PREVIEW / futures_30min / 2012-11-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-13.parquet
  size:    74 KB
  rows:    2,828

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
2012-11-13 00:00:00	ES	Futures	1397.9	1399.69	1397.64	1399.17	4192.0
2012-11-13 00:30:00	ES	Futures	1399.43	1399.94	1398.92	1399.69	2233.0
2012-11-13 01:00:00	ES	Futures	1399.43	1400.45	1399.43	1400.2	1620.0
2012-11-13 01:30:00	ES	Futures	1400.2	1401.73	1399.43	1401.22	3676.0
2012-11-13 02:00:00	ES	Futures	1401.22	1401.47	1399.17	1401.22	4906.0
2012-11-13 02:30:00	ES	Futures	1401.22	1401.73	1398.41	1399.43	5501.0
2012-11-13 03:00:00	ES	Futures	1399.43	1399.94	1396.11	1397.13	21515.0
2012-11-13 03:30:00	ES	Futures	1396.88	1398.66	1396.88	1397.39	11876.0
2012-11-13 04:00:00	ES	Futures	1397.39	1401.47	1396.88	1400.96	18509.0
2012-11-13 04:30:00	ES	Futures	1401.22	1401.22	1399.94	1400.2	8475.0
2012-11-13 05:00:00	ES	Futures	1400.45	1400.71	1397.39	1397.9	18637.0
2012-11-13 05:30:00	ES	Futures	1398.15	1399.43	1397.9	1397.9	8395.0
2012-11-13 06:00:00	ES	Futures	1398.15	1398.15	1395.6	1397.64	17599.0
2012-11-13 06:30:00	ES	Futures	1397.9	1403.01	1397.64	1402.24	37677.0
2012-11-13 07:00:00	ES	Futures	1402.24	1405.05	1400.2	1401.73	28374.0
2012-11-13 07:30:00	ES	Futures	1401.73	1403.52	1399.94	1400.96	23429.0
2012-11-13 08:00:00	ES	Futures	1401.22	1402.75	1400.45	1400.96	17706.0
2012-11-13 08:30:00	ES	Futures	1401.22	1401.47	1399.17	1399.94	33842.0
2012-11-13 09:00:00	ES	Futures	1399.94	1399.94	1397.13	1398.66	41066.0
2012-11-13 09:30:00	ES	Futures	1398.92	1407.86	1396.88	1406.84	211526.0
2012-11-13 10:00:00	ES	Futures	1407.09	1411.18	1404.28	1407.86	186478.0
2012-11-13 10:30:00	ES	Futures	1408.12	1414.76	1406.84	1414.5	197083.0
2012-11-13 11:00:00	ES	Futures	1414.25	1416.55	1413.23	1413.99	156253.0
2012-11-13 11:30:00	ES	Futures	1413.99	1415.27	1412.2	1414.25	92950.0
2012-11-13 12:00:00	ES	Futures	1414.25	1414.5	1410.93	1411.18	46390.0
2012-11-13 12:30:00	ES	Futures	1411.18	1411.44	1408.63	1409.9	69213.0
2012-11-13 13:00:00	ES	Futures	1410.16	1413.48	1408.63	1411.18	51543.0
2012-11-13 13:30:00	ES	Futures	1411.44	1413.23	1409.39	1412.97	48493.0
2012-11-13 14:00:00	ES	Futures	1412.97	1413.99	1411.18	1411.69	47474.0
2012-11-13 14:30:00	ES	Futures	1411.69	1412.2	1407.86	1409.65	69306.0
2012-11-13 15:00:00	ES	Futures	1409.65	1410.67	1403.01	1404.28	104017.0
2012-11-13 15:30:00	ES	Futures	1404.54	1406.33	1400.71	1401.73	197648.0
2012-11-13 16:00:00	ES	Futures	1401.73	1401.98	1399.69	1401.73	106956.0
2012-11-13 16:30:00	ES	Futures	1403.26	1405.56	1403.26	1404.79	13228.0
2012-11-13 17:00:00	ES	Futures	1404.79	1405.05	1404.03	1404.54	2438.0
2012-11-13 18:00:00	ES	Futures	1404.54	1404.79	1402.24	1403.01	4326.0
2012-11-13 18:30:00	ES	Futures	1403.01	1403.01	1401.98	1403.01	3804.0
2012-11-13 19:00:00	ES	Futures	1403.01	1404.54	1402.5	1404.28	4334.0
2012-11-13 19:30:00	ES	Futures	1404.28	1404.54	1403.26	1404.28	1854.0
2012-11-13 20:00:00	ES	Futures	1404.28	1404.54	1403.01	1403.77	2433.0
2012-11-13 20:30:00	ES	Futures	1403.77	1404.54	1402.5	1404.28	2178.0
2012-11-13 21:00:00	ES	Futures	1404.54	1405.31	1403.52	1404.79	2677.0
2012-11-13 21:30:00	ES	Futures	1404.79	1406.33	1404.79	1406.07	2506.0
2012-11-13 22:00:00	ES	Futures	1406.07	1406.33	1405.31	1405.31	1863.0
2012-11-13 22:30:00	ES	Futures	1405.31	1406.07	1404.79	1406.07	1473.0
2012-11-13 23:00:00	ES	Futures	1406.07	1406.33	1405.31	1405.31	1028.0
2012-11-13 23:30:00	ES	Futures	1405.31	1405.82	1405.05	1405.56	484.0
2012-11-13 00:00:00	NQ	Futures	2980.15	2983.06	2979.57	2982.48	669.0
2012-11-13 00:30:00	NQ	Futures	2982.48	2983.93	2982.48	2983.64	267.0
2012-11-13 01:00:00	NQ	Futures	2983.64	2985.09	2983.35	2985.09	121.0

> showing 50 of 2,828 rows — these rows as CSV

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