PREVIEW / futures_30min / 2012-06-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-06.parquet
  size:    82 KB
  rows:    2,867

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
2012-06-06 00:00:00	ES	Futures	1309.95	1310.46	1308.69	1309.19	3054.0
2012-06-06 00:30:00	ES	Futures	1309.19	1310.46	1308.44	1309.95	2037.0
2012-06-06 01:00:00	ES	Futures	1310.21	1310.46	1307.93	1308.18	2863.0
2012-06-06 01:30:00	ES	Futures	1308.18	1308.44	1306.92	1307.42	3337.0
2012-06-06 02:00:00	ES	Futures	1307.68	1307.93	1306.16	1306.92	7477.0
2012-06-06 02:30:00	ES	Futures	1306.92	1307.93	1306.41	1307.42	5346.0
2012-06-06 03:00:00	ES	Futures	1307.68	1308.69	1305.15	1306.41	19802.0
2012-06-06 03:30:00	ES	Futures	1306.41	1312.74	1306.16	1311.98	31426.0
2012-06-06 04:00:00	ES	Futures	1311.98	1313.75	1310.96	1313.24	25628.0
2012-06-06 04:30:00	ES	Futures	1313.24	1315.77	1312.23	1314.25	29552.0
2012-06-06 05:00:00	ES	Futures	1314.25	1314.76	1312.74	1314.0	16158.0
2012-06-06 05:30:00	ES	Futures	1314.0	1314.76	1311.98	1312.23	11399.0
2012-06-06 06:00:00	ES	Futures	1312.23	1315.01	1311.22	1314.76	21172.0
2012-06-06 06:30:00	ES	Futures	1314.51	1315.77	1313.75	1314.51	19395.0
2012-06-06 07:00:00	ES	Futures	1314.51	1316.28	1313.75	1315.27	23740.0
2012-06-06 07:30:00	ES	Futures	1315.27	1316.02	1310.96	1312.99	53362.0
2012-06-06 08:00:00	ES	Futures	1312.99	1312.99	1309.95	1311.47	36199.0
2012-06-06 08:30:00	ES	Futures	1311.47	1313.75	1305.15	1306.66	147929.0
2012-06-06 09:00:00	ES	Futures	1306.41	1309.45	1306.16	1308.94	76995.0
2012-06-06 09:30:00	ES	Futures	1309.19	1317.54	1308.69	1316.28	288889.0
2012-06-06 10:00:00	ES	Futures	1316.02	1318.55	1315.01	1315.52	181923.0
2012-06-06 10:30:00	ES	Futures	1315.52	1320.07	1315.27	1319.57	173403.0
2012-06-06 11:00:00	ES	Futures	1319.57	1323.61	1318.81	1323.11	206402.0
2012-06-06 11:30:00	ES	Futures	1323.11	1324.37	1321.59	1322.6	124852.0
2012-06-06 12:00:00	ES	Futures	1322.86	1324.88	1322.6	1324.12	145117.0
2012-06-06 12:30:00	ES	Futures	1324.12	1326.4	1323.61	1324.63	96926.0
2012-06-06 13:00:00	ES	Futures	1324.63	1325.13	1322.6	1324.12	75458.0
2012-06-06 13:30:00	ES	Futures	1324.12	1324.63	1322.35	1322.6	45810.0
2012-06-06 14:00:00	ES	Futures	1322.6	1324.12	1320.58	1323.11	102280.0
2012-06-06 14:30:00	ES	Futures	1322.86	1325.13	1322.6	1324.12	75706.0
2012-06-06 15:00:00	ES	Futures	1324.12	1325.39	1322.35	1323.36	78965.0
2012-06-06 15:30:00	ES	Futures	1323.11	1330.19	1322.6	1330.19	297550.0
2012-06-06 16:00:00	ES	Futures	1329.94	1331.46	1329.18	1331.46	143574.0
2012-06-06 16:30:00	ES	Futures	1330.95	1331.96	1330.19	1330.7	10320.0
2012-06-06 17:00:00	ES	Futures	1330.7	1331.96	1330.44	1331.96	2755.0
2012-06-06 18:00:00	ES	Futures	1331.71	1332.97	1330.95	1332.72	4329.0
2012-06-06 18:30:00	ES	Futures	1332.72	1333.99	1332.72	1332.97	3557.0
2012-06-06 19:00:00	ES	Futures	1332.97	1333.23	1332.22	1332.22	1258.0
2012-06-06 19:30:00	ES	Futures	1332.22	1333.23	1331.71	1332.97	2079.0
2012-06-06 20:00:00	ES	Futures	1332.97	1334.75	1332.47	1333.73	9968.0
2012-06-06 20:30:00	ES	Futures	1333.99	1334.75	1332.72	1333.23	5350.0
2012-06-06 21:00:00	ES	Futures	1333.23	1333.99	1332.47	1332.97	4314.0
2012-06-06 21:30:00	ES	Futures	1333.23	1335.76	1333.23	1335.25	7598.0
2012-06-06 22:00:00	ES	Futures	1335.25	1336.52	1334.24	1336.01	6516.0
2012-06-06 22:30:00	ES	Futures	1336.01	1336.26	1333.23	1333.99	5202.0
2012-06-06 23:00:00	ES	Futures	1334.24	1335.25	1333.73	1335.25	2626.0
2012-06-06 23:30:00	ES	Futures	1335.0	1335.76	1334.49	1335.0	2869.0
2012-06-06 00:00:00	NQ	Futures	2898.08	2899.81	2896.05	2897.5	335.0
2012-06-06 00:30:00	NQ	Futures	2897.21	2899.52	2895.77	2898.37	259.0
2012-06-06 01:00:00	NQ	Futures	2898.37	2899.52	2894.9	2895.48	210.0

> showing 50 of 2,867 rows — these rows as CSV

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