PREVIEW / futures_30min / 2012-11-15

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-15.parquet
  size:    74 KB
  rows:    2,854

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
2012-11-15 00:00:00	ES	Futures	1384.61	1385.64	1384.36	1384.61	3205.0
2012-11-15 00:30:00	ES	Futures	1384.87	1385.64	1384.61	1384.87	1484.0
2012-11-15 01:00:00	ES	Futures	1384.61	1384.87	1382.83	1382.83	2851.0
2012-11-15 01:30:00	ES	Futures	1383.08	1384.87	1383.08	1384.61	2612.0
2012-11-15 02:00:00	ES	Futures	1384.61	1386.66	1384.1	1386.15	8993.0
2012-11-15 02:30:00	ES	Futures	1386.15	1386.91	1384.1	1384.36	5342.0
2012-11-15 03:00:00	ES	Futures	1384.61	1387.17	1384.1	1386.91	16114.0
2012-11-15 03:30:00	ES	Futures	1386.66	1387.93	1386.15	1386.66	15612.0
2012-11-15 04:00:00	ES	Futures	1386.91	1387.17	1385.12	1385.64	11068.0
2012-11-15 04:30:00	ES	Futures	1385.38	1387.17	1385.12	1386.66	11683.0
2012-11-15 05:00:00	ES	Futures	1386.66	1387.42	1385.38	1387.17	12698.0
2012-11-15 05:30:00	ES	Futures	1387.17	1388.7	1386.66	1388.19	10708.0
2012-11-15 06:00:00	ES	Futures	1387.93	1388.19	1386.4	1386.66	7619.0
2012-11-15 06:30:00	ES	Futures	1386.66	1387.17	1385.89	1386.15	9432.0
2012-11-15 07:00:00	ES	Futures	1385.89	1386.15	1382.06	1382.06	24629.0
2012-11-15 07:30:00	ES	Futures	1382.31	1384.36	1381.8	1384.1	24652.0
2012-11-15 08:00:00	ES	Futures	1383.85	1385.64	1382.83	1383.85	22110.0
2012-11-15 08:30:00	ES	Futures	1383.85	1383.85	1378.99	1381.29	78776.0
2012-11-15 09:00:00	ES	Futures	1381.29	1384.87	1380.78	1382.83	56781.0
2012-11-15 09:30:00	ES	Futures	1382.83	1388.19	1380.01	1381.04	264394.0
2012-11-15 10:00:00	ES	Futures	1381.04	1387.42	1377.97	1383.59	243385.0
2012-11-15 10:30:00	ES	Futures	1383.59	1385.64	1379.76	1380.01	141480.0
2012-11-15 11:00:00	ES	Futures	1380.01	1381.55	1377.2	1378.23	199495.0
2012-11-15 11:30:00	ES	Futures	1378.23	1380.27	1374.65	1376.18	193908.0
2012-11-15 12:00:00	ES	Futures	1376.18	1377.72	1374.65	1375.93	86345.0
2012-11-15 12:30:00	ES	Futures	1375.67	1379.25	1375.16	1376.95	77874.0
2012-11-15 13:00:00	ES	Futures	1376.95	1381.29	1375.67	1381.04	87581.0
2012-11-15 13:30:00	ES	Futures	1381.04	1386.15	1380.27	1383.59	111941.0
2012-11-15 14:00:00	ES	Futures	1383.34	1383.59	1379.5	1381.04	83157.0
2012-11-15 14:30:00	ES	Futures	1381.29	1381.55	1378.74	1380.01	64399.0
2012-11-15 15:00:00	ES	Futures	1380.01	1380.27	1375.16	1376.18	107576.0
2012-11-15 15:30:00	ES	Futures	1376.18	1382.83	1374.91	1379.76	258406.0
2012-11-15 16:00:00	ES	Futures	1380.01	1381.55	1378.99	1381.04	97906.0
2012-11-15 16:30:00	ES	Futures	1381.04	1381.8	1379.5	1381.55	8309.0
2012-11-15 17:00:00	ES	Futures	1381.55	1381.8	1380.01	1380.27	2664.0
2012-11-15 18:00:00	ES	Futures	1380.01	1381.29	1380.01	1380.27	1720.0
2012-11-15 18:30:00	ES	Futures	1380.27	1380.78	1379.25	1379.76	2061.0
2012-11-15 19:00:00	ES	Futures	1379.76	1379.76	1377.46	1378.48	7725.0
2012-11-15 19:30:00	ES	Futures	1378.48	1378.74	1376.95	1377.72	3892.0
2012-11-15 20:00:00	ES	Futures	1377.72	1378.99	1377.46	1377.72	2965.0
2012-11-15 20:30:00	ES	Futures	1377.72	1378.99	1377.2	1378.48	2282.0
2012-11-15 21:00:00	ES	Futures	1378.23	1379.25	1377.72	1377.97	1890.0
2012-11-15 21:30:00	ES	Futures	1377.97	1378.74	1377.2	1378.48	1573.0
2012-11-15 22:00:00	ES	Futures	1378.48	1378.99	1377.46	1378.74	2897.0
2012-11-15 22:30:00	ES	Futures	1378.48	1379.25	1377.72	1378.99	1789.0
2012-11-15 23:00:00	ES	Futures	1379.25	1379.5	1378.74	1379.25	1561.0
2012-11-15 23:30:00	ES	Futures	1379.25	1379.76	1378.74	1378.99	2094.0
2012-11-15 00:00:00	NQ	Futures	2944.41	2945.57	2943.54	2943.83	267.0
2012-11-15 00:30:00	NQ	Futures	2944.12	2945.28	2943.83	2944.12	98.0
2012-11-15 01:00:00	NQ	Futures	2943.54	2944.12	2939.18	2939.18	237.0

> showing 50 of 2,854 rows — these rows as CSV

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