PREVIEW / futures_30min / 2012-10-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-05.parquet
  size:    64 KB
  rows:    2,222

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
2012-10-05 00:00:00	ES	Futures	1488.84	1489.35	1488.84	1489.1	926.0
2012-10-05 00:30:00	ES	Futures	1488.84	1489.61	1488.59	1489.35	1346.0
2012-10-05 01:00:00	ES	Futures	1489.1	1489.61	1489.1	1489.35	1079.0
2012-10-05 01:30:00	ES	Futures	1489.35	1489.61	1488.84	1489.1	1257.0
2012-10-05 02:00:00	ES	Futures	1488.84	1489.35	1488.59	1488.84	2278.0
2012-10-05 02:30:00	ES	Futures	1488.84	1488.84	1487.82	1488.08	1539.0
2012-10-05 03:00:00	ES	Futures	1488.08	1489.35	1487.31	1487.82	14026.0
2012-10-05 03:30:00	ES	Futures	1488.08	1488.84	1487.31	1487.57	8333.0
2012-10-05 04:00:00	ES	Futures	1487.57	1488.33	1486.29	1487.05	11946.0
2012-10-05 04:30:00	ES	Futures	1486.8	1487.31	1486.29	1487.05	7106.0
2012-10-05 05:00:00	ES	Futures	1487.05	1488.84	1486.54	1488.59	9497.0
2012-10-05 05:30:00	ES	Futures	1488.84	1489.1	1487.82	1488.33	6969.0
2012-10-05 06:00:00	ES	Futures	1488.33	1489.1	1488.08	1488.84	5241.0
2012-10-05 06:30:00	ES	Futures	1488.59	1489.61	1488.33	1489.1	8214.0
2012-10-05 07:00:00	ES	Futures	1489.1	1489.86	1488.59	1489.1	10156.0
2012-10-05 07:30:00	ES	Futures	1489.35	1491.4	1489.1	1490.63	16452.0
2012-10-05 08:00:00	ES	Futures	1490.63	1491.14	1488.08	1489.35	24412.0
2012-10-05 08:30:00	ES	Futures	1489.1	1496.0	1489.1	1493.95	135039.0
2012-10-05 09:00:00	ES	Futures	1494.21	1496.0	1493.95	1495.48	41602.0
2012-10-05 09:30:00	ES	Futures	1495.48	1496.51	1492.93	1495.48	188212.0
2012-10-05 10:00:00	ES	Futures	1495.48	1498.04	1493.7	1497.02	124766.0
2012-10-05 10:30:00	ES	Futures	1497.27	1498.04	1493.95	1494.97	132247.0
2012-10-05 11:00:00	ES	Futures	1494.97	1495.48	1493.19	1493.7	100997.0
2012-10-05 11:30:00	ES	Futures	1493.44	1494.72	1491.91	1493.44	93416.0
2012-10-05 12:00:00	ES	Futures	1493.19	1493.95	1491.4	1492.93	58426.0
2012-10-05 12:30:00	ES	Futures	1493.19	1494.46	1492.42	1493.44	38371.0
2012-10-05 13:00:00	ES	Futures	1493.7	1494.21	1491.14	1491.65	33410.0
2012-10-05 13:30:00	ES	Futures	1491.4	1491.91	1489.86	1490.89	53221.0
2012-10-05 14:00:00	ES	Futures	1490.63	1491.65	1489.1	1490.38	40082.0
2012-10-05 14:30:00	ES	Futures	1490.12	1490.38	1485.27	1485.78	92391.0
2012-10-05 15:00:00	ES	Futures	1485.78	1487.57	1484.24	1486.54	104933.0
2012-10-05 15:30:00	ES	Futures	1486.54	1487.82	1482.97	1487.57	206635.0
2012-10-05 16:00:00	ES	Futures	1487.82	1488.08	1486.29	1487.31	79714.0
2012-10-05 00:00:00	NQ	Futures	3283.51	3284.09	3283.22	3283.8	59.0
2012-10-05 00:30:00	NQ	Futures	3283.8	3284.68	3282.93	3284.09	102.0
2012-10-05 01:00:00	NQ	Futures	3284.09	3284.68	3283.51	3284.09	108.0
2012-10-05 01:30:00	NQ	Futures	3284.09	3284.09	3282.64	3282.93	47.0
2012-10-05 02:00:00	NQ	Futures	3283.22	3284.09	3282.64	3283.22	191.0
2012-10-05 02:30:00	NQ	Futures	3283.22	3283.22	3281.77	3281.77	189.0
2012-10-05 03:00:00	NQ	Futures	3282.06	3284.68	3280.9	3282.06	878.0
2012-10-05 03:30:00	NQ	Futures	3282.06	3284.09	3281.19	3282.06	482.0
2012-10-05 04:00:00	NQ	Futures	3281.77	3283.51	3280.03	3281.48	513.0
2012-10-05 04:30:00	NQ	Futures	3281.77	3281.77	3280.32	3281.77	443.0
2012-10-05 05:00:00	NQ	Futures	3281.77	3285.84	3281.19	3285.55	510.0
2012-10-05 05:30:00	NQ	Futures	3285.84	3286.42	3283.22	3284.97	601.0
2012-10-05 06:00:00	NQ	Futures	3284.38	3285.84	3284.09	3285.26	405.0
2012-10-05 06:30:00	NQ	Futures	3284.97	3287.29	3284.09	3286.42	539.0
2012-10-05 07:00:00	NQ	Futures	3286.71	3287.87	3285.84	3287.0	590.0
2012-10-05 07:30:00	NQ	Futures	3287.29	3290.2	3287.0	3288.45	1146.0
2012-10-05 08:00:00	NQ	Futures	3288.16	3288.74	3285.55	3286.71	1848.0

> showing 50 of 2,222 rows — these rows as CSV

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