PREVIEW / futures_30min / 2012-07-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-02.parquet
  size:    75 KB
  rows:    2,736

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
2012-07-02 00:00:00	ES	Futures	1377.71	1377.96	1376.69	1376.94	1696.0
2012-07-02 00:30:00	ES	Futures	1377.2	1377.2	1376.44	1376.69	678.0
2012-07-02 01:00:00	ES	Futures	1376.69	1377.71	1376.18	1376.44	1459.0
2012-07-02 01:30:00	ES	Futures	1376.44	1376.94	1375.67	1376.94	3863.0
2012-07-02 02:00:00	ES	Futures	1377.2	1377.45	1376.18	1376.69	3483.0
2012-07-02 02:30:00	ES	Futures	1376.69	1376.94	1376.18	1376.69	2140.0
2012-07-02 03:00:00	ES	Futures	1376.94	1378.47	1375.67	1378.22	16361.0
2012-07-02 03:30:00	ES	Futures	1378.47	1378.98	1376.18	1377.71	13319.0
2012-07-02 04:00:00	ES	Futures	1377.71	1384.83	1377.45	1383.3	34283.0
2012-07-02 04:30:00	ES	Futures	1383.05	1385.59	1383.05	1384.06	23132.0
2012-07-02 05:00:00	ES	Futures	1384.06	1384.57	1382.28	1382.79	13908.0
2012-07-02 05:30:00	ES	Futures	1382.79	1383.56	1380.5	1380.76	20435.0
2012-07-02 06:00:00	ES	Futures	1380.76	1381.78	1380.25	1381.01	8438.0
2012-07-02 06:30:00	ES	Futures	1380.76	1382.28	1380.76	1382.03	9136.0
2012-07-02 07:00:00	ES	Futures	1381.78	1384.06	1381.27	1383.05	14839.0
2012-07-02 07:30:00	ES	Futures	1382.79	1383.56	1381.01	1382.79	16158.0
2012-07-02 08:00:00	ES	Futures	1382.79	1382.79	1378.72	1380.25	23668.0
2012-07-02 08:30:00	ES	Futures	1380.25	1381.78	1379.49	1380.5	20702.0
2012-07-02 09:00:00	ES	Futures	1380.76	1382.79	1380.5	1382.54	31324.0
2012-07-02 09:30:00	ES	Futures	1382.54	1384.32	1380.76	1381.27	135612.0
2012-07-02 10:00:00	ES	Futures	1381.52	1381.78	1372.88	1375.67	339259.0
2012-07-02 10:30:00	ES	Futures	1375.67	1378.22	1373.38	1375.16	152766.0
2012-07-02 11:00:00	ES	Futures	1375.16	1376.18	1372.62	1373.89	139200.0
2012-07-02 11:30:00	ES	Futures	1374.15	1376.69	1373.89	1374.91	80321.0
2012-07-02 12:00:00	ES	Futures	1375.16	1376.94	1374.66	1376.18	55198.0
2012-07-02 12:30:00	ES	Futures	1376.18	1380.0	1375.93	1377.96	60175.0
2012-07-02 13:00:00	ES	Futures	1378.22	1378.98	1377.2	1378.98	29436.0
2012-07-02 13:30:00	ES	Futures	1378.72	1379.49	1377.45	1377.71	23917.0
2012-07-02 14:00:00	ES	Futures	1377.71	1380.5	1376.44	1380.25	67298.0
2012-07-02 14:30:00	ES	Futures	1380.25	1380.5	1378.47	1379.23	37601.0
2012-07-02 15:00:00	ES	Futures	1379.49	1379.74	1377.45	1379.23	49808.0
2012-07-02 15:30:00	ES	Futures	1379.23	1383.05	1378.72	1382.03	145847.0
2012-07-02 16:00:00	ES	Futures	1382.28	1383.05	1380.5	1381.27	68507.0
2012-07-02 16:30:00	ES	Futures	1381.52	1381.52	1380.0	1380.25	5738.0
2012-07-02 17:00:00	ES	Futures	1380.25	1382.54	1379.74	1381.78	3345.0
2012-07-02 18:00:00	ES	Futures	1381.78	1383.3	1381.52	1382.79	2989.0
2012-07-02 18:30:00	ES	Futures	1382.79	1383.81	1381.78	1382.03	2021.0
2012-07-02 19:00:00	ES	Futures	1382.03	1382.28	1380.76	1380.76	1867.0
2012-07-02 19:30:00	ES	Futures	1380.76	1381.27	1380.25	1380.76	1760.0
2012-07-02 20:00:00	ES	Futures	1380.76	1381.01	1379.74	1380.5	3991.0
2012-07-02 20:30:00	ES	Futures	1380.76	1381.01	1379.74	1379.74	2237.0
2012-07-02 21:00:00	ES	Futures	1380.0	1380.76	1379.49	1380.25	2218.0
2012-07-02 21:30:00	ES	Futures	1380.25	1381.52	1380.0	1381.52	3064.0
2012-07-02 22:00:00	ES	Futures	1381.52	1382.54	1381.27	1382.54	1528.0
2012-07-02 22:30:00	ES	Futures	1382.28	1382.54	1381.78	1382.28	1608.0
2012-07-02 23:00:00	ES	Futures	1382.54	1383.05	1381.52	1381.78	1008.0
2012-07-02 23:30:00	ES	Futures	1382.03	1382.79	1381.78	1382.54	1686.0
2012-07-02 00:00:00	NQ	Futures	3019.73	3020.31	3018.28	3018.28	145.0
2012-07-02 00:30:00	NQ	Futures	3018.57	3018.57	3017.12	3017.41	45.0
2012-07-02 01:00:00	NQ	Futures	3017.7	3019.44	3016.83	3016.83	123.0

> showing 50 of 2,736 rows — these rows as CSV

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