PREVIEW / futures_30min / 2012-06-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-27.parquet
  size:    75 KB
  rows:    2,796

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
2012-06-27 00:00:00	ES	Futures	1337.79	1338.29	1337.02	1337.53	1459.0
2012-06-27 00:30:00	ES	Futures	1337.53	1338.55	1337.28	1338.55	1687.0
2012-06-27 01:00:00	ES	Futures	1338.29	1338.8	1338.04	1338.29	962.0
2012-06-27 01:30:00	ES	Futures	1338.29	1339.57	1338.04	1339.57	2084.0
2012-06-27 02:00:00	ES	Futures	1339.31	1339.57	1338.04	1339.06	4153.0
2012-06-27 02:30:00	ES	Futures	1339.06	1339.57	1337.79	1338.04	4444.0
2012-06-27 03:00:00	ES	Futures	1338.29	1339.31	1336.26	1339.06	16557.0
2012-06-27 03:30:00	ES	Futures	1338.8	1340.07	1337.79	1339.57	15051.0
2012-06-27 04:00:00	ES	Futures	1339.57	1339.57	1335.75	1336.51	13542.0
2012-06-27 04:30:00	ES	Futures	1336.51	1338.29	1336.01	1337.28	8016.0
2012-06-27 05:00:00	ES	Futures	1337.53	1338.55	1337.02	1338.04	8089.0
2012-06-27 05:30:00	ES	Futures	1338.04	1338.55	1337.02	1338.04	7841.0
2012-06-27 06:00:00	ES	Futures	1338.04	1339.31	1337.79	1338.29	8691.0
2012-06-27 06:30:00	ES	Futures	1338.55	1340.07	1337.79	1339.57	10723.0
2012-06-27 07:00:00	ES	Futures	1339.31	1340.84	1339.06	1339.57	9420.0
2012-06-27 07:30:00	ES	Futures	1339.57	1340.84	1339.31	1340.58	10098.0
2012-06-27 08:00:00	ES	Futures	1340.58	1341.85	1338.8	1339.57	22862.0
2012-06-27 08:30:00	ES	Futures	1339.31	1341.09	1337.53	1338.55	28290.0
2012-06-27 09:00:00	ES	Futures	1338.55	1340.84	1337.53	1340.84	23613.0
2012-06-27 09:30:00	ES	Futures	1340.58	1344.4	1339.82	1342.62	192654.0
2012-06-27 10:00:00	ES	Futures	1342.87	1348.72	1341.6	1347.96	223186.0
2012-06-27 10:30:00	ES	Futures	1347.7	1348.47	1344.91	1346.69	120784.0
2012-06-27 11:00:00	ES	Futures	1346.69	1347.7	1343.89	1345.41	127864.0
2012-06-27 11:30:00	ES	Futures	1345.41	1349.23	1345.41	1347.96	103951.0
2012-06-27 12:00:00	ES	Futures	1347.96	1350.5	1347.7	1349.74	90688.0
2012-06-27 12:30:00	ES	Futures	1349.74	1350.25	1348.47	1348.97	48019.0
2012-06-27 13:00:00	ES	Futures	1349.23	1350.25	1347.45	1347.7	53524.0
2012-06-27 13:30:00	ES	Futures	1347.7	1347.7	1346.18	1347.19	49070.0
2012-06-27 14:00:00	ES	Futures	1347.19	1347.7	1345.16	1345.67	41003.0
2012-06-27 14:30:00	ES	Futures	1345.67	1347.7	1345.41	1346.18	47477.0
2012-06-27 15:00:00	ES	Futures	1346.18	1350.5	1345.67	1349.74	71145.0
2012-06-27 15:30:00	ES	Futures	1349.74	1351.26	1347.19	1348.47	147652.0
2012-06-27 16:00:00	ES	Futures	1348.72	1349.48	1347.96	1348.97	70039.0
2012-06-27 16:30:00	ES	Futures	1348.47	1349.48	1347.7	1348.21	4389.0
2012-06-27 17:00:00	ES	Futures	1348.21	1348.47	1347.19	1347.45	1162.0
2012-06-27 18:00:00	ES	Futures	1347.45	1348.97	1347.45	1348.47	1844.0
2012-06-27 18:30:00	ES	Futures	1348.21	1348.47	1347.45	1347.7	782.0
2012-06-27 19:00:00	ES	Futures	1347.7	1347.96	1347.45	1347.45	397.0
2012-06-27 19:30:00	ES	Futures	1347.7	1347.7	1346.69	1346.94	1409.0
2012-06-27 20:00:00	ES	Futures	1346.94	1348.97	1346.43	1348.72	3992.0
2012-06-27 20:30:00	ES	Futures	1348.97	1349.74	1348.72	1349.74	2946.0
2012-06-27 21:00:00	ES	Futures	1349.48	1350.5	1349.48	1349.99	2754.0
2012-06-27 21:30:00	ES	Futures	1349.74	1350.5	1348.21	1348.72	2743.0
2012-06-27 22:00:00	ES	Futures	1348.97	1348.97	1347.96	1348.21	1674.0
2012-06-27 22:30:00	ES	Futures	1348.21	1348.72	1347.19	1348.72	1504.0
2012-06-27 23:00:00	ES	Futures	1348.72	1349.48	1347.19	1348.97	2836.0
2012-06-27 23:30:00	ES	Futures	1348.72	1349.99	1348.21	1349.23	2017.0
2012-06-27 00:00:00	NQ	Futures	2956.25	2956.83	2954.8	2955.38	178.0
2012-06-27 00:30:00	NQ	Futures	2955.38	2957.41	2955.09	2957.41	153.0
2012-06-27 01:00:00	NQ	Futures	2957.12	2957.7	2956.54	2956.83	86.0

> showing 50 of 2,796 rows — these rows as CSV

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