PREVIEW / futures_30min / 2012-06-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-15.parquet
  size:    65 KB
  rows:    2,282

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
2012-06-15 00:00:00	ES	Futures	1350.25	1351.26	1350.25	1351.26	1004.0
2012-06-15 00:30:00	ES	Futures	1351.26	1351.52	1350.5	1351.26	1269.0
2012-06-15 01:00:00	ES	Futures	1351.01	1351.26	1349.23	1349.23	1811.0
2012-06-15 01:30:00	ES	Futures	1349.74	1350.25	1349.23	1349.74	1952.0
2012-06-15 02:00:00	ES	Futures	1349.99	1350.5	1348.97	1350.25	4426.0
2012-06-15 02:30:00	ES	Futures	1350.25	1351.77	1349.74	1350.25	4886.0
2012-06-15 03:00:00	ES	Futures	1349.99	1354.57	1348.97	1353.81	22947.0
2012-06-15 03:30:00	ES	Futures	1353.81	1354.06	1352.03	1352.28	16286.0
2012-06-15 04:00:00	ES	Futures	1352.53	1355.08	1352.03	1354.06	15198.0
2012-06-15 04:30:00	ES	Futures	1353.81	1354.82	1353.3	1353.81	9293.0
2012-06-15 05:00:00	ES	Futures	1353.81	1355.59	1353.04	1354.82	15194.0
2012-06-15 05:30:00	ES	Futures	1354.57	1355.33	1353.3	1353.55	16776.0
2012-06-15 06:00:00	ES	Futures	1353.55	1353.81	1350.75	1352.03	19240.0
2012-06-15 06:30:00	ES	Futures	1352.03	1353.55	1351.26	1353.3	11355.0
2012-06-15 07:00:00	ES	Futures	1353.3	1354.57	1352.53	1353.55	24290.0
2012-06-15 07:30:00	ES	Futures	1353.55	1354.06	1351.52	1351.52	23789.0
2012-06-15 08:00:00	ES	Futures	1351.52	1351.77	1349.48	1349.99	40208.0
2012-06-15 08:30:00	ES	Futures	1349.48	1351.77	1348.97	1349.23	43510.0
2012-06-15 09:00:00	ES	Futures	1349.48	1351.52	1348.21	1351.01	68725.0
2012-06-15 09:30:00	ES	Futures	1351.01	1352.28	1348.21	1352.03	221259.0
2012-06-15 10:00:00	ES	Futures	1352.03	1353.81	1349.99	1351.77	160681.0
2012-06-15 10:30:00	ES	Futures	1351.52	1353.55	1350.25	1352.79	119992.0
2012-06-15 11:00:00	ES	Futures	1352.53	1353.81	1351.52	1353.3	82932.0
2012-06-15 11:30:00	ES	Futures	1353.55	1354.57	1352.28	1352.53	109551.0
2012-06-15 12:00:00	ES	Futures	1352.53	1353.3	1351.26	1352.03	68559.0
2012-06-15 12:30:00	ES	Futures	1352.03	1352.28	1350.25	1351.52	42872.0
2012-06-15 13:00:00	ES	Futures	1351.77	1354.82	1351.52	1353.04	54086.0
2012-06-15 13:30:00	ES	Futures	1352.79	1354.06	1352.28	1353.55	27990.0
2012-06-15 14:00:00	ES	Futures	1353.55	1355.59	1353.3	1354.82	34216.0
2012-06-15 14:30:00	ES	Futures	1354.82	1357.11	1354.31	1354.82	67985.0
2012-06-15 15:00:00	ES	Futures	1354.57	1356.86	1354.31	1356.86	56732.0
2012-06-15 15:30:00	ES	Futures	1356.6	1359.91	1355.84	1358.38	208188.0
2012-06-15 16:00:00	ES	Futures	1358.13	1361.43	1356.86	1361.18	130010.0
2012-06-15 00:00:00	NQ	Futures	2944.07	2945.52	2943.49	2944.94	237.0
2012-06-15 00:30:00	NQ	Futures	2944.65	2945.52	2943.49	2944.94	305.0
2012-06-15 01:00:00	NQ	Futures	2944.65	2945.23	2942.04	2942.04	174.0
2012-06-15 01:30:00	NQ	Futures	2942.33	2943.2	2941.75	2942.04	159.0
2012-06-15 02:00:00	NQ	Futures	2942.62	2944.07	2941.17	2943.78	399.0
2012-06-15 02:30:00	NQ	Futures	2943.49	2946.97	2943.49	2943.78	469.0
2012-06-15 03:00:00	NQ	Futures	2944.07	2951.9	2941.17	2950.16	3466.0
2012-06-15 03:30:00	NQ	Futures	2950.16	2951.61	2947.55	2948.42	1928.0
2012-06-15 04:00:00	NQ	Futures	2948.42	2954.22	2947.84	2951.61	1549.0
2012-06-15 04:30:00	NQ	Futures	2951.32	2953.35	2950.45	2952.19	1326.0
2012-06-15 05:00:00	NQ	Futures	2952.19	2955.67	2950.74	2954.22	1715.0
2012-06-15 05:30:00	NQ	Futures	2953.93	2955.67	2951.61	2952.19	1762.0
2012-06-15 06:00:00	NQ	Futures	2952.48	2952.77	2946.39	2948.71	1861.0
2012-06-15 06:30:00	NQ	Futures	2948.42	2951.32	2946.97	2951.03	890.0
2012-06-15 07:00:00	NQ	Futures	2950.74	2955.38	2949.29	2951.9	4462.0
2012-06-15 07:30:00	NQ	Futures	2951.9	2952.48	2947.26	2947.55	2342.0
2012-06-15 08:00:00	NQ	Futures	2947.84	2948.42	2943.2	2944.94	5123.0

> showing 50 of 2,282 rows — these rows as CSV

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