PREVIEW / futures_30min / 2012-10-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-23.parquet
  size:    78 KB
  rows:    2,844

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
2012-10-23 00:00:00	ES	Futures	1460.23	1460.49	1459.46	1459.72	1723.0
2012-10-23 00:30:00	ES	Futures	1459.72	1460.49	1459.46	1459.98	1349.0
2012-10-23 01:00:00	ES	Futures	1459.98	1459.98	1459.21	1459.46	1645.0
2012-10-23 01:30:00	ES	Futures	1459.46	1459.72	1458.7	1458.95	2368.0
2012-10-23 02:00:00	ES	Futures	1458.95	1459.21	1457.93	1458.44	5810.0
2012-10-23 02:30:00	ES	Futures	1458.44	1458.44	1456.91	1457.68	4767.0
2012-10-23 03:00:00	ES	Futures	1457.68	1458.19	1454.35	1454.35	18131.0
2012-10-23 03:30:00	ES	Futures	1454.35	1454.61	1450.27	1451.54	32497.0
2012-10-23 04:00:00	ES	Futures	1451.54	1452.06	1450.27	1451.54	16987.0
2012-10-23 04:30:00	ES	Futures	1451.8	1452.06	1451.03	1451.29	9861.0
2012-10-23 05:00:00	ES	Futures	1451.03	1452.82	1449.76	1451.29	14097.0
2012-10-23 05:30:00	ES	Futures	1451.54	1452.06	1449.5	1451.8	16843.0
2012-10-23 06:00:00	ES	Futures	1451.8	1452.31	1449.25	1449.5	18600.0
2012-10-23 06:30:00	ES	Futures	1449.5	1449.5	1441.84	1444.14	67151.0
2012-10-23 07:00:00	ES	Futures	1444.14	1446.69	1443.88	1446.44	26513.0
2012-10-23 07:30:00	ES	Futures	1446.44	1447.71	1444.9	1445.92	22434.0
2012-10-23 08:00:00	ES	Futures	1445.92	1446.18	1443.11	1443.88	28678.0
2012-10-23 08:30:00	ES	Futures	1443.88	1444.65	1441.84	1444.14	45735.0
2012-10-23 09:00:00	ES	Futures	1444.14	1445.16	1442.6	1443.37	36412.0
2012-10-23 09:30:00	ES	Futures	1443.11	1444.14	1438.26	1440.56	225266.0
2012-10-23 10:00:00	ES	Futures	1440.3	1442.86	1436.73	1437.75	207808.0
2012-10-23 10:30:00	ES	Futures	1437.75	1437.75	1432.64	1436.22	232781.0
2012-10-23 11:00:00	ES	Futures	1436.47	1438.26	1435.45	1437.24	131008.0
2012-10-23 11:30:00	ES	Futures	1437.24	1437.49	1434.17	1436.98	91781.0
2012-10-23 12:00:00	ES	Futures	1437.24	1439.79	1435.71	1438.77	75662.0
2012-10-23 12:30:00	ES	Futures	1438.77	1441.58	1438.77	1440.56	83844.0
2012-10-23 13:00:00	ES	Futures	1440.82	1443.37	1439.79	1440.82	86386.0
2012-10-23 13:30:00	ES	Futures	1440.82	1442.35	1439.03	1441.58	69261.0
2012-10-23 14:00:00	ES	Futures	1441.58	1443.37	1437.24	1440.3	124624.0
2012-10-23 14:30:00	ES	Futures	1440.05	1444.65	1439.03	1443.37	84081.0
2012-10-23 15:00:00	ES	Futures	1443.37	1445.41	1441.07	1441.07	106752.0
2012-10-23 15:30:00	ES	Futures	1441.33	1442.09	1437.49	1438.52	239278.0
2012-10-23 16:00:00	ES	Futures	1438.52	1438.77	1436.47	1436.98	123510.0
2012-10-23 16:30:00	ES	Futures	1437.24	1439.28	1436.98	1439.28	9874.0
2012-10-23 17:00:00	ES	Futures	1439.28	1439.54	1438.77	1439.28	2578.0
2012-10-23 18:00:00	ES	Futures	1439.03	1439.54	1439.03	1439.28	804.0
2012-10-23 18:30:00	ES	Futures	1439.54	1439.79	1439.03	1439.03	1003.0
2012-10-23 19:00:00	ES	Futures	1439.03	1439.54	1438.77	1439.03	1347.0
2012-10-23 19:30:00	ES	Futures	1439.28	1440.3	1439.03	1439.79	2070.0
2012-10-23 20:00:00	ES	Futures	1439.79	1441.58	1439.79	1441.07	5155.0
2012-10-23 20:30:00	ES	Futures	1441.07	1441.84	1440.82	1441.84	3377.0
2012-10-23 21:00:00	ES	Futures	1441.58	1442.35	1441.33	1442.09	2757.0
2012-10-23 21:30:00	ES	Futures	1442.09	1443.63	1441.58	1442.35	7738.0
2012-10-23 22:00:00	ES	Futures	1442.35	1444.39	1442.35	1443.88	5028.0
2012-10-23 22:30:00	ES	Futures	1443.88	1444.14	1442.35	1442.6	2461.0
2012-10-23 23:00:00	ES	Futures	1442.86	1444.39	1442.6	1444.14	2980.0
2012-10-23 23:30:00	ES	Futures	1444.14	1444.9	1444.14	1444.65	3892.0
2012-10-23 00:00:00	NQ	Futures	3121.66	3122.53	3120.79	3121.08	132.0
2012-10-23 00:30:00	NQ	Futures	3121.37	3122.53	3121.08	3122.24	134.0
2012-10-23 01:00:00	NQ	Futures	3121.95	3121.95	3121.08	3121.37	129.0

> showing 50 of 2,844 rows — these rows as CSV

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