PREVIEW / futures_30min / 2012-10-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-22.parquet
  size:    73 KB
  rows:    2,766

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
2012-10-22 00:00:00	ES	Futures	1455.89	1458.44	1455.89	1458.19	3959.0
2012-10-22 00:30:00	ES	Futures	1457.93	1459.98	1457.93	1459.72	4476.0
2012-10-22 01:00:00	ES	Futures	1459.72	1459.98	1458.95	1459.46	2357.0
2012-10-22 01:30:00	ES	Futures	1459.72	1460.23	1458.95	1459.21	2229.0
2012-10-22 02:00:00	ES	Futures	1459.21	1460.74	1458.95	1460.23	4805.0
2012-10-22 02:30:00	ES	Futures	1460.23	1460.74	1459.46	1460.23	4880.0
2012-10-22 03:00:00	ES	Futures	1460.23	1460.49	1455.63	1458.7	25728.0
2012-10-22 03:30:00	ES	Futures	1458.7	1459.72	1457.68	1459.21	15749.0
2012-10-22 04:00:00	ES	Futures	1459.21	1459.21	1457.42	1458.7	8208.0
2012-10-22 04:30:00	ES	Futures	1458.44	1460.74	1457.68	1460.23	12488.0
2012-10-22 05:00:00	ES	Futures	1460.23	1462.53	1460.23	1461.76	15656.0
2012-10-22 05:30:00	ES	Futures	1461.51	1462.02	1460.74	1461.0	6592.0
2012-10-22 06:00:00	ES	Futures	1461.0	1462.02	1461.0	1461.25	6403.0
2012-10-22 06:30:00	ES	Futures	1461.25	1461.76	1459.98	1460.49	9255.0
2012-10-22 07:00:00	ES	Futures	1460.49	1461.51	1460.23	1461.25	8886.0
2012-10-22 07:30:00	ES	Futures	1461.25	1461.51	1458.19	1458.44	32558.0
2012-10-22 08:00:00	ES	Futures	1458.44	1459.46	1456.4	1457.93	28216.0
2012-10-22 08:30:00	ES	Futures	1458.19	1458.44	1456.65	1457.16	11927.0
2012-10-22 09:00:00	ES	Futures	1457.16	1458.19	1456.4	1456.65	26394.0
2012-10-22 09:30:00	ES	Futures	1456.91	1459.98	1455.38	1458.44	178730.0
2012-10-22 10:00:00	ES	Futures	1458.44	1462.02	1458.19	1459.98	141335.0
2012-10-22 10:30:00	ES	Futures	1460.23	1460.49	1456.4	1457.68	89734.0
2012-10-22 11:00:00	ES	Futures	1457.68	1458.44	1453.33	1454.87	156191.0
2012-10-22 11:30:00	ES	Futures	1454.87	1458.7	1454.1	1457.16	102381.0
2012-10-22 12:00:00	ES	Futures	1457.16	1457.93	1455.38	1456.4	66282.0
2012-10-22 12:30:00	ES	Futures	1456.14	1456.91	1454.35	1454.87	37812.0
2012-10-22 13:00:00	ES	Futures	1454.87	1455.89	1449.76	1450.27	120993.0
2012-10-22 13:30:00	ES	Futures	1450.52	1451.8	1447.71	1450.27	111630.0
2012-10-22 14:00:00	ES	Futures	1450.27	1452.82	1449.5	1451.29	72232.0
2012-10-22 14:30:00	ES	Futures	1451.03	1452.57	1449.5	1450.27	60767.0
2012-10-22 15:00:00	ES	Futures	1450.27	1454.61	1448.73	1454.35	85271.0
2012-10-22 15:30:00	ES	Futures	1454.35	1461.0	1452.82	1459.46	199899.0
2012-10-22 16:00:00	ES	Futures	1459.46	1462.27	1459.21	1461.76	73712.0
2012-10-22 16:30:00	ES	Futures	1462.02	1463.81	1461.76	1463.55	11426.0
2012-10-22 17:00:00	ES	Futures	1463.3	1463.81	1462.79	1463.04	2191.0
2012-10-22 18:00:00	ES	Futures	1463.3	1463.3	1462.27	1462.79	1646.0
2012-10-22 18:30:00	ES	Futures	1462.79	1463.3	1462.53	1462.53	1230.0
2012-10-22 19:00:00	ES	Futures	1462.53	1464.57	1462.02	1464.06	4254.0
2012-10-22 19:30:00	ES	Futures	1463.81	1464.57	1463.55	1464.06	2869.0
2012-10-22 20:00:00	ES	Futures	1464.06	1464.06	1461.51	1462.27	6206.0
2012-10-22 20:30:00	ES	Futures	1462.27	1462.27	1461.0	1461.0	3099.0
2012-10-22 21:00:00	ES	Futures	1461.0	1461.76	1460.23	1460.49	4086.0
2012-10-22 21:30:00	ES	Futures	1460.74	1461.51	1460.23	1460.49	2522.0
2012-10-22 22:00:00	ES	Futures	1460.49	1461.0	1460.23	1460.49	1219.0
2012-10-22 22:30:00	ES	Futures	1460.49	1461.51	1460.23	1461.25	1530.0
2012-10-22 23:00:00	ES	Futures	1461.25	1461.25	1460.23	1460.74	1562.0
2012-10-22 23:30:00	ES	Futures	1460.74	1460.74	1459.46	1460.23	3944.0
2012-10-22 00:00:00	NQ	Futures	3103.94	3108.59	3103.94	3108.59	379.0
2012-10-22 00:30:00	NQ	Futures	3108.59	3112.65	3108.59	3112.07	572.0
2012-10-22 01:00:00	NQ	Futures	3112.36	3113.24	3110.62	3112.94	515.0

> showing 50 of 2,766 rows — these rows as CSV

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