PREVIEW / futures_30min / 2012-10-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-03.parquet
  size:    75 KB
  rows:    2,835

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
2012-10-03 00:00:00	ES	Futures	1469.17	1469.17	1468.66	1468.92	996.0
2012-10-03 00:30:00	ES	Futures	1468.66	1469.94	1468.66	1469.68	1322.0
2012-10-03 01:00:00	ES	Futures	1469.68	1470.45	1468.92	1469.43	1256.0
2012-10-03 01:30:00	ES	Futures	1469.43	1470.45	1469.17	1470.19	1225.0
2012-10-03 02:00:00	ES	Futures	1469.94	1469.94	1468.15	1469.17	3969.0
2012-10-03 02:30:00	ES	Futures	1469.43	1469.43	1467.64	1468.66	4289.0
2012-10-03 03:00:00	ES	Futures	1468.66	1469.68	1467.38	1468.41	16125.0
2012-10-03 03:30:00	ES	Futures	1468.41	1469.94	1467.89	1469.43	16767.0
2012-10-03 04:00:00	ES	Futures	1469.68	1472.24	1469.43	1471.47	15850.0
2012-10-03 04:30:00	ES	Futures	1471.47	1471.73	1470.45	1470.7	7103.0
2012-10-03 05:00:00	ES	Futures	1470.96	1473.77	1470.7	1473.26	14986.0
2012-10-03 05:30:00	ES	Futures	1473.51	1474.03	1472.75	1473.0	7798.0
2012-10-03 06:00:00	ES	Futures	1473.26	1473.77	1472.49	1473.0	3634.0
2012-10-03 06:30:00	ES	Futures	1473.0	1473.0	1471.22	1471.47	8460.0
2012-10-03 07:00:00	ES	Futures	1471.47	1472.49	1470.96	1472.49	10402.0
2012-10-03 07:30:00	ES	Futures	1472.24	1473.0	1471.73	1472.49	12033.0
2012-10-03 08:00:00	ES	Futures	1472.49	1475.3	1472.24	1474.54	30959.0
2012-10-03 08:30:00	ES	Futures	1474.54	1475.05	1471.98	1474.28	40206.0
2012-10-03 09:00:00	ES	Futures	1474.54	1475.05	1473.26	1474.54	31659.0
2012-10-03 09:30:00	ES	Futures	1474.79	1474.79	1468.66	1469.68	141310.0
2012-10-03 10:00:00	ES	Futures	1469.94	1475.3	1466.87	1474.54	226028.0
2012-10-03 10:30:00	ES	Futures	1474.79	1475.3	1471.47	1472.49	106959.0
2012-10-03 11:00:00	ES	Futures	1472.49	1478.11	1472.24	1476.84	165787.0
2012-10-03 11:30:00	ES	Futures	1477.09	1479.39	1476.32	1478.37	91846.0
2012-10-03 12:00:00	ES	Futures	1478.62	1479.65	1477.6	1479.65	30300.0
2012-10-03 12:30:00	ES	Futures	1479.39	1480.41	1478.62	1479.13	52386.0
2012-10-03 13:00:00	ES	Futures	1479.13	1479.39	1477.86	1478.88	26360.0
2012-10-03 13:30:00	ES	Futures	1478.62	1478.88	1473.77	1475.05	81664.0
2012-10-03 14:00:00	ES	Futures	1475.05	1476.32	1473.0	1474.03	51424.0
2012-10-03 14:30:00	ES	Futures	1473.77	1476.32	1473.51	1474.54	51239.0
2012-10-03 15:00:00	ES	Futures	1474.28	1476.84	1472.49	1476.32	73312.0
2012-10-03 15:30:00	ES	Futures	1476.32	1477.6	1474.79	1476.84	116666.0
2012-10-03 16:00:00	ES	Futures	1477.09	1477.09	1475.56	1476.07	67385.0
2012-10-03 16:30:00	ES	Futures	1475.56	1477.6	1475.56	1476.84	5844.0
2012-10-03 17:00:00	ES	Futures	1476.84	1478.88	1476.58	1478.11	3767.0
2012-10-03 18:00:00	ES	Futures	1478.11	1479.39	1477.6	1479.13	3639.0
2012-10-03 18:30:00	ES	Futures	1479.39	1481.18	1479.13	1479.65	4219.0
2012-10-03 19:00:00	ES	Futures	1479.9	1479.9	1479.39	1479.39	708.0
2012-10-03 19:30:00	ES	Futures	1479.39	1479.65	1478.37	1479.13	3526.0
2012-10-03 20:00:00	ES	Futures	1478.88	1479.65	1478.37	1479.13	2466.0
2012-10-03 20:30:00	ES	Futures	1478.88	1479.65	1478.88	1479.39	1109.0
2012-10-03 21:00:00	ES	Futures	1479.13	1479.65	1477.35	1477.6	3843.0
2012-10-03 21:30:00	ES	Futures	1477.6	1478.37	1476.58	1477.86	3480.0
2012-10-03 22:00:00	ES	Futures	1477.6	1481.43	1477.6	1481.18	5818.0
2012-10-03 22:30:00	ES	Futures	1480.92	1484.24	1480.92	1483.73	11339.0
2012-10-03 23:00:00	ES	Futures	1483.73	1484.24	1482.71	1482.71	4840.0
2012-10-03 23:30:00	ES	Futures	1482.71	1483.73	1482.71	1483.48	1743.0
2012-10-03 00:00:00	NQ	Futures	3244.87	3244.87	3243.99	3244.29	68.0
2012-10-03 00:30:00	NQ	Futures	3243.99	3246.32	3243.99	3245.74	145.0
2012-10-03 01:00:00	NQ	Futures	3245.45	3247.19	3244.87	3244.87	160.0

> showing 50 of 2,835 rows — these rows as CSV

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