PREVIEW / futures_30min / 2012-06-08

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-08.parquet
  size:    68 KB
  rows:    2,265

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
2012-06-08 00:00:00	ES	Futures	1324.88	1325.64	1324.37	1325.39	2093.0
2012-06-08 00:30:00	ES	Futures	1325.39	1326.65	1325.39	1326.4	696.0
2012-06-08 01:00:00	ES	Futures	1326.65	1326.65	1324.63	1325.13	1322.0
2012-06-08 01:30:00	ES	Futures	1325.39	1325.64	1323.36	1324.37	2391.0
2012-06-08 02:00:00	ES	Futures	1324.63	1326.14	1323.11	1323.87	4367.0
2012-06-08 02:30:00	ES	Futures	1324.12	1326.9	1323.61	1325.64	3658.0
2012-06-08 03:00:00	ES	Futures	1325.64	1327.41	1322.1	1323.87	12239.0
2012-06-08 03:30:00	ES	Futures	1323.87	1324.88	1322.86	1324.12	10278.0
2012-06-08 04:00:00	ES	Futures	1324.12	1324.37	1321.08	1321.84	15383.0
2012-06-08 04:30:00	ES	Futures	1321.84	1324.37	1321.34	1323.36	7573.0
2012-06-08 05:00:00	ES	Futures	1323.36	1326.4	1322.6	1326.4	9640.0
2012-06-08 05:30:00	ES	Futures	1326.14	1330.44	1325.64	1328.67	14123.0
2012-06-08 06:00:00	ES	Futures	1328.67	1330.19	1326.4	1326.4	9009.0
2012-06-08 06:30:00	ES	Futures	1326.4	1326.65	1323.11	1324.63	14219.0
2012-06-08 07:00:00	ES	Futures	1324.63	1325.89	1323.87	1325.64	7344.0
2012-06-08 07:30:00	ES	Futures	1325.64	1328.67	1325.64	1327.66	10916.0
2012-06-08 08:00:00	ES	Futures	1327.66	1330.19	1324.88	1326.9	31543.0
2012-06-08 08:30:00	ES	Futures	1326.65	1329.69	1326.4	1327.16	21441.0
2012-06-08 09:00:00	ES	Futures	1327.16	1330.44	1326.9	1326.9	24095.0
2012-06-08 09:30:00	ES	Futures	1326.9	1327.91	1322.6	1325.89	92340.0
2012-06-08 10:00:00	ES	Futures	1325.89	1328.93	1324.88	1328.17	71364.0
2012-06-08 10:30:00	ES	Futures	1327.91	1333.23	1327.41	1332.72	63085.0
2012-06-08 11:00:00	ES	Futures	1332.72	1333.23	1329.94	1330.95	38479.0
2012-06-08 11:30:00	ES	Futures	1330.7	1332.72	1330.19	1330.19	28606.0
2012-06-08 12:00:00	ES	Futures	1330.19	1332.47	1330.19	1332.22	23831.0
2012-06-08 12:30:00	ES	Futures	1332.47	1336.01	1332.22	1335.76	32895.0
2012-06-08 13:00:00	ES	Futures	1335.76	1338.79	1335.5	1337.28	37129.0
2012-06-08 13:30:00	ES	Futures	1337.28	1338.29	1336.01	1336.77	17688.0
2012-06-08 14:00:00	ES	Futures	1337.02	1337.78	1336.26	1337.53	12366.0
2012-06-08 14:30:00	ES	Futures	1337.53	1339.81	1336.77	1337.53	24117.0
2012-06-08 15:00:00	ES	Futures	1337.53	1339.81	1337.28	1338.29	18654.0
2012-06-08 15:30:00	ES	Futures	1338.29	1341.32	1337.28	1340.82	58425.0
2012-06-08 16:00:00	ES	Futures	1341.07	1345.37	1340.06	1345.12	33687.0
2012-06-08 00:00:00	NQ	Futures	2922.66	2924.69	2921.21	2924.4	184.0
2012-06-08 00:30:00	NQ	Futures	2924.4	2927.58	2924.11	2927.58	180.0
2012-06-08 01:00:00	NQ	Futures	2927.0	2927.29	2923.53	2924.4	105.0
2012-06-08 01:30:00	NQ	Futures	2924.97	2924.97	2920.64	2922.66	266.0
2012-06-08 02:00:00	NQ	Futures	2923.24	2926.71	2920.93	2921.5	262.0
2012-06-08 02:30:00	NQ	Futures	2922.08	2927.58	2922.08	2924.97	452.0
2012-06-08 03:00:00	NQ	Futures	2924.69	2927.87	2916.88	2919.77	1338.0
2012-06-08 03:30:00	NQ	Futures	2919.48	2921.79	2917.46	2919.48	930.0
2012-06-08 04:00:00	NQ	Futures	2919.48	2919.48	2912.83	2913.41	1449.0
2012-06-08 04:30:00	NQ	Futures	2913.12	2918.61	2912.54	2916.59	680.0
2012-06-08 05:00:00	NQ	Futures	2916.01	2922.08	2915.14	2921.21	880.0
2012-06-08 05:30:00	NQ	Futures	2921.5	2929.89	2920.64	2925.84	1108.0
2012-06-08 06:00:00	NQ	Futures	2926.13	2929.02	2921.5	2921.79	652.0
2012-06-08 06:30:00	NQ	Futures	2921.79	2922.08	2916.3	2918.9	988.0
2012-06-08 07:00:00	NQ	Futures	2918.9	2922.66	2916.88	2922.66	694.0
2012-06-08 07:30:00	NQ	Futures	2922.08	2927.87	2921.5	2925.26	937.0
2012-06-08 08:00:00	NQ	Futures	2925.55	2931.34	2920.35	2924.11	2006.0

> showing 50 of 2,265 rows — these rows as CSV

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