PREVIEW / futures_30min / 2012-10-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-12.parquet
  size:    62 KB
  rows:    2,220

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
2012-10-12 00:00:00	ES	Futures	1461.76	1462.27	1461.51	1461.76	1019.0
2012-10-12 00:30:00	ES	Futures	1461.76	1461.76	1461.25	1461.25	1496.0
2012-10-12 01:00:00	ES	Futures	1461.25	1462.79	1461.25	1462.79	1783.0
2012-10-12 01:30:00	ES	Futures	1462.79	1463.3	1462.02	1463.04	4673.0
2012-10-12 02:00:00	ES	Futures	1462.79	1464.06	1462.02	1462.53	6751.0
2012-10-12 02:30:00	ES	Futures	1462.53	1464.83	1462.02	1462.02	11018.0
2012-10-12 03:00:00	ES	Futures	1462.02	1463.55	1459.98	1463.3	31141.0
2012-10-12 03:30:00	ES	Futures	1463.3	1464.57	1462.27	1464.57	13505.0
2012-10-12 04:00:00	ES	Futures	1464.57	1464.83	1462.02	1462.27	11146.0
2012-10-12 04:30:00	ES	Futures	1462.53	1463.55	1462.02	1463.04	7314.0
2012-10-12 05:00:00	ES	Futures	1463.04	1463.81	1460.49	1461.76	13242.0
2012-10-12 05:30:00	ES	Futures	1461.76	1462.79	1461.25	1461.76	5933.0
2012-10-12 06:00:00	ES	Futures	1462.02	1464.06	1462.02	1464.06	7210.0
2012-10-12 06:30:00	ES	Futures	1463.81	1464.83	1462.79	1464.32	14154.0
2012-10-12 07:00:00	ES	Futures	1464.32	1464.57	1463.04	1463.81	19507.0
2012-10-12 07:30:00	ES	Futures	1463.81	1465.85	1462.79	1465.6	20937.0
2012-10-12 08:00:00	ES	Futures	1465.6	1465.85	1463.3	1463.81	17285.0
2012-10-12 08:30:00	ES	Futures	1463.81	1464.06	1462.02	1462.53	21188.0
2012-10-12 09:00:00	ES	Futures	1462.79	1462.79	1459.98	1460.23	32956.0
2012-10-12 09:30:00	ES	Futures	1460.23	1463.81	1457.93	1463.3	182662.0
2012-10-12 10:00:00	ES	Futures	1463.3	1465.34	1459.72	1460.49	145569.0
2012-10-12 10:30:00	ES	Futures	1460.74	1462.27	1458.95	1459.98	100386.0
2012-10-12 11:00:00	ES	Futures	1460.23	1460.49	1455.38	1455.63	148987.0
2012-10-12 11:30:00	ES	Futures	1455.89	1455.89	1451.03	1453.59	184666.0
2012-10-12 12:00:00	ES	Futures	1453.59	1455.38	1453.08	1453.33	73058.0
2012-10-12 12:30:00	ES	Futures	1453.33	1454.87	1452.57	1453.84	34089.0
2012-10-12 13:00:00	ES	Futures	1453.84	1454.1	1452.06	1453.33	34922.0
2012-10-12 13:30:00	ES	Futures	1453.08	1454.61	1451.54	1454.35	60410.0
2012-10-12 14:00:00	ES	Futures	1454.35	1455.89	1453.33	1455.63	40802.0
2012-10-12 14:30:00	ES	Futures	1455.63	1457.16	1454.35	1455.89	49370.0
2012-10-12 15:00:00	ES	Futures	1455.89	1456.4	1454.1	1455.12	57001.0
2012-10-12 15:30:00	ES	Futures	1455.38	1455.89	1453.08	1454.1	127223.0
2012-10-12 16:00:00	ES	Futures	1454.1	1454.35	1451.54	1452.82	101821.0
2012-10-12 00:00:00	NQ	Futures	3156.24	3157.4	3154.79	3155.08	246.0
2012-10-12 00:30:00	NQ	Futures	3155.37	3155.95	3154.5	3155.08	188.0
2012-10-12 01:00:00	NQ	Futures	3154.79	3158.57	3154.5	3158.27	302.0
2012-10-12 01:30:00	NQ	Futures	3158.27	3159.44	3156.82	3158.86	463.0
2012-10-12 02:00:00	NQ	Futures	3158.27	3160.02	3156.24	3157.4	534.0
2012-10-12 02:30:00	NQ	Futures	3157.69	3161.76	3156.24	3156.53	741.0
2012-10-12 03:00:00	NQ	Futures	3156.24	3158.57	3149.27	3158.27	4019.0
2012-10-12 03:30:00	NQ	Futures	3158.57	3160.89	3155.37	3160.89	973.0
2012-10-12 04:00:00	NQ	Futures	3160.6	3161.47	3153.63	3154.5	1302.0
2012-10-12 04:30:00	NQ	Futures	3154.79	3157.4	3153.92	3156.53	566.0
2012-10-12 05:00:00	NQ	Futures	3156.82	3157.4	3150.14	3153.04	1342.0
2012-10-12 05:30:00	NQ	Futures	3153.33	3154.79	3151.59	3153.04	546.0
2012-10-12 06:00:00	NQ	Futures	3153.04	3158.57	3153.04	3157.69	719.0
2012-10-12 06:30:00	NQ	Futures	3157.69	3160.02	3155.08	3159.15	1104.0
2012-10-12 07:00:00	NQ	Futures	3158.86	3159.44	3155.66	3157.98	1540.0
2012-10-12 07:30:00	NQ	Futures	3157.98	3162.05	3156.24	3161.76	1465.0
2012-10-12 08:00:00	NQ	Futures	3161.47	3162.05	3159.44	3160.02	2265.0

> showing 50 of 2,220 rows — these rows as CSV

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