PREVIEW / futures_30min / 2012-11-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-01.parquet
  size:    72 KB
  rows:    2,798

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
2012-11-01 00:00:00	ES	Futures	1433.92	1434.94	1432.9	1433.15	2379.0
2012-11-01 00:30:00	ES	Futures	1432.9	1434.17	1432.39	1432.64	1991.0
2012-11-01 01:00:00	ES	Futures	1432.64	1432.9	1431.11	1431.36	5092.0
2012-11-01 01:30:00	ES	Futures	1431.62	1432.9	1431.36	1432.64	2301.0
2012-11-01 02:00:00	ES	Futures	1432.64	1433.92	1431.87	1433.92	2117.0
2012-11-01 02:30:00	ES	Futures	1433.92	1434.17	1433.41	1433.92	1501.0
2012-11-01 03:00:00	ES	Futures	1433.92	1434.43	1431.87	1432.9	5706.0
2012-11-01 03:30:00	ES	Futures	1432.64	1433.15	1430.85	1432.64	3917.0
2012-11-01 04:00:00	ES	Futures	1432.39	1435.71	1431.62	1434.43	15042.0
2012-11-01 04:30:00	ES	Futures	1434.68	1434.94	1433.41	1433.92	10968.0
2012-11-01 05:00:00	ES	Futures	1433.92	1434.43	1431.87	1432.39	10347.0
2012-11-01 05:30:00	ES	Futures	1432.39	1433.92	1431.62	1433.41	7161.0
2012-11-01 06:00:00	ES	Futures	1433.41	1436.47	1432.9	1435.45	15712.0
2012-11-01 06:30:00	ES	Futures	1435.45	1436.73	1435.45	1436.22	7782.0
2012-11-01 07:00:00	ES	Futures	1436.22	1437.24	1435.71	1436.47	14483.0
2012-11-01 07:30:00	ES	Futures	1436.47	1438.77	1435.96	1438.26	22210.0
2012-11-01 08:00:00	ES	Futures	1438.01	1438.52	1436.47	1436.98	34689.0
2012-11-01 08:30:00	ES	Futures	1437.24	1440.82	1437.24	1439.03	45274.0
2012-11-01 09:00:00	ES	Futures	1439.28	1441.07	1438.01	1441.07	31782.0
2012-11-01 09:30:00	ES	Futures	1440.82	1447.71	1439.79	1446.44	196620.0
2012-11-01 10:00:00	ES	Futures	1446.44	1452.31	1446.44	1450.52	218210.0
2012-11-01 10:30:00	ES	Futures	1450.52	1454.61	1450.27	1452.82	114985.0
2012-11-01 11:00:00	ES	Futures	1452.82	1453.84	1450.52	1452.06	125708.0
2012-11-01 11:30:00	ES	Futures	1452.06	1455.12	1451.8	1453.33	95828.0
2012-11-01 12:00:00	ES	Futures	1453.33	1454.35	1452.57	1453.59	62566.0
2012-11-01 12:30:00	ES	Futures	1453.33	1454.1	1451.03	1451.54	79402.0
2012-11-01 13:00:00	ES	Futures	1451.8	1451.8	1450.01	1450.78	51600.0
2012-11-01 13:30:00	ES	Futures	1450.52	1452.31	1450.01	1450.52	40079.0
2012-11-01 14:00:00	ES	Futures	1450.52	1452.82	1449.5	1451.54	55038.0
2012-11-01 14:30:00	ES	Futures	1451.8	1454.1	1450.52	1453.33	55498.0
2012-11-01 15:00:00	ES	Futures	1453.33	1454.35	1451.54	1452.31	45969.0
2012-11-01 15:30:00	ES	Futures	1452.31	1454.1	1450.78	1453.59	161173.0
2012-11-01 16:00:00	ES	Futures	1453.59	1456.14	1453.08	1454.61	113135.0
2012-11-01 16:30:00	ES	Futures	1454.35	1456.65	1454.1	1455.89	9918.0
2012-11-01 17:00:00	ES	Futures	1455.63	1456.14	1454.61	1454.61	2301.0
2012-11-01 18:00:00	ES	Futures	1454.87	1454.87	1454.35	1454.61	1366.0
2012-11-01 18:30:00	ES	Futures	1454.61	1455.38	1454.1	1454.35	1430.0
2012-11-01 19:00:00	ES	Futures	1454.35	1454.87	1454.1	1454.61	1667.0
2012-11-01 19:30:00	ES	Futures	1454.35	1454.87	1453.84	1454.87	1524.0
2012-11-01 20:00:00	ES	Futures	1454.61	1454.87	1453.33	1453.84	2992.0
2012-11-01 20:30:00	ES	Futures	1453.84	1454.87	1453.33	1453.59	3184.0
2012-11-01 21:00:00	ES	Futures	1453.59	1454.35	1453.59	1453.84	2271.0
2012-11-01 21:30:00	ES	Futures	1453.84	1455.63	1453.59	1455.12	3051.0
2012-11-01 22:00:00	ES	Futures	1455.12	1455.38	1454.35	1455.12	2528.0
2012-11-01 22:30:00	ES	Futures	1455.12	1455.38	1453.59	1453.59	2657.0
2012-11-01 23:00:00	ES	Futures	1453.59	1454.61	1453.33	1453.84	2609.0
2012-11-01 23:30:00	ES	Futures	1453.84	1453.84	1453.08	1453.33	1965.0
2012-11-01 00:00:00	NQ	Futures	3064.71	3066.45	3062.38	3062.68	340.0
2012-11-01 00:30:00	NQ	Futures	3062.38	3064.71	3061.22	3061.51	271.0
2012-11-01 01:00:00	NQ	Futures	3061.51	3062.09	3058.61	3059.19	248.0

> showing 50 of 2,798 rows — these rows as CSV

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