PREVIEW / futures_30min / 2012-10-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-26.parquet
  size:    65 KB
  rows:    2,278

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
2012-10-26 00:00:00	ES	Futures	1428.55	1428.81	1427.53	1428.3	3659.0
2012-10-26 00:30:00	ES	Futures	1428.55	1428.81	1427.02	1427.53	3592.0
2012-10-26 01:00:00	ES	Futures	1427.53	1428.04	1424.98	1427.53	12138.0
2012-10-26 01:30:00	ES	Futures	1427.79	1428.55	1426.51	1427.02	6055.0
2012-10-26 02:00:00	ES	Futures	1426.76	1429.83	1426.76	1428.55	9139.0
2012-10-26 02:30:00	ES	Futures	1428.3	1431.36	1428.3	1429.32	7956.0
2012-10-26 03:00:00	ES	Futures	1429.32	1432.13	1428.81	1431.11	18607.0
2012-10-26 03:30:00	ES	Futures	1431.11	1431.11	1428.3	1429.32	17211.0
2012-10-26 04:00:00	ES	Futures	1429.32	1429.57	1427.02	1428.81	15140.0
2012-10-26 04:30:00	ES	Futures	1428.81	1431.36	1428.3	1429.06	14344.0
2012-10-26 05:00:00	ES	Futures	1428.81	1430.6	1428.04	1428.55	13538.0
2012-10-26 05:30:00	ES	Futures	1428.81	1429.32	1427.79	1428.3	11621.0
2012-10-26 06:00:00	ES	Futures	1428.04	1428.3	1426.76	1427.79	11768.0
2012-10-26 06:30:00	ES	Futures	1427.79	1428.3	1426.25	1427.53	16955.0
2012-10-26 07:00:00	ES	Futures	1427.28	1429.06	1426.76	1428.3	17169.0
2012-10-26 07:30:00	ES	Futures	1428.3	1431.11	1427.28	1430.6	25985.0
2012-10-26 08:00:00	ES	Futures	1430.6	1433.92	1430.34	1432.64	35556.0
2012-10-26 08:30:00	ES	Futures	1433.15	1440.05	1432.39	1438.01	108083.0
2012-10-26 09:00:00	ES	Futures	1438.26	1438.77	1435.96	1437.75	46418.0
2012-10-26 09:30:00	ES	Futures	1437.49	1442.6	1436.47	1436.47	213856.0
2012-10-26 10:00:00	ES	Futures	1436.47	1440.3	1434.68	1434.68	246659.0
2012-10-26 10:30:00	ES	Futures	1434.94	1436.98	1430.85	1432.64	148732.0
2012-10-26 11:00:00	ES	Futures	1432.64	1435.45	1431.11	1434.94	83855.0
2012-10-26 11:30:00	ES	Futures	1434.94	1436.22	1431.87	1432.39	81744.0
2012-10-26 12:00:00	ES	Futures	1432.39	1432.64	1428.04	1432.13	116226.0
2012-10-26 12:30:00	ES	Futures	1432.13	1433.92	1429.32	1433.66	69243.0
2012-10-26 13:00:00	ES	Futures	1433.66	1434.17	1430.85	1433.66	49427.0
2012-10-26 13:30:00	ES	Futures	1433.66	1438.52	1432.9	1436.98	89048.0
2012-10-26 14:00:00	ES	Futures	1437.24	1438.52	1435.71	1437.75	45526.0
2012-10-26 14:30:00	ES	Futures	1438.01	1440.56	1437.24	1438.26	72799.0
2012-10-26 15:00:00	ES	Futures	1438.26	1442.35	1438.01	1442.09	70683.0
2012-10-26 15:30:00	ES	Futures	1441.84	1443.37	1436.22	1437.49	181923.0
2012-10-26 16:00:00	ES	Futures	1437.75	1438.77	1436.98	1438.26	74353.0
2012-10-26 00:00:00	NQ	Futures	3056.86	3059.19	3054.54	3057.74	564.0
2012-10-26 00:30:00	NQ	Futures	3058.32	3059.19	3054.25	3055.7	483.0
2012-10-26 01:00:00	NQ	Futures	3055.99	3057.15	3049.6	3056.57	987.0
2012-10-26 01:30:00	NQ	Futures	3056.57	3057.74	3053.96	3057.44	740.0
2012-10-26 02:00:00	NQ	Futures	3057.44	3064.13	3056.57	3060.64	1757.0
2012-10-26 02:30:00	NQ	Futures	3060.93	3064.13	3059.19	3060.06	1232.0
2012-10-26 03:00:00	NQ	Futures	3059.77	3064.71	3059.48	3062.09	2210.0
2012-10-26 03:30:00	NQ	Futures	3061.8	3063.55	3052.5	3056.86	3095.0
2012-10-26 04:00:00	NQ	Futures	3056.86	3057.15	3050.18	3056.28	2872.0
2012-10-26 04:30:00	NQ	Futures	3055.7	3060.06	3054.83	3055.41	1498.0
2012-10-26 05:00:00	NQ	Futures	3055.41	3059.48	3055.41	3059.19	861.0
2012-10-26 05:30:00	NQ	Futures	3059.19	3060.64	3057.74	3058.9	852.0
2012-10-26 06:00:00	NQ	Futures	3058.61	3059.77	3055.12	3058.32	966.0
2012-10-26 06:30:00	NQ	Futures	3058.61	3059.77	3055.12	3058.61	1078.0
2012-10-26 07:00:00	NQ	Futures	3058.03	3065.87	3056.86	3064.42	2226.0
2012-10-26 07:30:00	NQ	Futures	3064.42	3071.97	3062.68	3070.52	2813.0
2012-10-26 08:00:00	NQ	Futures	3070.81	3075.46	3069.94	3074.3	4391.0

> showing 50 of 2,278 rows — these rows as CSV

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