PREVIEW / futures_30min / 2012-06-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-25.parquet
  size:    75 KB
  rows:    2,726

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
2012-06-25 00:00:00	ES	Futures	1344.4	1344.65	1343.89	1344.14	973.0
2012-06-25 00:30:00	ES	Futures	1344.14	1344.4	1343.13	1343.89	1844.0
2012-06-25 01:00:00	ES	Futures	1343.89	1344.14	1343.13	1343.63	1547.0
2012-06-25 01:30:00	ES	Futures	1343.63	1345.16	1342.62	1343.89	3447.0
2012-06-25 02:00:00	ES	Futures	1344.14	1344.91	1343.13	1344.4	3740.0
2012-06-25 02:30:00	ES	Futures	1344.4	1344.65	1342.11	1342.36	8180.0
2012-06-25 03:00:00	ES	Futures	1342.62	1343.13	1339.82	1339.82	35726.0
2012-06-25 03:30:00	ES	Futures	1340.07	1341.6	1339.31	1339.57	26335.0
2012-06-25 04:00:00	ES	Futures	1339.57	1341.09	1339.31	1340.58	11192.0
2012-06-25 04:30:00	ES	Futures	1340.58	1340.84	1339.57	1340.33	13321.0
2012-06-25 05:00:00	ES	Futures	1340.33	1341.09	1339.06	1339.57	12373.0
2012-06-25 05:30:00	ES	Futures	1339.57	1340.07	1338.29	1339.06	14846.0
2012-06-25 06:00:00	ES	Futures	1339.06	1339.57	1337.79	1339.06	18673.0
2012-06-25 06:30:00	ES	Futures	1339.31	1340.07	1337.79	1340.07	10990.0
2012-06-25 07:00:00	ES	Futures	1339.82	1340.07	1336.77	1337.28	20105.0
2012-06-25 07:30:00	ES	Futures	1337.02	1338.8	1336.51	1338.55	17088.0
2012-06-25 08:00:00	ES	Futures	1338.55	1339.82	1338.29	1338.8	20035.0
2012-06-25 08:30:00	ES	Futures	1338.55	1338.8	1336.77	1337.28	24294.0
2012-06-25 09:00:00	ES	Futures	1337.53	1338.55	1336.77	1337.28	27258.0
2012-06-25 09:30:00	ES	Futures	1337.28	1338.04	1331.17	1333.46	235517.0
2012-06-25 10:00:00	ES	Futures	1333.21	1335.24	1328.89	1329.14	222438.0
2012-06-25 10:30:00	ES	Futures	1329.14	1331.43	1328.38	1330.16	149695.0
2012-06-25 11:00:00	ES	Futures	1329.9	1330.67	1327.87	1328.89	108349.0
2012-06-25 11:30:00	ES	Futures	1328.89	1329.39	1325.07	1325.58	121402.0
2012-06-25 12:00:00	ES	Futures	1325.58	1328.63	1324.82	1327.36	74843.0
2012-06-25 12:30:00	ES	Futures	1327.36	1328.38	1327.11	1327.11	33417.0
2012-06-25 13:00:00	ES	Futures	1327.36	1328.38	1325.58	1328.12	50032.0
2012-06-25 13:30:00	ES	Futures	1328.38	1330.67	1327.61	1329.65	52898.0
2012-06-25 14:00:00	ES	Futures	1329.9	1331.43	1328.63	1329.14	57387.0
2012-06-25 14:30:00	ES	Futures	1328.89	1329.14	1326.6	1327.11	60192.0
2012-06-25 15:00:00	ES	Futures	1327.11	1332.7	1326.85	1331.68	80165.0
2012-06-25 15:30:00	ES	Futures	1331.68	1332.7	1328.89	1329.39	186842.0
2012-06-25 16:00:00	ES	Futures	1329.14	1329.9	1327.61	1329.14	85786.0
2012-06-25 16:30:00	ES	Futures	1329.14	1329.9	1328.63	1329.39	5759.0
2012-06-25 17:00:00	ES	Futures	1329.39	1329.65	1328.89	1329.14	2243.0
2012-06-25 18:00:00	ES	Futures	1328.89	1329.14	1328.12	1328.38	2207.0
2012-06-25 18:30:00	ES	Futures	1328.63	1329.9	1328.38	1329.65	1763.0
2012-06-25 19:00:00	ES	Futures	1329.65	1331.17	1329.39	1330.67	2327.0
2012-06-25 19:30:00	ES	Futures	1330.67	1330.92	1330.16	1330.92	863.0
2012-06-25 20:00:00	ES	Futures	1330.92	1332.7	1330.41	1331.68	5246.0
2012-06-25 20:30:00	ES	Futures	1331.68	1332.7	1331.17	1331.43	2718.0
2012-06-25 21:00:00	ES	Futures	1331.43	1332.7	1331.17	1332.19	2725.0
2012-06-25 21:30:00	ES	Futures	1332.19	1332.95	1331.68	1332.7	3506.0
2012-06-25 22:00:00	ES	Futures	1332.7	1332.95	1332.19	1332.95	1554.0
2012-06-25 22:30:00	ES	Futures	1332.95	1333.21	1331.17	1331.43	2278.0
2012-06-25 23:00:00	ES	Futures	1331.68	1332.45	1331.17	1331.68	1538.0
2012-06-25 23:30:00	ES	Futures	1331.68	1333.21	1330.67	1330.92	3869.0
2012-06-25 00:00:00	NQ	Futures	2976.83	2977.41	2975.96	2975.96	89.0
2012-06-25 00:30:00	NQ	Futures	2975.96	2976.54	2974.22	2975.67	122.0
2012-06-25 01:00:00	NQ	Futures	2975.67	2976.54	2974.51	2975.38	122.0

> showing 50 of 2,726 rows — these rows as CSV

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