PREVIEW / futures_30min / 2012-11-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-19.parquet
  size:    71 KB
  rows:    2,731

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
2012-11-19 00:00:00	ES	Futures	1393.04	1393.3	1392.28	1392.79	2486.0
2012-11-19 00:30:00	ES	Futures	1392.53	1393.04	1391.51	1391.77	2707.0
2012-11-19 01:00:00	ES	Futures	1391.51	1393.3	1391.51	1393.3	2028.0
2012-11-19 01:30:00	ES	Futures	1393.04	1393.55	1392.28	1392.28	1702.0
2012-11-19 02:00:00	ES	Futures	1392.53	1393.55	1391.77	1393.04	3789.0
2012-11-19 02:30:00	ES	Futures	1392.79	1394.83	1392.79	1393.55	7198.0
2012-11-19 03:00:00	ES	Futures	1393.81	1394.07	1392.28	1393.55	16987.0
2012-11-19 03:30:00	ES	Futures	1393.55	1396.11	1393.04	1395.85	13363.0
2012-11-19 04:00:00	ES	Futures	1395.6	1396.62	1394.58	1394.83	15161.0
2012-11-19 04:30:00	ES	Futures	1394.83	1396.36	1394.32	1396.11	9078.0
2012-11-19 05:00:00	ES	Futures	1396.11	1396.62	1395.34	1395.6	8424.0
2012-11-19 05:30:00	ES	Futures	1395.85	1396.36	1395.34	1396.36	3766.0
2012-11-19 06:00:00	ES	Futures	1396.36	1397.13	1395.6	1396.88	9367.0
2012-11-19 06:30:00	ES	Futures	1396.88	1398.92	1396.62	1398.41	17561.0
2012-11-19 07:00:00	ES	Futures	1398.41	1399.17	1397.9	1398.15	10557.0
2012-11-19 07:30:00	ES	Futures	1398.15	1398.41	1396.36	1397.39	17510.0
2012-11-19 08:00:00	ES	Futures	1397.39	1401.22	1397.13	1400.45	34974.0
2012-11-19 08:30:00	ES	Futures	1400.45	1402.5	1400.45	1401.98	44784.0
2012-11-19 09:00:00	ES	Futures	1401.98	1403.26	1401.22	1401.98	49428.0
2012-11-19 09:30:00	ES	Futures	1401.98	1408.37	1401.47	1407.61	213089.0
2012-11-19 10:00:00	ES	Futures	1408.12	1409.39	1405.31	1406.84	157860.0
2012-11-19 10:30:00	ES	Futures	1406.84	1409.9	1406.07	1407.86	115435.0
2012-11-19 11:00:00	ES	Futures	1407.86	1409.39	1406.84	1408.88	127922.0
2012-11-19 11:30:00	ES	Futures	1408.88	1409.39	1407.09	1408.37	79486.0
2012-11-19 12:00:00	ES	Futures	1408.63	1410.93	1408.37	1410.16	93743.0
2012-11-19 12:30:00	ES	Futures	1409.9	1410.67	1408.88	1409.65	35439.0
2012-11-19 13:00:00	ES	Futures	1409.39	1410.16	1407.35	1408.12	41590.0
2012-11-19 13:30:00	ES	Futures	1407.86	1408.88	1407.09	1408.12	33486.0
2012-11-19 14:00:00	ES	Futures	1408.12	1409.65	1408.12	1408.88	42478.0
2012-11-19 14:30:00	ES	Futures	1409.14	1411.95	1408.12	1411.44	75547.0
2012-11-19 15:00:00	ES	Futures	1411.44	1412.2	1409.9	1411.44	81076.0
2012-11-19 15:30:00	ES	Futures	1411.44	1415.01	1410.16	1414.5	172673.0
2012-11-19 16:00:00	ES	Futures	1414.5	1415.01	1412.2	1413.23	115194.0
2012-11-19 16:30:00	ES	Futures	1413.23	1415.01	1412.97	1414.76	8713.0
2012-11-19 17:00:00	ES	Futures	1414.76	1416.04	1410.93	1411.18	14721.0
2012-11-19 18:00:00	ES	Futures	1410.16	1411.95	1409.9	1410.93	12462.0
2012-11-19 18:30:00	ES	Futures	1411.18	1411.69	1410.42	1410.93	2814.0
2012-11-19 19:00:00	ES	Futures	1410.93	1412.2	1410.67	1411.69	5406.0
2012-11-19 19:30:00	ES	Futures	1411.44	1411.69	1411.18	1411.69	1532.0
2012-11-19 20:00:00	ES	Futures	1411.44	1412.2	1411.44	1411.95	2349.0
2012-11-19 20:30:00	ES	Futures	1411.95	1412.71	1411.44	1411.95	2885.0
2012-11-19 21:00:00	ES	Futures	1411.95	1412.97	1411.44	1412.46	2076.0
2012-11-19 21:30:00	ES	Futures	1412.46	1412.97	1411.69	1412.71	1435.0
2012-11-19 22:00:00	ES	Futures	1412.71	1413.74	1412.2	1413.74	3740.0
2012-11-19 22:30:00	ES	Futures	1413.74	1414.5	1412.97	1412.97	2619.0
2012-11-19 23:00:00	ES	Futures	1412.97	1413.23	1411.95	1412.2	1922.0
2012-11-19 23:30:00	ES	Futures	1412.2	1412.2	1410.93	1411.18	2440.0
2012-11-19 00:00:00	NQ	Futures	2952.84	2953.42	2951.38	2951.97	163.0
2012-11-19 00:30:00	NQ	Futures	2952.26	2952.55	2950.51	2950.51	188.0
2012-11-19 01:00:00	NQ	Futures	2950.8	2953.71	2950.8	2953.71	110.0

> showing 50 of 2,731 rows — these rows as CSV

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