PREVIEW / futures_30min / 2012-09-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-28.parquet
  size:    67 KB
  rows:    2,281

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
2012-09-28 00:00:00	ES	Futures	1473.0	1474.03	1473.0	1473.51	649.0
2012-09-28 00:30:00	ES	Futures	1473.51	1473.77	1473.26	1473.51	675.0
2012-09-28 01:00:00	ES	Futures	1473.77	1474.03	1472.75	1473.26	1494.0
2012-09-28 01:30:00	ES	Futures	1473.0	1474.79	1472.49	1474.54	2623.0
2012-09-28 02:00:00	ES	Futures	1474.54	1474.54	1473.51	1473.77	3127.0
2012-09-28 02:30:00	ES	Futures	1473.77	1474.28	1473.26	1473.26	3172.0
2012-09-28 03:00:00	ES	Futures	1473.26	1473.51	1471.73	1472.75	13037.0
2012-09-28 03:30:00	ES	Futures	1472.75	1474.28	1472.24	1472.75	11600.0
2012-09-28 04:00:00	ES	Futures	1472.49	1473.0	1471.98	1472.75	8653.0
2012-09-28 04:30:00	ES	Futures	1472.49	1473.26	1471.98	1473.26	7697.0
2012-09-28 05:00:00	ES	Futures	1473.26	1474.03	1472.49	1473.26	6770.0
2012-09-28 05:30:00	ES	Futures	1473.0	1473.51	1470.96	1471.22	10074.0
2012-09-28 06:00:00	ES	Futures	1471.22	1471.47	1468.66	1469.43	18395.0
2012-09-28 06:30:00	ES	Futures	1469.43	1469.43	1466.87	1467.64	22148.0
2012-09-28 07:00:00	ES	Futures	1467.38	1468.15	1466.62	1467.64	17691.0
2012-09-28 07:30:00	ES	Futures	1467.38	1468.15	1467.13	1467.64	16675.0
2012-09-28 08:00:00	ES	Futures	1467.89	1467.89	1463.3	1464.06	54624.0
2012-09-28 08:30:00	ES	Futures	1464.06	1466.11	1463.3	1465.85	39965.0
2012-09-28 09:00:00	ES	Futures	1466.11	1467.13	1465.6	1466.62	37535.0
2012-09-28 09:30:00	ES	Futures	1466.87	1467.38	1461.0	1462.53	232476.0
2012-09-28 10:00:00	ES	Futures	1462.27	1465.08	1460.23	1461.25	184091.0
2012-09-28 10:30:00	ES	Futures	1461.51	1464.06	1460.74	1463.3	109340.0
2012-09-28 11:00:00	ES	Futures	1463.3	1463.55	1460.49	1460.49	116695.0
2012-09-28 11:30:00	ES	Futures	1460.74	1464.57	1460.49	1463.81	107337.0
2012-09-28 12:00:00	ES	Futures	1464.06	1468.92	1463.3	1465.6	163880.0
2012-09-28 12:30:00	ES	Futures	1465.6	1467.13	1465.34	1466.87	38968.0
2012-09-28 13:00:00	ES	Futures	1466.87	1467.89	1464.57	1467.89	52340.0
2012-09-28 13:30:00	ES	Futures	1467.64	1471.47	1467.64	1469.68	88995.0
2012-09-28 14:00:00	ES	Futures	1469.68	1470.7	1466.62	1466.87	64199.0
2012-09-28 14:30:00	ES	Futures	1467.13	1467.38	1465.34	1466.62	65362.0
2012-09-28 15:00:00	ES	Futures	1466.87	1467.64	1464.32	1465.08	67332.0
2012-09-28 15:30:00	ES	Futures	1465.08	1468.92	1462.79	1464.83	350655.0
2012-09-28 16:00:00	ES	Futures	1464.83	1467.89	1464.57	1465.6	137306.0
2012-09-28 00:00:00	NQ	Futures	3270.15	3271.89	3269.57	3271.31	131.0
2012-09-28 00:30:00	NQ	Futures	3271.31	3271.6	3271.02	3271.31	83.0
2012-09-28 01:00:00	NQ	Futures	3271.6	3271.89	3269.57	3270.73	159.0
2012-09-28 01:30:00	NQ	Futures	3270.44	3273.92	3269.27	3273.34	399.0
2012-09-28 02:00:00	NQ	Futures	3273.34	3273.92	3272.18	3272.76	547.0
2012-09-28 02:30:00	NQ	Futures	3272.76	3273.63	3271.6	3271.6	345.0
2012-09-28 03:00:00	NQ	Futures	3271.89	3273.05	3269.57	3271.6	1666.0
2012-09-28 03:30:00	NQ	Futures	3271.6	3276.83	3271.02	3272.18	1783.0
2012-09-28 04:00:00	NQ	Futures	3272.18	3274.8	3271.02	3273.92	857.0
2012-09-28 04:30:00	NQ	Futures	3273.92	3276.25	3273.05	3276.25	1282.0
2012-09-28 05:00:00	NQ	Futures	3276.25	3276.83	3273.63	3274.51	692.0
2012-09-28 05:30:00	NQ	Futures	3273.92	3274.51	3268.69	3269.27	932.0
2012-09-28 06:00:00	NQ	Futures	3268.98	3269.86	3264.92	3265.5	1655.0
2012-09-28 06:30:00	NQ	Futures	3265.5	3266.08	3260.85	3262.01	1768.0
2012-09-28 07:00:00	NQ	Futures	3261.72	3263.46	3260.56	3262.88	1318.0
2012-09-28 07:30:00	NQ	Futures	3262.59	3264.04	3262.3	3263.17	1060.0
2012-09-28 08:00:00	NQ	Futures	3263.46	3263.46	3255.91	3257.07	3313.0

> showing 50 of 2,281 rows — these rows as CSV

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