PREVIEW / futures_30min / 2012-06-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-20.parquet
  size:    79 KB
  rows:    2,852

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
2012-06-20 00:00:00	ES	Futures	1370.84	1371.35	1370.84	1371.1	600.0
2012-06-20 00:30:00	ES	Futures	1371.35	1371.35	1370.59	1371.35	1318.0
2012-06-20 01:00:00	ES	Futures	1371.1	1372.88	1371.1	1372.11	1987.0
2012-06-20 01:30:00	ES	Futures	1372.11	1372.62	1371.35	1371.35	1198.0
2012-06-20 02:00:00	ES	Futures	1371.6	1372.88	1371.35	1372.62	4721.0
2012-06-20 02:30:00	ES	Futures	1372.62	1372.88	1370.59	1372.62	6194.0
2012-06-20 03:00:00	ES	Futures	1372.62	1372.88	1370.84	1371.35	19942.0
2012-06-20 03:30:00	ES	Futures	1371.35	1372.11	1369.82	1370.08	14055.0
2012-06-20 04:00:00	ES	Futures	1370.08	1372.88	1369.82	1372.37	16008.0
2012-06-20 04:30:00	ES	Futures	1372.62	1374.91	1371.86	1374.66	19608.0
2012-06-20 05:00:00	ES	Futures	1374.66	1375.93	1374.15	1374.4	11434.0
2012-06-20 05:30:00	ES	Futures	1374.66	1375.16	1373.64	1374.4	8994.0
2012-06-20 06:00:00	ES	Futures	1374.4	1374.66	1371.86	1372.62	9678.0
2012-06-20 06:30:00	ES	Futures	1372.62	1374.66	1372.62	1374.15	6349.0
2012-06-20 07:00:00	ES	Futures	1374.15	1376.18	1373.89	1375.67	11311.0
2012-06-20 07:30:00	ES	Futures	1375.67	1377.71	1375.42	1376.18	23979.0
2012-06-20 08:00:00	ES	Futures	1376.44	1376.94	1374.91	1375.93	17862.0
2012-06-20 08:30:00	ES	Futures	1375.93	1376.44	1374.91	1375.16	19673.0
2012-06-20 09:00:00	ES	Futures	1375.16	1376.18	1373.89	1374.4	24767.0
2012-06-20 09:30:00	ES	Futures	1374.66	1376.18	1370.84	1372.88	152391.0
2012-06-20 10:00:00	ES	Futures	1372.62	1374.91	1371.1	1373.64	122645.0
2012-06-20 10:30:00	ES	Futures	1373.38	1373.89	1370.59	1371.35	97076.0
2012-06-20 11:00:00	ES	Futures	1371.35	1373.38	1370.84	1372.88	103943.0
2012-06-20 11:30:00	ES	Futures	1372.88	1373.38	1371.1	1371.35	89574.0
2012-06-20 12:00:00	ES	Futures	1371.1	1371.6	1367.54	1369.32	96490.0
2012-06-20 12:30:00	ES	Futures	1369.57	1372.62	1361.69	1371.86	407673.0
2012-06-20 13:00:00	ES	Futures	1371.6	1378.72	1371.6	1374.66	233990.0
2012-06-20 13:30:00	ES	Futures	1374.66	1375.42	1371.35	1374.4	82511.0
2012-06-20 14:00:00	ES	Futures	1374.15	1375.93	1368.55	1370.08	148826.0
2012-06-20 14:30:00	ES	Futures	1370.08	1372.37	1364.99	1367.79	172704.0
2012-06-20 15:00:00	ES	Futures	1368.04	1368.55	1363.47	1368.04	141241.0
2012-06-20 15:30:00	ES	Futures	1368.04	1372.62	1367.03	1372.62	167798.0
2012-06-20 16:00:00	ES	Futures	1372.11	1375.16	1372.11	1373.64	89359.0
2012-06-20 16:30:00	ES	Futures	1373.89	1375.16	1373.64	1374.66	6082.0
2012-06-20 17:00:00	ES	Futures	1374.91	1374.91	1374.15	1374.91	1519.0
2012-06-20 18:00:00	ES	Futures	1374.66	1374.91	1372.11	1372.37	6029.0
2012-06-20 18:30:00	ES	Futures	1372.11	1373.38	1372.11	1372.88	816.0
2012-06-20 19:00:00	ES	Futures	1372.88	1372.88	1372.11	1372.62	1206.0
2012-06-20 19:30:00	ES	Futures	1372.62	1373.64	1372.37	1372.88	1072.0
2012-06-20 20:00:00	ES	Futures	1372.62	1372.88	1371.35	1371.6	3057.0
2012-06-20 20:30:00	ES	Futures	1371.6	1372.37	1371.35	1371.6	1878.0
2012-06-20 21:00:00	ES	Futures	1371.6	1372.88	1371.6	1371.86	1763.0
2012-06-20 21:30:00	ES	Futures	1371.86	1372.11	1370.84	1370.84	1568.0
2012-06-20 22:00:00	ES	Futures	1371.1	1371.1	1369.06	1369.32	4580.0
2012-06-20 22:30:00	ES	Futures	1369.06	1370.08	1368.3	1368.81	3150.0
2012-06-20 23:00:00	ES	Futures	1368.81	1369.57	1368.3	1369.32	1711.0
2012-06-20 23:30:00	ES	Futures	1369.06	1369.57	1368.81	1369.06	1197.0
2012-06-20 00:00:00	NQ	Futures	3028.14	3028.72	3028.14	3028.43	96.0
2012-06-20 00:30:00	NQ	Futures	3028.14	3028.14	3026.69	3027.85	139.0
2012-06-20 01:00:00	NQ	Futures	3027.85	3031.04	3027.85	3029.59	292.0

> showing 50 of 2,852 rows — these rows as CSV

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