PREVIEW / futures_30min / 2012-10-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-09.parquet
  size:    75 KB
  rows:    2,800

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
2012-10-09 00:00:00	ES	Futures	1484.76	1484.76	1484.24	1484.5	1030.0
2012-10-09 00:30:00	ES	Futures	1484.5	1484.5	1483.48	1483.99	1123.0
2012-10-09 01:00:00	ES	Futures	1483.99	1483.99	1483.22	1483.99	2529.0
2012-10-09 01:30:00	ES	Futures	1484.24	1485.27	1483.99	1484.76	2475.0
2012-10-09 02:00:00	ES	Futures	1485.01	1485.27	1483.48	1483.73	2548.0
2012-10-09 02:30:00	ES	Futures	1483.99	1484.24	1483.22	1483.48	3076.0
2012-10-09 03:00:00	ES	Futures	1483.48	1484.24	1480.16	1480.67	17829.0
2012-10-09 03:30:00	ES	Futures	1480.41	1480.67	1477.09	1478.88	37740.0
2012-10-09 04:00:00	ES	Futures	1478.88	1480.16	1478.37	1480.16	14962.0
2012-10-09 04:30:00	ES	Futures	1480.16	1480.67	1478.62	1479.65	11158.0
2012-10-09 05:00:00	ES	Futures	1479.65	1480.16	1477.86	1478.37	10404.0
2012-10-09 05:30:00	ES	Futures	1478.37	1481.43	1478.11	1480.41	12520.0
2012-10-09 06:00:00	ES	Futures	1480.41	1481.43	1480.16	1480.92	7367.0
2012-10-09 06:30:00	ES	Futures	1480.92	1480.92	1479.9	1480.41	5643.0
2012-10-09 07:00:00	ES	Futures	1480.67	1482.46	1480.67	1482.2	11072.0
2012-10-09 07:30:00	ES	Futures	1481.94	1482.97	1481.69	1482.2	10842.0
2012-10-09 08:00:00	ES	Futures	1482.46	1484.24	1481.69	1483.99	17553.0
2012-10-09 08:30:00	ES	Futures	1483.99	1485.52	1483.48	1483.73	32920.0
2012-10-09 09:00:00	ES	Futures	1483.48	1483.99	1480.92	1481.43	38874.0
2012-10-09 09:30:00	ES	Futures	1481.43	1482.71	1478.62	1478.88	186250.0
2012-10-09 10:00:00	ES	Futures	1479.13	1481.94	1478.88	1479.39	108846.0
2012-10-09 10:30:00	ES	Futures	1479.65	1480.67	1470.96	1472.24	237395.0
2012-10-09 11:00:00	ES	Futures	1472.49	1472.49	1468.92	1469.43	211430.0
2012-10-09 11:30:00	ES	Futures	1469.68	1470.96	1468.15	1469.94	143228.0
2012-10-09 12:00:00	ES	Futures	1469.94	1473.0	1469.68	1471.22	102999.0
2012-10-09 12:30:00	ES	Futures	1470.96	1471.47	1468.92	1469.17	46122.0
2012-10-09 13:00:00	ES	Futures	1469.43	1471.98	1468.92	1470.7	57771.0
2012-10-09 13:30:00	ES	Futures	1470.7	1473.0	1470.7	1470.96	46988.0
2012-10-09 14:00:00	ES	Futures	1470.96	1473.26	1470.19	1471.98	66207.0
2012-10-09 14:30:00	ES	Futures	1472.24	1473.0	1469.68	1472.75	58110.0
2012-10-09 15:00:00	ES	Futures	1472.75	1473.77	1468.15	1468.66	78865.0
2012-10-09 15:30:00	ES	Futures	1468.66	1470.45	1467.13	1467.89	225590.0
2012-10-09 16:00:00	ES	Futures	1467.89	1468.66	1466.62	1467.64	112452.0
2012-10-09 16:30:00	ES	Futures	1468.41	1469.17	1467.89	1468.66	7415.0
2012-10-09 17:00:00	ES	Futures	1468.66	1468.92	1467.64	1468.41	4189.0
2012-10-09 18:00:00	ES	Futures	1468.15	1468.66	1467.13	1467.64	2271.0
2012-10-09 18:30:00	ES	Futures	1467.64	1467.64	1465.85	1465.85	2896.0
2012-10-09 19:00:00	ES	Futures	1466.11	1466.62	1465.6	1466.62	1518.0
2012-10-09 19:30:00	ES	Futures	1466.62	1466.62	1462.53	1463.81	6782.0
2012-10-09 20:00:00	ES	Futures	1463.81	1465.34	1463.81	1465.34	4803.0
2012-10-09 20:30:00	ES	Futures	1465.34	1465.34	1464.06	1464.57	3030.0
2012-10-09 21:00:00	ES	Futures	1464.57	1465.85	1464.06	1465.34	1898.0
2012-10-09 21:30:00	ES	Futures	1465.34	1466.11	1465.08	1465.34	2250.0
2012-10-09 22:00:00	ES	Futures	1465.34	1465.34	1463.81	1464.06	2553.0
2012-10-09 22:30:00	ES	Futures	1464.06	1464.83	1463.55	1464.06	1647.0
2012-10-09 23:00:00	ES	Futures	1464.06	1465.85	1464.06	1465.6	1776.0
2012-10-09 23:30:00	ES	Futures	1465.85	1467.38	1465.34	1466.87	4138.0
2012-10-09 00:00:00	NQ	Futures	3236.15	3236.44	3235.28	3235.28	340.0
2012-10-09 00:30:00	NQ	Futures	3235.28	3235.28	3232.95	3233.53	276.0
2012-10-09 01:00:00	NQ	Futures	3233.82	3233.82	3232.37	3233.82	280.0

> showing 50 of 2,800 rows — these rows as CSV

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