PREVIEW / futures_30min / 2012-06-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-29.parquet
  size:    70 KB
  rows:    2,321

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
2012-06-29 00:00:00	ES	Futures	1360.67	1360.92	1358.38	1359.4	6297.0
2012-06-29 00:30:00	ES	Futures	1359.4	1361.69	1358.89	1359.65	7694.0
2012-06-29 01:00:00	ES	Futures	1359.4	1360.42	1358.38	1360.16	4890.0
2012-06-29 01:30:00	ES	Futures	1360.16	1363.47	1359.91	1363.21	10160.0
2012-06-29 02:00:00	ES	Futures	1363.21	1364.48	1360.92	1361.43	18709.0
2012-06-29 02:30:00	ES	Futures	1361.43	1366.01	1360.92	1365.25	21629.0
2012-06-29 03:00:00	ES	Futures	1365.25	1366.01	1362.45	1363.98	41543.0
2012-06-29 03:30:00	ES	Futures	1363.98	1365.5	1361.69	1361.94	34749.0
2012-06-29 04:00:00	ES	Futures	1361.94	1363.98	1361.18	1362.2	22413.0
2012-06-29 04:30:00	ES	Futures	1361.94	1362.2	1359.91	1361.69	20341.0
2012-06-29 05:00:00	ES	Futures	1361.43	1362.45	1359.91	1360.67	13586.0
2012-06-29 05:30:00	ES	Futures	1360.92	1363.72	1360.67	1362.2	16092.0
2012-06-29 06:00:00	ES	Futures	1362.2	1362.7	1360.67	1361.69	13436.0
2012-06-29 06:30:00	ES	Futures	1361.69	1363.72	1360.92	1363.72	20044.0
2012-06-29 07:00:00	ES	Futures	1363.47	1366.26	1363.47	1365.5	24607.0
2012-06-29 07:30:00	ES	Futures	1365.5	1366.01	1362.7	1364.23	37595.0
2012-06-29 08:00:00	ES	Futures	1364.23	1368.55	1363.98	1367.79	51063.0
2012-06-29 08:30:00	ES	Futures	1367.79	1372.11	1366.77	1370.08	89776.0
2012-06-29 09:00:00	ES	Futures	1370.08	1370.59	1368.55	1369.32	43689.0
2012-06-29 09:30:00	ES	Futures	1369.32	1370.59	1365.76	1368.3	257078.0
2012-06-29 10:00:00	ES	Futures	1368.3	1373.64	1368.04	1372.37	216731.0
2012-06-29 10:30:00	ES	Futures	1372.37	1372.62	1370.08	1371.35	139475.0
2012-06-29 11:00:00	ES	Futures	1371.35	1372.37	1370.08	1371.86	139647.0
2012-06-29 11:30:00	ES	Futures	1371.86	1373.13	1371.1	1371.86	97170.0
2012-06-29 12:00:00	ES	Futures	1371.86	1372.37	1370.59	1371.35	52576.0
2012-06-29 12:30:00	ES	Futures	1371.6	1372.62	1370.59	1372.62	47735.0
2012-06-29 13:00:00	ES	Futures	1372.37	1374.15	1371.86	1373.64	63023.0
2012-06-29 13:30:00	ES	Futures	1373.38	1374.15	1373.13	1373.64	37243.0
2012-06-29 14:00:00	ES	Futures	1373.38	1376.18	1372.62	1375.42	63204.0
2012-06-29 14:30:00	ES	Futures	1375.67	1376.18	1374.66	1375.93	62598.0
2012-06-29 15:00:00	ES	Futures	1375.93	1375.93	1373.89	1374.4	63637.0
2012-06-29 15:30:00	ES	Futures	1374.4	1380.25	1373.13	1380.0	404249.0
2012-06-29 16:00:00	ES	Futures	1379.74	1382.79	1379.23	1381.52	222865.0
2012-06-29 00:00:00	NQ	Futures	2965.52	2965.81	2960.31	2962.62	915.0
2012-06-29 00:30:00	NQ	Futures	2962.62	2966.68	2962.04	2963.2	767.0
2012-06-29 01:00:00	NQ	Futures	2963.2	2965.23	2961.17	2964.36	299.0
2012-06-29 01:30:00	NQ	Futures	2964.36	2971.03	2964.36	2971.03	442.0
2012-06-29 02:00:00	NQ	Futures	2970.74	2973.93	2966.39	2967.26	1542.0
2012-06-29 02:30:00	NQ	Futures	2967.26	2975.09	2965.81	2974.22	1712.0
2012-06-29 03:00:00	NQ	Futures	2974.22	2976.54	2968.71	2972.77	4050.0
2012-06-29 03:30:00	NQ	Futures	2972.77	2975.38	2967.26	2968.13	2975.0
2012-06-29 04:00:00	NQ	Futures	2968.13	2971.61	2966.68	2969.58	1875.0
2012-06-29 04:30:00	NQ	Futures	2968.71	2969.0	2964.07	2967.84	1570.0
2012-06-29 05:00:00	NQ	Futures	2967.55	2969.58	2964.36	2966.1	990.0
2012-06-29 05:30:00	NQ	Futures	2965.81	2971.03	2965.81	2967.84	1228.0
2012-06-29 06:00:00	NQ	Futures	2967.55	2969.0	2964.65	2967.55	1305.0
2012-06-29 06:30:00	NQ	Futures	2967.84	2971.61	2966.1	2971.03	1940.0
2012-06-29 07:00:00	NQ	Futures	2970.74	2977.41	2970.74	2975.96	2196.0
2012-06-29 07:30:00	NQ	Futures	2975.96	2976.54	2969.87	2973.64	2614.0
2012-06-29 08:00:00	NQ	Futures	2973.64	2984.08	2973.64	2980.6	4627.0

> showing 50 of 2,321 rows — these rows as CSV

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