PREVIEW / futures_30min / 2012-11-08

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-08.parquet
  size:    76 KB
  rows:    2,835

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
2012-11-08 00:00:00	ES	Futures	1424.21	1424.98	1423.7	1424.98	1959.0
2012-11-08 00:30:00	ES	Futures	1424.98	1425.23	1423.19	1423.95	2584.0
2012-11-08 01:00:00	ES	Futures	1423.95	1424.47	1422.68	1423.95	2452.0
2012-11-08 01:30:00	ES	Futures	1423.95	1424.47	1421.91	1422.17	3347.0
2012-11-08 02:00:00	ES	Futures	1421.91	1423.19	1421.14	1422.17	4183.0
2012-11-08 02:30:00	ES	Futures	1422.42	1425.49	1422.17	1424.47	9632.0
2012-11-08 03:00:00	ES	Futures	1424.21	1424.98	1421.4	1421.4	17643.0
2012-11-08 03:30:00	ES	Futures	1421.4	1424.72	1421.4	1423.7	14877.0
2012-11-08 04:00:00	ES	Futures	1423.95	1424.72	1421.4	1422.17	12996.0
2012-11-08 04:30:00	ES	Futures	1422.17	1422.17	1418.33	1418.33	23810.0
2012-11-08 05:00:00	ES	Futures	1418.59	1419.36	1417.57	1418.33	16501.0
2012-11-08 05:30:00	ES	Futures	1418.33	1421.14	1418.33	1419.87	13414.0
2012-11-08 06:00:00	ES	Futures	1419.87	1420.63	1418.85	1420.12	8735.0
2012-11-08 06:30:00	ES	Futures	1420.38	1421.66	1420.12	1421.14	8979.0
2012-11-08 07:00:00	ES	Futures	1421.4	1422.68	1420.63	1421.4	14986.0
2012-11-08 07:30:00	ES	Futures	1421.4	1426.0	1421.14	1424.98	30496.0
2012-11-08 08:00:00	ES	Futures	1424.98	1424.98	1422.68	1423.19	17286.0
2012-11-08 08:30:00	ES	Futures	1423.19	1424.72	1421.4	1423.7	44431.0
2012-11-08 09:00:00	ES	Futures	1423.7	1424.21	1420.38	1420.63	47675.0
2012-11-08 09:30:00	ES	Futures	1420.63	1428.04	1420.63	1425.23	243364.0
2012-11-08 10:00:00	ES	Futures	1424.98	1425.74	1418.08	1419.87	209812.0
2012-11-08 10:30:00	ES	Futures	1419.61	1422.42	1416.55	1418.59	274904.0
2012-11-08 11:00:00	ES	Futures	1418.59	1420.12	1415.78	1418.85	216719.0
2012-11-08 11:30:00	ES	Futures	1418.59	1419.1	1414.76	1418.59	150253.0
2012-11-08 12:00:00	ES	Futures	1418.59	1418.59	1414.25	1416.29	116546.0
2012-11-08 12:30:00	ES	Futures	1416.04	1416.29	1412.46	1415.27	117499.0
2012-11-08 13:00:00	ES	Futures	1415.01	1415.78	1407.35	1408.88	157275.0
2012-11-08 13:30:00	ES	Futures	1409.14	1414.76	1407.86	1414.25	105680.0
2012-11-08 14:00:00	ES	Futures	1414.5	1414.5	1410.42	1411.18	81556.0
2012-11-08 14:30:00	ES	Futures	1411.18	1412.97	1409.39	1411.18	79435.0
2012-11-08 15:00:00	ES	Futures	1411.18	1412.71	1410.16	1410.93	98082.0
2012-11-08 15:30:00	ES	Futures	1410.93	1410.93	1403.52	1403.77	275108.0
2012-11-08 16:00:00	ES	Futures	1404.03	1405.56	1402.5	1405.05	131968.0
2012-11-08 16:30:00	ES	Futures	1405.82	1406.84	1405.31	1406.07	8180.0
2012-11-08 17:00:00	ES	Futures	1406.07	1406.58	1405.56	1406.33	2511.0
2012-11-08 18:00:00	ES	Futures	1406.07	1406.84	1405.56	1406.58	4425.0
2012-11-08 18:30:00	ES	Futures	1406.84	1407.09	1406.58	1406.84	2580.0
2012-11-08 19:00:00	ES	Futures	1406.58	1406.84	1405.82	1405.82	4972.0
2012-11-08 19:30:00	ES	Futures	1406.07	1406.33	1405.31	1406.33	3414.0
2012-11-08 20:00:00	ES	Futures	1406.33	1408.63	1406.07	1408.12	4630.0
2012-11-08 20:30:00	ES	Futures	1408.12	1409.65	1407.61	1408.88	5817.0
2012-11-08 21:00:00	ES	Futures	1409.14	1409.65	1408.63	1409.14	2307.0
2012-11-08 21:30:00	ES	Futures	1409.14	1410.93	1408.88	1410.42	4074.0
2012-11-08 22:00:00	ES	Futures	1410.16	1410.67	1409.65	1409.9	2872.0
2012-11-08 22:30:00	ES	Futures	1409.9	1409.9	1408.12	1409.14	3141.0
2012-11-08 23:00:00	ES	Futures	1409.14	1410.16	1408.88	1409.39	1973.0
2012-11-08 23:30:00	ES	Futures	1409.39	1410.42	1409.14	1409.9	2046.0
2012-11-08 00:00:00	NQ	Futures	3045.82	3046.69	3044.08	3046.11	222.0
2012-11-08 00:30:00	NQ	Futures	3046.69	3047.57	3043.79	3044.95	236.0
2012-11-08 01:00:00	NQ	Futures	3044.66	3045.53	3042.92	3044.95	212.0

> showing 50 of 2,835 rows — these rows as CSV

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