PREVIEW / futures_30min / 2012-06-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-12.parquet
  size:    76 KB
  rows:    2,777

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
2012-06-12 00:00:00	ES	Futures	1328.67	1329.69	1328.42	1329.43	1188.0
2012-06-12 00:30:00	ES	Futures	1329.18	1329.18	1327.91	1328.42	622.0
2012-06-12 01:00:00	ES	Futures	1328.67	1328.67	1326.65	1328.17	701.0
2012-06-12 01:30:00	ES	Futures	1328.17	1328.42	1327.41	1327.91	792.0
2012-06-12 02:00:00	ES	Futures	1328.17	1328.93	1327.91	1328.93	1438.0
2012-06-12 02:30:00	ES	Futures	1328.93	1329.43	1327.16	1327.91	2135.0
2012-06-12 03:00:00	ES	Futures	1327.91	1330.95	1326.9	1328.67	6633.0
2012-06-12 03:30:00	ES	Futures	1328.67	1331.2	1326.9	1328.17	4255.0
2012-06-12 04:00:00	ES	Futures	1327.91	1327.91	1323.87	1326.9	4879.0
2012-06-12 04:30:00	ES	Futures	1326.9	1331.2	1326.65	1330.95	5569.0
2012-06-12 05:00:00	ES	Futures	1330.95	1331.46	1327.66	1328.17	2956.0
2012-06-12 05:30:00	ES	Futures	1328.42	1330.19	1326.14	1328.93	2787.0
2012-06-12 06:00:00	ES	Futures	1329.18	1331.46	1329.18	1329.94	2754.0
2012-06-12 06:30:00	ES	Futures	1329.94	1331.2	1328.42	1328.67	2562.0
2012-06-12 07:00:00	ES	Futures	1328.93	1329.18	1326.65	1327.16	2528.0
2012-06-12 07:30:00	ES	Futures	1326.9	1328.42	1325.89	1326.4	2916.0
2012-06-12 08:00:00	ES	Futures	1326.65	1328.67	1324.37	1327.91	5310.0
2012-06-12 08:30:00	ES	Futures	1328.17	1328.93	1325.39	1326.65	5536.0
2012-06-12 09:00:00	ES	Futures	1326.65	1330.95	1326.65	1327.66	9706.0
2012-06-12 09:30:00	ES	Futures	1327.91	1329.94	1324.63	1327.41	28350.0
2012-06-12 10:00:00	ES	Futures	1327.66	1331.2	1322.35	1324.12	29522.0
2012-06-12 10:30:00	ES	Futures	1323.87	1327.66	1321.34	1326.14	18298.0
2012-06-12 11:00:00	ES	Futures	1326.4	1336.26	1326.14	1334.75	21243.0
2012-06-12 11:30:00	ES	Futures	1334.75	1335.5	1331.71	1332.22	8446.0
2012-06-12 12:00:00	ES	Futures	1331.96	1333.73	1330.44	1331.46	6476.0
2012-06-12 12:30:00	ES	Futures	1331.46	1332.97	1329.69	1330.19	6466.0
2012-06-12 13:00:00	ES	Futures	1330.44	1334.49	1329.69	1331.96	6136.0
2012-06-12 13:30:00	ES	Futures	1332.22	1334.49	1331.46	1331.96	7811.0
2012-06-12 14:00:00	ES	Futures	1331.96	1333.23	1330.7	1331.96	5179.0
2012-06-12 14:30:00	ES	Futures	1332.22	1336.01	1332.22	1334.24	4689.0
2012-06-12 15:00:00	ES	Futures	1334.24	1336.77	1332.97	1336.26	5081.0
2012-06-12 15:30:00	ES	Futures	1336.52	1340.06	1334.49	1339.3	20307.0
2012-06-12 16:00:00	ES	Futures	1339.55	1343.09	1339.05	1342.84	13939.0
2012-06-12 16:30:00	ES	Futures	1342.08	1342.08	1340.82	1340.82	1793.0
2012-06-12 17:00:00	ES	Futures	1341.07	1341.58	1340.56	1341.07	583.0
2012-06-12 18:00:00	ES	Futures	1340.56	1341.07	1340.06	1340.06	710.0
2012-06-12 18:30:00	ES	Futures	1340.31	1341.07	1340.31	1340.82	67.0
2012-06-12 19:00:00	ES	Futures	1340.82	1341.07	1340.06	1340.06	117.0
2012-06-12 19:30:00	ES	Futures	1340.31	1341.58	1340.06	1340.31	181.0
2012-06-12 20:00:00	ES	Futures	1340.31	1340.82	1339.3	1339.55	537.0
2012-06-12 20:30:00	ES	Futures	1339.3	1339.55	1338.29	1338.79	768.0
2012-06-12 21:00:00	ES	Futures	1338.54	1339.3	1338.29	1339.3	520.0
2012-06-12 21:30:00	ES	Futures	1339.3	1339.81	1337.02	1338.29	732.0
2012-06-12 22:00:00	ES	Futures	1338.29	1338.54	1337.02	1338.03	675.0
2012-06-12 22:30:00	ES	Futures	1337.53	1338.79	1337.02	1338.79	343.0
2012-06-12 23:00:00	ES	Futures	1338.79	1340.06	1338.79	1340.06	232.0
2012-06-12 23:30:00	ES	Futures	1340.06	1340.31	1339.3	1340.31	301.0
2012-06-12 00:00:00	NQ	Futures	2922.95	2924.69	2922.37	2924.69	26.0
2012-06-12 00:30:00	NQ	Futures	2923.24	2923.53	2921.5	2922.37	14.0
2012-06-12 01:00:00	NQ	Futures	2922.08	2922.08	2918.9	2919.19	66.0

> showing 50 of 2,777 rows — these rows as CSV

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