PREVIEW / futures_30min / 2012-06-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-26.parquet
  size:    74 KB
  rows:    2,804

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
2012-06-26 00:00:00	ES	Futures	1330.92	1331.43	1330.16	1330.41	2135.0
2012-06-26 00:30:00	ES	Futures	1330.67	1331.43	1329.9	1330.92	1783.0
2012-06-26 01:00:00	ES	Futures	1330.92	1331.17	1330.41	1330.92	1145.0
2012-06-26 01:30:00	ES	Futures	1331.17	1331.94	1330.92	1331.94	2000.0
2012-06-26 02:00:00	ES	Futures	1331.68	1332.95	1331.68	1331.94	3360.0
2012-06-26 02:30:00	ES	Futures	1331.94	1332.45	1330.67	1331.68	2617.0
2012-06-26 03:00:00	ES	Futures	1331.68	1334.23	1330.92	1334.23	21407.0
2012-06-26 03:30:00	ES	Futures	1334.23	1334.99	1333.46	1333.97	15167.0
2012-06-26 04:00:00	ES	Futures	1333.97	1335.24	1332.7	1332.7	12849.0
2012-06-26 04:30:00	ES	Futures	1332.95	1333.21	1330.41	1330.41	14947.0
2012-06-26 05:00:00	ES	Futures	1330.67	1331.17	1328.89	1329.65	18806.0
2012-06-26 05:30:00	ES	Futures	1329.9	1333.97	1329.65	1333.72	11817.0
2012-06-26 06:00:00	ES	Futures	1333.72	1333.97	1332.7	1332.95	8497.0
2012-06-26 06:30:00	ES	Futures	1333.21	1333.46	1331.94	1332.95	8201.0
2012-06-26 07:00:00	ES	Futures	1332.95	1333.72	1331.94	1332.45	9815.0
2012-06-26 07:30:00	ES	Futures	1332.7	1333.21	1329.14	1330.67	21637.0
2012-06-26 08:00:00	ES	Futures	1330.41	1331.43	1328.89	1329.39	30903.0
2012-06-26 08:30:00	ES	Futures	1329.14	1331.68	1329.14	1331.43	25508.0
2012-06-26 09:00:00	ES	Futures	1331.17	1333.97	1330.67	1333.46	34114.0
2012-06-26 09:30:00	ES	Futures	1333.46	1336.51	1332.19	1333.21	149219.0
2012-06-26 10:00:00	ES	Futures	1333.21	1336.26	1329.9	1330.16	187832.0
2012-06-26 10:30:00	ES	Futures	1330.16	1331.94	1327.87	1330.41	159212.0
2012-06-26 11:00:00	ES	Futures	1330.41	1333.21	1325.58	1329.39	223718.0
2012-06-26 11:30:00	ES	Futures	1329.39	1333.97	1329.14	1332.45	76222.0
2012-06-26 12:00:00	ES	Futures	1332.7	1335.5	1332.45	1333.97	75441.0
2012-06-26 12:30:00	ES	Futures	1333.72	1337.28	1333.72	1335.24	76939.0
2012-06-26 13:00:00	ES	Futures	1335.24	1336.01	1334.48	1334.73	39373.0
2012-06-26 13:30:00	ES	Futures	1334.48	1336.51	1332.95	1335.24	53642.0
2012-06-26 14:00:00	ES	Futures	1335.5	1340.58	1335.24	1339.82	88174.0
2012-06-26 14:30:00	ES	Futures	1339.82	1339.82	1334.99	1338.04	119510.0
2012-06-26 15:00:00	ES	Futures	1337.79	1340.07	1337.02	1338.55	60888.0
2012-06-26 15:30:00	ES	Futures	1338.29	1340.33	1336.01	1336.26	133859.0
2012-06-26 16:00:00	ES	Futures	1336.51	1338.55	1335.75	1338.29	79621.0
2012-06-26 16:30:00	ES	Futures	1338.29	1338.29	1337.53	1338.04	4860.0
2012-06-26 17:00:00	ES	Futures	1338.04	1338.04	1337.53	1337.79	1713.0
2012-06-26 18:00:00	ES	Futures	1337.79	1338.8	1337.53	1338.29	1595.0
2012-06-26 18:30:00	ES	Futures	1338.04	1338.04	1337.02	1337.28	1000.0
2012-06-26 19:00:00	ES	Futures	1337.02	1337.53	1337.02	1337.02	677.0
2012-06-26 19:30:00	ES	Futures	1337.28	1337.28	1336.26	1336.51	1666.0
2012-06-26 20:00:00	ES	Futures	1336.51	1336.77	1335.24	1336.01	3962.0
2012-06-26 20:30:00	ES	Futures	1336.26	1336.26	1334.73	1335.5	3006.0
2012-06-26 21:00:00	ES	Futures	1335.5	1335.75	1334.48	1335.24	2615.0
2012-06-26 21:30:00	ES	Futures	1335.24	1337.28	1335.24	1336.77	2840.0
2012-06-26 22:00:00	ES	Futures	1336.77	1337.28	1336.77	1337.28	1362.0
2012-06-26 22:30:00	ES	Futures	1337.53	1338.04	1337.28	1337.79	1978.0
2012-06-26 23:00:00	ES	Futures	1337.53	1338.55	1337.53	1337.79	1796.0
2012-06-26 23:30:00	ES	Futures	1337.79	1339.06	1337.53	1338.04	1769.0
2012-06-26 00:00:00	NQ	Futures	2936.24	2936.24	2934.51	2935.38	147.0
2012-06-26 00:30:00	NQ	Futures	2936.24	2937.69	2934.8	2937.11	136.0
2012-06-26 01:00:00	NQ	Futures	2936.53	2937.11	2935.66	2937.11	118.0

> showing 50 of 2,804 rows — these rows as CSV

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