PREVIEW / futures_30min / 2012-06-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-18.parquet
  size:    76 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
2012-06-18 00:00:00	ES	Futures	1367.28	1367.54	1365.25	1365.25	2896.0
2012-06-18 00:30:00	ES	Futures	1365.25	1366.77	1365.25	1366.77	2756.0
2012-06-18 01:00:00	ES	Futures	1366.52	1367.03	1364.99	1364.99	2857.0
2012-06-18 01:30:00	ES	Futures	1364.99	1365.76	1363.98	1364.99	5518.0
2012-06-18 02:00:00	ES	Futures	1365.25	1367.28	1364.74	1364.99	10923.0
2012-06-18 02:30:00	ES	Futures	1364.74	1366.52	1364.23	1366.01	7358.0
2012-06-18 03:00:00	ES	Futures	1366.01	1366.52	1362.96	1363.72	24288.0
2012-06-18 03:30:00	ES	Futures	1363.72	1364.74	1360.92	1361.43	21766.0
2012-06-18 04:00:00	ES	Futures	1361.43	1362.2	1353.55	1355.08	50087.0
2012-06-18 04:30:00	ES	Futures	1355.08	1357.37	1352.79	1356.86	27581.0
2012-06-18 05:00:00	ES	Futures	1357.11	1358.13	1355.08	1357.11	16683.0
2012-06-18 05:30:00	ES	Futures	1356.86	1359.4	1356.6	1358.64	13071.0
2012-06-18 06:00:00	ES	Futures	1358.64	1360.16	1357.87	1359.4	15634.0
2012-06-18 06:30:00	ES	Futures	1359.14	1359.65	1355.84	1357.11	18986.0
2012-06-18 07:00:00	ES	Futures	1357.37	1358.38	1355.59	1357.11	21862.0
2012-06-18 07:30:00	ES	Futures	1357.37	1357.87	1355.08	1355.08	29751.0
2012-06-18 08:00:00	ES	Futures	1355.08	1356.09	1353.04	1353.81	37013.0
2012-06-18 08:30:00	ES	Futures	1353.81	1354.31	1351.52	1352.79	59845.0
2012-06-18 09:00:00	ES	Futures	1352.79	1354.57	1352.28	1352.79	45729.0
2012-06-18 09:30:00	ES	Futures	1353.04	1357.11	1349.99	1355.84	235858.0
2012-06-18 10:00:00	ES	Futures	1355.84	1360.67	1354.57	1359.65	184762.0
2012-06-18 10:30:00	ES	Futures	1359.91	1362.96	1358.13	1359.65	197502.0
2012-06-18 11:00:00	ES	Futures	1359.4	1359.91	1355.59	1358.13	211129.0
2012-06-18 11:30:00	ES	Futures	1358.13	1359.65	1356.35	1358.89	123741.0
2012-06-18 12:00:00	ES	Futures	1358.89	1359.4	1357.11	1358.38	56961.0
2012-06-18 12:30:00	ES	Futures	1358.13	1360.92	1357.11	1358.64	67011.0
2012-06-18 13:00:00	ES	Futures	1358.64	1361.94	1357.87	1361.43	52935.0
2012-06-18 13:30:00	ES	Futures	1361.18	1362.96	1360.67	1362.2	41115.0
2012-06-18 14:00:00	ES	Futures	1362.2	1364.74	1361.18	1363.47	67823.0
2012-06-18 14:30:00	ES	Futures	1363.47	1364.48	1361.18	1361.94	49968.0
2012-06-18 15:00:00	ES	Futures	1361.69	1363.21	1358.64	1361.18	65841.0
2012-06-18 15:30:00	ES	Futures	1360.92	1362.45	1358.89	1361.43	155096.0
2012-06-18 16:00:00	ES	Futures	1361.43	1364.74	1360.92	1363.47	58649.0
2012-06-18 16:30:00	ES	Futures	1363.72	1365.25	1363.21	1364.74	7433.0
2012-06-18 17:00:00	ES	Futures	1364.48	1364.99	1363.47	1363.98	3622.0
2012-06-18 18:00:00	ES	Futures	1364.23	1364.23	1363.21	1363.21	1497.0
2012-06-18 18:30:00	ES	Futures	1363.21	1363.47	1362.7	1363.21	970.0
2012-06-18 19:00:00	ES	Futures	1363.21	1363.98	1362.96	1363.72	976.0
2012-06-18 19:30:00	ES	Futures	1363.98	1364.74	1363.47	1364.74	1608.0
2012-06-18 20:00:00	ES	Futures	1364.48	1364.99	1363.47	1364.74	3127.0
2012-06-18 20:30:00	ES	Futures	1364.48	1365.76	1363.98	1364.74	3533.0
2012-06-18 21:00:00	ES	Futures	1364.48	1364.99	1363.21	1363.98	2541.0
2012-06-18 21:30:00	ES	Futures	1363.72	1364.74	1362.7	1362.96	3418.0
2012-06-18 22:00:00	ES	Futures	1362.96	1363.47	1361.94	1363.21	2451.0
2012-06-18 22:30:00	ES	Futures	1362.96	1362.96	1362.2	1362.7	850.0
2012-06-18 23:00:00	ES	Futures	1362.7	1363.72	1362.45	1363.21	1134.0
2012-06-18 23:30:00	ES	Futures	1363.47	1363.72	1362.96	1363.21	680.0
2012-06-18 00:00:00	NQ	Futures	2989.87	2990.16	2985.24	2985.24	218.0
2012-06-18 00:30:00	NQ	Futures	2985.24	2988.13	2984.95	2988.13	138.0
2012-06-18 01:00:00	NQ	Futures	2987.84	2989.0	2984.95	2985.53	151.0

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

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