PREVIEW / futures_30min / 2012-10-25

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-25.parquet
  size:    75 KB
  rows:    2,845

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
2012-10-25 00:00:00	ES	Futures	1440.05	1440.56	1438.77	1439.28	2647.0
2012-10-25 00:30:00	ES	Futures	1439.03	1439.28	1438.52	1438.52	1108.0
2012-10-25 01:00:00	ES	Futures	1438.77	1440.56	1438.52	1439.79	1802.0
2012-10-25 01:30:00	ES	Futures	1440.05	1441.84	1439.54	1441.58	2875.0
2012-10-25 02:00:00	ES	Futures	1441.84	1442.86	1440.3	1440.82	8996.0
2012-10-25 02:30:00	ES	Futures	1440.82	1440.82	1438.52	1439.28	4500.0
2012-10-25 03:00:00	ES	Futures	1439.28	1441.84	1438.52	1440.56	17004.0
2012-10-25 03:30:00	ES	Futures	1440.82	1444.14	1440.3	1443.11	18622.0
2012-10-25 04:00:00	ES	Futures	1443.37	1445.67	1443.11	1444.39	18522.0
2012-10-25 04:30:00	ES	Futures	1444.39	1445.41	1443.11	1444.14	12926.0
2012-10-25 05:00:00	ES	Futures	1444.14	1444.9	1443.11	1444.65	10783.0
2012-10-25 05:30:00	ES	Futures	1444.65	1445.67	1443.37	1443.37	8594.0
2012-10-25 06:00:00	ES	Futures	1443.63	1444.39	1442.09	1442.6	11689.0
2012-10-25 06:30:00	ES	Futures	1442.86	1443.37	1442.09	1443.37	6377.0
2012-10-25 07:00:00	ES	Futures	1443.37	1444.9	1443.11	1444.65	10674.0
2012-10-25 07:30:00	ES	Futures	1444.39	1445.16	1443.37	1444.14	14412.0
2012-10-25 08:00:00	ES	Futures	1444.14	1445.16	1443.37	1444.9	16551.0
2012-10-25 08:30:00	ES	Futures	1445.16	1446.69	1442.35	1443.88	36417.0
2012-10-25 09:00:00	ES	Futures	1444.14	1445.92	1443.63	1444.9	24424.0
2012-10-25 09:30:00	ES	Futures	1445.16	1447.71	1442.6	1443.88	220541.0
2012-10-25 10:00:00	ES	Futures	1443.63	1444.9	1440.82	1441.58	226973.0
2012-10-25 10:30:00	ES	Futures	1441.84	1441.84	1436.47	1438.52	167304.0
2012-10-25 11:00:00	ES	Futures	1438.77	1440.05	1434.17	1434.94	130587.0
2012-10-25 11:30:00	ES	Futures	1435.2	1436.22	1430.09	1433.41	183394.0
2012-10-25 12:00:00	ES	Futures	1433.41	1434.17	1431.87	1433.41	54887.0
2012-10-25 12:30:00	ES	Futures	1433.41	1437.49	1431.62	1437.24	83079.0
2012-10-25 13:00:00	ES	Futures	1437.49	1439.28	1435.96	1438.52	63466.0
2012-10-25 13:30:00	ES	Futures	1438.52	1439.03	1435.96	1438.01	45253.0
2012-10-25 14:00:00	ES	Futures	1438.26	1438.52	1435.2	1437.24	46107.0
2012-10-25 14:30:00	ES	Futures	1437.24	1439.79	1436.73	1437.24	46859.0
2012-10-25 15:00:00	ES	Futures	1436.98	1437.75	1434.94	1435.96	62513.0
2012-10-25 15:30:00	ES	Futures	1435.96	1439.28	1435.2	1438.77	126389.0
2012-10-25 16:00:00	ES	Futures	1438.77	1440.05	1435.2	1439.54	76864.0
2012-10-25 16:30:00	ES	Futures	1440.56	1441.84	1427.53	1436.98	87947.0
2012-10-25 17:00:00	ES	Futures	1436.98	1438.77	1433.41	1436.22	18725.0
2012-10-25 18:00:00	ES	Futures	1435.96	1438.01	1434.94	1437.75	4693.0
2012-10-25 18:30:00	ES	Futures	1437.75	1438.01	1436.73	1437.24	1384.0
2012-10-25 19:00:00	ES	Futures	1437.24	1437.49	1434.94	1436.22	2406.0
2012-10-25 19:30:00	ES	Futures	1436.22	1437.75	1435.45	1437.49	1808.0
2012-10-25 20:00:00	ES	Futures	1437.24	1437.49	1434.43	1434.43	5359.0
2012-10-25 20:30:00	ES	Futures	1434.43	1435.45	1433.92	1434.94	3490.0
2012-10-25 21:00:00	ES	Futures	1434.68	1435.2	1433.66	1434.43	3260.0
2012-10-25 21:30:00	ES	Futures	1434.43	1434.94	1433.41	1433.66	3124.0
2012-10-25 22:00:00	ES	Futures	1433.66	1434.94	1433.15	1433.15	2737.0
2012-10-25 22:30:00	ES	Futures	1433.15	1433.41	1432.13	1432.39	3154.0
2012-10-25 23:00:00	ES	Futures	1432.39	1432.39	1430.09	1430.34	4617.0
2012-10-25 23:30:00	ES	Futures	1430.34	1430.34	1427.53	1428.55	7802.0
2012-10-25 00:00:00	NQ	Futures	3093.48	3094.64	3091.44	3092.02	354.0
2012-10-25 00:30:00	NQ	Futures	3091.73	3091.73	3091.15	3091.15	126.0
2012-10-25 01:00:00	NQ	Futures	3091.15	3094.35	3090.86	3092.9	203.0

> showing 50 of 2,845 rows — these rows as CSV

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