PREVIEW / futures_30min / 2012-10-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-30.parquet
  size:    68 KB
  rows:    2,656

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
2012-10-30 00:00:00	ES	Futures	1427.02	1429.32	1426.76	1428.81	3128.0
2012-10-30 00:30:00	ES	Futures	1428.55	1429.57	1428.55	1429.57	1214.0
2012-10-30 01:00:00	ES	Futures	1429.57	1431.11	1429.57	1430.34	3246.0
2012-10-30 01:30:00	ES	Futures	1430.34	1431.11	1427.79	1428.55	3151.0
2012-10-30 02:00:00	ES	Futures	1428.3	1429.32	1427.79	1429.06	1826.0
2012-10-30 02:30:00	ES	Futures	1429.32	1430.85	1429.06	1430.34	1496.0
2012-10-30 03:00:00	ES	Futures	1430.09	1433.41	1430.09	1433.15	6211.0
2012-10-30 03:30:00	ES	Futures	1433.15	1433.41	1432.13	1432.9	3995.0
2012-10-30 04:00:00	ES	Futures	1432.9	1438.26	1432.9	1438.01	18593.0
2012-10-30 04:30:00	ES	Futures	1438.01	1438.52	1436.22	1436.98	7816.0
2012-10-30 05:00:00	ES	Futures	1437.24	1437.49	1435.96	1436.22	7254.0
2012-10-30 05:30:00	ES	Futures	1436.47	1436.73	1435.2	1436.22	4620.0
2012-10-30 06:00:00	ES	Futures	1436.22	1437.24	1435.45	1436.22	4442.0
2012-10-30 06:30:00	ES	Futures	1436.22	1437.24	1435.96	1436.98	2996.0
2012-10-30 07:00:00	ES	Futures	1436.98	1439.54	1436.98	1437.75	12621.0
2012-10-30 07:30:00	ES	Futures	1437.75	1438.52	1435.96	1436.22	10035.0
2012-10-30 08:00:00	ES	Futures	1436.22	1437.24	1435.96	1436.73	7851.0
2012-10-30 08:30:00	ES	Futures	1436.73	1439.28	1435.96	1438.77	12665.0
2012-10-30 09:00:00	ES	Futures	1438.77	1443.11	1438.01	1442.09	19131.0
2012-10-30 18:00:00	ES	Futures	1443.37	1443.37	1440.56	1440.82	6911.0
2012-10-30 18:30:00	ES	Futures	1440.82	1441.84	1440.82	1441.84	1374.0
2012-10-30 19:00:00	ES	Futures	1441.84	1441.84	1440.82	1441.07	2431.0
2012-10-30 19:30:00	ES	Futures	1441.07	1442.35	1440.82	1441.58	1687.0
2012-10-30 20:00:00	ES	Futures	1441.84	1442.09	1439.79	1439.79	3534.0
2012-10-30 20:30:00	ES	Futures	1440.05	1442.09	1439.79	1441.58	2659.0
2012-10-30 21:00:00	ES	Futures	1441.58	1442.35	1440.56	1442.35	2715.0
2012-10-30 21:30:00	ES	Futures	1442.35	1442.6	1440.56	1441.07	1448.0
2012-10-30 22:00:00	ES	Futures	1441.07	1441.58	1440.3	1440.56	954.0
2012-10-30 22:30:00	ES	Futures	1440.56	1441.07	1440.3	1440.3	971.0
2012-10-30 23:00:00	ES	Futures	1440.56	1440.82	1439.54	1440.05	1485.0
2012-10-30 23:30:00	ES	Futures	1439.79	1440.82	1439.79	1440.3	727.0
2012-10-30 00:00:00	NQ	Futures	3059.19	3062.38	3059.19	3061.22	280.0
2012-10-30 00:30:00	NQ	Futures	3061.51	3062.68	3060.64	3062.09	213.0
2012-10-30 01:00:00	NQ	Futures	3062.68	3065.0	3062.38	3063.55	340.0
2012-10-30 01:30:00	NQ	Futures	3063.84	3064.71	3058.32	3059.77	419.0
2012-10-30 02:00:00	NQ	Futures	3059.77	3062.09	3058.9	3061.8	163.0
2012-10-30 02:30:00	NQ	Futures	3062.09	3064.71	3062.09	3062.97	228.0
2012-10-30 03:00:00	NQ	Futures	3063.84	3069.65	3063.84	3068.78	741.0
2012-10-30 03:30:00	NQ	Futures	3068.78	3069.65	3067.32	3069.07	255.0
2012-10-30 04:00:00	NQ	Futures	3069.07	3080.11	3068.78	3078.95	1797.0
2012-10-30 04:30:00	NQ	Futures	3079.24	3081.27	3076.91	3079.53	782.0
2012-10-30 05:00:00	NQ	Futures	3079.82	3081.27	3076.33	3076.33	625.0
2012-10-30 05:30:00	NQ	Futures	3076.62	3078.37	3074.88	3078.08	296.0
2012-10-30 06:00:00	NQ	Futures	3078.08	3079.53	3075.17	3076.04	403.0
2012-10-30 06:30:00	NQ	Futures	3076.62	3078.37	3076.33	3076.33	277.0
2012-10-30 07:00:00	NQ	Futures	3076.62	3083.02	3076.62	3079.82	1089.0
2012-10-30 07:30:00	NQ	Futures	3079.53	3080.11	3076.04	3076.04	447.0
2012-10-30 08:00:00	NQ	Futures	3076.04	3077.49	3074.88	3076.04	483.0
2012-10-30 08:30:00	NQ	Futures	3076.04	3082.14	3075.17	3080.69	1305.0
2012-10-30 09:00:00	NQ	Futures	3080.69	3088.25	3078.66	3087.08	1298.0

> showing 50 of 2,656 rows — these rows as CSV

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