PREVIEW / futures_30min / 2012-06-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-04.parquet
  size:    74 KB
  rows:    2,622

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
2012-06-04 00:00:00	ES	Futures	1281.11	1282.12	1279.85	1280.35	4120.0
2012-06-04 00:30:00	ES	Futures	1280.35	1281.62	1279.09	1281.11	3047.0
2012-06-04 01:00:00	ES	Futures	1281.11	1281.87	1280.1	1280.86	2640.0
2012-06-04 01:30:00	ES	Futures	1280.86	1282.88	1280.61	1281.87	4512.0
2012-06-04 02:00:00	ES	Futures	1282.12	1283.64	1281.62	1282.12	6292.0
2012-06-04 02:30:00	ES	Futures	1282.12	1283.14	1280.1	1281.87	7901.0
2012-06-04 03:00:00	ES	Futures	1281.87	1283.39	1280.61	1282.63	18220.0
2012-06-04 03:30:00	ES	Futures	1282.88	1284.91	1282.88	1283.64	21613.0
2012-06-04 04:00:00	ES	Futures	1283.64	1284.65	1282.38	1282.88	15557.0
2012-06-04 04:30:00	ES	Futures	1283.14	1284.4	1282.12	1284.15	14149.0
2012-06-04 05:00:00	ES	Futures	1283.9	1285.67	1283.64	1285.41	10724.0
2012-06-04 05:30:00	ES	Futures	1285.16	1287.18	1284.65	1285.92	13323.0
2012-06-04 06:00:00	ES	Futures	1286.17	1289.71	1285.67	1288.96	17777.0
2012-06-04 06:30:00	ES	Futures	1289.21	1292.24	1288.45	1290.73	20007.0
2012-06-04 07:00:00	ES	Futures	1290.73	1292.75	1290.47	1290.98	15741.0
2012-06-04 07:30:00	ES	Futures	1290.98	1293.51	1290.22	1292.75	29513.0
2012-06-04 08:00:00	ES	Futures	1292.75	1294.01	1291.49	1292.75	23659.0
2012-06-04 08:30:00	ES	Futures	1292.75	1293.0	1290.73	1292.75	23174.0
2012-06-04 09:00:00	ES	Futures	1292.5	1294.77	1292.24	1293.0	43672.0
2012-06-04 09:30:00	ES	Futures	1293.0	1296.8	1287.69	1289.21	285504.0
2012-06-04 10:00:00	ES	Futures	1289.46	1291.49	1284.65	1289.71	220285.0
2012-06-04 10:30:00	ES	Futures	1289.71	1292.24	1287.18	1290.47	154098.0
2012-06-04 11:00:00	ES	Futures	1290.47	1290.98	1286.17	1286.68	111882.0
2012-06-04 11:30:00	ES	Futures	1286.43	1287.94	1285.41	1285.67	81059.0
2012-06-04 12:00:00	ES	Futures	1285.67	1286.93	1280.86	1281.62	123042.0
2012-06-04 12:30:00	ES	Futures	1281.62	1283.64	1280.86	1282.63	57304.0
2012-06-04 13:00:00	ES	Futures	1282.88	1284.65	1280.35	1281.62	83874.0
2012-06-04 13:30:00	ES	Futures	1281.87	1286.17	1281.11	1284.91	85521.0
2012-06-04 14:00:00	ES	Futures	1284.91	1290.47	1283.64	1289.97	110243.0
2012-06-04 14:30:00	ES	Futures	1290.22	1294.52	1288.7	1289.97	136582.0
2012-06-04 15:00:00	ES	Futures	1290.22	1291.49	1286.43	1289.97	88150.0
2012-06-04 15:30:00	ES	Futures	1289.97	1293.51	1286.43	1290.98	203986.0
2012-06-04 16:00:00	ES	Futures	1291.23	1291.49	1285.92	1287.94	125343.0
2012-06-04 16:30:00	ES	Futures	1288.45	1289.46	1287.69	1289.21	6848.0
2012-06-04 17:00:00	ES	Futures	1289.21	1289.46	1287.18	1287.69	2400.0
2012-06-04 18:00:00	ES	Futures	1287.94	1289.21	1287.69	1288.96	1932.0
2012-06-04 18:30:00	ES	Futures	1288.7	1289.97	1288.7	1289.97	2135.0
2012-06-04 19:00:00	ES	Futures	1289.71	1289.97	1288.96	1289.21	903.0
2012-06-04 19:30:00	ES	Futures	1289.46	1290.47	1289.21	1290.47	2674.0
2012-06-04 20:00:00	ES	Futures	1290.47	1293.0	1290.22	1292.24	8688.0
2012-06-04 20:30:00	ES	Futures	1292.5	1293.26	1291.99	1291.99	2665.0
2012-06-04 21:00:00	ES	Futures	1291.99	1294.01	1291.49	1293.26	3091.0
2012-06-04 21:30:00	ES	Futures	1293.0	1295.03	1293.0	1294.52	6295.0
2012-06-04 22:00:00	ES	Futures	1294.27	1294.77	1293.76	1294.27	2058.0
2012-06-04 22:30:00	ES	Futures	1294.27	1294.77	1293.76	1294.27	1472.0
2012-06-04 23:00:00	ES	Futures	1294.01	1294.52	1292.24	1292.75	2513.0
2012-06-04 23:30:00	ES	Futures	1292.75	1293.0	1290.73	1292.24	2986.0
2012-06-04 00:00:00	NQ	Futures	2820.86	2824.62	2818.84	2819.13	636.0
2012-06-04 00:30:00	NQ	Futures	2819.13	2821.73	2817.1	2820.57	495.0
2012-06-04 01:00:00	NQ	Futures	2820.86	2822.6	2819.42	2819.99	262.0

> showing 50 of 2,622 rows — these rows as CSV

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