PREVIEW / futures_30min / 2012-11-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-06.parquet
  size:    76 KB
  rows:    2,883

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
2012-11-06 00:00:00	ES	Futures	1444.14	1444.65	1443.63	1444.39	1723.0
2012-11-06 00:30:00	ES	Futures	1444.39	1445.41	1444.14	1444.14	1899.0
2012-11-06 01:00:00	ES	Futures	1444.14	1444.65	1444.14	1444.39	1051.0
2012-11-06 01:30:00	ES	Futures	1444.39	1444.9	1443.88	1444.39	1033.0
2012-11-06 02:00:00	ES	Futures	1444.39	1444.9	1443.37	1443.63	2016.0
2012-11-06 02:30:00	ES	Futures	1443.88	1444.65	1443.11	1443.11	1683.0
2012-11-06 03:00:00	ES	Futures	1443.11	1444.39	1441.84	1441.84	14562.0
2012-11-06 03:30:00	ES	Futures	1441.84	1443.63	1441.58	1442.6	7343.0
2012-11-06 04:00:00	ES	Futures	1442.35	1445.92	1442.35	1445.92	10944.0
2012-11-06 04:30:00	ES	Futures	1445.92	1446.69	1445.41	1446.44	9031.0
2012-11-06 05:00:00	ES	Futures	1446.69	1448.48	1446.18	1448.22	13466.0
2012-11-06 05:30:00	ES	Futures	1448.22	1448.48	1446.69	1447.71	8032.0
2012-11-06 06:00:00	ES	Futures	1447.46	1447.46	1446.18	1446.95	6926.0
2012-11-06 06:30:00	ES	Futures	1446.95	1448.48	1446.95	1447.97	6802.0
2012-11-06 07:00:00	ES	Futures	1448.22	1448.73	1446.69	1447.46	10232.0
2012-11-06 07:30:00	ES	Futures	1447.2	1447.46	1445.67	1445.92	8448.0
2012-11-06 08:00:00	ES	Futures	1445.92	1447.46	1444.14	1447.2	23594.0
2012-11-06 08:30:00	ES	Futures	1447.2	1448.22	1446.95	1447.71	14931.0
2012-11-06 09:00:00	ES	Futures	1447.71	1448.22	1446.69	1447.71	19627.0
2012-11-06 09:30:00	ES	Futures	1447.71	1450.52	1445.92	1450.27	160197.0
2012-11-06 10:00:00	ES	Futures	1450.52	1450.52	1447.2	1447.97	72178.0
2012-11-06 10:30:00	ES	Futures	1448.22	1451.03	1446.18	1448.99	91072.0
2012-11-06 11:00:00	ES	Futures	1448.99	1450.78	1448.48	1449.76	60427.0
2012-11-06 11:30:00	ES	Futures	1450.01	1457.68	1449.76	1456.91	174155.0
2012-11-06 12:00:00	ES	Futures	1456.91	1460.49	1456.65	1458.44	142994.0
2012-11-06 12:30:00	ES	Futures	1458.44	1458.95	1455.38	1456.91	83778.0
2012-11-06 13:00:00	ES	Futures	1456.65	1458.44	1455.89	1457.68	62578.0
2012-11-06 13:30:00	ES	Futures	1457.93	1458.95	1456.91	1457.16	41085.0
2012-11-06 14:00:00	ES	Futures	1457.16	1457.93	1456.14	1457.42	33611.0
2012-11-06 14:30:00	ES	Futures	1457.42	1458.7	1454.61	1455.89	48219.0
2012-11-06 15:00:00	ES	Futures	1455.89	1456.14	1453.59	1454.61	61694.0
2012-11-06 15:30:00	ES	Futures	1454.61	1455.63	1452.82	1454.1	177352.0
2012-11-06 16:00:00	ES	Futures	1454.1	1456.91	1453.33	1456.65	79558.0
2012-11-06 16:30:00	ES	Futures	1456.14	1457.68	1455.38	1456.91	7058.0
2012-11-06 17:00:00	ES	Futures	1456.65	1457.16	1455.63	1455.89	2039.0
2012-11-06 18:00:00	ES	Futures	1456.14	1456.91	1455.12	1455.12	2948.0
2012-11-06 18:30:00	ES	Futures	1455.12	1455.38	1453.59	1454.61	5303.0
2012-11-06 19:00:00	ES	Futures	1454.61	1454.61	1452.06	1452.31	5443.0
2012-11-06 19:30:00	ES	Futures	1452.31	1452.57	1450.27	1451.29	8529.0
2012-11-06 20:00:00	ES	Futures	1451.29	1451.29	1447.97	1449.5	11320.0
2012-11-06 20:30:00	ES	Futures	1449.5	1450.01	1448.22	1449.76	4243.0
2012-11-06 21:00:00	ES	Futures	1449.76	1453.08	1448.22	1448.73	11221.0
2012-11-06 21:30:00	ES	Futures	1448.48	1448.73	1443.37	1443.63	23111.0
2012-11-06 22:00:00	ES	Futures	1443.37	1445.41	1441.84	1444.14	17783.0
2012-11-06 22:30:00	ES	Futures	1444.14	1445.92	1443.37	1443.63	6947.0
2012-11-06 23:00:00	ES	Futures	1443.88	1450.78	1443.37	1447.71	32052.0
2012-11-06 23:30:00	ES	Futures	1447.71	1450.01	1446.44	1447.2	9173.0
2012-11-06 00:00:00	NQ	Futures	3096.96	3098.71	3096.38	3098.13	376.0
2012-11-06 00:30:00	NQ	Futures	3097.83	3099.58	3097.25	3097.83	159.0
2012-11-06 01:00:00	NQ	Futures	3097.83	3097.83	3096.38	3096.96	116.0

> showing 50 of 2,883 rows — these rows as CSV

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