PREVIEW / futures_30min / 2012-10-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-24.parquet
  size:    74 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
2012-10-24 00:00:00	ES	Futures	1444.65	1445.67	1444.65	1445.16	3286.0
2012-10-24 00:30:00	ES	Futures	1445.16	1445.41	1444.39	1444.39	2108.0
2012-10-24 01:00:00	ES	Futures	1444.65	1444.9	1442.35	1442.35	3144.0
2012-10-24 01:30:00	ES	Futures	1442.35	1442.6	1442.09	1442.6	2983.0
2012-10-24 02:00:00	ES	Futures	1442.35	1443.11	1441.33	1442.6	4800.0
2012-10-24 02:30:00	ES	Futures	1442.86	1443.37	1441.84	1441.84	2051.0
2012-10-24 03:00:00	ES	Futures	1441.84	1443.37	1441.07	1441.33	18379.0
2012-10-24 03:30:00	ES	Futures	1441.58	1442.09	1438.77	1440.05	18826.0
2012-10-24 04:00:00	ES	Futures	1440.05	1440.3	1435.45	1437.49	37540.0
2012-10-24 04:30:00	ES	Futures	1437.75	1441.84	1437.49	1440.82	22575.0
2012-10-24 05:00:00	ES	Futures	1440.82	1442.35	1440.05	1440.82	13762.0
2012-10-24 05:30:00	ES	Futures	1440.82	1441.58	1440.3	1441.07	7574.0
2012-10-24 06:00:00	ES	Futures	1441.07	1443.11	1440.3	1442.86	14096.0
2012-10-24 06:30:00	ES	Futures	1442.6	1443.37	1441.33	1441.58	10830.0
2012-10-24 07:00:00	ES	Futures	1441.33	1441.84	1439.54	1440.82	12625.0
2012-10-24 07:30:00	ES	Futures	1440.82	1442.86	1440.56	1442.35	17892.0
2012-10-24 08:00:00	ES	Futures	1442.35	1444.39	1442.09	1443.63	23639.0
2012-10-24 08:30:00	ES	Futures	1443.88	1444.14	1442.09	1443.88	17253.0
2012-10-24 09:00:00	ES	Futures	1444.14	1445.92	1443.63	1444.14	42522.0
2012-10-24 09:30:00	ES	Futures	1443.88	1445.67	1440.3	1442.09	169871.0
2012-10-24 10:00:00	ES	Futures	1441.84	1443.11	1438.26	1439.54	186942.0
2012-10-24 10:30:00	ES	Futures	1439.28	1442.86	1438.26	1441.33	173369.0
2012-10-24 11:00:00	ES	Futures	1441.33	1442.86	1438.77	1440.56	79599.0
2012-10-24 11:30:00	ES	Futures	1440.56	1441.07	1437.24	1437.75	73669.0
2012-10-24 12:00:00	ES	Futures	1437.49	1439.28	1436.98	1439.03	61844.0
2012-10-24 12:30:00	ES	Futures	1439.03	1441.58	1438.77	1441.33	54766.0
2012-10-24 13:00:00	ES	Futures	1441.07	1441.84	1439.54	1440.82	30178.0
2012-10-24 13:30:00	ES	Futures	1440.56	1440.82	1439.54	1440.05	29388.0
2012-10-24 14:00:00	ES	Futures	1440.05	1442.09	1435.71	1441.33	101432.0
2012-10-24 14:30:00	ES	Futures	1441.33	1441.84	1437.24	1437.24	83122.0
2012-10-24 15:00:00	ES	Futures	1437.24	1438.52	1432.9	1435.71	134496.0
2012-10-24 15:30:00	ES	Futures	1435.45	1435.71	1432.39	1434.68	176115.0
2012-10-24 16:00:00	ES	Futures	1434.68	1436.73	1433.92	1436.47	74960.0
2012-10-24 16:30:00	ES	Futures	1436.98	1438.26	1436.73	1437.49	9551.0
2012-10-24 17:00:00	ES	Futures	1437.49	1437.75	1437.49	1437.75	2034.0
2012-10-24 18:00:00	ES	Futures	1437.75	1438.01	1437.24	1437.24	2303.0
2012-10-24 18:30:00	ES	Futures	1437.24	1437.49	1435.96	1436.73	3606.0
2012-10-24 19:00:00	ES	Futures	1436.73	1436.98	1435.96	1435.96	1738.0
2012-10-24 19:30:00	ES	Futures	1435.96	1436.22	1435.71	1435.96	1868.0
2012-10-24 20:00:00	ES	Futures	1435.71	1437.49	1435.2	1437.24	2855.0
2012-10-24 20:30:00	ES	Futures	1437.24	1438.77	1437.24	1437.75	2466.0
2012-10-24 21:00:00	ES	Futures	1438.01	1439.03	1437.49	1438.77	2377.0
2012-10-24 21:30:00	ES	Futures	1438.52	1439.03	1437.49	1438.77	2227.0
2012-10-24 22:00:00	ES	Futures	1438.77	1441.58	1438.77	1441.33	5933.0
2012-10-24 22:30:00	ES	Futures	1441.58	1442.35	1440.05	1440.3	4067.0
2012-10-24 23:00:00	ES	Futures	1440.3	1440.56	1439.28	1440.3	1660.0
2012-10-24 23:30:00	ES	Futures	1440.3	1441.07	1440.05	1440.05	1578.0
2012-10-24 00:00:00	NQ	Futures	3107.71	3108.01	3105.39	3105.68	584.0
2012-10-24 00:30:00	NQ	Futures	3105.68	3106.55	3105.68	3105.68	345.0
2012-10-24 01:00:00	NQ	Futures	3105.68	3106.26	3102.77	3102.77	472.0

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

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