PREVIEW / futures_30min / 2012-11-09

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-09.parquet
  size:    66 KB
  rows:    2,271

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
2012-11-09 00:00:00	ES	Futures	1409.9	1411.44	1409.9	1410.93	4519.0
2012-11-09 00:30:00	ES	Futures	1411.18	1411.44	1409.9	1410.67	1950.0
2012-11-09 01:00:00	ES	Futures	1410.67	1411.18	1409.9	1410.42	2459.0
2012-11-09 01:30:00	ES	Futures	1410.16	1411.95	1410.16	1411.69	3071.0
2012-11-09 02:00:00	ES	Futures	1411.44	1411.95	1410.67	1411.18	6017.0
2012-11-09 02:30:00	ES	Futures	1411.18	1411.18	1409.14	1410.16	5547.0
2012-11-09 03:00:00	ES	Futures	1410.16	1410.42	1407.35	1407.61	22745.0
2012-11-09 03:30:00	ES	Futures	1407.61	1407.86	1404.54	1405.82	30580.0
2012-11-09 04:00:00	ES	Futures	1406.07	1407.35	1404.54	1407.35	21656.0
2012-11-09 04:30:00	ES	Futures	1407.09	1408.12	1406.07	1407.86	13606.0
2012-11-09 05:00:00	ES	Futures	1407.86	1408.37	1403.52	1405.05	22739.0
2012-11-09 05:30:00	ES	Futures	1405.31	1405.31	1401.47	1401.73	24685.0
2012-11-09 06:00:00	ES	Futures	1401.47	1404.03	1400.71	1403.77	22702.0
2012-11-09 06:30:00	ES	Futures	1403.77	1404.28	1401.98	1401.98	12103.0
2012-11-09 07:00:00	ES	Futures	1402.24	1402.5	1400.96	1402.24	19431.0
2012-11-09 07:30:00	ES	Futures	1402.24	1402.24	1396.88	1397.39	62366.0
2012-11-09 08:00:00	ES	Futures	1397.39	1397.64	1393.3	1396.62	75985.0
2012-11-09 08:30:00	ES	Futures	1396.62	1400.2	1396.36	1398.41	70451.0
2012-11-09 09:00:00	ES	Futures	1398.41	1401.73	1398.41	1399.69	64115.0
2012-11-09 09:30:00	ES	Futures	1399.69	1405.31	1398.92	1403.77	276733.0
2012-11-09 10:00:00	ES	Futures	1403.52	1410.42	1403.01	1408.88	227706.0
2012-11-09 10:30:00	ES	Futures	1408.88	1411.95	1406.58	1410.42	137212.0
2012-11-09 11:00:00	ES	Futures	1410.16	1412.71	1408.88	1410.67	138109.0
2012-11-09 11:30:00	ES	Futures	1410.93	1413.74	1409.9	1412.97	130598.0
2012-11-09 12:00:00	ES	Futures	1413.23	1417.82	1412.97	1417.06	127797.0
2012-11-09 12:30:00	ES	Futures	1417.06	1418.33	1415.01	1415.52	79145.0
2012-11-09 13:00:00	ES	Futures	1415.52	1417.06	1406.58	1407.09	187617.0
2012-11-09 13:30:00	ES	Futures	1407.35	1409.9	1404.54	1409.14	145826.0
2012-11-09 14:00:00	ES	Futures	1409.39	1411.44	1406.58	1411.18	79474.0
2012-11-09 14:30:00	ES	Futures	1411.18	1414.76	1408.37	1408.88	96918.0
2012-11-09 15:00:00	ES	Futures	1408.88	1409.65	1406.58	1409.39	75509.0
2012-11-09 15:30:00	ES	Futures	1409.39	1411.69	1404.79	1405.31	222244.0
2012-11-09 16:00:00	ES	Futures	1405.56	1407.35	1404.03	1406.07	84289.0
2012-11-09 00:00:00	NQ	Futures	3002.53	3003.69	3001.36	3003.4	441.0
2012-11-09 00:30:00	NQ	Futures	3002.82	3003.4	3000.49	3001.36	193.0
2012-11-09 01:00:00	NQ	Futures	3001.36	3001.94	2999.91	3000.49	127.0
2012-11-09 01:30:00	NQ	Futures	3000.49	3003.11	3000.49	3002.82	205.0
2012-11-09 02:00:00	NQ	Futures	3002.82	3003.11	3000.78	3001.94	617.0
2012-11-09 02:30:00	NQ	Futures	3001.94	3001.94	2997.88	3001.36	627.0
2012-11-09 03:00:00	NQ	Futures	3001.36	3001.65	2995.84	2996.13	1293.0
2012-11-09 03:30:00	NQ	Futures	2996.13	2996.71	2990.61	2994.97	2539.0
2012-11-09 04:00:00	NQ	Futures	2994.68	2997.88	2992.36	2997.88	2028.0
2012-11-09 04:30:00	NQ	Futures	2997.88	2999.62	2995.84	2999.62	1216.0
2012-11-09 05:00:00	NQ	Futures	2999.33	3000.2	2990.03	2993.81	1815.0
2012-11-09 05:30:00	NQ	Futures	2993.52	2993.81	2987.42	2987.71	2232.0
2012-11-09 06:00:00	NQ	Futures	2987.42	2992.36	2985.67	2992.36	2023.0
2012-11-09 06:30:00	NQ	Futures	2992.07	2992.94	2988.58	2989.45	1066.0
2012-11-09 07:00:00	NQ	Futures	2989.45	2989.45	2985.96	2987.71	2118.0
2012-11-09 07:30:00	NQ	Futures	2987.71	2987.71	2978.12	2978.99	5143.0
2012-11-09 08:00:00	NQ	Futures	2978.41	2979.57	2971.14	2979.28	8126.0

> showing 50 of 2,271 rows — these rows as CSV

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