PREVIEW / futures_30min / 2012-10-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-29.parquet
  size:    67 KB
  rows:    2,561

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
2012-10-29 00:00:00	ES	Futures	1434.43	1434.68	1432.13	1432.9	2379.0
2012-10-29 00:30:00	ES	Futures	1432.9	1433.41	1431.87	1432.13	2384.0
2012-10-29 01:00:00	ES	Futures	1432.13	1432.9	1431.11	1432.64	3218.0
2012-10-29 01:30:00	ES	Futures	1432.64	1434.17	1432.64	1433.41	1602.0
2012-10-29 02:00:00	ES	Futures	1433.41	1434.17	1433.41	1433.66	767.0
2012-10-29 02:30:00	ES	Futures	1433.92	1434.94	1433.66	1433.92	1464.0
2012-10-29 03:00:00	ES	Futures	1433.92	1434.17	1431.62	1431.87	4378.0
2012-10-29 03:30:00	ES	Futures	1432.13	1433.41	1432.13	1432.64	2341.0
2012-10-29 04:00:00	ES	Futures	1432.64	1432.64	1430.34	1431.36	12272.0
2012-10-29 04:30:00	ES	Futures	1431.36	1431.62	1430.09	1430.6	8989.0
2012-10-29 05:00:00	ES	Futures	1430.6	1431.87	1430.34	1430.85	8178.0
2012-10-29 05:30:00	ES	Futures	1431.11	1431.11	1429.32	1429.83	8748.0
2012-10-29 06:00:00	ES	Futures	1429.57	1429.83	1428.81	1429.32	7720.0
2012-10-29 06:30:00	ES	Futures	1429.32	1430.09	1429.32	1429.57	5435.0
2012-10-29 07:00:00	ES	Futures	1429.57	1429.83	1427.53	1428.04	10381.0
2012-10-29 07:30:00	ES	Futures	1427.79	1429.32	1427.53	1428.81	15286.0
2012-10-29 08:00:00	ES	Futures	1428.81	1429.83	1428.04	1428.3	11512.0
2012-10-29 08:30:00	ES	Futures	1428.3	1432.13	1428.3	1430.85	21689.0
2012-10-29 09:00:00	ES	Futures	1430.85	1433.92	1430.09	1433.41	17769.0
2012-10-29 18:00:00	ES	Futures	1429.83	1430.6	1427.02	1429.32	7572.0
2012-10-29 18:30:00	ES	Futures	1429.32	1429.57	1427.79	1428.3	1474.0
2012-10-29 19:00:00	ES	Futures	1428.3	1431.11	1428.04	1430.6	2483.0
2012-10-29 19:30:00	ES	Futures	1430.85	1432.13	1429.83	1430.34	3016.0
2012-10-29 20:00:00	ES	Futures	1430.09	1431.11	1428.81	1430.85	2186.0
2012-10-29 20:30:00	ES	Futures	1431.11	1432.13	1430.6	1430.85	2288.0
2012-10-29 21:00:00	ES	Futures	1431.11	1431.11	1429.57	1430.09	3737.0
2012-10-29 21:30:00	ES	Futures	1430.09	1430.09	1426.76	1427.79	4066.0
2012-10-29 22:00:00	ES	Futures	1428.04	1429.06	1426.76	1429.06	2929.0
2012-10-29 22:30:00	ES	Futures	1428.81	1429.32	1427.79	1428.04	2378.0
2012-10-29 23:00:00	ES	Futures	1428.04	1428.81	1425.74	1426.51	5426.0
2012-10-29 23:30:00	ES	Futures	1426.25	1427.28	1423.44	1427.02	8961.0
2012-10-29 00:00:00	NQ	Futures	3081.56	3081.56	3077.49	3078.37	341.0
2012-10-29 00:30:00	NQ	Futures	3078.66	3079.53	3077.2	3077.49	208.0
2012-10-29 01:00:00	NQ	Futures	3077.49	3079.53	3075.75	3079.24	486.0
2012-10-29 01:30:00	NQ	Futures	3079.24	3081.85	3078.95	3080.69	127.0
2012-10-29 02:00:00	NQ	Futures	3080.4	3081.85	3079.82	3080.11	140.0
2012-10-29 02:30:00	NQ	Futures	3080.11	3081.85	3079.82	3080.4	137.0
2012-10-29 03:00:00	NQ	Futures	3080.11	3080.4	3075.17	3075.75	626.0
2012-10-29 03:30:00	NQ	Futures	3075.75	3079.24	3075.75	3077.79	310.0
2012-10-29 04:00:00	NQ	Futures	3077.79	3078.37	3072.55	3072.85	1397.0
2012-10-29 04:30:00	NQ	Futures	3072.85	3073.72	3070.23	3071.1	709.0
2012-10-29 05:00:00	NQ	Futures	3071.39	3073.43	3070.52	3071.39	608.0
2012-10-29 05:30:00	NQ	Futures	3071.39	3071.39	3066.16	3067.32	1383.0
2012-10-29 06:00:00	NQ	Futures	3067.03	3067.91	3065.0	3066.45	677.0
2012-10-29 06:30:00	NQ	Futures	3066.45	3067.91	3065.87	3067.32	586.0
2012-10-29 07:00:00	NQ	Futures	3067.03	3067.32	3063.55	3064.71	765.0
2012-10-29 07:30:00	NQ	Futures	3064.71	3066.74	3063.55	3064.71	855.0
2012-10-29 08:00:00	NQ	Futures	3064.71	3065.58	3061.8	3062.68	1330.0
2012-10-29 08:30:00	NQ	Futures	3062.68	3069.07	3061.8	3067.32	2306.0
2012-10-29 09:00:00	NQ	Futures	3067.61	3073.43	3067.32	3073.43	1839.0

> showing 50 of 2,561 rows — these rows as CSV

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