PREVIEW / futures_30min / 2012-10-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-01.parquet
  size:    73 KB
  rows:    2,762

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
2012-10-01 00:00:00	ES	Futures	1459.98	1460.23	1458.95	1459.46	1477.0
2012-10-01 00:30:00	ES	Futures	1459.21	1459.72	1458.95	1459.46	768.0
2012-10-01 01:00:00	ES	Futures	1459.46	1460.74	1459.21	1460.74	1527.0
2012-10-01 01:30:00	ES	Futures	1460.74	1461.51	1459.98	1461.0	2092.0
2012-10-01 02:00:00	ES	Futures	1460.74	1462.53	1460.74	1462.02	3431.0
2012-10-01 02:30:00	ES	Futures	1462.27	1462.79	1461.76	1462.02	2057.0
2012-10-01 03:00:00	ES	Futures	1462.02	1469.17	1461.76	1468.92	32924.0
2012-10-01 03:30:00	ES	Futures	1468.92	1470.45	1468.15	1469.94	14204.0
2012-10-01 04:00:00	ES	Futures	1469.68	1470.45	1468.92	1469.43	9628.0
2012-10-01 04:30:00	ES	Futures	1469.68	1472.49	1469.68	1471.98	19220.0
2012-10-01 05:00:00	ES	Futures	1471.98	1473.51	1471.98	1472.49	13875.0
2012-10-01 05:30:00	ES	Futures	1472.49	1472.75	1471.47	1471.73	8787.0
2012-10-01 06:00:00	ES	Futures	1471.73	1472.49	1470.7	1471.73	11014.0
2012-10-01 06:30:00	ES	Futures	1471.47	1472.24	1470.96	1471.73	8940.0
2012-10-01 07:00:00	ES	Futures	1471.98	1472.24	1470.19	1470.96	11045.0
2012-10-01 07:30:00	ES	Futures	1470.96	1471.73	1470.19	1470.96	12871.0
2012-10-01 08:00:00	ES	Futures	1470.96	1471.73	1470.19	1471.22	10808.0
2012-10-01 08:30:00	ES	Futures	1471.22	1473.26	1470.96	1472.75	25699.0
2012-10-01 09:00:00	ES	Futures	1472.49	1472.75	1470.7	1471.22	24703.0
2012-10-01 09:30:00	ES	Futures	1470.96	1475.05	1470.19	1473.0	162664.0
2012-10-01 10:00:00	ES	Futures	1473.0	1483.22	1473.0	1480.41	258322.0
2012-10-01 10:30:00	ES	Futures	1480.41	1480.67	1478.37	1479.39	94136.0
2012-10-01 11:00:00	ES	Futures	1479.39	1481.69	1479.39	1480.16	111830.0
2012-10-01 11:30:00	ES	Futures	1479.9	1480.41	1476.58	1477.6	109128.0
2012-10-01 12:00:00	ES	Futures	1477.35	1478.62	1477.35	1478.62	57565.0
2012-10-01 12:30:00	ES	Futures	1478.37	1479.39	1473.0	1474.79	101461.0
2012-10-01 13:00:00	ES	Futures	1474.79	1475.05	1469.68	1472.75	123084.0
2012-10-01 13:30:00	ES	Futures	1472.49	1474.54	1469.68	1474.28	77107.0
2012-10-01 14:00:00	ES	Futures	1474.28	1475.56	1471.98	1473.26	62404.0
2012-10-01 14:30:00	ES	Futures	1473.0	1475.3	1472.49	1474.79	42637.0
2012-10-01 15:00:00	ES	Futures	1474.79	1474.79	1465.6	1467.89	191795.0
2012-10-01 15:30:00	ES	Futures	1467.89	1470.19	1466.62	1468.66	173877.0
2012-10-01 16:00:00	ES	Futures	1468.66	1469.43	1467.89	1468.15	71473.0
2012-10-01 16:30:00	ES	Futures	1467.89	1468.66	1467.38	1468.15	7991.0
2012-10-01 17:00:00	ES	Futures	1468.15	1468.92	1467.89	1468.41	2083.0
2012-10-01 18:00:00	ES	Futures	1468.15	1469.17	1468.15	1468.92	1492.0
2012-10-01 18:30:00	ES	Futures	1468.92	1469.17	1468.41	1468.66	292.0
2012-10-01 19:00:00	ES	Futures	1468.41	1468.92	1467.89	1468.15	665.0
2012-10-01 19:30:00	ES	Futures	1468.41	1468.66	1467.64	1468.41	1156.0
2012-10-01 20:00:00	ES	Futures	1468.41	1470.45	1468.15	1470.19	4623.0
2012-10-01 20:30:00	ES	Futures	1470.19	1470.45	1469.17	1469.17	2013.0
2012-10-01 21:00:00	ES	Futures	1469.17	1469.43	1468.66	1468.66	1474.0
2012-10-01 21:30:00	ES	Futures	1468.92	1469.43	1467.89	1469.17	3238.0
2012-10-01 22:00:00	ES	Futures	1468.92	1469.43	1468.15	1468.92	2107.0
2012-10-01 22:30:00	ES	Futures	1468.92	1470.45	1468.66	1469.94	2232.0
2012-10-01 23:00:00	ES	Futures	1470.19	1470.19	1469.68	1469.94	928.0
2012-10-01 23:30:00	ES	Futures	1469.94	1470.19	1469.17	1469.43	1203.0
2012-10-01 00:00:00	NQ	Futures	3232.37	3232.95	3229.47	3230.92	349.0
2012-10-01 00:30:00	NQ	Futures	3230.92	3232.08	3230.63	3231.5	116.0
2012-10-01 01:00:00	NQ	Futures	3231.79	3234.7	3231.79	3234.7	230.0

> showing 50 of 2,762 rows — these rows as CSV

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