PREVIEW / futures_30min / 2012-10-11

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-11.parquet
  size:    75 KB
  rows:    2,785

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
2012-10-11 00:00:00	ES	Futures	1458.44	1458.7	1457.16	1457.68	2564.0
2012-10-11 00:30:00	ES	Futures	1457.93	1457.93	1456.4	1457.16	3104.0
2012-10-11 01:00:00	ES	Futures	1457.16	1457.93	1455.89	1456.4	3660.0
2012-10-11 01:30:00	ES	Futures	1456.4	1457.42	1456.14	1456.91	1376.0
2012-10-11 02:00:00	ES	Futures	1456.91	1458.44	1456.65	1457.68	4044.0
2012-10-11 02:30:00	ES	Futures	1457.93	1458.44	1456.65	1457.16	3158.0
2012-10-11 03:00:00	ES	Futures	1457.16	1459.21	1456.65	1458.7	14836.0
2012-10-11 03:30:00	ES	Futures	1458.7	1460.49	1458.44	1459.98	12460.0
2012-10-11 04:00:00	ES	Futures	1459.98	1461.25	1459.46	1461.25	12399.0
2012-10-11 04:30:00	ES	Futures	1461.25	1463.04	1461.0	1461.76	17802.0
2012-10-11 05:00:00	ES	Futures	1461.76	1463.04	1461.25	1462.79	9740.0
2012-10-11 05:30:00	ES	Futures	1462.79	1463.55	1461.76	1462.53	6882.0
2012-10-11 06:00:00	ES	Futures	1462.53	1463.55	1461.76	1463.04	11530.0
2012-10-11 06:30:00	ES	Futures	1463.04	1463.81	1462.79	1463.3	13276.0
2012-10-11 07:00:00	ES	Futures	1463.3	1463.81	1462.53	1463.04	8951.0
2012-10-11 07:30:00	ES	Futures	1463.04	1463.3	1461.25	1461.76	11362.0
2012-10-11 08:00:00	ES	Futures	1461.51	1464.83	1461.51	1464.06	24805.0
2012-10-11 08:30:00	ES	Futures	1464.32	1466.62	1463.81	1464.83	44451.0
2012-10-11 09:00:00	ES	Futures	1464.83	1468.41	1464.57	1468.41	48371.0
2012-10-11 09:30:00	ES	Futures	1468.41	1468.92	1465.85	1466.36	133883.0
2012-10-11 10:00:00	ES	Futures	1466.36	1468.92	1465.34	1467.64	107068.0
2012-10-11 10:30:00	ES	Futures	1467.89	1470.7	1467.38	1469.43	118321.0
2012-10-11 11:00:00	ES	Futures	1469.68	1470.7	1465.85	1467.13	150960.0
2012-10-11 11:30:00	ES	Futures	1467.38	1467.38	1463.3	1464.57	118220.0
2012-10-11 12:00:00	ES	Futures	1464.57	1466.11	1463.55	1464.32	58212.0
2012-10-11 12:30:00	ES	Futures	1464.32	1466.36	1463.3	1464.83	48593.0
2012-10-11 13:00:00	ES	Futures	1465.08	1466.36	1462.79	1463.55	49007.0
2012-10-11 13:30:00	ES	Futures	1463.81	1463.81	1459.72	1460.49	84426.0
2012-10-11 14:00:00	ES	Futures	1460.49	1463.3	1460.49	1462.53	58438.0
2012-10-11 14:30:00	ES	Futures	1462.79	1462.79	1459.72	1460.74	47147.0
2012-10-11 15:00:00	ES	Futures	1460.74	1463.3	1459.72	1462.79	70008.0
2012-10-11 15:30:00	ES	Futures	1463.04	1463.04	1459.21	1459.46	131164.0
2012-10-11 16:00:00	ES	Futures	1459.46	1459.98	1458.44	1459.72	71134.0
2012-10-11 16:30:00	ES	Futures	1459.46	1461.25	1459.21	1461.0	8329.0
2012-10-11 17:00:00	ES	Futures	1461.0	1462.27	1461.0	1462.02	2224.0
2012-10-11 18:00:00	ES	Futures	1462.02	1462.27	1461.0	1461.51	2981.0
2012-10-11 18:30:00	ES	Futures	1461.76	1462.02	1461.25	1461.51	598.0
2012-10-11 19:00:00	ES	Futures	1461.51	1462.27	1461.25	1461.76	904.0
2012-10-11 19:30:00	ES	Futures	1461.76	1462.27	1460.74	1462.27	2806.0
2012-10-11 20:00:00	ES	Futures	1462.27	1463.04	1462.02	1462.27	2196.0
2012-10-11 20:30:00	ES	Futures	1462.27	1463.3	1461.76	1462.02	2230.0
2012-10-11 21:00:00	ES	Futures	1462.02	1462.53	1461.0	1462.27	2834.0
2012-10-11 21:30:00	ES	Futures	1462.02	1464.32	1461.76	1463.04	5091.0
2012-10-11 22:00:00	ES	Futures	1463.04	1464.06	1463.04	1463.81	1689.0
2012-10-11 22:30:00	ES	Futures	1464.06	1464.06	1462.02	1462.27	1413.0
2012-10-11 23:00:00	ES	Futures	1462.27	1462.27	1461.0	1461.25	1659.0
2012-10-11 23:30:00	ES	Futures	1461.51	1461.76	1461.0	1461.76	1623.0
2012-10-11 00:00:00	NQ	Futures	3170.19	3170.48	3166.99	3167.86	259.0
2012-10-11 00:30:00	NQ	Futures	3167.86	3169.61	3166.12	3167.28	351.0
2012-10-11 01:00:00	NQ	Futures	3167.28	3168.74	3164.67	3165.54	289.0

> showing 50 of 2,785 rows — these rows as CSV

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