PREVIEW / futures_30min / 2012-07-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-06.parquet
  size:    66 KB
  rows:    2,251

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
2012-07-06 00:00:00	ES	Futures	1382.54	1383.05	1382.03	1382.03	1011.0
2012-07-06 00:30:00	ES	Futures	1382.28	1382.28	1380.76	1381.78	2675.0
2012-07-06 01:00:00	ES	Futures	1381.78	1383.05	1381.27	1382.79	1790.0
2012-07-06 01:30:00	ES	Futures	1382.79	1384.06	1381.78	1382.54	2222.0
2012-07-06 02:00:00	ES	Futures	1382.54	1384.32	1382.28	1383.56	3469.0
2012-07-06 02:30:00	ES	Futures	1383.56	1384.32	1382.28	1382.54	2365.0
2012-07-06 03:00:00	ES	Futures	1382.28	1383.81	1381.52	1383.05	13443.0
2012-07-06 03:30:00	ES	Futures	1383.05	1383.81	1381.78	1383.3	10400.0
2012-07-06 04:00:00	ES	Futures	1383.56	1384.32	1383.05	1383.81	7326.0
2012-07-06 04:30:00	ES	Futures	1383.81	1384.06	1382.28	1382.79	6530.0
2012-07-06 05:00:00	ES	Futures	1383.05	1383.3	1381.27	1382.03	7966.0
2012-07-06 05:30:00	ES	Futures	1382.28	1382.79	1381.52	1382.03	8120.0
2012-07-06 06:00:00	ES	Futures	1382.03	1383.05	1381.78	1382.54	5800.0
2012-07-06 06:30:00	ES	Futures	1382.79	1383.81	1382.03	1382.54	6170.0
2012-07-06 07:00:00	ES	Futures	1382.54	1384.06	1380.76	1382.79	11593.0
2012-07-06 07:30:00	ES	Futures	1383.05	1383.3	1381.78	1382.28	10070.0
2012-07-06 08:00:00	ES	Futures	1382.03	1382.79	1379.74	1381.52	29335.0
2012-07-06 08:30:00	ES	Futures	1381.27	1381.27	1372.62	1373.89	153785.0
2012-07-06 09:00:00	ES	Futures	1373.89	1375.93	1371.35	1371.86	63412.0
2012-07-06 09:30:00	ES	Futures	1371.86	1374.91	1370.59	1373.13	229390.0
2012-07-06 10:00:00	ES	Futures	1372.88	1373.64	1369.57	1372.11	189211.0
2012-07-06 10:30:00	ES	Futures	1372.37	1372.88	1369.32	1369.57	120672.0
2012-07-06 11:00:00	ES	Futures	1369.57	1371.35	1367.79	1367.79	128984.0
2012-07-06 11:30:00	ES	Futures	1368.04	1369.57	1367.03	1367.54	113251.0
2012-07-06 12:00:00	ES	Futures	1367.79	1368.3	1366.26	1367.79	87424.0
2012-07-06 12:30:00	ES	Futures	1367.54	1370.33	1367.28	1370.33	67506.0
2012-07-06 13:00:00	ES	Futures	1370.08	1371.1	1368.55	1369.06	44121.0
2012-07-06 13:30:00	ES	Futures	1368.81	1369.06	1366.77	1367.79	43626.0
2012-07-06 14:00:00	ES	Futures	1367.54	1367.79	1365.25	1366.26	53640.0
2012-07-06 14:30:00	ES	Futures	1366.26	1368.81	1366.01	1368.04	45126.0
2012-07-06 15:00:00	ES	Futures	1368.04	1371.86	1367.54	1371.86	86067.0
2012-07-06 15:30:00	ES	Futures	1371.86	1374.15	1370.59	1372.37	273107.0
2012-07-06 16:00:00	ES	Futures	1372.37	1375.67	1371.86	1375.67	92062.0
2012-07-06 00:00:00	NQ	Futures	3057.71	3058.58	3056.84	3057.13	148.0
2012-07-06 00:30:00	NQ	Futures	3057.13	3057.13	3055.39	3055.97	189.0
2012-07-06 01:00:00	NQ	Futures	3056.26	3058.87	3055.39	3058.0	193.0
2012-07-06 01:30:00	NQ	Futures	3058.0	3060.61	3056.55	3057.13	229.0
2012-07-06 02:00:00	NQ	Futures	3057.71	3060.61	3057.42	3059.74	204.0
2012-07-06 02:30:00	NQ	Futures	3059.45	3060.32	3056.84	3057.42	215.0
2012-07-06 03:00:00	NQ	Futures	3057.13	3060.32	3055.68	3059.74	1433.0
2012-07-06 03:30:00	NQ	Futures	3060.03	3060.9	3056.84	3060.32	1376.0
2012-07-06 04:00:00	NQ	Futures	3060.03	3063.21	3059.74	3061.76	943.0
2012-07-06 04:30:00	NQ	Futures	3061.48	3062.05	3058.0	3059.45	1098.0
2012-07-06 05:00:00	NQ	Futures	3059.74	3060.32	3056.55	3058.29	951.0
2012-07-06 05:30:00	NQ	Futures	3058.58	3060.32	3057.71	3058.87	1005.0
2012-07-06 06:00:00	NQ	Futures	3058.87	3060.61	3058.0	3059.45	994.0
2012-07-06 06:30:00	NQ	Futures	3059.45	3062.05	3058.29	3059.45	876.0
2012-07-06 07:00:00	NQ	Futures	3059.45	3062.92	3058.29	3062.05	1467.0
2012-07-06 07:30:00	NQ	Futures	3062.05	3062.05	3059.45	3060.9	954.0
2012-07-06 08:00:00	NQ	Futures	3060.61	3061.76	3057.13	3058.87	1686.0

> showing 50 of 2,251 rows — these rows as CSV

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