PREVIEW / futures_30min / 2012-09-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-26.parquet
  size:    77 KB
  rows:    2,800

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
2012-09-26 00:00:00	ES	Futures	1470.45	1470.45	1469.17	1469.68	1991.0
2012-09-26 00:30:00	ES	Futures	1469.68	1469.94	1468.92	1469.43	1097.0
2012-09-26 01:00:00	ES	Futures	1469.68	1470.45	1469.43	1470.45	2126.0
2012-09-26 01:30:00	ES	Futures	1470.19	1470.7	1469.43	1469.68	3545.0
2012-09-26 02:00:00	ES	Futures	1469.43	1470.45	1469.17	1470.19	4750.0
2012-09-26 02:30:00	ES	Futures	1470.45	1471.22	1470.19	1470.45	3831.0
2012-09-26 03:00:00	ES	Futures	1470.7	1470.96	1468.66	1469.68	19716.0
2012-09-26 03:30:00	ES	Futures	1469.68	1469.68	1467.13	1467.89	20147.0
2012-09-26 04:00:00	ES	Futures	1467.64	1467.89	1465.85	1466.62	18045.0
2012-09-26 04:30:00	ES	Futures	1466.62	1468.66	1466.62	1468.41	9323.0
2012-09-26 05:00:00	ES	Futures	1468.41	1469.94	1468.41	1469.94	10164.0
2012-09-26 05:30:00	ES	Futures	1469.94	1470.45	1467.89	1468.15	9516.0
2012-09-26 06:00:00	ES	Futures	1468.15	1468.92	1467.38	1467.38	8981.0
2012-09-26 06:30:00	ES	Futures	1467.38	1468.15	1466.87	1467.89	4608.0
2012-09-26 07:00:00	ES	Futures	1468.15	1468.41	1466.87	1466.87	7967.0
2012-09-26 07:30:00	ES	Futures	1466.87	1467.13	1465.08	1466.62	30975.0
2012-09-26 08:00:00	ES	Futures	1466.62	1467.13	1463.81	1464.83	36302.0
2012-09-26 08:30:00	ES	Futures	1465.08	1466.62	1463.81	1465.85	26672.0
2012-09-26 09:00:00	ES	Futures	1465.85	1466.62	1465.6	1466.62	27924.0
2012-09-26 09:30:00	ES	Futures	1466.62	1467.13	1461.51	1463.81	186055.0
2012-09-26 10:00:00	ES	Futures	1463.55	1464.32	1458.7	1458.7	157231.0
2012-09-26 10:30:00	ES	Futures	1458.95	1459.98	1455.12	1456.4	198854.0
2012-09-26 11:00:00	ES	Futures	1456.4	1461.25	1456.4	1460.74	140003.0
2012-09-26 11:30:00	ES	Futures	1461.0	1462.02	1458.7	1460.23	97713.0
2012-09-26 12:00:00	ES	Futures	1460.23	1463.3	1460.23	1461.0	99221.0
2012-09-26 12:30:00	ES	Futures	1461.0	1463.3	1459.46	1462.79	51939.0
2012-09-26 13:00:00	ES	Futures	1462.79	1464.83	1461.76	1463.81	47723.0
2012-09-26 13:30:00	ES	Futures	1463.81	1464.57	1459.98	1459.98	50337.0
2012-09-26 14:00:00	ES	Futures	1459.98	1463.81	1459.98	1461.76	61162.0
2012-09-26 14:30:00	ES	Futures	1461.76	1462.53	1459.98	1461.25	54143.0
2012-09-26 15:00:00	ES	Futures	1461.25	1461.76	1458.7	1459.46	75738.0
2012-09-26 15:30:00	ES	Futures	1459.46	1460.23	1457.68	1458.95	186122.0
2012-09-26 16:00:00	ES	Futures	1458.95	1459.21	1457.68	1458.44	89300.0
2012-09-26 16:30:00	ES	Futures	1458.7	1460.74	1458.7	1460.49	7190.0
2012-09-26 17:00:00	ES	Futures	1460.49	1461.25	1460.23	1461.0	2377.0
2012-09-26 18:00:00	ES	Futures	1461.25	1462.02	1461.0	1461.51	2546.0
2012-09-26 18:30:00	ES	Futures	1461.25	1461.51	1460.74	1461.0	1056.0
2012-09-26 19:00:00	ES	Futures	1461.25	1462.02	1461.25	1461.51	1359.0
2012-09-26 19:30:00	ES	Futures	1461.51	1462.02	1460.49	1460.74	2259.0
2012-09-26 20:00:00	ES	Futures	1461.0	1461.76	1460.49	1461.25	2493.0
2012-09-26 20:30:00	ES	Futures	1461.51	1461.76	1460.49	1461.25	2127.0
2012-09-26 21:00:00	ES	Futures	1461.51	1463.55	1461.25	1463.04	3886.0
2012-09-26 21:30:00	ES	Futures	1463.3	1464.32	1462.79	1464.06	4576.0
2012-09-26 22:00:00	ES	Futures	1464.06	1464.83	1463.55	1464.06	4580.0
2012-09-26 22:30:00	ES	Futures	1464.06	1464.32	1462.79	1463.55	2314.0
2012-09-26 23:00:00	ES	Futures	1463.55	1464.06	1463.3	1463.81	1584.0
2012-09-26 23:30:00	ES	Futures	1463.81	1464.06	1462.79	1464.06	1959.0
2012-09-26 00:00:00	NQ	Futures	3260.85	3261.14	3257.65	3258.52	291.0
2012-09-26 00:30:00	NQ	Futures	3258.81	3259.1	3257.07	3258.23	62.0
2012-09-26 01:00:00	NQ	Futures	3257.94	3260.56	3257.94	3260.56	209.0

> showing 50 of 2,800 rows — these rows as CSV

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