PREVIEW / futures_30min / 2012-06-11

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-11.parquet
  size:    76 KB
  rows:    2,648

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
2012-06-11 00:00:00	ES	Futures	1358.78	1359.28	1357.77	1359.03	1428.0
2012-06-11 00:30:00	ES	Futures	1359.03	1360.55	1358.53	1360.3	1727.0
2012-06-11 01:00:00	ES	Futures	1360.3	1361.56	1360.04	1360.8	2086.0
2012-06-11 01:30:00	ES	Futures	1361.06	1361.56	1360.3	1361.31	1475.0
2012-06-11 02:00:00	ES	Futures	1361.31	1362.83	1360.04	1360.55	6070.0
2012-06-11 02:30:00	ES	Futures	1360.55	1361.31	1359.03	1359.54	3613.0
2012-06-11 03:00:00	ES	Futures	1359.79	1359.79	1356.25	1356.5	7517.0
2012-06-11 03:30:00	ES	Futures	1356.25	1358.78	1356.0	1357.26	8188.0
2012-06-11 04:00:00	ES	Futures	1357.01	1360.04	1357.01	1358.02	7636.0
2012-06-11 04:30:00	ES	Futures	1358.27	1358.27	1356.25	1356.5	4622.0
2012-06-11 05:00:00	ES	Futures	1356.5	1358.02	1355.74	1356.76	2738.0
2012-06-11 05:30:00	ES	Futures	1356.76	1356.76	1353.72	1354.23	6309.0
2012-06-11 06:00:00	ES	Futures	1354.23	1355.24	1353.21	1354.23	4879.0
2012-06-11 06:30:00	ES	Futures	1354.23	1355.49	1353.21	1353.47	3968.0
2012-06-11 07:00:00	ES	Futures	1353.47	1353.72	1349.92	1350.43	7416.0
2012-06-11 07:30:00	ES	Futures	1350.18	1350.94	1348.15	1350.18	9698.0
2012-06-11 08:00:00	ES	Futures	1350.18	1351.19	1348.91	1349.17	9222.0
2012-06-11 08:30:00	ES	Futures	1349.17	1352.2	1348.91	1351.19	7520.0
2012-06-11 09:00:00	ES	Futures	1351.44	1352.45	1350.43	1351.7	8558.0
2012-06-11 09:30:00	ES	Futures	1351.7	1352.71	1341.58	1342.59	60167.0
2012-06-11 10:00:00	ES	Futures	1342.59	1345.12	1338.54	1340.31	60978.0
2012-06-11 10:30:00	ES	Futures	1340.06	1341.83	1336.01	1337.28	35787.0
2012-06-11 11:00:00	ES	Futures	1337.53	1338.29	1335.0	1336.77	29973.0
2012-06-11 11:30:00	ES	Futures	1336.77	1340.06	1336.01	1339.05	22088.0
2012-06-11 12:00:00	ES	Futures	1338.79	1340.31	1336.52	1336.77	16855.0
2012-06-11 12:30:00	ES	Futures	1337.02	1339.3	1336.77	1338.79	9248.0
2012-06-11 13:00:00	ES	Futures	1338.54	1341.58	1338.03	1339.81	11825.0
2012-06-11 13:30:00	ES	Futures	1340.06	1340.06	1336.26	1337.28	12402.0
2012-06-11 14:00:00	ES	Futures	1337.28	1337.28	1332.47	1333.48	16170.0
2012-06-11 14:30:00	ES	Futures	1333.48	1335.5	1332.72	1333.73	11490.0
2012-06-11 15:00:00	ES	Futures	1333.73	1334.24	1327.91	1328.93	17525.0
2012-06-11 15:30:00	ES	Futures	1328.93	1332.22	1322.6	1324.63	38216.0
2012-06-11 16:00:00	ES	Futures	1324.63	1326.4	1321.84	1322.6	24193.0
2012-06-11 16:30:00	ES	Futures	1323.11	1323.61	1321.59	1322.35	2075.0
2012-06-11 17:00:00	ES	Futures	1322.35	1323.11	1320.83	1323.11	674.0
2012-06-11 18:00:00	ES	Futures	1323.11	1323.61	1319.31	1321.08	1252.0
2012-06-11 18:30:00	ES	Futures	1321.59	1324.37	1321.34	1323.36	842.0
2012-06-11 19:00:00	ES	Futures	1323.36	1323.87	1322.6	1322.6	342.0
2012-06-11 19:30:00	ES	Futures	1322.86	1323.36	1321.08	1323.11	919.0
2012-06-11 20:00:00	ES	Futures	1323.36	1323.36	1322.1	1323.11	1861.0
2012-06-11 20:30:00	ES	Futures	1323.36	1325.39	1323.11	1324.63	1219.0
2012-06-11 21:00:00	ES	Futures	1324.88	1325.13	1323.87	1325.13	772.0
2012-06-11 21:30:00	ES	Futures	1325.13	1327.16	1324.88	1326.14	1232.0
2012-06-11 22:00:00	ES	Futures	1326.4	1327.66	1326.14	1327.66	305.0
2012-06-11 22:30:00	ES	Futures	1327.41	1327.66	1325.89	1326.4	511.0
2012-06-11 23:00:00	ES	Futures	1326.65	1327.91	1325.89	1327.91	473.0
2012-06-11 23:30:00	ES	Futures	1327.91	1329.18	1327.66	1328.67	789.0
2012-06-11 00:00:00	NQ	Futures	2996.41	2997.27	2996.12	2996.7	46.0
2012-06-11 00:30:00	NQ	Futures	2997.85	3001.03	2997.56	3001.03	20.0
2012-06-11 01:00:00	NQ	Futures	3000.74	3002.19	2999.88	3000.46	86.0

> showing 50 of 2,648 rows — these rows as CSV

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