PREVIEW / futures_30min / 2012-07-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-10.parquet
  size:    76 KB
  rows:    2,811

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
2012-07-10 00:00:00	ES	Futures	1366.52	1367.03	1366.26	1366.77	665.0
2012-07-10 00:30:00	ES	Futures	1366.77	1367.03	1366.52	1366.52	638.0
2012-07-10 01:00:00	ES	Futures	1366.52	1367.03	1366.26	1366.52	1383.0
2012-07-10 01:30:00	ES	Futures	1366.52	1368.04	1366.52	1367.79	2450.0
2012-07-10 02:00:00	ES	Futures	1367.79	1368.04	1366.52	1367.54	3137.0
2012-07-10 02:30:00	ES	Futures	1367.54	1370.33	1367.28	1369.82	5736.0
2012-07-10 03:00:00	ES	Futures	1369.57	1369.82	1366.77	1367.54	14098.0
2012-07-10 03:30:00	ES	Futures	1367.54	1368.3	1366.52	1367.28	7113.0
2012-07-10 04:00:00	ES	Futures	1367.03	1368.3	1366.01	1368.04	10721.0
2012-07-10 04:30:00	ES	Futures	1368.3	1376.18	1368.3	1374.15	37394.0
2012-07-10 05:00:00	ES	Futures	1374.15	1376.69	1373.89	1375.67	12192.0
2012-07-10 05:30:00	ES	Futures	1375.93	1377.71	1375.67	1376.94	14250.0
2012-07-10 06:00:00	ES	Futures	1376.69	1377.96	1375.93	1377.96	7145.0
2012-07-10 06:30:00	ES	Futures	1377.71	1378.47	1377.2	1377.71	8538.0
2012-07-10 07:00:00	ES	Futures	1377.45	1377.71	1375.67	1375.93	9091.0
2012-07-10 07:30:00	ES	Futures	1375.93	1377.2	1375.42	1376.44	9276.0
2012-07-10 08:00:00	ES	Futures	1376.69	1376.69	1371.6	1372.62	30587.0
2012-07-10 08:30:00	ES	Futures	1372.62	1376.69	1372.37	1376.69	29712.0
2012-07-10 09:00:00	ES	Futures	1376.69	1377.96	1375.42	1377.45	26315.0
2012-07-10 09:30:00	ES	Futures	1377.2	1379.74	1375.67	1375.93	152859.0
2012-07-10 10:00:00	ES	Futures	1376.18	1377.45	1370.33	1372.62	184351.0
2012-07-10 10:30:00	ES	Futures	1372.62	1373.38	1367.03	1368.81	160918.0
2012-07-10 11:00:00	ES	Futures	1368.81	1368.81	1365.25	1367.79	218061.0
2012-07-10 11:30:00	ES	Futures	1367.54	1369.06	1367.03	1368.81	84502.0
2012-07-10 12:00:00	ES	Futures	1368.55	1369.57	1366.77	1367.28	52633.0
2012-07-10 12:30:00	ES	Futures	1367.28	1369.57	1366.77	1367.54	33217.0
2012-07-10 13:00:00	ES	Futures	1367.79	1368.81	1365.5	1366.26	53146.0
2012-07-10 13:30:00	ES	Futures	1366.26	1366.26	1362.45	1363.72	93309.0
2012-07-10 14:00:00	ES	Futures	1363.47	1364.48	1357.87	1359.14	135860.0
2012-07-10 14:30:00	ES	Futures	1358.89	1359.4	1355.84	1356.35	134914.0
2012-07-10 15:00:00	ES	Futures	1356.35	1359.91	1354.82	1355.08	118934.0
2012-07-10 15:30:00	ES	Futures	1354.82	1360.42	1353.3	1358.38	247479.0
2012-07-10 16:00:00	ES	Futures	1358.38	1358.89	1357.11	1358.38	79109.0
2012-07-10 16:30:00	ES	Futures	1357.87	1359.4	1357.62	1358.89	6118.0
2012-07-10 17:00:00	ES	Futures	1359.14	1359.14	1358.13	1358.13	2193.0
2012-07-10 18:00:00	ES	Futures	1358.13	1358.64	1357.62	1358.13	2233.0
2012-07-10 18:30:00	ES	Futures	1358.13	1358.38	1357.62	1358.13	347.0
2012-07-10 19:00:00	ES	Futures	1358.13	1358.38	1357.62	1358.13	519.0
2012-07-10 19:30:00	ES	Futures	1358.13	1358.38	1357.62	1358.38	1342.0
2012-07-10 20:00:00	ES	Futures	1358.38	1358.89	1357.37	1357.37	3009.0
2012-07-10 20:30:00	ES	Futures	1357.62	1357.62	1356.09	1356.35	3003.0
2012-07-10 21:00:00	ES	Futures	1356.6	1357.37	1356.35	1357.11	2890.0
2012-07-10 21:30:00	ES	Futures	1357.37	1358.89	1356.86	1358.64	2884.0
2012-07-10 22:00:00	ES	Futures	1358.64	1359.91	1357.87	1359.65	3405.0
2012-07-10 22:30:00	ES	Futures	1359.65	1360.42	1358.89	1359.14	2154.0
2012-07-10 23:00:00	ES	Futures	1359.14	1359.65	1357.62	1357.62	1996.0
2012-07-10 23:30:00	ES	Futures	1357.62	1358.38	1356.6	1357.87	3165.0
2012-07-10 00:00:00	NQ	Futures	3011.04	3011.9	3010.46	3011.61	52.0
2012-07-10 00:30:00	NQ	Futures	3011.61	3012.19	3011.32	3011.32	46.0
2012-07-10 01:00:00	NQ	Futures	3011.32	3011.32	3010.17	3010.46	346.0

> showing 50 of 2,811 rows — these rows as CSV

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