PREVIEW / futures_30min / 2012-10-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-16.parquet
  size:    77 KB
  rows:    2,871

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
2012-10-16 00:00:00	ES	Futures	1468.92	1469.43	1468.92	1469.17	1918.0
2012-10-16 00:30:00	ES	Futures	1469.17	1469.43	1468.92	1469.17	941.0
2012-10-16 01:00:00	ES	Futures	1468.92	1469.43	1468.41	1468.66	2161.0
2012-10-16 01:30:00	ES	Futures	1468.41	1469.68	1468.41	1468.92	1680.0
2012-10-16 02:00:00	ES	Futures	1469.17	1470.19	1468.15	1468.92	8055.0
2012-10-16 02:30:00	ES	Futures	1468.66	1469.17	1467.64	1467.89	5038.0
2012-10-16 03:00:00	ES	Futures	1467.89	1469.17	1467.38	1468.15	10958.0
2012-10-16 03:30:00	ES	Futures	1467.89	1469.43	1467.13	1467.89	10282.0
2012-10-16 04:00:00	ES	Futures	1467.89	1468.92	1467.38	1467.89	8627.0
2012-10-16 04:30:00	ES	Futures	1467.89	1468.92	1467.38	1468.41	11059.0
2012-10-16 05:00:00	ES	Futures	1468.41	1468.92	1466.87	1466.87	9582.0
2012-10-16 05:30:00	ES	Futures	1466.87	1468.66	1466.87	1468.66	5267.0
2012-10-16 06:00:00	ES	Futures	1468.66	1469.17	1468.41	1468.41	5477.0
2012-10-16 06:30:00	ES	Futures	1468.66	1470.7	1468.41	1470.7	9840.0
2012-10-16 07:00:00	ES	Futures	1470.7	1470.96	1469.94	1470.45	9346.0
2012-10-16 07:30:00	ES	Futures	1470.45	1475.56	1470.19	1475.05	71765.0
2012-10-16 08:00:00	ES	Futures	1475.05	1475.3	1473.0	1473.51	33879.0
2012-10-16 08:30:00	ES	Futures	1473.51	1474.54	1473.0	1474.28	26971.0
2012-10-16 09:00:00	ES	Futures	1474.28	1475.05	1473.0	1473.26	30288.0
2012-10-16 09:30:00	ES	Futures	1473.26	1477.09	1472.24	1476.58	176455.0
2012-10-16 10:00:00	ES	Futures	1476.58	1478.11	1475.81	1477.35	153054.0
2012-10-16 10:30:00	ES	Futures	1477.35	1478.88	1475.56	1477.86	138467.0
2012-10-16 11:00:00	ES	Futures	1477.86	1480.16	1476.84	1480.16	132432.0
2012-10-16 11:30:00	ES	Futures	1480.16	1480.92	1479.13	1480.41	100988.0
2012-10-16 12:00:00	ES	Futures	1480.16	1482.46	1479.65	1480.67	101345.0
2012-10-16 12:30:00	ES	Futures	1480.67	1481.69	1480.16	1480.67	40899.0
2012-10-16 13:00:00	ES	Futures	1480.41	1481.69	1480.41	1481.43	26153.0
2012-10-16 13:30:00	ES	Futures	1481.69	1482.2	1480.92	1481.18	32343.0
2012-10-16 14:00:00	ES	Futures	1481.18	1481.69	1478.62	1479.65	61167.0
2012-10-16 14:30:00	ES	Futures	1479.65	1480.41	1478.88	1479.65	47191.0
2012-10-16 15:00:00	ES	Futures	1479.39	1480.16	1477.86	1479.39	64331.0
2012-10-16 15:30:00	ES	Futures	1479.65	1482.46	1479.13	1481.69	144006.0
2012-10-16 16:00:00	ES	Futures	1481.43	1483.22	1480.41	1481.18	103706.0
2012-10-16 16:30:00	ES	Futures	1480.92	1482.97	1480.41	1481.69	10462.0
2012-10-16 17:00:00	ES	Futures	1481.69	1483.22	1481.18	1482.97	6261.0
2012-10-16 18:00:00	ES	Futures	1482.97	1483.22	1482.2	1482.46	3042.0
2012-10-16 18:30:00	ES	Futures	1482.2	1482.71	1481.94	1482.71	1062.0
2012-10-16 19:00:00	ES	Futures	1482.46	1483.22	1481.94	1483.22	1321.0
2012-10-16 19:30:00	ES	Futures	1483.22	1483.99	1482.46	1482.71	3972.0
2012-10-16 20:00:00	ES	Futures	1482.46	1483.99	1482.2	1483.22	2183.0
2012-10-16 20:30:00	ES	Futures	1483.22	1483.99	1483.22	1483.73	2455.0
2012-10-16 21:00:00	ES	Futures	1483.73	1483.99	1483.22	1483.48	2005.0
2012-10-16 21:30:00	ES	Futures	1483.73	1483.99	1481.94	1482.71	3881.0
2012-10-16 22:00:00	ES	Futures	1482.71	1483.48	1481.69	1481.69	3546.0
2012-10-16 22:30:00	ES	Futures	1481.94	1481.94	1478.88	1479.13	8764.0
2012-10-16 23:00:00	ES	Futures	1479.13	1479.13	1478.37	1479.13	4231.0
2012-10-16 23:30:00	ES	Futures	1479.13	1480.16	1478.37	1479.39	3186.0
2012-10-16 00:00:00	NQ	Futures	3179.49	3180.36	3179.2	3179.78	195.0
2012-10-16 00:30:00	NQ	Futures	3179.78	3180.36	3179.49	3180.07	90.0
2012-10-16 01:00:00	NQ	Futures	3180.07	3182.97	3180.07	3180.94	1026.0

> showing 50 of 2,871 rows — these rows as CSV

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