PREVIEW / futures_30min / 2012-07-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-07-12.parquet
  size:    77 KB
  rows:    2,809

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
2012-07-12 00:00:00	ES	Futures	1358.13	1358.13	1355.08	1355.84	5646.0
2012-07-12 00:30:00	ES	Futures	1355.59	1356.09	1355.08	1355.33	1890.0
2012-07-12 01:00:00	ES	Futures	1355.33	1356.09	1354.06	1355.84	3794.0
2012-07-12 01:30:00	ES	Futures	1355.84	1356.09	1353.55	1353.81	4759.0
2012-07-12 02:00:00	ES	Futures	1353.81	1354.57	1353.04	1354.06	6182.0
2012-07-12 02:30:00	ES	Futures	1354.06	1354.57	1352.03	1352.28	5850.0
2012-07-12 03:00:00	ES	Futures	1352.03	1352.53	1348.72	1348.97	24129.0
2012-07-12 03:30:00	ES	Futures	1348.97	1351.77	1348.47	1350.75	20231.0
2012-07-12 04:00:00	ES	Futures	1350.5	1355.84	1350.5	1353.81	23570.0
2012-07-12 04:30:00	ES	Futures	1354.06	1354.57	1350.75	1351.52	12362.0
2012-07-12 05:00:00	ES	Futures	1351.26	1352.53	1350.75	1351.77	9612.0
2012-07-12 05:30:00	ES	Futures	1351.77	1353.3	1351.26	1352.03	9407.0
2012-07-12 06:00:00	ES	Futures	1352.03	1352.28	1349.23	1349.48	12275.0
2012-07-12 06:30:00	ES	Futures	1349.48	1349.74	1346.69	1347.96	26870.0
2012-07-12 07:00:00	ES	Futures	1347.96	1348.97	1346.94	1348.47	14527.0
2012-07-12 07:30:00	ES	Futures	1348.47	1349.48	1347.45	1349.23	21057.0
2012-07-12 08:00:00	ES	Futures	1349.23	1350.75	1348.72	1349.99	21191.0
2012-07-12 08:30:00	ES	Futures	1350.5	1352.53	1348.21	1349.74	45590.0
2012-07-12 09:00:00	ES	Futures	1349.48	1350.75	1348.47	1350.5	23645.0
2012-07-12 09:30:00	ES	Futures	1350.5	1350.75	1344.14	1346.18	210272.0
2012-07-12 10:00:00	ES	Futures	1346.18	1346.94	1343.13	1345.16	152851.0
2012-07-12 10:30:00	ES	Futures	1344.91	1346.18	1342.36	1345.67	120474.0
2012-07-12 11:00:00	ES	Futures	1345.41	1348.47	1344.91	1347.7	108358.0
2012-07-12 11:30:00	ES	Futures	1347.7	1351.77	1346.43	1350.75	119772.0
2012-07-12 12:00:00	ES	Futures	1350.75	1351.52	1349.23	1349.99	60320.0
2012-07-12 12:30:00	ES	Futures	1349.99	1351.52	1348.72	1350.75	47383.0
2012-07-12 13:00:00	ES	Futures	1350.75	1355.59	1349.74	1353.3	106821.0
2012-07-12 13:30:00	ES	Futures	1353.04	1357.11	1352.53	1353.04	86201.0
2012-07-12 14:00:00	ES	Futures	1352.79	1355.84	1351.52	1354.06	104164.0
2012-07-12 14:30:00	ES	Futures	1354.06	1355.84	1353.3	1354.82	55037.0
2012-07-12 15:00:00	ES	Futures	1354.82	1357.87	1353.81	1355.59	99189.0
2012-07-12 15:30:00	ES	Futures	1355.59	1357.62	1351.52	1352.53	218013.0
2012-07-12 16:00:00	ES	Futures	1352.79	1353.81	1350.75	1351.52	80789.0
2012-07-12 16:30:00	ES	Futures	1352.03	1353.3	1351.77	1353.3	5211.0
2012-07-12 17:00:00	ES	Futures	1353.3	1353.3	1352.28	1353.04	1542.0
2012-07-12 18:00:00	ES	Futures	1353.04	1354.31	1353.04	1353.81	3923.0
2012-07-12 18:30:00	ES	Futures	1353.81	1354.57	1353.55	1353.81	1026.0
2012-07-12 19:00:00	ES	Futures	1353.81	1354.06	1352.79	1352.79	1045.0
2012-07-12 19:30:00	ES	Futures	1353.04	1353.3	1351.52	1352.03	2918.0
2012-07-12 20:00:00	ES	Futures	1352.28	1354.31	1351.77	1353.3	4848.0
2012-07-12 20:30:00	ES	Futures	1353.55	1354.31	1352.03	1352.53	3261.0
2012-07-12 21:00:00	ES	Futures	1352.28	1354.57	1352.28	1354.06	3277.0
2012-07-12 21:30:00	ES	Futures	1354.06	1355.33	1353.04	1354.31	4896.0
2012-07-12 22:00:00	ES	Futures	1354.31	1357.87	1353.3	1354.57	11291.0
2012-07-12 22:30:00	ES	Futures	1354.57	1356.09	1354.06	1355.59	3028.0
2012-07-12 23:00:00	ES	Futures	1355.59	1357.11	1355.59	1356.86	2312.0
2012-07-12 23:30:00	ES	Futures	1356.86	1357.62	1356.86	1356.86	2716.0
2012-07-12 00:00:00	NQ	Futures	2969.58	2969.58	2963.49	2964.36	595.0
2012-07-12 00:30:00	NQ	Futures	2964.65	2965.23	2963.49	2963.49	199.0
2012-07-12 01:00:00	NQ	Futures	2963.2	2966.39	2962.33	2965.23	573.0

> showing 50 of 2,809 rows — these rows as CSV

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