PREVIEW / futures_30min / 2012-09-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-12.parquet
  size:    68 KB
  rows:    2,573

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
2012-09-12 00:00:00	ES	Futures	1456.79	1457.81	1456.28	1457.3	1129.0
2012-09-12 00:30:00	ES	Futures	1457.55	1458.82	1457.3	1458.57	2863.0
2012-09-12 01:00:00	ES	Futures	1458.82	1458.82	1457.81	1458.32	1422.0
2012-09-12 01:30:00	ES	Futures	1458.32	1458.57	1457.04	1457.3	2694.0
2012-09-12 02:00:00	ES	Futures	1457.55	1458.82	1457.3	1458.32	3586.0
2012-09-12 02:30:00	ES	Futures	1458.06	1459.59	1458.06	1459.08	4182.0
2012-09-12 03:00:00	ES	Futures	1459.08	1459.59	1457.04	1457.55	17002.0
2012-09-12 03:30:00	ES	Futures	1457.55	1459.08	1456.54	1458.57	11648.0
2012-09-12 04:00:00	ES	Futures	1458.82	1464.42	1455.52	1462.13	110107.0
2012-09-12 04:30:00	ES	Futures	1462.38	1464.42	1460.6	1462.13	36573.0
2012-09-12 05:00:00	ES	Futures	1462.13	1462.89	1461.37	1462.89	18250.0
2012-09-12 05:30:00	ES	Futures	1462.89	1463.91	1462.13	1463.4	14995.0
2012-09-12 06:00:00	ES	Futures	1463.4	1463.66	1461.88	1462.13	9586.0
2012-09-12 06:30:00	ES	Futures	1462.13	1462.64	1460.86	1461.11	7187.0
2012-09-12 07:00:00	ES	Futures	1461.11	1462.38	1461.11	1462.13	11336.0
2012-09-12 07:30:00	ES	Futures	1462.38	1462.64	1459.33	1460.35	22703.0
2012-09-12 08:00:00	ES	Futures	1460.35	1461.37	1459.08	1460.86	19686.0
2012-09-12 08:30:00	ES	Futures	1460.86	1461.37	1459.59	1460.6	17882.0
2012-09-12 09:00:00	ES	Futures	1460.6	1462.13	1459.59	1461.88	32856.0
2012-09-12 09:30:00	ES	Futures	1461.88	1463.66	1461.37	1461.88	130577.0
2012-09-12 10:00:00	ES	Futures	1461.88	1463.15	1460.1	1460.1	113594.0
2012-09-12 10:30:00	ES	Futures	1460.1	1460.6	1457.55	1459.84	164432.0
2012-09-12 11:00:00	ES	Futures	1460.1	1462.38	1459.84	1461.37	87304.0
2012-09-12 11:30:00	ES	Futures	1461.37	1462.64	1460.6	1460.86	56146.0
2012-09-12 12:00:00	ES	Futures	1461.11	1461.62	1459.59	1461.11	41059.0
2012-09-12 12:30:00	ES	Futures	1460.86	1461.62	1460.6	1461.62	28185.0
2012-09-12 13:00:00	ES	Futures	1461.37	1463.66	1460.86	1461.62	87818.0
2012-09-12 13:30:00	ES	Futures	1461.62	1462.89	1461.11	1461.88	51621.0
2012-09-12 14:00:00	ES	Futures	1461.62	1462.38	1460.1	1461.11	50555.0
2012-09-12 14:30:00	ES	Futures	1461.11	1461.88	1459.08	1459.84	56255.0
2012-09-12 15:00:00	ES	Futures	1459.59	1459.84	1457.04	1459.84	74605.0
2012-09-12 15:30:00	ES	Futures	1459.59	1461.62	1458.82	1461.37	82155.0
2012-09-12 16:00:00	ES	Futures	1461.62	1464.93	1461.37	1463.15	85245.0
2012-09-12 16:30:00	ES	Futures	1462.89	1463.4	1462.13	1462.64	7018.0
2012-09-12 17:00:00	ES	Futures	1462.64	1463.91	1462.64	1463.15	1848.0
2012-09-12 18:00:00	ES	Futures	1463.15	1463.91	1463.15	1463.66	1697.0
2012-09-12 18:30:00	ES	Futures	1463.66	1464.16	1463.4	1463.91	898.0
2012-09-12 19:00:00	ES	Futures	1463.91	1463.91	1463.4	1463.4	286.0
2012-09-12 19:30:00	ES	Futures	1463.4	1463.66	1462.89	1462.89	1128.0
2012-09-12 20:00:00	ES	Futures	1462.89	1463.15	1462.38	1462.38	2732.0
2012-09-12 20:30:00	ES	Futures	1462.38	1463.15	1462.13	1462.64	1410.0
2012-09-12 21:00:00	ES	Futures	1462.64	1462.89	1462.13	1462.64	1534.0
2012-09-12 21:30:00	ES	Futures	1462.89	1463.66	1462.64	1463.66	1042.0
2012-09-12 22:00:00	ES	Futures	1463.66	1464.16	1463.15	1463.91	1326.0
2012-09-12 22:30:00	ES	Futures	1463.91	1463.91	1462.38	1462.38	906.0
2012-09-12 23:00:00	ES	Futures	1462.64	1462.89	1462.13	1462.64	1036.0
2012-09-12 23:30:00	ES	Futures	1462.38	1462.89	1462.13	1462.38	794.0
2012-09-12 00:00:00	NQ	Futures	3230.77	3232.22	3228.45	3231.93	370.0
2012-09-12 00:30:00	NQ	Futures	3231.93	3234.83	3231.35	3234.54	277.0
2012-09-12 01:00:00	NQ	Futures	3234.25	3234.83	3233.09	3233.38	139.0

> showing 50 of 2,573 rows — these rows as CSV

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