PREVIEW / futures_30min / 2012-06-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-01.parquet
  size:    70 KB
  rows:    2,320

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
2012-06-01 00:00:00	ES	Futures	1317.8	1318.3	1316.78	1317.8	1388.0
2012-06-01 00:30:00	ES	Futures	1318.05	1319.06	1317.8	1319.06	1347.0
2012-06-01 01:00:00	ES	Futures	1318.81	1319.57	1318.3	1318.81	3137.0
2012-06-01 01:30:00	ES	Futures	1318.81	1319.57	1318.3	1319.06	2417.0
2012-06-01 02:00:00	ES	Futures	1319.06	1320.07	1317.8	1318.55	6781.0
2012-06-01 02:30:00	ES	Futures	1318.81	1319.82	1318.05	1319.31	3860.0
2012-06-01 03:00:00	ES	Futures	1319.57	1320.58	1316.28	1319.31	26552.0
2012-06-01 03:30:00	ES	Futures	1319.57	1320.07	1317.54	1317.8	18708.0
2012-06-01 04:00:00	ES	Futures	1317.8	1317.8	1314.25	1314.51	20720.0
2012-06-01 04:30:00	ES	Futures	1314.51	1314.76	1310.96	1311.22	34805.0
2012-06-01 05:00:00	ES	Futures	1311.22	1311.22	1307.68	1309.95	50721.0
2012-06-01 05:30:00	ES	Futures	1309.95	1310.46	1307.68	1309.19	23584.0
2012-06-01 06:00:00	ES	Futures	1309.19	1309.45	1306.92	1308.18	25594.0
2012-06-01 06:30:00	ES	Futures	1308.18	1310.21	1307.93	1309.95	20589.0
2012-06-01 07:00:00	ES	Futures	1309.7	1311.98	1308.69	1310.96	23332.0
2012-06-01 07:30:00	ES	Futures	1310.71	1311.22	1308.44	1309.45	32380.0
2012-06-01 08:00:00	ES	Futures	1309.45	1310.71	1306.92	1307.93	42770.0
2012-06-01 08:30:00	ES	Futures	1307.93	1307.93	1295.28	1301.1	268882.0
2012-06-01 09:00:00	ES	Futures	1301.1	1304.39	1298.82	1303.63	111855.0
2012-06-01 09:30:00	ES	Futures	1303.63	1308.18	1300.59	1302.36	372472.0
2012-06-01 10:00:00	ES	Futures	1302.62	1307.17	1299.83	1300.85	346540.0
2012-06-01 10:30:00	ES	Futures	1301.1	1301.6	1298.82	1299.33	189870.0
2012-06-01 11:00:00	ES	Futures	1299.58	1300.34	1296.54	1299.33	191912.0
2012-06-01 11:30:00	ES	Futures	1299.33	1301.35	1297.81	1300.85	134932.0
2012-06-01 12:00:00	ES	Futures	1300.85	1302.62	1297.56	1298.57	117730.0
2012-06-01 12:30:00	ES	Futures	1298.57	1299.58	1296.8	1297.81	66137.0
2012-06-01 13:00:00	ES	Futures	1297.81	1299.07	1295.79	1296.04	69095.0
2012-06-01 13:30:00	ES	Futures	1296.04	1296.54	1293.26	1294.77	134503.0
2012-06-01 14:00:00	ES	Futures	1294.52	1296.04	1291.23	1294.01	124436.0
2012-06-01 14:30:00	ES	Futures	1294.01	1297.56	1292.75	1293.26	108885.0
2012-06-01 15:00:00	ES	Futures	1293.51	1295.79	1291.23	1292.5	113638.0
2012-06-01 15:30:00	ES	Futures	1292.5	1294.27	1290.73	1291.23	294350.0
2012-06-01 16:00:00	ES	Futures	1291.23	1291.99	1288.7	1288.96	186983.0
2012-06-01 00:00:00	NQ	Futures	2907.62	2908.78	2906.18	2907.62	199.0
2012-06-01 00:30:00	NQ	Futures	2908.49	2909.94	2907.62	2909.94	134.0
2012-06-01 01:00:00	NQ	Futures	2909.94	2911.96	2908.78	2909.94	162.0
2012-06-01 01:30:00	NQ	Futures	2909.94	2911.09	2908.2	2910.8	160.0
2012-06-01 02:00:00	NQ	Futures	2911.09	2912.83	2907.33	2907.91	693.0
2012-06-01 02:30:00	NQ	Futures	2908.2	2910.51	2906.75	2909.65	356.0
2012-06-01 03:00:00	NQ	Futures	2909.94	2912.54	2903.57	2911.67	2902.0
2012-06-01 03:30:00	NQ	Futures	2911.38	2912.83	2907.62	2908.78	1854.0
2012-06-01 04:00:00	NQ	Futures	2908.78	2908.78	2901.26	2902.13	2094.0
2012-06-01 04:30:00	NQ	Futures	2902.13	2902.13	2893.74	2894.61	3998.0
2012-06-01 05:00:00	NQ	Futures	2894.61	2894.61	2889.11	2894.32	4886.0
2012-06-01 05:30:00	NQ	Futures	2894.32	2894.32	2888.25	2890.85	2732.0
2012-06-01 06:00:00	NQ	Futures	2890.85	2891.14	2884.78	2887.09	3364.0
2012-06-01 06:30:00	NQ	Futures	2886.8	2891.14	2886.8	2889.98	2029.0
2012-06-01 07:00:00	NQ	Futures	2889.69	2893.16	2887.67	2891.43	2839.0
2012-06-01 07:30:00	NQ	Futures	2891.72	2892.58	2885.64	2889.4	3564.0
2012-06-01 08:00:00	NQ	Futures	2889.69	2893.16	2881.02	2884.49	5678.0

> showing 50 of 2,320 rows — these rows as CSV

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