PREVIEW / futures_30min / 2012-10-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-10.parquet
  size:    74 KB
  rows:    2,792

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
2012-10-10 00:00:00	ES	Futures	1467.13	1467.13	1466.11	1466.87	1536.0
2012-10-10 00:30:00	ES	Futures	1466.62	1467.64	1466.36	1467.38	2484.0
2012-10-10 01:00:00	ES	Futures	1467.38	1467.89	1466.62	1466.87	1928.0
2012-10-10 01:30:00	ES	Futures	1466.87	1467.13	1465.85	1466.36	4094.0
2012-10-10 02:00:00	ES	Futures	1466.11	1467.13	1466.11	1466.62	3974.0
2012-10-10 02:30:00	ES	Futures	1466.36	1467.38	1465.85	1466.62	4202.0
2012-10-10 03:00:00	ES	Futures	1466.62	1469.17	1466.11	1468.41	17623.0
2012-10-10 03:30:00	ES	Futures	1468.66	1469.17	1467.38	1468.15	10836.0
2012-10-10 04:00:00	ES	Futures	1468.15	1468.92	1467.64	1468.15	9358.0
2012-10-10 04:30:00	ES	Futures	1468.15	1468.41	1466.36	1467.38	9874.0
2012-10-10 05:00:00	ES	Futures	1467.38	1467.64	1464.32	1464.57	12091.0
2012-10-10 05:30:00	ES	Futures	1464.57	1465.34	1464.06	1464.57	9019.0
2012-10-10 06:00:00	ES	Futures	1464.57	1466.36	1464.57	1466.11	6194.0
2012-10-10 06:30:00	ES	Futures	1466.11	1466.87	1466.11	1466.62	6473.0
2012-10-10 07:00:00	ES	Futures	1466.62	1467.64	1465.85	1466.62	11548.0
2012-10-10 07:30:00	ES	Futures	1466.87	1468.66	1466.11	1468.15	13702.0
2012-10-10 08:00:00	ES	Futures	1468.41	1468.92	1467.64	1467.89	17979.0
2012-10-10 08:30:00	ES	Futures	1467.89	1467.89	1465.85	1467.13	17604.0
2012-10-10 09:00:00	ES	Futures	1467.13	1468.15	1466.62	1467.38	16557.0
2012-10-10 09:30:00	ES	Futures	1467.64	1468.41	1463.3	1465.08	164068.0
2012-10-10 10:00:00	ES	Futures	1464.83	1468.41	1464.57	1468.41	126302.0
2012-10-10 10:30:00	ES	Futures	1468.41	1468.92	1465.08	1466.11	110458.0
2012-10-10 11:00:00	ES	Futures	1466.11	1466.87	1464.57	1465.34	92827.0
2012-10-10 11:30:00	ES	Futures	1465.34	1465.34	1460.49	1462.02	143256.0
2012-10-10 12:00:00	ES	Futures	1462.02	1463.81	1460.74	1462.27	63017.0
2012-10-10 12:30:00	ES	Futures	1462.02	1462.02	1456.91	1457.42	117774.0
2012-10-10 13:00:00	ES	Futures	1457.42	1459.72	1456.4	1458.7	102719.0
2012-10-10 13:30:00	ES	Futures	1458.7	1460.49	1457.16	1457.93	58380.0
2012-10-10 14:00:00	ES	Futures	1457.93	1461.25	1457.93	1459.46	73388.0
2012-10-10 14:30:00	ES	Futures	1459.21	1459.98	1457.16	1457.93	52786.0
2012-10-10 15:00:00	ES	Futures	1457.93	1460.49	1456.91	1458.44	83837.0
2012-10-10 15:30:00	ES	Futures	1458.44	1458.95	1456.14	1458.7	174972.0
2012-10-10 16:00:00	ES	Futures	1458.95	1458.95	1456.91	1457.16	84287.0
2012-10-10 16:30:00	ES	Futures	1456.91	1457.42	1452.31	1455.12	24551.0
2012-10-10 17:00:00	ES	Futures	1455.12	1455.12	1453.08	1453.59	6767.0
2012-10-10 18:00:00	ES	Futures	1453.84	1453.84	1452.57	1453.08	7638.0
2012-10-10 18:30:00	ES	Futures	1453.33	1453.84	1452.31	1453.59	2584.0
2012-10-10 19:00:00	ES	Futures	1453.59	1454.61	1453.33	1453.84	2228.0
2012-10-10 19:30:00	ES	Futures	1453.84	1454.35	1453.59	1453.84	2228.0
2012-10-10 20:00:00	ES	Futures	1453.84	1455.63	1453.84	1455.63	5557.0
2012-10-10 20:30:00	ES	Futures	1455.63	1457.16	1454.87	1456.65	8901.0
2012-10-10 21:00:00	ES	Futures	1456.65	1457.16	1455.12	1456.14	4402.0
2012-10-10 21:30:00	ES	Futures	1456.14	1456.65	1455.38	1456.4	3459.0
2012-10-10 22:00:00	ES	Futures	1456.14	1457.68	1456.14	1457.42	3368.0
2012-10-10 22:30:00	ES	Futures	1457.42	1457.68	1456.4	1457.68	2879.0
2012-10-10 23:00:00	ES	Futures	1457.42	1458.95	1457.42	1458.7	3849.0
2012-10-10 23:30:00	ES	Futures	1458.7	1459.21	1458.44	1458.44	1904.0
2012-10-10 00:00:00	NQ	Futures	3181.23	3181.23	3179.2	3180.07	277.0
2012-10-10 00:30:00	NQ	Futures	3180.65	3181.23	3179.2	3181.23	409.0
2012-10-10 01:00:00	NQ	Futures	3181.52	3181.81	3178.91	3178.91	243.0

> showing 50 of 2,792 rows — these rows as CSV

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