PREVIEW / futures_30min / 2012-11-07

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-07.parquet
  size:    79 KB
  rows:    2,850

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
2012-11-07 00:00:00	ES	Futures	1447.2	1449.25	1446.18	1448.73	5877.0
2012-11-07 00:30:00	ES	Futures	1448.73	1454.1	1448.22	1451.8	10044.0
2012-11-07 01:00:00	ES	Futures	1451.54	1452.57	1450.52	1452.06	4960.0
2012-11-07 01:30:00	ES	Futures	1451.8	1455.63	1451.29	1454.87	6791.0
2012-11-07 02:00:00	ES	Futures	1454.87	1458.95	1454.1	1458.44	13121.0
2012-11-07 02:30:00	ES	Futures	1458.44	1463.04	1458.19	1460.74	20532.0
2012-11-07 03:00:00	ES	Futures	1460.74	1461.51	1458.19	1458.44	19591.0
2012-11-07 03:30:00	ES	Futures	1458.7	1459.21	1457.16	1458.95	13955.0
2012-11-07 04:00:00	ES	Futures	1458.7	1459.98	1457.42	1457.68	10584.0
2012-11-07 04:30:00	ES	Futures	1457.93	1459.98	1456.91	1459.21	12506.0
2012-11-07 05:00:00	ES	Futures	1459.46	1461.0	1459.21	1460.49	8464.0
2012-11-07 05:30:00	ES	Futures	1460.49	1461.51	1458.95	1458.95	7910.0
2012-11-07 06:00:00	ES	Futures	1458.95	1458.95	1455.38	1456.65	17909.0
2012-11-07 06:30:00	ES	Futures	1456.65	1457.16	1455.38	1455.89	10175.0
2012-11-07 07:00:00	ES	Futures	1455.89	1455.89	1445.16	1447.2	68214.0
2012-11-07 07:30:00	ES	Futures	1446.95	1448.99	1445.41	1446.44	38466.0
2012-11-07 08:00:00	ES	Futures	1446.44	1446.95	1442.35	1444.39	59097.0
2012-11-07 08:30:00	ES	Futures	1444.65	1446.18	1442.86	1443.63	31915.0
2012-11-07 09:00:00	ES	Futures	1443.37	1444.14	1440.82	1441.07	64598.0
2012-11-07 09:30:00	ES	Futures	1441.07	1441.58	1432.64	1435.2	353244.0
2012-11-07 10:00:00	ES	Futures	1435.2	1435.45	1427.02	1429.32	298797.0
2012-11-07 10:30:00	ES	Futures	1429.32	1431.36	1420.89	1421.4	282279.0
2012-11-07 11:00:00	ES	Futures	1421.4	1425.49	1417.31	1418.08	273855.0
2012-11-07 11:30:00	ES	Futures	1418.33	1422.93	1414.25	1422.42	249191.0
2012-11-07 12:00:00	ES	Futures	1422.42	1424.47	1421.4	1423.19	117256.0
2012-11-07 12:30:00	ES	Futures	1423.19	1425.23	1422.68	1423.7	88248.0
2012-11-07 13:00:00	ES	Futures	1423.7	1429.06	1423.19	1426.0	155126.0
2012-11-07 13:30:00	ES	Futures	1426.0	1429.06	1425.74	1426.25	82612.0
2012-11-07 14:00:00	ES	Futures	1426.51	1429.32	1426.0	1427.53	73281.0
2012-11-07 14:30:00	ES	Futures	1427.53	1427.53	1423.19	1427.02	103752.0
2012-11-07 15:00:00	ES	Futures	1427.02	1430.34	1423.95	1429.32	122259.0
2012-11-07 15:30:00	ES	Futures	1429.57	1430.09	1420.89	1421.14	272961.0
2012-11-07 16:00:00	ES	Futures	1421.4	1421.66	1418.08	1420.12	143095.0
2012-11-07 16:30:00	ES	Futures	1420.63	1422.68	1420.38	1421.91	10500.0
2012-11-07 17:00:00	ES	Futures	1421.91	1423.19	1420.12	1422.93	8878.0
2012-11-07 18:00:00	ES	Futures	1423.19	1424.98	1422.93	1423.95	7176.0
2012-11-07 18:30:00	ES	Futures	1423.7	1425.23	1423.7	1423.7	3456.0
2012-11-07 19:00:00	ES	Futures	1423.7	1423.95	1422.17	1422.42	3780.0
2012-11-07 19:30:00	ES	Futures	1422.68	1424.72	1422.42	1424.47	2047.0
2012-11-07 20:00:00	ES	Futures	1424.47	1425.49	1423.7	1424.72	3496.0
2012-11-07 20:30:00	ES	Futures	1424.72	1424.98	1422.42	1422.42	3217.0
2012-11-07 21:00:00	ES	Futures	1422.42	1425.23	1422.17	1424.47	3572.0
2012-11-07 21:30:00	ES	Futures	1424.72	1424.98	1422.42	1423.19	3687.0
2012-11-07 22:00:00	ES	Futures	1423.44	1423.7	1421.66	1422.17	2173.0
2012-11-07 22:30:00	ES	Futures	1422.42	1423.95	1422.17	1422.68	1994.0
2012-11-07 23:00:00	ES	Futures	1422.68	1423.95	1421.91	1423.7	1801.0
2012-11-07 23:30:00	ES	Futures	1423.95	1424.72	1423.44	1424.21	2280.0
2012-11-07 00:00:00	NQ	Futures	3096.96	3101.03	3094.93	3099.29	790.0
2012-11-07 00:30:00	NQ	Futures	3099.87	3109.17	3098.13	3105.97	1222.0
2012-11-07 01:00:00	NQ	Futures	3105.97	3108.01	3103.94	3106.84	767.0

> showing 50 of 2,850 rows — these rows as CSV

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