PREVIEW / futures_30min / 2012-07-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-09.parquet
  size:    73 KB
  rows:    2,774

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
2012-07-09 00:00:00	ES	Futures	1371.35	1371.6	1371.1	1371.35	903.0
2012-07-09 00:30:00	ES	Futures	1371.35	1371.6	1370.84	1371.35	2467.0
2012-07-09 01:00:00	ES	Futures	1371.35	1371.6	1370.33	1371.35	2094.0
2012-07-09 01:30:00	ES	Futures	1371.35	1371.35	1370.59	1370.84	2254.0
2012-07-09 02:00:00	ES	Futures	1370.84	1371.1	1369.32	1369.82	4045.0
2012-07-09 02:30:00	ES	Futures	1370.08	1370.84	1369.06	1369.32	4885.0
2012-07-09 03:00:00	ES	Futures	1369.57	1371.6	1368.81	1370.59	14944.0
2012-07-09 03:30:00	ES	Futures	1370.59	1371.1	1367.28	1368.04	17786.0
2012-07-09 04:00:00	ES	Futures	1367.79	1368.81	1367.54	1367.79	13557.0
2012-07-09 04:30:00	ES	Futures	1367.79	1368.55	1366.52	1366.77	13823.0
2012-07-09 05:00:00	ES	Futures	1366.77	1368.04	1366.01	1366.77	10495.0
2012-07-09 05:30:00	ES	Futures	1366.77	1369.32	1366.77	1368.55	7326.0
2012-07-09 06:00:00	ES	Futures	1368.3	1370.33	1367.79	1370.08	10036.0
2012-07-09 06:30:00	ES	Futures	1370.08	1370.59	1369.32	1369.82	6596.0
2012-07-09 07:00:00	ES	Futures	1369.82	1370.08	1368.3	1369.06	10305.0
2012-07-09 07:30:00	ES	Futures	1369.06	1370.33	1368.04	1368.3	9122.0
2012-07-09 08:00:00	ES	Futures	1368.55	1371.6	1368.3	1370.59	15687.0
2012-07-09 08:30:00	ES	Futures	1370.59	1371.6	1369.57	1370.59	23141.0
2012-07-09 09:00:00	ES	Futures	1370.33	1370.84	1368.81	1370.84	23841.0
2012-07-09 09:30:00	ES	Futures	1370.84	1372.62	1366.26	1367.54	180304.0
2012-07-09 10:00:00	ES	Futures	1367.28	1368.55	1364.74	1366.26	148624.0
2012-07-09 10:30:00	ES	Futures	1366.01	1370.08	1364.74	1369.06	107681.0
2012-07-09 11:00:00	ES	Futures	1369.06	1369.32	1366.77	1367.54	101092.0
2012-07-09 11:30:00	ES	Futures	1367.54	1368.04	1363.98	1364.23	95239.0
2012-07-09 12:00:00	ES	Futures	1364.23	1367.54	1363.98	1366.52	99407.0
2012-07-09 12:30:00	ES	Futures	1366.77	1367.54	1365.25	1365.76	61162.0
2012-07-09 13:00:00	ES	Futures	1365.5	1369.06	1365.5	1368.55	43136.0
2012-07-09 13:30:00	ES	Futures	1368.55	1370.59	1368.3	1369.32	50684.0
2012-07-09 14:00:00	ES	Futures	1369.32	1369.57	1366.77	1367.03	47800.0
2012-07-09 14:30:00	ES	Futures	1367.03	1367.79	1365.25	1366.52	43109.0
2012-07-09 15:00:00	ES	Futures	1366.52	1369.57	1366.26	1368.81	52644.0
2012-07-09 15:30:00	ES	Futures	1368.81	1371.6	1367.79	1370.33	141112.0
2012-07-09 16:00:00	ES	Futures	1370.33	1372.88	1370.33	1372.62	66324.0
2012-07-09 16:30:00	ES	Futures	1372.11	1372.11	1369.82	1370.08	9915.0
2012-07-09 17:00:00	ES	Futures	1370.08	1370.84	1369.57	1369.82	1799.0
2012-07-09 18:00:00	ES	Futures	1370.08	1370.33	1368.81	1369.57	2139.0
2012-07-09 18:30:00	ES	Futures	1369.82	1370.33	1369.57	1370.08	473.0
2012-07-09 19:00:00	ES	Futures	1370.33	1370.84	1370.08	1370.33	830.0
2012-07-09 19:30:00	ES	Futures	1370.33	1370.84	1369.57	1370.84	2233.0
2012-07-09 20:00:00	ES	Futures	1370.59	1371.1	1369.82	1370.08	3639.0
2012-07-09 20:30:00	ES	Futures	1370.08	1370.84	1369.32	1369.82	2169.0
2012-07-09 21:00:00	ES	Futures	1369.57	1370.33	1369.06	1369.57	1595.0
2012-07-09 21:30:00	ES	Futures	1369.57	1370.33	1369.32	1369.57	1894.0
2012-07-09 22:00:00	ES	Futures	1369.82	1370.59	1367.79	1368.04	4427.0
2012-07-09 22:30:00	ES	Futures	1368.04	1368.55	1366.77	1366.77	3200.0
2012-07-09 23:00:00	ES	Futures	1366.77	1367.28	1366.01	1366.77	2664.0
2012-07-09 23:30:00	ES	Futures	1367.03	1367.28	1366.01	1366.77	1347.0
2012-07-09 00:00:00	NQ	Futures	3019.15	3019.44	3018.57	3018.86	52.0
2012-07-09 00:30:00	NQ	Futures	3018.86	3019.44	3018.28	3018.86	41.0
2012-07-09 01:00:00	NQ	Futures	3018.86	3019.73	3017.12	3019.15	170.0

> showing 50 of 2,774 rows — these rows as CSV

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