PREVIEW / futures_30min / 2012-11-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-14.parquet
  size:    75 KB
  rows:    2,824

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
2012-11-14 00:00:00	ES	Futures	1405.82	1405.82	1404.79	1405.82	1329.0
2012-11-14 00:30:00	ES	Futures	1405.56	1406.58	1405.56	1406.33	1153.0
2012-11-14 01:00:00	ES	Futures	1406.33	1406.33	1405.82	1406.07	926.0
2012-11-14 01:30:00	ES	Futures	1406.33	1407.09	1405.82	1407.09	3883.0
2012-11-14 02:00:00	ES	Futures	1407.09	1407.09	1405.56	1407.09	4232.0
2012-11-14 02:30:00	ES	Futures	1406.84	1409.65	1406.84	1408.88	10253.0
2012-11-14 03:00:00	ES	Futures	1409.39	1409.39	1406.58	1408.63	17260.0
2012-11-14 03:30:00	ES	Futures	1408.63	1409.65	1407.61	1407.61	14054.0
2012-11-14 04:00:00	ES	Futures	1407.86	1410.42	1407.61	1410.16	15484.0
2012-11-14 04:30:00	ES	Futures	1409.9	1411.95	1409.65	1410.67	16549.0
2012-11-14 05:00:00	ES	Futures	1410.67	1410.93	1408.12	1408.63	10120.0
2012-11-14 05:30:00	ES	Futures	1408.37	1409.39	1407.35	1407.86	9982.0
2012-11-14 06:00:00	ES	Futures	1407.86	1408.37	1406.58	1407.86	10844.0
2012-11-14 06:30:00	ES	Futures	1407.61	1408.12	1405.56	1407.86	10059.0
2012-11-14 07:00:00	ES	Futures	1407.86	1408.37	1404.79	1405.82	13128.0
2012-11-14 07:30:00	ES	Futures	1405.82	1406.84	1403.77	1404.54	24061.0
2012-11-14 08:00:00	ES	Futures	1404.54	1408.37	1403.52	1406.84	34723.0
2012-11-14 08:30:00	ES	Futures	1406.84	1407.09	1403.52	1405.31	49793.0
2012-11-14 09:00:00	ES	Futures	1405.31	1407.35	1404.54	1405.56	42512.0
2012-11-14 09:30:00	ES	Futures	1405.82	1407.86	1400.96	1401.98	198514.0
2012-11-14 10:00:00	ES	Futures	1402.24	1404.28	1396.88	1397.13	189343.0
2012-11-14 10:30:00	ES	Futures	1397.13	1398.15	1392.28	1393.81	221561.0
2012-11-14 11:00:00	ES	Futures	1393.81	1397.64	1392.02	1396.88	149038.0
2012-11-14 11:30:00	ES	Futures	1396.88	1398.66	1394.07	1398.41	146593.0
2012-11-14 12:00:00	ES	Futures	1398.15	1398.66	1393.04	1395.6	99785.0
2012-11-14 12:30:00	ES	Futures	1395.34	1396.36	1392.79	1393.55	60848.0
2012-11-14 13:00:00	ES	Futures	1393.55	1397.13	1392.79	1394.83	71222.0
2012-11-14 13:30:00	ES	Futures	1394.83	1397.64	1393.3	1396.36	93502.0
2012-11-14 14:00:00	ES	Futures	1396.36	1398.41	1390.49	1393.55	155278.0
2012-11-14 14:30:00	ES	Futures	1393.81	1393.81	1389.72	1389.98	79716.0
2012-11-14 15:00:00	ES	Futures	1389.98	1390.74	1383.34	1385.89	225035.0
2012-11-14 15:30:00	ES	Futures	1385.89	1386.4	1378.99	1382.31	306423.0
2012-11-14 16:00:00	ES	Futures	1382.31	1383.59	1381.8	1382.83	112987.0
2012-11-14 16:30:00	ES	Futures	1383.59	1384.61	1383.34	1384.1	10281.0
2012-11-14 17:00:00	ES	Futures	1384.1	1384.1	1382.57	1382.83	4045.0
2012-11-14 18:00:00	ES	Futures	1383.08	1385.12	1383.08	1384.87	4806.0
2012-11-14 18:30:00	ES	Futures	1385.12	1385.38	1383.59	1383.85	3721.0
2012-11-14 19:00:00	ES	Futures	1384.1	1384.1	1382.83	1382.83	5476.0
2012-11-14 19:30:00	ES	Futures	1383.08	1384.36	1383.08	1383.08	3535.0
2012-11-14 20:00:00	ES	Futures	1383.08	1383.59	1381.29	1383.08	6115.0
2012-11-14 20:30:00	ES	Futures	1383.34	1383.34	1380.78	1382.83	5508.0
2012-11-14 21:00:00	ES	Futures	1382.83	1384.61	1381.8	1384.1	3470.0
2012-11-14 21:30:00	ES	Futures	1384.36	1384.87	1383.85	1384.87	1794.0
2012-11-14 22:00:00	ES	Futures	1384.87	1384.87	1383.59	1384.1	1295.0
2012-11-14 22:30:00	ES	Futures	1384.36	1385.38	1384.1	1384.87	2704.0
2012-11-14 23:00:00	ES	Futures	1384.61	1385.38	1384.36	1384.61	1700.0
2012-11-14 23:30:00	ES	Futures	1384.61	1385.12	1384.36	1384.61	1269.0
2012-11-14 00:00:00	NQ	Futures	2994.68	2995.26	2993.23	2994.68	108.0
2012-11-14 00:30:00	NQ	Futures	2995.26	2997.3	2994.97	2996.42	294.0
2012-11-14 01:00:00	NQ	Futures	2996.42	2997.3	2996.13	2996.13	84.0

> showing 50 of 2,824 rows — these rows as CSV

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