PREVIEW / futures_30min / 2012-06-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-19.parquet
  size:    78 KB
  rows:    2,809

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
2012-06-19 00:00:00	ES	Futures	1362.96	1363.72	1362.45	1363.21	1171.0
2012-06-19 00:30:00	ES	Futures	1363.47	1363.47	1362.45	1362.45	660.0
2012-06-19 01:00:00	ES	Futures	1362.45	1362.96	1361.43	1361.94	2642.0
2012-06-19 01:30:00	ES	Futures	1361.69	1362.2	1361.43	1361.94	1718.0
2012-06-19 02:00:00	ES	Futures	1361.94	1363.47	1361.43	1361.94	4796.0
2012-06-19 02:30:00	ES	Futures	1362.2	1363.21	1361.43	1361.69	3592.0
2012-06-19 03:00:00	ES	Futures	1361.69	1364.74	1361.43	1362.45	22934.0
2012-06-19 03:30:00	ES	Futures	1362.45	1365.25	1361.94	1362.45	17296.0
2012-06-19 04:00:00	ES	Futures	1362.45	1363.21	1359.4	1360.92	28316.0
2012-06-19 04:30:00	ES	Futures	1361.18	1364.99	1360.42	1363.98	13952.0
2012-06-19 05:00:00	ES	Futures	1363.98	1366.26	1361.69	1365.25	26776.0
2012-06-19 05:30:00	ES	Futures	1365.25	1366.77	1364.23	1365.76	12117.0
2012-06-19 06:00:00	ES	Futures	1366.01	1367.03	1365.76	1366.26	10228.0
2012-06-19 06:30:00	ES	Futures	1366.01	1366.52	1365.25	1365.5	7415.0
2012-06-19 07:00:00	ES	Futures	1365.5	1367.54	1365.5	1366.52	18488.0
2012-06-19 07:30:00	ES	Futures	1366.52	1368.81	1365.76	1367.79	18126.0
2012-06-19 08:00:00	ES	Futures	1367.54	1368.55	1366.77	1368.3	20741.0
2012-06-19 08:30:00	ES	Futures	1368.04	1368.55	1365.25	1366.77	25350.0
2012-06-19 09:00:00	ES	Futures	1366.77	1369.82	1365.76	1368.3	43664.0
2012-06-19 09:30:00	ES	Futures	1368.3	1371.86	1366.77	1371.6	184074.0
2012-06-19 10:00:00	ES	Futures	1371.6	1374.91	1371.1	1373.89	192390.0
2012-06-19 10:30:00	ES	Futures	1374.15	1375.16	1372.37	1374.4	141425.0
2012-06-19 11:00:00	ES	Futures	1374.66	1375.93	1372.62	1373.89	157618.0
2012-06-19 11:30:00	ES	Futures	1374.15	1376.18	1373.38	1375.93	79976.0
2012-06-19 12:00:00	ES	Futures	1375.67	1376.18	1374.4	1375.42	53529.0
2012-06-19 12:30:00	ES	Futures	1375.42	1376.69	1374.91	1376.18	40342.0
2012-06-19 13:00:00	ES	Futures	1376.44	1378.22	1375.42	1378.22	66299.0
2012-06-19 13:30:00	ES	Futures	1378.22	1380.25	1377.96	1378.72	86018.0
2012-06-19 14:00:00	ES	Futures	1378.98	1378.98	1376.44	1376.94	48056.0
2012-06-19 14:30:00	ES	Futures	1376.94	1377.2	1373.38	1376.44	112563.0
2012-06-19 15:00:00	ES	Futures	1376.44	1378.22	1375.16	1375.93	70723.0
2012-06-19 15:30:00	ES	Futures	1375.93	1376.69	1373.38	1374.66	145280.0
2012-06-19 16:00:00	ES	Futures	1374.66	1375.67	1373.13	1373.38	78664.0
2012-06-19 16:30:00	ES	Futures	1373.13	1373.89	1372.11	1373.13	6256.0
2012-06-19 17:00:00	ES	Futures	1372.88	1373.13	1372.11	1372.11	1371.0
2012-06-19 18:00:00	ES	Futures	1371.86	1372.88	1371.86	1372.62	1394.0
2012-06-19 18:30:00	ES	Futures	1372.62	1373.38	1372.37	1373.13	1932.0
2012-06-19 19:00:00	ES	Futures	1373.13	1373.13	1372.88	1372.88	404.0
2012-06-19 19:30:00	ES	Futures	1373.13	1374.15	1372.88	1373.13	2530.0
2012-06-19 20:00:00	ES	Futures	1373.13	1373.64	1371.35	1371.6	3264.0
2012-06-19 20:30:00	ES	Futures	1371.86	1371.86	1369.06	1369.82	7782.0
2012-06-19 21:00:00	ES	Futures	1369.82	1370.84	1369.57	1370.84	2449.0
2012-06-19 21:30:00	ES	Futures	1370.84	1371.1	1370.33	1370.59	1631.0
2012-06-19 22:00:00	ES	Futures	1370.84	1371.1	1370.08	1370.84	1453.0
2012-06-19 22:30:00	ES	Futures	1370.59	1371.6	1370.33	1371.1	1103.0
2012-06-19 23:00:00	ES	Futures	1371.1	1371.1	1370.33	1370.33	478.0
2012-06-19 23:30:00	ES	Futures	1370.33	1371.1	1370.33	1370.84	945.0
2012-06-19 00:00:00	NQ	Futures	3004.08	3005.24	3002.63	3004.37	201.0
2012-06-19 00:30:00	NQ	Futures	3004.37	3004.37	3002.63	3003.21	126.0
2012-06-19 01:00:00	NQ	Futures	3003.21	3003.79	3001.18	3002.05	289.0

> showing 50 of 2,809 rows — these rows as CSV

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