PREVIEW / futures_30min / 2012-10-31

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-31.parquet
  size:    75 KB
  rows:    2,826

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
2012-10-31 00:00:00	ES	Futures	1440.56	1440.56	1439.54	1440.3	700.0
2012-10-31 00:30:00	ES	Futures	1440.3	1440.82	1440.05	1440.56	721.0
2012-10-31 01:00:00	ES	Futures	1440.3	1440.56	1439.54	1439.79	997.0
2012-10-31 01:30:00	ES	Futures	1439.79	1439.79	1438.77	1439.54	1527.0
2012-10-31 02:00:00	ES	Futures	1439.28	1439.79	1439.03	1439.28	1311.0
2012-10-31 02:30:00	ES	Futures	1439.28	1440.05	1438.52	1439.79	1311.0
2012-10-31 03:00:00	ES	Futures	1439.79	1442.6	1439.79	1442.35	5324.0
2012-10-31 03:30:00	ES	Futures	1442.35	1444.9	1442.09	1444.39	8648.0
2012-10-31 04:00:00	ES	Futures	1444.65	1448.48	1443.88	1447.71	27904.0
2012-10-31 04:30:00	ES	Futures	1447.97	1448.48	1446.95	1447.46	12717.0
2012-10-31 05:00:00	ES	Futures	1447.2	1449.25	1446.69	1448.22	14135.0
2012-10-31 05:30:00	ES	Futures	1448.22	1448.48	1447.46	1447.71	8678.0
2012-10-31 06:00:00	ES	Futures	1447.71	1448.48	1447.2	1447.71	9319.0
2012-10-31 06:30:00	ES	Futures	1447.46	1448.48	1446.95	1447.71	10167.0
2012-10-31 07:00:00	ES	Futures	1447.71	1447.71	1445.92	1447.2	14390.0
2012-10-31 07:30:00	ES	Futures	1446.95	1447.71	1445.92	1446.69	13419.0
2012-10-31 08:00:00	ES	Futures	1446.44	1446.44	1444.39	1444.65	21838.0
2012-10-31 08:30:00	ES	Futures	1444.9	1445.67	1444.14	1444.65	20252.0
2012-10-31 09:00:00	ES	Futures	1444.65	1444.65	1442.86	1443.37	38411.0
2012-10-31 09:30:00	ES	Futures	1443.37	1445.41	1440.3	1442.6	214041.0
2012-10-31 10:00:00	ES	Futures	1442.35	1443.37	1439.79	1441.33	106702.0
2012-10-31 10:30:00	ES	Futures	1441.58	1441.58	1436.47	1437.49	129447.0
2012-10-31 11:00:00	ES	Futures	1437.49	1437.49	1433.15	1436.22	174867.0
2012-10-31 11:30:00	ES	Futures	1436.22	1438.01	1434.94	1435.71	108732.0
2012-10-31 12:00:00	ES	Futures	1435.45	1435.71	1431.87	1432.13	95512.0
2012-10-31 12:30:00	ES	Futures	1432.13	1434.43	1431.11	1433.92	115283.0
2012-10-31 13:00:00	ES	Futures	1434.17	1434.94	1432.39	1434.68	46827.0
2012-10-31 13:30:00	ES	Futures	1434.43	1435.45	1433.41	1434.68	23249.0
2012-10-31 14:00:00	ES	Futures	1434.68	1437.75	1434.68	1436.47	46362.0
2012-10-31 14:30:00	ES	Futures	1436.73	1437.49	1434.68	1435.2	42698.0
2012-10-31 15:00:00	ES	Futures	1435.45	1440.56	1433.92	1440.05	97740.0
2012-10-31 15:30:00	ES	Futures	1440.05	1440.05	1436.73	1436.73	197360.0
2012-10-31 16:00:00	ES	Futures	1436.73	1437.24	1432.39	1432.39	134244.0
2012-10-31 16:30:00	ES	Futures	1432.64	1433.41	1431.87	1432.39	8110.0
2012-10-31 17:00:00	ES	Futures	1432.39	1432.9	1431.62	1431.87	3790.0
2012-10-31 18:00:00	ES	Futures	1432.13	1432.64	1431.11	1432.64	3131.0
2012-10-31 18:30:00	ES	Futures	1432.39	1433.41	1432.39	1433.15	1580.0
2012-10-31 19:00:00	ES	Futures	1433.15	1433.92	1432.9	1433.15	1350.0
2012-10-31 19:30:00	ES	Futures	1433.66	1433.66	1432.39	1432.9	1457.0
2012-10-31 20:00:00	ES	Futures	1432.9	1433.66	1432.64	1433.41	1889.0
2012-10-31 20:30:00	ES	Futures	1433.41	1433.66	1432.64	1433.41	1994.0
2012-10-31 21:00:00	ES	Futures	1433.41	1434.17	1429.06	1430.09	9080.0
2012-10-31 21:30:00	ES	Futures	1430.34	1433.92	1429.57	1433.15	5346.0
2012-10-31 22:00:00	ES	Futures	1433.15	1433.66	1431.62	1433.41	3081.0
2012-10-31 22:30:00	ES	Futures	1433.41	1434.94	1433.41	1434.68	2943.0
2012-10-31 23:00:00	ES	Futures	1434.43	1435.96	1434.43	1435.45	3340.0
2012-10-31 23:30:00	ES	Futures	1435.45	1435.45	1433.66	1433.92	2283.0
2012-10-31 00:00:00	NQ	Futures	3084.18	3084.18	3082.43	3083.02	138.0
2012-10-31 00:30:00	NQ	Futures	3083.31	3084.47	3083.02	3083.89	147.0
2012-10-31 01:00:00	NQ	Futures	3083.6	3083.89	3081.27	3082.14	200.0

> showing 50 of 2,826 rows — these rows as CSV

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