PREVIEW / futures_30min / 2012-11-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-12.parquet
  size:    69 KB
  rows:    2,725

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
2012-11-12 00:00:00	ES	Futures	1408.37	1408.88	1407.61	1407.86	1431.0
2012-11-12 00:30:00	ES	Futures	1407.86	1408.12	1407.09	1407.61	1403.0
2012-11-12 01:00:00	ES	Futures	1407.61	1408.63	1407.61	1408.63	1425.0
2012-11-12 01:30:00	ES	Futures	1408.63	1408.63	1408.12	1408.12	649.0
2012-11-12 02:00:00	ES	Futures	1408.12	1408.37	1406.33	1406.84	3466.0
2012-11-12 02:30:00	ES	Futures	1406.84	1408.88	1406.58	1407.86	5725.0
2012-11-12 03:00:00	ES	Futures	1408.12	1409.14	1406.07	1408.63	14542.0
2012-11-12 03:30:00	ES	Futures	1408.88	1408.88	1405.05	1406.58	13733.0
2012-11-12 04:00:00	ES	Futures	1406.58	1408.12	1405.31	1407.86	12508.0
2012-11-12 04:30:00	ES	Futures	1407.61	1409.65	1406.58	1408.37	11367.0
2012-11-12 05:00:00	ES	Futures	1408.63	1409.65	1408.37	1409.39	6017.0
2012-11-12 05:30:00	ES	Futures	1409.39	1410.16	1407.09	1407.61	8376.0
2012-11-12 06:00:00	ES	Futures	1407.35	1409.39	1407.35	1408.88	6674.0
2012-11-12 06:30:00	ES	Futures	1408.88	1409.39	1408.12	1409.14	5406.0
2012-11-12 07:00:00	ES	Futures	1409.14	1411.44	1408.63	1411.18	11114.0
2012-11-12 07:30:00	ES	Futures	1410.93	1411.69	1410.16	1411.18	17597.0
2012-11-12 08:00:00	ES	Futures	1411.18	1411.44	1408.88	1410.42	13588.0
2012-11-12 08:30:00	ES	Futures	1410.16	1411.44	1409.9	1410.67	10268.0
2012-11-12 09:00:00	ES	Futures	1410.93	1411.18	1409.39	1409.39	16636.0
2012-11-12 09:30:00	ES	Futures	1409.65	1411.18	1407.61	1409.65	132600.0
2012-11-12 10:00:00	ES	Futures	1409.39	1409.65	1406.07	1407.35	87052.0
2012-11-12 10:30:00	ES	Futures	1407.35	1408.37	1403.77	1404.28	101639.0
2012-11-12 11:00:00	ES	Futures	1404.28	1405.56	1403.01	1405.05	96131.0
2012-11-12 11:30:00	ES	Futures	1405.31	1405.56	1403.52	1403.77	62961.0
2012-11-12 12:00:00	ES	Futures	1403.77	1405.82	1403.52	1405.56	38971.0
2012-11-12 12:30:00	ES	Futures	1405.56	1408.37	1405.31	1408.12	40299.0
2012-11-12 13:00:00	ES	Futures	1408.37	1411.95	1408.12	1411.18	62474.0
2012-11-12 13:30:00	ES	Futures	1410.93	1411.44	1408.63	1409.9	32415.0
2012-11-12 14:00:00	ES	Futures	1410.16	1410.93	1408.12	1409.39	35349.0
2012-11-12 14:30:00	ES	Futures	1409.39	1409.39	1406.58	1407.86	37312.0
2012-11-12 15:00:00	ES	Futures	1407.86	1408.88	1405.56	1407.09	56852.0
2012-11-12 15:30:00	ES	Futures	1407.09	1408.88	1406.07	1406.33	95870.0
2012-11-12 16:00:00	ES	Futures	1406.58	1408.88	1405.82	1408.37	53248.0
2012-11-12 16:30:00	ES	Futures	1408.37	1409.14	1408.12	1408.88	4062.0
2012-11-12 17:00:00	ES	Futures	1408.88	1409.14	1408.37	1408.37	671.0
2012-11-12 18:00:00	ES	Futures	1408.37	1408.63	1407.09	1407.35	2581.0
2012-11-12 18:30:00	ES	Futures	1407.35	1407.86	1405.05	1405.31	3844.0
2012-11-12 19:00:00	ES	Futures	1405.31	1405.82	1404.28	1404.54	3828.0
2012-11-12 19:30:00	ES	Futures	1404.54	1404.79	1403.77	1404.28	2652.0
2012-11-12 20:00:00	ES	Futures	1404.28	1404.79	1403.26	1404.79	2574.0
2012-11-12 20:30:00	ES	Futures	1404.79	1404.79	1401.22	1401.47	6852.0
2012-11-12 21:00:00	ES	Futures	1401.47	1402.24	1399.43	1401.98	7613.0
2012-11-12 21:30:00	ES	Futures	1402.24	1403.01	1400.96	1402.24	4368.0
2012-11-12 22:00:00	ES	Futures	1402.5	1403.26	1401.22	1402.24	3700.0
2012-11-12 22:30:00	ES	Futures	1402.24	1402.24	1400.71	1401.22	2806.0
2012-11-12 23:00:00	ES	Futures	1401.47	1401.73	1399.43	1399.69	3367.0
2012-11-12 23:30:00	ES	Futures	1399.94	1399.94	1397.9	1398.15	5547.0
2012-11-12 00:00:00	NQ	Futures	3007.18	3007.76	3007.18	3007.18	350.0
2012-11-12 00:30:00	NQ	Futures	3007.18	3007.18	3005.14	3006.01	174.0
2012-11-12 01:00:00	NQ	Futures	3006.01	3007.76	3005.72	3007.76	105.0

> showing 50 of 2,725 rows — these rows as CSV

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