PREVIEW / futures_30min / 2012-06-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-13.parquet
  size:    75 KB
  rows:    2,740

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
2012-06-13 00:00:00	ES	Futures	1340.06	1340.06	1339.05	1339.81	362.0
2012-06-13 00:30:00	ES	Futures	1339.81	1340.06	1339.3	1339.81	207.0
2012-06-13 01:00:00	ES	Futures	1340.06	1340.56	1340.06	1340.31	212.0
2012-06-13 01:30:00	ES	Futures	1340.06	1340.31	1339.3	1339.55	266.0
2012-06-13 02:00:00	ES	Futures	1339.55	1341.07	1339.3	1340.82	881.0
2012-06-13 02:30:00	ES	Futures	1341.07	1341.58	1339.55	1339.81	677.0
2012-06-13 03:00:00	ES	Futures	1339.55	1341.58	1338.29	1340.56	2994.0
2012-06-13 03:30:00	ES	Futures	1340.82	1343.09	1339.55	1341.83	2015.0
2012-06-13 04:00:00	ES	Futures	1342.08	1342.33	1339.55	1339.81	2732.0
2012-06-13 04:30:00	ES	Futures	1339.81	1340.06	1337.53	1338.54	2017.0
2012-06-13 05:00:00	ES	Futures	1338.54	1342.08	1338.29	1341.83	1265.0
2012-06-13 05:30:00	ES	Futures	1341.58	1341.83	1337.53	1338.54	1590.0
2012-06-13 06:00:00	ES	Futures	1338.79	1341.32	1338.29	1340.56	1407.0
2012-06-13 06:30:00	ES	Futures	1340.82	1341.07	1338.54	1338.79	1093.0
2012-06-13 07:00:00	ES	Futures	1338.79	1339.55	1336.77	1337.78	2275.0
2012-06-13 07:30:00	ES	Futures	1337.78	1339.81	1337.53	1339.3	2411.0
2012-06-13 08:00:00	ES	Futures	1339.55	1339.81	1336.26	1337.02	4378.0
2012-06-13 08:30:00	ES	Futures	1336.52	1338.29	1331.96	1335.5	7755.0
2012-06-13 09:00:00	ES	Futures	1335.76	1335.76	1333.73	1335.5	4745.0
2012-06-13 09:30:00	ES	Futures	1335.25	1336.01	1330.7	1332.47	16108.0
2012-06-13 10:00:00	ES	Futures	1332.22	1338.54	1332.22	1337.02	14136.0
2012-06-13 10:30:00	ES	Futures	1337.02	1343.09	1337.02	1341.83	15932.0
2012-06-13 11:00:00	ES	Futures	1342.08	1342.08	1337.78	1339.55	8759.0
2012-06-13 11:30:00	ES	Futures	1339.55	1341.83	1337.53	1338.54	6728.0
2012-06-13 12:00:00	ES	Futures	1338.54	1338.54	1335.76	1338.03	10368.0
2012-06-13 12:30:00	ES	Futures	1338.03	1343.6	1338.03	1341.32	7205.0
2012-06-13 13:00:00	ES	Futures	1341.07	1342.33	1339.55	1342.08	4496.0
2012-06-13 13:30:00	ES	Futures	1342.08	1342.84	1337.53	1338.03	6013.0
2012-06-13 14:00:00	ES	Futures	1338.03	1338.79	1336.26	1337.28	5078.0
2012-06-13 14:30:00	ES	Futures	1337.28	1337.78	1332.72	1333.48	7435.0
2012-06-13 15:00:00	ES	Futures	1332.97	1334.24	1326.9	1327.16	13476.0
2012-06-13 15:30:00	ES	Futures	1327.16	1330.95	1325.89	1330.7	12218.0
2012-06-13 16:00:00	ES	Futures	1330.95	1332.47	1330.44	1331.46	7756.0
2012-06-13 16:30:00	ES	Futures	1331.46	1332.47	1327.41	1328.93	1667.0
2012-06-13 17:00:00	ES	Futures	1328.93	1331.2	1328.93	1330.7	215.0
2012-06-13 18:00:00	ES	Futures	1330.7	1331.71	1329.69	1331.46	183.0
2012-06-13 18:30:00	ES	Futures	1331.46	1331.71	1330.7	1330.95	138.0
2012-06-13 19:00:00	ES	Futures	1330.95	1331.2	1329.69	1330.7	128.0
2012-06-13 19:30:00	ES	Futures	1330.95	1331.71	1330.19	1331.71	99.0
2012-06-13 20:00:00	ES	Futures	1331.71	1333.23	1331.2	1331.71	305.0
2012-06-13 20:30:00	ES	Futures	1331.46	1332.47	1330.44	1330.95	333.0
2012-06-13 21:00:00	ES	Futures	1330.95	1332.97	1330.44	1332.47	226.0
2012-06-13 21:30:00	ES	Futures	1332.22	1333.23	1331.71	1332.97	303.0
2012-06-13 22:00:00	ES	Futures	1332.97	1332.97	1332.22	1332.47	76.0
2012-06-13 22:30:00	ES	Futures	1332.47	1334.24	1332.47	1333.99	174.0
2012-06-13 23:00:00	ES	Futures	1334.24	1337.78	1333.48	1337.02	901.0
2012-06-13 23:30:00	ES	Futures	1336.77	1337.28	1336.01	1337.02	218.0
2012-06-13 00:00:00	NQ	Futures	2946.38	2946.38	2945.8	2945.8	7.0
2012-06-13 00:30:00	NQ	Futures	2946.38	2946.95	2945.8	2946.09	15.0
2012-06-13 01:00:00	NQ	Futures	2946.09	2947.82	2946.09	2946.95	27.0

> showing 50 of 2,740 rows — these rows as CSV

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