PREVIEW / futures_30min / 2012-07-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-03.parquet
  size:    70 KB
  rows:    2,590

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
2012-07-03 00:00:00	ES	Futures	1382.54	1383.81	1382.54	1383.56	2682.0
2012-07-03 00:30:00	ES	Futures	1383.3	1383.56	1382.28	1382.54	859.0
2012-07-03 01:00:00	ES	Futures	1382.54	1382.54	1381.78	1382.03	1340.0
2012-07-03 01:30:00	ES	Futures	1382.28	1382.28	1381.27	1381.78	2039.0
2012-07-03 02:00:00	ES	Futures	1382.03	1383.05	1380.76	1381.01	5476.0
2012-07-03 02:30:00	ES	Futures	1380.76	1381.01	1379.74	1380.25	4400.0
2012-07-03 03:00:00	ES	Futures	1380.25	1381.52	1379.23	1381.27	19893.0
2012-07-03 03:30:00	ES	Futures	1381.01	1381.52	1379.49	1380.5	15137.0
2012-07-03 04:00:00	ES	Futures	1380.5	1381.52	1378.72	1378.98	10943.0
2012-07-03 04:30:00	ES	Futures	1378.98	1382.03	1378.47	1380.0	16390.0
2012-07-03 05:00:00	ES	Futures	1380.0	1381.27	1379.74	1380.0	8093.0
2012-07-03 05:30:00	ES	Futures	1380.0	1382.28	1379.74	1381.27	9501.0
2012-07-03 06:00:00	ES	Futures	1381.27	1381.78	1379.49	1379.74	10370.0
2012-07-03 06:30:00	ES	Futures	1380.0	1380.5	1379.49	1380.5	6632.0
2012-07-03 07:00:00	ES	Futures	1380.25	1382.03	1380.25	1381.27	6327.0
2012-07-03 07:30:00	ES	Futures	1381.27	1382.79	1381.01	1381.78	10735.0
2012-07-03 08:00:00	ES	Futures	1382.03	1382.79	1380.76	1381.52	12355.0
2012-07-03 08:30:00	ES	Futures	1381.52	1382.79	1381.01	1382.28	15102.0
2012-07-03 09:00:00	ES	Futures	1382.28	1382.54	1381.01	1382.28	15751.0
2012-07-03 09:30:00	ES	Futures	1382.28	1386.35	1381.01	1385.59	134700.0
2012-07-03 10:00:00	ES	Futures	1385.59	1388.13	1385.59	1387.12	140816.0
2012-07-03 10:30:00	ES	Futures	1387.12	1389.4	1386.61	1388.9	104884.0
2012-07-03 11:00:00	ES	Futures	1388.64	1392.71	1388.64	1392.46	108081.0
2012-07-03 11:30:00	ES	Futures	1392.2	1392.96	1390.93	1391.18	90920.0
2012-07-03 12:00:00	ES	Futures	1391.18	1391.95	1388.9	1389.66	70727.0
2012-07-03 12:30:00	ES	Futures	1389.66	1392.2	1387.37	1391.69	125719.0
2012-07-03 13:00:00	ES	Futures	1391.95	1392.71	1390.93	1392.2	58356.0
2012-07-03 16:30:00	ES	Futures	1389.91	1392.46	1389.66	1391.44	3290.0
2012-07-03 17:00:00	ES	Futures	1391.44	1392.2	1391.18	1391.95	317.0
2012-07-03 18:00:00	ES	Futures	1392.2	1392.71	1391.95	1392.2	780.0
2012-07-03 18:30:00	ES	Futures	1392.2	1392.2	1391.44	1391.69	254.0
2012-07-03 19:00:00	ES	Futures	1391.69	1391.95	1391.44	1391.69	111.0
2012-07-03 19:30:00	ES	Futures	1391.69	1392.2	1391.18	1391.69	1270.0
2012-07-03 20:00:00	ES	Futures	1391.44	1392.2	1391.18	1391.44	1578.0
2012-07-03 20:30:00	ES	Futures	1391.69	1391.69	1390.68	1391.44	1452.0
2012-07-03 21:00:00	ES	Futures	1391.18	1392.46	1390.93	1392.2	1601.0
2012-07-03 21:30:00	ES	Futures	1391.95	1392.96	1390.93	1391.18	2212.0
2012-07-03 22:00:00	ES	Futures	1391.18	1391.69	1391.18	1391.44	638.0
2012-07-03 22:30:00	ES	Futures	1391.18	1391.95	1390.93	1391.69	810.0
2012-07-03 23:00:00	ES	Futures	1391.69	1391.95	1391.44	1391.69	325.0
2012-07-03 23:30:00	ES	Futures	1391.95	1392.2	1391.69	1391.95	368.0
2012-07-03 00:00:00	NQ	Futures	3038.57	3040.89	3038.57	3040.31	395.0
2012-07-03 00:30:00	NQ	Futures	3039.73	3040.31	3037.7	3037.99	194.0
2012-07-03 01:00:00	NQ	Futures	3037.7	3038.57	3037.12	3037.41	108.0
2012-07-03 01:30:00	NQ	Futures	3037.41	3037.41	3035.68	3037.12	223.0
2012-07-03 02:00:00	NQ	Futures	3037.41	3039.15	3034.81	3035.39	456.0
2012-07-03 02:30:00	NQ	Futures	3035.1	3035.39	3033.65	3035.1	278.0
2012-07-03 03:00:00	NQ	Futures	3034.81	3037.7	3032.78	3036.83	2036.0
2012-07-03 03:30:00	NQ	Futures	3036.83	3037.12	3033.36	3034.81	1855.0
2012-07-03 04:00:00	NQ	Futures	3035.1	3037.12	3032.2	3032.78	1337.0

> showing 50 of 2,590 rows — these rows as CSV

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