PREVIEW / futures_30min / 2012-11-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-02.parquet
  size:    64 KB
  rows:    2,254

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
2012-11-02 00:00:00	ES	Futures	1453.08	1453.84	1453.08	1453.59	1040.0
2012-11-02 00:30:00	ES	Futures	1453.33	1453.84	1452.82	1452.82	1299.0
2012-11-02 01:00:00	ES	Futures	1452.82	1453.59	1452.57	1453.33	2165.0
2012-11-02 01:30:00	ES	Futures	1453.33	1453.33	1452.57	1453.33	1658.0
2012-11-02 02:00:00	ES	Futures	1453.08	1454.1	1452.82	1452.82	1622.0
2012-11-02 02:30:00	ES	Futures	1452.82	1454.1	1452.82	1453.33	1267.0
2012-11-02 03:00:00	ES	Futures	1453.33	1453.84	1452.57	1452.82	4255.0
2012-11-02 03:30:00	ES	Futures	1452.82	1454.35	1452.31	1454.1	5145.0
2012-11-02 04:00:00	ES	Futures	1454.1	1454.35	1452.31	1453.59	12695.0
2012-11-02 04:30:00	ES	Futures	1453.59	1453.84	1451.8	1451.8	11140.0
2012-11-02 05:00:00	ES	Futures	1451.8	1452.82	1451.29	1452.57	12760.0
2012-11-02 05:30:00	ES	Futures	1452.57	1452.82	1451.8	1452.57	6021.0
2012-11-02 06:00:00	ES	Futures	1452.31	1455.12	1452.31	1454.35	11823.0
2012-11-02 06:30:00	ES	Futures	1454.35	1455.12	1453.84	1454.61	4564.0
2012-11-02 07:00:00	ES	Futures	1454.61	1455.12	1454.1	1454.87	15222.0
2012-11-02 07:30:00	ES	Futures	1454.61	1455.12	1454.35	1454.61	9978.0
2012-11-02 08:00:00	ES	Futures	1454.61	1456.14	1453.08	1454.61	25434.0
2012-11-02 08:30:00	ES	Futures	1454.61	1462.79	1451.29	1461.51	147800.0
2012-11-02 09:00:00	ES	Futures	1461.51	1462.53	1459.72	1461.76	51178.0
2012-11-02 09:30:00	ES	Futures	1462.02	1462.02	1454.87	1456.91	208910.0
2012-11-02 10:00:00	ES	Futures	1457.16	1457.68	1450.78	1452.06	190550.0
2012-11-02 10:30:00	ES	Futures	1452.31	1454.35	1450.01	1451.03	140425.0
2012-11-02 11:00:00	ES	Futures	1451.29	1452.57	1449.5	1452.06	166141.0
2012-11-02 11:30:00	ES	Futures	1451.8	1453.33	1450.01	1452.31	104028.0
2012-11-02 12:00:00	ES	Futures	1452.31	1452.82	1450.52	1452.06	82897.0
2012-11-02 12:30:00	ES	Futures	1452.31	1453.59	1451.03	1451.54	45739.0
2012-11-02 13:00:00	ES	Futures	1451.8	1452.57	1450.01	1450.78	42522.0
2012-11-02 13:30:00	ES	Futures	1450.52	1451.8	1447.97	1448.48	73782.0
2012-11-02 14:00:00	ES	Futures	1448.22	1448.48	1445.92	1447.71	75601.0
2012-11-02 14:30:00	ES	Futures	1447.46	1447.46	1441.84	1444.14	109057.0
2012-11-02 15:00:00	ES	Futures	1444.14	1445.16	1442.6	1443.37	80753.0
2012-11-02 15:30:00	ES	Futures	1443.37	1443.37	1438.52	1440.05	257015.0
2012-11-02 16:00:00	ES	Futures	1440.05	1440.05	1435.71	1436.22	144643.0
2012-11-02 00:00:00	NQ	Futures	3117.01	3118.47	3116.43	3118.18	366.0
2012-11-02 00:30:00	NQ	Futures	3118.47	3120.79	3117.88	3118.18	294.0
2012-11-02 01:00:00	NQ	Futures	3117.88	3119.63	3117.59	3118.47	132.0
2012-11-02 01:30:00	NQ	Futures	3118.76	3119.34	3116.43	3117.88	180.0
2012-11-02 02:00:00	NQ	Futures	3117.59	3120.5	3117.01	3118.76	173.0
2012-11-02 02:30:00	NQ	Futures	3118.76	3121.66	3118.76	3121.37	195.0
2012-11-02 03:00:00	NQ	Futures	3121.37	3121.37	3117.88	3117.88	525.0
2012-11-02 03:30:00	NQ	Futures	3117.59	3121.66	3116.72	3121.37	676.0
2012-11-02 04:00:00	NQ	Futures	3121.37	3121.95	3117.59	3121.37	1524.0
2012-11-02 04:30:00	NQ	Futures	3121.66	3121.66	3118.18	3118.18	905.0
2012-11-02 05:00:00	NQ	Futures	3118.18	3120.21	3116.14	3119.05	1456.0
2012-11-02 05:30:00	NQ	Futures	3119.05	3121.08	3117.88	3119.92	1146.0
2012-11-02 06:00:00	NQ	Futures	3119.92	3123.12	3119.63	3121.08	1053.0
2012-11-02 06:30:00	NQ	Futures	3120.79	3121.95	3120.5	3121.37	334.0
2012-11-02 07:00:00	NQ	Futures	3121.37	3121.95	3119.63	3121.37	1085.0
2012-11-02 07:30:00	NQ	Futures	3121.08	3122.24	3119.63	3119.92	827.0
2012-11-02 08:00:00	NQ	Futures	3119.92	3121.37	3115.85	3119.05	2847.0

> showing 50 of 2,254 rows — these rows as CSV

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