PREVIEW / futures_30min / 2012-06-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-05.parquet
  size:    73 KB
  rows:    2,629

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
2012-06-05 00:00:00	ES	Futures	1291.99	1292.5	1289.97	1290.73	2046.0
2012-06-05 00:30:00	ES	Futures	1290.98	1293.76	1290.47	1293.51	5228.0
2012-06-05 01:00:00	ES	Futures	1293.26	1295.03	1292.5	1293.76	3782.0
2012-06-05 01:30:00	ES	Futures	1293.76	1294.52	1293.51	1294.27	2048.0
2012-06-05 02:00:00	ES	Futures	1294.52	1295.79	1294.01	1294.27	7674.0
2012-06-05 02:30:00	ES	Futures	1294.01	1294.77	1291.99	1293.0	5373.0
2012-06-05 03:00:00	ES	Futures	1292.75	1293.26	1288.7	1288.96	17225.0
2012-06-05 03:30:00	ES	Futures	1288.7	1290.98	1288.2	1289.97	12468.0
2012-06-05 04:00:00	ES	Futures	1290.22	1291.99	1288.2	1288.45	15677.0
2012-06-05 04:30:00	ES	Futures	1288.2	1288.7	1284.4	1284.91	23256.0
2012-06-05 05:00:00	ES	Futures	1285.16	1287.44	1284.4	1286.43	12961.0
2012-06-05 05:30:00	ES	Futures	1286.68	1287.18	1284.4	1284.91	11564.0
2012-06-05 06:00:00	ES	Futures	1284.91	1286.68	1284.65	1286.17	7219.0
2012-06-05 06:30:00	ES	Futures	1285.92	1286.43	1284.91	1285.16	7474.0
2012-06-05 07:00:00	ES	Futures	1285.16	1285.41	1282.63	1284.4	22041.0
2012-06-05 07:30:00	ES	Futures	1284.4	1287.18	1283.39	1286.43	19233.0
2012-06-05 08:00:00	ES	Futures	1286.43	1288.7	1285.92	1287.69	26431.0
2012-06-05 08:30:00	ES	Futures	1287.69	1290.73	1286.93	1287.94	43107.0
2012-06-05 09:00:00	ES	Futures	1288.2	1290.22	1286.68	1287.44	43021.0
2012-06-05 09:30:00	ES	Futures	1287.44	1294.01	1286.93	1293.51	206425.0
2012-06-05 10:00:00	ES	Futures	1293.51	1299.83	1293.0	1297.81	246058.0
2012-06-05 10:30:00	ES	Futures	1297.81	1298.32	1292.5	1294.27	140801.0
2012-06-05 11:00:00	ES	Futures	1294.27	1297.56	1293.0	1295.53	100325.0
2012-06-05 11:30:00	ES	Futures	1295.53	1297.05	1291.49	1291.74	128635.0
2012-06-05 12:00:00	ES	Futures	1291.74	1295.03	1291.74	1294.52	68585.0
2012-06-05 12:30:00	ES	Futures	1294.52	1298.32	1294.27	1295.79	105373.0
2012-06-05 13:00:00	ES	Futures	1295.79	1296.04	1293.51	1295.79	48229.0
2012-06-05 13:30:00	ES	Futures	1295.79	1299.33	1294.77	1297.81	70597.0
2012-06-05 14:00:00	ES	Futures	1297.81	1300.09	1297.05	1299.33	84176.0
2012-06-05 14:30:00	ES	Futures	1299.33	1300.09	1297.05	1299.33	66124.0
2012-06-05 15:00:00	ES	Futures	1299.33	1301.1	1297.56	1299.07	87177.0
2012-06-05 15:30:00	ES	Futures	1298.82	1302.11	1298.32	1299.58	182646.0
2012-06-05 16:00:00	ES	Futures	1299.33	1301.35	1297.3	1300.85	84178.0
2012-06-05 16:30:00	ES	Futures	1300.59	1300.85	1299.83	1300.09	4873.0
2012-06-05 17:00:00	ES	Futures	1300.09	1300.34	1298.82	1300.34	4056.0
2012-06-05 18:00:00	ES	Futures	1300.34	1300.59	1299.07	1299.07	2657.0
2012-06-05 18:30:00	ES	Futures	1299.33	1300.59	1298.32	1300.59	2321.0
2012-06-05 19:00:00	ES	Futures	1300.59	1301.86	1300.59	1301.86	3313.0
2012-06-05 19:30:00	ES	Futures	1301.86	1305.91	1301.35	1303.12	14914.0
2012-06-05 20:00:00	ES	Futures	1303.12	1303.88	1301.86	1301.86	3098.0
2012-06-05 20:30:00	ES	Futures	1301.86	1304.89	1301.86	1303.38	6148.0
2012-06-05 21:00:00	ES	Futures	1303.12	1305.15	1302.11	1303.88	9276.0
2012-06-05 21:30:00	ES	Futures	1303.88	1305.65	1303.63	1305.15	7102.0
2012-06-05 22:00:00	ES	Futures	1305.15	1306.92	1304.89	1306.92	7999.0
2012-06-05 22:30:00	ES	Futures	1306.92	1307.68	1306.66	1307.17	5773.0
2012-06-05 23:00:00	ES	Futures	1307.17	1308.44	1306.66	1308.44	4091.0
2012-06-05 23:30:00	ES	Futures	1308.18	1311.47	1308.18	1309.7	10300.0
2012-06-05 00:00:00	NQ	Futures	2867.42	2867.42	2861.35	2863.37	301.0
2012-06-05 00:30:00	NQ	Futures	2863.09	2870.03	2863.09	2869.74	585.0
2012-06-05 01:00:00	NQ	Futures	2869.45	2872.34	2868.29	2870.32	357.0

> showing 50 of 2,629 rows — these rows as CSV

> unlock the full archive -- $79 one-time