ES	Futures	1459.84	1460.6	1459.33	1460.6	26999.0
2012-09-10 13:00:00	ES	Futures	1460.6	1461.62	1460.1	1461.37	17633.0
2012-09-10 13:30:00	ES	Futures	1461.37	1461.62	1458.57	1458.57	39295.0
2012-09-10 14:00:00	ES	Futures	1458.57	1459.84	1458.57	1459.08	29448.0
2012-09-10 14:30:00	ES	Futures	1459.33	1459.84	1457.3	1457.3	55885.0
2012-09-10 15:00:00	ES	Futures	1457.55	1458.06	1455.26	1456.54	74034.0
2012-09-10 15:30:00	ES	Futures	1456.54	1456.79	1452.72	1453.23	142651.0
2012-09-10 16:00:00	ES	Futures	1453.23	1453.48	1450.18	1450.69	65775.0
2012-09-10 16:30:00	ES	Futures	1449.92	1450.43	1448.65	1448.91	16840.0
2012-09-10 17:00:00	ES	Futures	1448.91	1450.18	1448.91	1449.92	2387.0
2012-09-10 18:00:00	ES	Futures	1450.18	1450.69	1449.67	1450.43	2999.0
2012-09-10 18:30:00	ES	Futures	1450.69	1450.69	1450.18	1450.43	1488.0
2012-09-10 19:00:00	ES	Futures	1450.43	1451.2	1450.43	1450.94	1556.0
2012-09-10 19:30:00	ES	Futures	1451.2	1451.2	1450.18	1450.43	934.0
2012-09-10 20:00:00	ES	Futures	1450.43	1450.69	1449.42	1449.92	2245.0
2012-09-10 20:30:00	ES	Futures	1449.92	1450.94	1449.67	1450.94	1620.0
2012-09-10 21:00:00	ES	Futures	1450.69	1450.94	1448.4	1449.42	6168.0
2012-09-10 21:30:00	ES	Futures	1449.42	1449.67	1448.91	1449.42	2448.0
2012-09-10 22:00:00	ES	Futures	1449.16	1449.42	1448.14	1448.65	5557.0
2012-09-10 22:30:00	ES	Futures	1448.65	1448.91	1447.64	1447.64	4176.0
2012-09-10 23:00:00	ES	Futures	1447.64	1447.89	1446.36	1446.87	6137.0
2012-09-10 23:30:00	ES	Futures	1446.87	1446.87	1445.86	1446.62	3457.0
2012-09-10 00:00:00	NQ	Futures	3265.55	3267.0	3265.26	3266.71	114.0
2012-09-10 00:30:00	NQ	Futures	3266.71	3266.71	3265.55	3266.13	75.0
2012-09-10 01:00:00	NQ	Futures	3265.84	3266.71	3265.55	3266.42	69.0

> showing 50 of 2,356 rows — these rows as CSV

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