PREVIEW / futures_30min / 2012-06-07

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-07.parquet
  size:    82 KB
  rows:    2,816

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
2012-06-07 00:00:00	ES	Futures	1335.0	1335.5	1332.47	1332.47	3950.0
2012-06-07 00:30:00	ES	Futures	1332.72	1333.73	1332.72	1333.23	2350.0
2012-06-07 01:00:00	ES	Futures	1333.23	1334.24	1332.47	1333.99	2643.0
2012-06-07 01:30:00	ES	Futures	1333.99	1334.49	1333.73	1333.99	2200.0
2012-06-07 02:00:00	ES	Futures	1333.99	1334.24	1332.72	1333.23	6952.0
2012-06-07 02:30:00	ES	Futures	1333.23	1333.48	1331.96	1332.47	5390.0
2012-06-07 03:00:00	ES	Futures	1332.47	1335.0	1330.95	1334.24	25289.0
2012-06-07 03:30:00	ES	Futures	1334.24	1335.76	1333.23	1333.73	18721.0
2012-06-07 04:00:00	ES	Futures	1333.73	1334.75	1332.47	1333.73	12592.0
2012-06-07 04:30:00	ES	Futures	1333.73	1335.0	1331.71	1335.0	21269.0
2012-06-07 05:00:00	ES	Futures	1335.0	1336.52	1334.75	1335.5	21696.0
2012-06-07 05:30:00	ES	Futures	1335.5	1335.76	1333.99	1334.75	13321.0
2012-06-07 06:00:00	ES	Futures	1334.49	1335.0	1332.97	1333.48	11192.0
2012-06-07 06:30:00	ES	Futures	1333.73	1336.01	1331.71	1335.76	20863.0
2012-06-07 07:00:00	ES	Futures	1336.01	1343.85	1335.25	1341.83	106293.0
2012-06-07 07:30:00	ES	Futures	1341.58	1342.59	1339.81	1341.83	36610.0
2012-06-07 08:00:00	ES	Futures	1341.83	1343.35	1340.82	1341.58	32130.0
2012-06-07 08:30:00	ES	Futures	1341.32	1342.08	1339.55	1339.81	47036.0
2012-06-07 09:00:00	ES	Futures	1340.06	1345.37	1339.55	1344.86	79770.0
2012-06-07 09:30:00	ES	Futures	1344.61	1345.37	1342.08	1342.84	218838.0
2012-06-07 10:00:00	ES	Futures	1342.84	1344.11	1334.49	1339.05	309967.0
2012-06-07 10:30:00	ES	Futures	1339.3	1339.55	1332.47	1335.0	170252.0
2012-06-07 11:00:00	ES	Futures	1335.0	1336.77	1332.47	1334.24	143091.0
2012-06-07 11:30:00	ES	Futures	1334.49	1338.29	1333.48	1336.52	104433.0
2012-06-07 12:00:00	ES	Futures	1336.52	1339.55	1334.49	1337.78	112029.0
2012-06-07 12:30:00	ES	Futures	1337.78	1338.29	1335.5	1336.77	55136.0
2012-06-07 13:00:00	ES	Futures	1336.77	1340.82	1336.26	1340.31	57464.0
2012-06-07 13:30:00	ES	Futures	1340.31	1340.82	1337.28	1337.53	45759.0
2012-06-07 14:00:00	ES	Futures	1337.78	1339.3	1336.26	1338.79	38511.0
2012-06-07 14:30:00	ES	Futures	1338.54	1339.3	1337.28	1338.54	28987.0
2012-06-07 15:00:00	ES	Futures	1338.29	1338.54	1333.23	1334.24	95388.0
2012-06-07 15:30:00	ES	Futures	1334.24	1334.75	1327.66	1330.19	188793.0
2012-06-07 16:00:00	ES	Futures	1330.19	1332.47	1329.94	1331.96	60269.0
2012-06-07 16:30:00	ES	Futures	1331.96	1332.72	1331.46	1332.47	4733.0
2012-06-07 17:00:00	ES	Futures	1332.47	1333.73	1331.71	1331.96	3388.0
2012-06-07 18:00:00	ES	Futures	1331.96	1332.72	1331.71	1332.22	1316.0
2012-06-07 18:30:00	ES	Futures	1332.22	1333.23	1331.96	1332.97	1628.0
2012-06-07 19:00:00	ES	Futures	1332.97	1333.48	1332.97	1333.23	1617.0
2012-06-07 19:30:00	ES	Futures	1333.23	1333.48	1332.22	1332.47	1120.0
2012-06-07 20:00:00	ES	Futures	1332.22	1332.47	1326.14	1326.14	9338.0
2012-06-07 20:30:00	ES	Futures	1326.14	1327.41	1325.64	1326.4	3451.0
2012-06-07 21:00:00	ES	Futures	1326.65	1327.66	1325.13	1327.16	4474.0
2012-06-07 21:30:00	ES	Futures	1327.16	1327.41	1323.87	1323.87	5351.0
2012-06-07 22:00:00	ES	Futures	1323.87	1325.39	1323.61	1323.87	3710.0
2012-06-07 22:30:00	ES	Futures	1323.87	1327.16	1323.61	1326.4	2692.0
2012-06-07 23:00:00	ES	Futures	1326.65	1326.9	1325.89	1326.65	1678.0
2012-06-07 23:30:00	ES	Futures	1326.65	1328.17	1324.88	1324.88	2536.0
2012-06-07 00:00:00	NQ	Futures	2960.84	2961.99	2951.29	2952.16	11017.0
2012-06-07 00:30:00	NQ	Futures	2952.16	2954.76	2952.16	2953.32	253.0
2012-06-07 01:00:00	NQ	Futures	2953.61	2955.34	2952.74	2955.05	292.0

> showing 50 of 2,816 rows — these rows as CSV

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