PREVIEW / futures_30min / 2012-10-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-04.parquet
  size:    74 KB
  rows:    2,810

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
2012-10-04 00:00:00	ES	Futures	1483.22	1483.48	1481.69	1483.22	3107.0
2012-10-04 00:30:00	ES	Futures	1483.22	1484.5	1482.97	1484.24	2919.0
2012-10-04 01:00:00	ES	Futures	1483.99	1484.24	1482.71	1482.97	1747.0
2012-10-04 01:30:00	ES	Futures	1482.97	1483.48	1480.67	1481.69	3661.0
2012-10-04 02:00:00	ES	Futures	1481.43	1483.22	1481.18	1482.71	4101.0
2012-10-04 02:30:00	ES	Futures	1482.71	1484.76	1482.71	1483.73	7029.0
2012-10-04 03:00:00	ES	Futures	1483.48	1484.76	1482.71	1482.71	14251.0
2012-10-04 03:30:00	ES	Futures	1482.97	1483.99	1482.2	1483.48	9861.0
2012-10-04 04:00:00	ES	Futures	1483.22	1483.48	1479.39	1480.67	18266.0
2012-10-04 04:30:00	ES	Futures	1480.67	1481.18	1478.62	1479.65	15153.0
2012-10-04 05:00:00	ES	Futures	1479.39	1480.41	1478.88	1479.65	8381.0
2012-10-04 05:30:00	ES	Futures	1479.65	1480.92	1478.88	1480.67	5193.0
2012-10-04 06:00:00	ES	Futures	1480.67	1483.48	1480.67	1483.48	8847.0
2012-10-04 06:30:00	ES	Futures	1483.22	1483.73	1482.71	1483.22	8174.0
2012-10-04 07:00:00	ES	Futures	1482.97	1483.22	1481.18	1481.94	9973.0
2012-10-04 07:30:00	ES	Futures	1481.94	1483.48	1481.43	1482.46	14642.0
2012-10-04 08:00:00	ES	Futures	1482.71	1483.48	1481.69	1482.71	16547.0
2012-10-04 08:30:00	ES	Futures	1482.97	1484.5	1481.18	1482.97	50527.0
2012-10-04 09:00:00	ES	Futures	1482.97	1484.76	1481.69	1482.46	30720.0
2012-10-04 09:30:00	ES	Futures	1482.2	1483.48	1480.41	1482.46	125688.0
2012-10-04 10:00:00	ES	Futures	1482.46	1489.61	1481.43	1487.57	210766.0
2012-10-04 10:30:00	ES	Futures	1487.57	1488.08	1485.52	1487.31	100475.0
2012-10-04 11:00:00	ES	Futures	1487.31	1487.82	1482.97	1483.48	168601.0
2012-10-04 11:30:00	ES	Futures	1483.73	1485.01	1482.2	1484.5	81698.0
2012-10-04 12:00:00	ES	Futures	1484.5	1487.57	1483.99	1486.54	85458.0
2012-10-04 12:30:00	ES	Futures	1486.29	1487.05	1484.24	1485.27	34294.0
2012-10-04 13:00:00	ES	Futures	1485.52	1487.57	1485.27	1487.31	33038.0
2012-10-04 13:30:00	ES	Futures	1487.31	1488.84	1486.29	1488.08	45545.0
2012-10-04 14:00:00	ES	Futures	1488.08	1488.33	1485.01	1486.29	83140.0
2012-10-04 14:30:00	ES	Futures	1486.54	1488.08	1486.03	1487.31	46838.0
2012-10-04 15:00:00	ES	Futures	1487.05	1488.59	1486.54	1487.05	50826.0
2012-10-04 15:30:00	ES	Futures	1486.8	1488.33	1485.52	1488.08	126176.0
2012-10-04 16:00:00	ES	Futures	1488.08	1488.59	1487.05	1487.57	83362.0
2012-10-04 16:30:00	ES	Futures	1487.57	1488.33	1487.05	1487.82	5231.0
2012-10-04 17:00:00	ES	Futures	1488.08	1488.33	1487.57	1487.57	1238.0
2012-10-04 18:00:00	ES	Futures	1487.82	1488.59	1487.57	1488.59	1558.0
2012-10-04 18:30:00	ES	Futures	1488.33	1488.59	1488.33	1488.59	418.0
2012-10-04 19:00:00	ES	Futures	1488.59	1488.59	1488.08	1488.59	508.0
2012-10-04 19:30:00	ES	Futures	1488.33	1488.59	1488.08	1488.33	626.0
2012-10-04 20:00:00	ES	Futures	1488.59	1489.61	1488.59	1489.35	3037.0
2012-10-04 20:30:00	ES	Futures	1489.1	1490.38	1488.84	1489.61	3684.0
2012-10-04 21:00:00	ES	Futures	1489.61	1490.38	1489.35	1489.86	2064.0
2012-10-04 21:30:00	ES	Futures	1490.12	1490.38	1489.35	1489.61	2205.0
2012-10-04 22:00:00	ES	Futures	1489.61	1489.86	1489.35	1489.61	890.0
2012-10-04 22:30:00	ES	Futures	1489.61	1490.12	1489.35	1489.35	608.0
2012-10-04 23:00:00	ES	Futures	1489.35	1490.12	1489.1	1489.61	1450.0
2012-10-04 23:30:00	ES	Futures	1489.61	1490.12	1488.84	1488.84	1414.0
2012-10-04 00:00:00	NQ	Futures	3282.35	3282.35	3279.15	3281.48	520.0
2012-10-04 00:30:00	NQ	Futures	3281.48	3284.38	3281.19	3283.8	383.0
2012-10-04 01:00:00	NQ	Futures	3283.22	3283.22	3280.61	3281.77	188.0

> showing 50 of 2,810 rows — these rows as CSV

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