PREVIEW / futures_30min / 2012-10-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-15.parquet
  size:    72 KB
  rows:    2,775

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
2012-10-15 00:00:00	ES	Futures	1451.54	1453.08	1451.29	1452.82	2410.0
2012-10-15 00:30:00	ES	Futures	1452.82	1453.08	1451.8	1452.31	1830.0
2012-10-15 01:00:00	ES	Futures	1452.31	1453.33	1451.8	1453.08	2854.0
2012-10-15 01:30:00	ES	Futures	1452.82	1453.59	1452.57	1453.33	1523.0
2012-10-15 02:00:00	ES	Futures	1453.59	1453.59	1452.06	1453.08	2807.0
2012-10-15 02:30:00	ES	Futures	1453.08	1455.38	1453.08	1454.61	5614.0
2012-10-15 03:00:00	ES	Futures	1454.35	1458.95	1454.1	1458.19	25807.0
2012-10-15 03:30:00	ES	Futures	1458.19	1459.72	1457.68	1458.19	17989.0
2012-10-15 04:00:00	ES	Futures	1458.44	1459.21	1457.68	1458.95	9843.0
2012-10-15 04:30:00	ES	Futures	1458.95	1459.46	1457.93	1458.44	8408.0
2012-10-15 05:00:00	ES	Futures	1458.7	1460.23	1457.93	1459.72	10248.0
2012-10-15 05:30:00	ES	Futures	1459.98	1460.23	1458.7	1459.21	5383.0
2012-10-15 06:00:00	ES	Futures	1459.46	1459.72	1458.19	1458.44	7244.0
2012-10-15 06:30:00	ES	Futures	1458.44	1459.21	1457.93	1459.21	6032.0
2012-10-15 07:00:00	ES	Futures	1459.46	1459.98	1458.7	1459.46	8506.0
2012-10-15 07:30:00	ES	Futures	1459.46	1459.98	1458.95	1459.98	9959.0
2012-10-15 08:00:00	ES	Futures	1459.72	1461.0	1458.95	1459.46	17154.0
2012-10-15 08:30:00	ES	Futures	1459.46	1461.51	1457.68	1458.44	36240.0
2012-10-15 09:00:00	ES	Futures	1458.44	1458.95	1456.91	1457.68	19670.0
2012-10-15 09:30:00	ES	Futures	1457.68	1459.46	1454.87	1456.4	145405.0
2012-10-15 10:00:00	ES	Futures	1456.4	1458.19	1453.59	1453.84	115187.0
2012-10-15 10:30:00	ES	Futures	1454.1	1456.4	1453.08	1455.63	116159.0
2012-10-15 11:00:00	ES	Futures	1455.38	1459.46	1454.61	1458.44	130100.0
2012-10-15 11:30:00	ES	Futures	1458.44	1462.53	1458.19	1460.74	125822.0
2012-10-15 12:00:00	ES	Futures	1460.49	1464.06	1459.98	1463.55	79132.0
2012-10-15 12:30:00	ES	Futures	1463.55	1465.34	1462.53	1463.81	89570.0
2012-10-15 13:00:00	ES	Futures	1463.81	1465.6	1462.79	1463.3	39043.0
2012-10-15 13:30:00	ES	Futures	1463.04	1464.32	1462.53	1463.55	25747.0
2012-10-15 14:00:00	ES	Futures	1463.81	1464.83	1463.3	1463.55	34085.0
2012-10-15 14:30:00	ES	Futures	1463.81	1463.81	1460.49	1461.76	56250.0
2012-10-15 15:00:00	ES	Futures	1461.76	1464.83	1461.25	1464.32	75986.0
2012-10-15 15:30:00	ES	Futures	1464.57	1467.89	1463.55	1466.36	160242.0
2012-10-15 16:00:00	ES	Futures	1466.36	1467.64	1465.85	1467.64	75692.0
2012-10-15 16:30:00	ES	Futures	1467.38	1467.89	1466.36	1467.13	5716.0
2012-10-15 17:00:00	ES	Futures	1467.13	1467.64	1466.62	1467.13	998.0
2012-10-15 18:00:00	ES	Futures	1466.87	1467.89	1466.36	1467.38	3266.0
2012-10-15 18:30:00	ES	Futures	1467.38	1468.66	1467.38	1468.41	2158.0
2012-10-15 19:00:00	ES	Futures	1468.15	1468.66	1467.64	1468.41	2896.0
2012-10-15 19:30:00	ES	Futures	1468.41	1469.43	1468.41	1469.43	2593.0
2012-10-15 20:00:00	ES	Futures	1468.92	1469.43	1467.64	1467.64	3496.0
2012-10-15 20:30:00	ES	Futures	1467.64	1468.15	1467.13	1467.38	2561.0
2012-10-15 21:00:00	ES	Futures	1467.13	1467.64	1466.11	1467.38	2905.0
2012-10-15 21:30:00	ES	Futures	1467.38	1467.64	1465.85	1467.13	2801.0
2012-10-15 22:00:00	ES	Futures	1467.13	1468.15	1466.62	1467.64	1789.0
2012-10-15 22:30:00	ES	Futures	1467.64	1468.41	1467.38	1468.41	910.0
2012-10-15 23:00:00	ES	Futures	1468.41	1468.92	1468.15	1468.66	1839.0
2012-10-15 23:30:00	ES	Futures	1468.41	1469.17	1468.15	1469.17	1425.0
2012-10-15 00:00:00	NQ	Futures	3151.59	3154.79	3151.3	3153.92	303.0
2012-10-15 00:30:00	NQ	Futures	3154.5	3155.08	3151.88	3152.75	339.0
2012-10-15 01:00:00	NQ	Futures	3152.75	3155.08	3151.88	3153.33	254.0

> showing 50 of 2,775 rows — these rows as CSV

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