PREVIEW / futures_30min / 2012-09-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-27.parquet
  size:    75 KB
  rows:    2,762

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
2012-09-27 00:00:00	ES	Futures	1464.06	1464.32	1463.55	1463.81	2208.0
2012-09-27 00:30:00	ES	Futures	1464.06	1464.32	1463.81	1464.32	1273.0
2012-09-27 01:00:00	ES	Futures	1464.32	1465.85	1464.06	1465.85	6313.0
2012-09-27 01:30:00	ES	Futures	1465.85	1466.62	1465.08	1466.11	7975.0
2012-09-27 02:00:00	ES	Futures	1466.11	1466.62	1465.34	1465.6	6386.0
2012-09-27 02:30:00	ES	Futures	1465.85	1465.85	1464.32	1464.83	3927.0
2012-09-27 03:00:00	ES	Futures	1465.08	1466.11	1463.81	1464.57	12940.0
2012-09-27 03:30:00	ES	Futures	1464.57	1466.36	1464.32	1464.57	11257.0
2012-09-27 04:00:00	ES	Futures	1464.57	1465.08	1462.79	1463.3	10976.0
2012-09-27 04:30:00	ES	Futures	1463.3	1464.06	1462.79	1463.55	7908.0
2012-09-27 05:00:00	ES	Futures	1463.55	1464.57	1463.04	1463.81	9424.0
2012-09-27 05:30:00	ES	Futures	1463.81	1465.34	1463.3	1464.83	9627.0
2012-09-27 06:00:00	ES	Futures	1465.08	1465.6	1464.57	1465.08	7051.0
2012-09-27 06:30:00	ES	Futures	1465.08	1466.36	1464.83	1465.85	11333.0
2012-09-27 07:00:00	ES	Futures	1465.85	1466.62	1465.08	1465.34	14439.0
2012-09-27 07:30:00	ES	Futures	1465.08	1465.34	1464.57	1465.08	7397.0
2012-09-27 08:00:00	ES	Futures	1465.08	1466.62	1464.57	1466.11	22533.0
2012-09-27 08:30:00	ES	Futures	1466.36	1466.36	1463.04	1465.34	61355.0
2012-09-27 09:00:00	ES	Futures	1465.6	1465.85	1464.57	1464.83	19207.0
2012-09-27 09:30:00	ES	Futures	1464.83	1465.85	1462.02	1463.04	147034.0
2012-09-27 10:00:00	ES	Futures	1462.79	1464.06	1461.0	1462.53	137848.0
2012-09-27 10:30:00	ES	Futures	1462.79	1465.6	1461.76	1464.57	106075.0
2012-09-27 11:00:00	ES	Futures	1464.32	1465.6	1461.51	1463.55	120245.0
2012-09-27 11:30:00	ES	Futures	1463.55	1468.41	1462.53	1467.89	132229.0
2012-09-27 12:00:00	ES	Futures	1467.89	1473.0	1467.38	1472.24	220859.0
2012-09-27 12:30:00	ES	Futures	1472.24	1473.0	1470.7	1471.47	76536.0
2012-09-27 13:00:00	ES	Futures	1471.47	1472.75	1470.96	1472.24	35897.0
2012-09-27 13:30:00	ES	Futures	1472.24	1475.81	1472.24	1473.77	92290.0
2012-09-27 14:00:00	ES	Futures	1474.03	1475.05	1473.51	1474.79	44215.0
2012-09-27 14:30:00	ES	Futures	1475.05	1476.07	1473.51	1473.77	41665.0
2012-09-27 15:00:00	ES	Futures	1473.51	1474.28	1472.49	1473.26	73158.0
2012-09-27 15:30:00	ES	Futures	1473.26	1474.79	1471.47	1472.75	170061.0
2012-09-27 16:00:00	ES	Futures	1473.0	1473.26	1472.24	1472.75	79572.0
2012-09-27 16:30:00	ES	Futures	1472.49	1473.26	1471.47	1473.0	6401.0
2012-09-27 17:00:00	ES	Futures	1472.75	1473.26	1472.75	1472.75	1361.0
2012-09-27 18:00:00	ES	Futures	1473.0	1474.03	1472.75	1473.77	1911.0
2012-09-27 18:30:00	ES	Futures	1473.77	1474.28	1473.51	1474.03	1033.0
2012-09-27 19:00:00	ES	Futures	1474.03	1474.03	1473.51	1473.77	321.0
2012-09-27 19:30:00	ES	Futures	1473.77	1474.79	1473.26	1474.03	2592.0
2012-09-27 20:00:00	ES	Futures	1474.03	1474.28	1472.75	1473.26	2480.0
2012-09-27 20:30:00	ES	Futures	1473.26	1474.54	1473.0	1474.28	2122.0
2012-09-27 21:00:00	ES	Futures	1474.03	1474.54	1472.24	1472.49	3159.0
2012-09-27 21:30:00	ES	Futures	1472.24	1474.54	1471.98	1473.77	3353.0
2012-09-27 22:00:00	ES	Futures	1474.03	1475.05	1473.51	1474.54	3191.0
2012-09-27 22:30:00	ES	Futures	1474.28	1474.54	1473.26	1473.77	1713.0
2012-09-27 23:00:00	ES	Futures	1473.77	1474.54	1473.51	1473.51	1361.0
2012-09-27 23:30:00	ES	Futures	1473.51	1473.77	1472.24	1473.26	3068.0
2012-09-27 00:00:00	NQ	Futures	3235.57	3235.57	3234.41	3235.28	257.0
2012-09-27 00:30:00	NQ	Futures	3235.57	3235.86	3234.99	3235.57	52.0
2012-09-27 01:00:00	NQ	Futures	3235.57	3238.76	3235.28	3238.47	444.0

> showing 50 of 2,762 rows — these rows as CSV

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