PREVIEW / futures_30min / 2012-06-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-22.parquet
  size:    64 KB
  rows:    2,241

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
2012-06-22 00:00:00	ES	Futures	1343.38	1345.41	1343.38	1345.16	1721.0
2012-06-22 00:30:00	ES	Futures	1344.91	1345.41	1343.63	1343.89	1711.0
2012-06-22 01:00:00	ES	Futures	1343.89	1344.4	1343.13	1343.63	2758.0
2012-06-22 01:30:00	ES	Futures	1343.89	1345.16	1343.63	1344.4	3143.0
2012-06-22 02:00:00	ES	Futures	1344.4	1345.16	1343.13	1343.13	4226.0
2012-06-22 02:30:00	ES	Futures	1343.13	1344.14	1341.85	1342.87	8489.0
2012-06-22 03:00:00	ES	Futures	1342.87	1345.67	1340.84	1344.91	32027.0
2012-06-22 03:30:00	ES	Futures	1344.91	1346.43	1343.89	1344.4	18962.0
2012-06-22 04:00:00	ES	Futures	1344.4	1345.67	1343.89	1344.4	13476.0
2012-06-22 04:30:00	ES	Futures	1344.65	1346.94	1343.89	1346.18	15257.0
2012-06-22 05:00:00	ES	Futures	1345.92	1347.19	1345.92	1346.18	8151.0
2012-06-22 05:30:00	ES	Futures	1346.18	1347.19	1344.65	1347.19	11399.0
2012-06-22 06:00:00	ES	Futures	1347.19	1347.19	1345.92	1346.94	10220.0
2012-06-22 06:30:00	ES	Futures	1346.94	1347.7	1346.43	1346.94	10796.0
2012-06-22 07:00:00	ES	Futures	1346.94	1347.7	1342.36	1342.36	21760.0
2012-06-22 07:30:00	ES	Futures	1342.11	1345.67	1341.09	1344.65	23543.0
2012-06-22 08:00:00	ES	Futures	1344.65	1346.43	1343.63	1345.67	20899.0
2012-06-22 08:30:00	ES	Futures	1345.67	1346.18	1344.4	1345.67	22164.0
2012-06-22 09:00:00	ES	Futures	1345.67	1349.48	1345.41	1348.21	69275.0
2012-06-22 09:30:00	ES	Futures	1348.21	1349.23	1344.91	1347.19	233746.0
2012-06-22 10:00:00	ES	Futures	1347.45	1349.99	1345.16	1345.16	199276.0
2012-06-22 10:30:00	ES	Futures	1345.41	1346.69	1343.13	1345.92	146645.0
2012-06-22 11:00:00	ES	Futures	1345.67	1347.96	1344.91	1345.16	114447.0
2012-06-22 11:30:00	ES	Futures	1345.16	1348.21	1344.91	1347.45	96274.0
2012-06-22 12:00:00	ES	Futures	1347.19	1347.7	1344.91	1345.92	80009.0
2012-06-22 12:30:00	ES	Futures	1346.18	1347.19	1345.16	1346.18	54801.0
2012-06-22 13:00:00	ES	Futures	1346.18	1347.19	1344.91	1346.69	41093.0
2012-06-22 13:30:00	ES	Futures	1346.69	1348.72	1346.43	1348.21	39936.0
2012-06-22 14:00:00	ES	Futures	1348.21	1349.74	1347.96	1348.72	44722.0
2012-06-22 14:30:00	ES	Futures	1348.72	1352.53	1348.47	1352.28	68803.0
2012-06-22 15:00:00	ES	Futures	1352.28	1353.3	1350.25	1350.5	60639.0
2012-06-22 15:30:00	ES	Futures	1350.75	1354.57	1349.99	1351.77	199753.0
2012-06-22 16:00:00	ES	Futures	1351.52	1352.53	1347.7	1348.21	130945.0
2012-06-22 00:00:00	NQ	Futures	2962.91	2966.68	2962.91	2966.1	221.0
2012-06-22 00:30:00	NQ	Futures	2966.39	2966.39	2963.49	2963.49	252.0
2012-06-22 01:00:00	NQ	Futures	2963.78	2964.36	2962.04	2962.91	209.0
2012-06-22 01:30:00	NQ	Futures	2962.91	2965.23	2962.62	2963.2	172.0
2012-06-22 02:00:00	NQ	Futures	2963.49	2965.23	2960.6	2961.17	310.0
2012-06-22 02:30:00	NQ	Futures	2961.17	2962.04	2959.15	2960.31	612.0
2012-06-22 03:00:00	NQ	Futures	2960.6	2966.1	2955.96	2965.52	2748.0
2012-06-22 03:30:00	NQ	Futures	2965.23	2967.26	2962.04	2963.2	1748.0
2012-06-22 04:00:00	NQ	Futures	2962.91	2967.26	2962.04	2965.52	1288.0
2012-06-22 04:30:00	NQ	Futures	2965.52	2969.58	2964.36	2968.13	876.0
2012-06-22 05:00:00	NQ	Futures	2968.42	2970.16	2968.13	2968.13	531.0
2012-06-22 05:30:00	NQ	Futures	2968.71	2969.87	2966.1	2969.87	593.0
2012-06-22 06:00:00	NQ	Futures	2969.87	2971.61	2968.13	2970.45	752.0
2012-06-22 06:30:00	NQ	Futures	2971.03	2972.19	2969.29	2969.87	939.0
2012-06-22 07:00:00	NQ	Futures	2969.87	2971.03	2957.41	2957.99	2567.0
2012-06-22 07:30:00	NQ	Futures	2957.99	2964.94	2955.09	2963.78	2469.0
2012-06-22 08:00:00	NQ	Futures	2963.49	2966.97	2961.17	2964.94	1793.0

> showing 50 of 2,241 rows — these rows as CSV

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