PREVIEW / futures_30min / 2012-09-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-14.parquet
  size:    66 KB
  rows:    2,215

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
2012-09-14 00:00:00	ES	Futures	1486.03	1486.54	1485.52	1486.54	832.0
2012-09-14 00:30:00	ES	Futures	1486.54	1487.31	1486.29	1486.8	1260.0
2012-09-14 01:00:00	ES	Futures	1486.8	1487.82	1486.54	1486.54	1847.0
2012-09-14 01:30:00	ES	Futures	1486.54	1487.05	1484.76	1485.27	3541.0
2012-09-14 02:00:00	ES	Futures	1485.27	1485.78	1484.5	1485.52	4798.0
2012-09-14 02:30:00	ES	Futures	1485.52	1486.8	1484.5	1485.27	3670.0
2012-09-14 03:00:00	ES	Futures	1485.27	1486.03	1483.99	1484.5	17649.0
2012-09-14 03:30:00	ES	Futures	1484.5	1487.05	1484.5	1487.05	10912.0
2012-09-14 04:00:00	ES	Futures	1486.8	1487.31	1484.76	1485.27	13091.0
2012-09-14 04:30:00	ES	Futures	1485.27	1486.8	1485.27	1486.03	7898.0
2012-09-14 05:00:00	ES	Futures	1486.29	1487.82	1486.03	1487.57	7784.0
2012-09-14 05:30:00	ES	Futures	1487.82	1488.84	1487.31	1488.59	11447.0
2012-09-14 06:00:00	ES	Futures	1488.33	1489.86	1487.82	1489.35	13905.0
2012-09-14 06:30:00	ES	Futures	1489.35	1490.12	1488.59	1489.86	9613.0
2012-09-14 07:00:00	ES	Futures	1489.61	1490.38	1489.1	1489.35	18824.0
2012-09-14 07:30:00	ES	Futures	1489.35	1489.86	1487.82	1488.08	13744.0
2012-09-14 08:00:00	ES	Futures	1488.08	1489.1	1487.31	1488.33	21517.0
2012-09-14 08:30:00	ES	Futures	1488.59	1489.86	1485.27	1486.03	34318.0
2012-09-14 09:00:00	ES	Futures	1486.03	1487.31	1485.27	1487.31	39059.0
2012-09-14 09:30:00	ES	Futures	1487.31	1494.72	1486.54	1492.42	217575.0
2012-09-14 10:00:00	ES	Futures	1492.42	1500.08	1492.16	1497.53	282292.0
2012-09-14 10:30:00	ES	Futures	1497.53	1497.78	1492.42	1493.7	207429.0
2012-09-14 11:00:00	ES	Futures	1493.7	1494.72	1491.4	1493.95	161905.0
2012-09-14 11:30:00	ES	Futures	1494.21	1494.46	1490.12	1491.14	141784.0
2012-09-14 12:00:00	ES	Futures	1491.4	1495.23	1491.14	1494.72	64519.0
2012-09-14 12:30:00	ES	Futures	1494.72	1494.97	1492.67	1492.67	36539.0
2012-09-14 13:00:00	ES	Futures	1492.93	1493.19	1488.08	1488.33	73401.0
2012-09-14 13:30:00	ES	Futures	1488.59	1491.65	1488.33	1491.4	51129.0
2012-09-14 14:00:00	ES	Futures	1491.14	1492.16	1489.61	1491.14	45082.0
2012-09-14 14:30:00	ES	Futures	1491.14	1492.42	1489.35	1491.91	46824.0
2012-09-14 15:00:00	ES	Futures	1491.91	1491.91	1486.29	1488.33	80305.0
2012-09-14 15:30:00	ES	Futures	1488.08	1491.4	1486.03	1490.63	175346.0
2012-09-14 16:00:00	ES	Futures	1490.89	1492.16	1490.12	1491.14	94324.0
2012-09-14 00:00:00	NQ	Futures	3289.32	3290.49	3288.16	3290.2	97.0
2012-09-14 00:30:00	NQ	Futures	3290.49	3291.65	3290.49	3291.07	91.0
2012-09-14 01:00:00	NQ	Futures	3291.07	3292.52	3290.2	3290.49	213.0
2012-09-14 01:30:00	NQ	Futures	3290.78	3291.07	3286.42	3287.29	211.0
2012-09-14 02:00:00	NQ	Futures	3288.16	3289.03	3286.13	3288.16	156.0
2012-09-14 02:30:00	NQ	Futures	3289.32	3291.36	3286.42	3288.16	484.0
2012-09-14 03:00:00	NQ	Futures	3288.16	3289.32	3284.38	3285.55	1024.0
2012-09-14 03:30:00	NQ	Futures	3285.55	3291.07	3285.55	3290.78	786.0
2012-09-14 04:00:00	NQ	Futures	3291.36	3291.65	3287.58	3289.32	872.0
2012-09-14 04:30:00	NQ	Futures	3289.32	3291.94	3289.32	3290.78	749.0
2012-09-14 05:00:00	NQ	Futures	3290.78	3294.26	3290.78	3293.68	971.0
2012-09-14 05:30:00	NQ	Futures	3293.97	3296.59	3293.1	3296.01	780.0
2012-09-14 06:00:00	NQ	Futures	3295.72	3299.49	3294.85	3297.46	1311.0
2012-09-14 06:30:00	NQ	Futures	3297.75	3298.62	3296.01	3297.46	873.0
2012-09-14 07:00:00	NQ	Futures	3297.46	3298.62	3296.3	3296.59	814.0
2012-09-14 07:30:00	NQ	Futures	3296.59	3297.46	3293.97	3294.56	919.0
2012-09-14 08:00:00	NQ	Futures	3294.56	3297.17	3293.1	3295.14	1567.0

> showing 50 of 2,215 rows — these rows as CSV

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