PREVIEW / futures_30min / 2012-07-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-05.parquet
  size:    72 KB
  rows:    2,611

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
2012-07-05 00:00:00	ES	Futures	1385.84	1387.88	1385.59	1386.86	1707.0
2012-07-05 00:30:00	ES	Futures	1386.86	1387.62	1386.61	1387.12	513.0
2012-07-05 01:00:00	ES	Futures	1387.12	1388.13	1386.35	1386.61	2265.0
2012-07-05 01:30:00	ES	Futures	1386.61	1387.88	1386.61	1387.12	3431.0
2012-07-05 02:00:00	ES	Futures	1387.12	1388.64	1387.12	1387.62	2748.0
2012-07-05 02:30:00	ES	Futures	1387.88	1390.17	1387.62	1389.15	4877.0
2012-07-05 03:00:00	ES	Futures	1389.15	1389.4	1387.37	1388.64	11483.0
2012-07-05 03:30:00	ES	Futures	1388.64	1389.4	1387.62	1388.9	8635.0
2012-07-05 04:00:00	ES	Futures	1388.9	1391.44	1388.64	1390.93	11906.0
2012-07-05 04:30:00	ES	Futures	1390.93	1392.96	1390.42	1391.69	13734.0
2012-07-05 05:00:00	ES	Futures	1391.44	1391.95	1390.93	1391.69	7897.0
2012-07-05 05:30:00	ES	Futures	1391.69	1392.46	1390.93	1391.69	4774.0
2012-07-05 06:00:00	ES	Futures	1391.44	1391.95	1390.93	1391.18	4984.0
2012-07-05 06:30:00	ES	Futures	1391.18	1397.8	1390.42	1397.8	17151.0
2012-07-05 07:00:00	ES	Futures	1397.8	1398.56	1392.2	1395.0	61699.0
2012-07-05 07:30:00	ES	Futures	1394.74	1398.05	1388.64	1390.68	59398.0
2012-07-05 08:00:00	ES	Futures	1390.68	1396.52	1389.4	1393.73	67048.0
2012-07-05 08:30:00	ES	Futures	1393.73	1394.24	1385.08	1387.88	91049.0
2012-07-05 09:00:00	ES	Futures	1387.88	1390.17	1385.59	1386.86	52007.0
2012-07-05 09:30:00	ES	Futures	1386.86	1388.39	1382.79	1383.56	244135.0
2012-07-05 10:00:00	ES	Futures	1383.56	1384.57	1380.25	1383.3	193662.0
2012-07-05 10:30:00	ES	Futures	1383.3	1387.37	1383.05	1386.35	125566.0
2012-07-05 11:00:00	ES	Futures	1386.61	1389.15	1386.35	1388.64	128699.0
2012-07-05 11:30:00	ES	Futures	1388.39	1389.15	1386.35	1387.12	83881.0
2012-07-05 12:00:00	ES	Futures	1387.37	1388.9	1386.61	1386.86	52828.0
2012-07-05 12:30:00	ES	Futures	1386.86	1387.62	1385.59	1387.37	49219.0
2012-07-05 13:00:00	ES	Futures	1387.37	1389.15	1387.12	1388.39	43677.0
2012-07-05 13:30:00	ES	Futures	1388.64	1391.18	1387.62	1390.93	65383.0
2012-07-05 14:00:00	ES	Futures	1390.93	1391.69	1389.91	1390.93	32632.0
2012-07-05 14:30:00	ES	Futures	1390.93	1391.18	1388.13	1388.13	36465.0
2012-07-05 15:00:00	ES	Futures	1388.39	1389.4	1386.35	1387.88	56615.0
2012-07-05 15:30:00	ES	Futures	1387.88	1388.64	1384.83	1385.84	135872.0
2012-07-05 16:00:00	ES	Futures	1385.84	1385.84	1383.05	1385.08	71923.0
2012-07-05 16:30:00	ES	Futures	1384.83	1386.61	1384.83	1386.35	5824.0
2012-07-05 17:00:00	ES	Futures	1386.1	1386.1	1385.34	1385.59	1139.0
2012-07-05 18:00:00	ES	Futures	1385.34	1385.59	1384.32	1384.83	1258.0
2012-07-05 18:30:00	ES	Futures	1384.83	1385.84	1384.57	1385.34	1161.0
2012-07-05 19:00:00	ES	Futures	1385.59	1385.84	1385.34	1385.59	510.0
2012-07-05 19:30:00	ES	Futures	1385.59	1386.35	1385.34	1386.35	837.0
2012-07-05 20:00:00	ES	Futures	1386.1	1387.37	1385.84	1386.1	2956.0
2012-07-05 20:30:00	ES	Futures	1386.1	1386.1	1384.57	1385.08	2901.0
2012-07-05 21:00:00	ES	Futures	1384.83	1385.34	1384.06	1384.32	4142.0
2012-07-05 21:30:00	ES	Futures	1384.32	1384.83	1382.54	1382.79	4390.0
2012-07-05 22:00:00	ES	Futures	1382.79	1384.57	1382.54	1382.79	2041.0
2012-07-05 22:30:00	ES	Futures	1382.79	1384.06	1382.28	1383.56	1476.0
2012-07-05 23:00:00	ES	Futures	1383.56	1383.56	1382.03	1382.28	1419.0
2012-07-05 23:30:00	ES	Futures	1382.54	1382.79	1381.78	1382.54	1051.0
2012-07-05 00:00:00	NQ	Futures	3052.2	3056.55	3051.91	3055.1	289.0
2012-07-05 00:30:00	NQ	Futures	3054.81	3056.55	3054.81	3056.55	70.0
2012-07-05 01:00:00	NQ	Futures	3055.97	3056.26	3054.52	3054.81	273.0

> showing 50 of 2,611 rows — these rows as CSV

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