PREVIEW / futures_30min / 2012-09-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-13.parquet
  size:    74 KB
  rows:    2,665

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
2012-09-13 00:00:00	ES	Futures	1462.64	1463.15	1462.13	1462.89	1015.0
2012-09-13 00:30:00	ES	Futures	1462.64	1462.89	1462.38	1462.38	309.0
2012-09-13 01:00:00	ES	Futures	1462.38	1462.64	1461.62	1461.88	1124.0
2012-09-13 01:30:00	ES	Futures	1461.62	1462.38	1461.37	1461.37	2635.0
2012-09-13 02:00:00	ES	Futures	1461.62	1462.64	1461.37	1462.13	2062.0
2012-09-13 02:30:00	ES	Futures	1462.38	1462.89	1461.62	1461.88	2640.0
2012-09-13 03:00:00	ES	Futures	1461.88	1462.38	1461.11	1461.88	8156.0
2012-09-13 03:30:00	ES	Futures	1461.88	1462.13	1459.59	1460.35	13550.0
2012-09-13 04:00:00	ES	Futures	1460.1	1462.13	1459.59	1461.62	11967.0
2012-09-13 04:30:00	ES	Futures	1461.62	1461.62	1460.35	1460.6	7487.0
2012-09-13 05:00:00	ES	Futures	1460.6	1461.62	1460.35	1460.86	7551.0
2012-09-13 05:30:00	ES	Futures	1461.11	1462.13	1460.6	1460.86	9030.0
2012-09-13 06:00:00	ES	Futures	1460.86	1461.88	1460.86	1461.88	3291.0
2012-09-13 06:30:00	ES	Futures	1461.88	1461.88	1460.6	1461.62	8028.0
2012-09-13 07:00:00	ES	Futures	1461.62	1462.64	1461.37	1462.64	5995.0
2012-09-13 07:30:00	ES	Futures	1462.38	1462.89	1461.37	1461.37	9871.0
2012-09-13 08:00:00	ES	Futures	1461.37	1462.13	1461.11	1461.62	13620.0
2012-09-13 08:30:00	ES	Futures	1461.37	1462.89	1460.6	1462.89	26245.0
2012-09-13 09:00:00	ES	Futures	1462.64	1462.89	1461.37	1461.88	20470.0
2012-09-13 09:30:00	ES	Futures	1461.88	1462.13	1459.59	1461.11	111676.0
2012-09-13 10:00:00	ES	Futures	1460.86	1462.64	1460.35	1460.6	87012.0
2012-09-13 10:30:00	ES	Futures	1460.6	1462.13	1460.35	1461.88	49379.0
2012-09-13 11:00:00	ES	Futures	1461.88	1464.42	1461.88	1463.91	66922.0
2012-09-13 11:30:00	ES	Futures	1463.91	1464.67	1462.38	1462.38	59508.0
2012-09-13 12:00:00	ES	Futures	1462.38	1463.4	1460.6	1462.13	63104.0
2012-09-13 12:30:00	ES	Futures	1461.88	1473.83	1460.6	1472.81	429880.0
2012-09-13 13:00:00	ES	Futures	1472.81	1478.15	1471.79	1477.64	194440.0
2012-09-13 13:30:00	ES	Futures	1477.64	1480.69	1477.64	1479.17	120208.0
2012-09-13 14:00:00	ES	Futures	1479.17	1489.34	1478.4	1487.81	171190.0
2012-09-13 14:30:00	ES	Futures	1487.56	1487.81	1482.98	1484.0	165369.0
2012-09-13 15:00:00	ES	Futures	1483.74	1485.78	1482.47	1484.0	110475.0
2012-09-13 15:30:00	ES	Futures	1484.0	1487.3	1482.73	1485.27	142904.0
2012-09-13 16:00:00	ES	Futures	1485.27	1485.78	1481.46	1482.47	83162.0
2012-09-13 16:30:00	ES	Futures	1481.46	1482.47	1481.46	1481.96	4450.0
2012-09-13 17:00:00	ES	Futures	1482.22	1482.98	1481.96	1482.98	3186.0
2012-09-13 18:00:00	ES	Futures	1482.98	1483.74	1482.73	1483.49	3552.0
2012-09-13 18:30:00	ES	Futures	1483.49	1484.51	1483.24	1484.25	953.0
2012-09-13 19:00:00	ES	Futures	1484.25	1485.02	1484.0	1484.76	2062.0
2012-09-13 19:30:00	ES	Futures	1484.76	1485.02	1484.0	1484.25	1155.0
2012-09-13 20:00:00	ES	Futures	1484.25	1485.02	1484.0	1484.51	2604.0
2012-09-13 20:30:00	ES	Futures	1484.51	1485.52	1484.0	1485.52	3682.0
2012-09-13 21:00:00	ES	Futures	1485.52	1486.29	1485.27	1485.52	2868.0
2012-09-13 21:30:00	ES	Futures	1485.52	1486.03	1485.02	1485.27	1525.0
2012-09-13 22:00:00	ES	Futures	1485.27	1485.52	1484.51	1485.02	2207.0
2012-09-13 22:30:00	ES	Futures	1485.02	1485.78	1484.76	1485.27	1116.0
2012-09-13 23:00:00	ES	Futures	1485.52	1485.78	1485.02	1485.52	1311.0
2012-09-13 23:30:00	ES	Futures	1485.27	1486.54	1485.27	1486.03	1171.0
2012-09-13 00:00:00	NQ	Futures	3239.75	3241.2	3238.59	3240.04	79.0
2012-09-13 00:30:00	NQ	Futures	3239.75	3240.04	3238.3	3238.88	50.0
2012-09-13 01:00:00	NQ	Futures	3238.59	3239.46	3238.02	3238.3	87.0

> showing 50 of 2,665 rows — these rows as CSV

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