PREVIEW / futures_30min / 2012-11-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-20.parquet
  size:    74 KB
  rows:    2,791

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
2012-11-20 00:00:00	ES	Futures	1411.18	1411.69	1410.67	1411.18	2287.0
2012-11-20 00:30:00	ES	Futures	1411.18	1412.2	1410.93	1411.95	1455.0
2012-11-20 01:00:00	ES	Futures	1411.69	1411.95	1410.42	1410.42	1963.0
2012-11-20 01:30:00	ES	Futures	1410.67	1410.93	1409.9	1410.42	3034.0
2012-11-20 02:00:00	ES	Futures	1410.42	1411.44	1409.14	1409.39	6709.0
2012-11-20 02:30:00	ES	Futures	1409.14	1409.65	1408.63	1409.14	5222.0
2012-11-20 03:00:00	ES	Futures	1409.39	1412.97	1408.12	1411.44	20344.0
2012-11-20 03:30:00	ES	Futures	1411.44	1411.69	1409.14	1410.16	12398.0
2012-11-20 04:00:00	ES	Futures	1409.9	1412.97	1409.65	1412.2	12112.0
2012-11-20 04:30:00	ES	Futures	1412.2	1412.71	1409.9	1410.67	10694.0
2012-11-20 05:00:00	ES	Futures	1410.67	1413.23	1409.9	1412.97	10370.0
2012-11-20 05:30:00	ES	Futures	1412.97	1414.5	1412.2	1413.99	12247.0
2012-11-20 06:00:00	ES	Futures	1413.74	1413.99	1412.71	1413.23	6327.0
2012-11-20 06:30:00	ES	Futures	1413.23	1413.48	1412.46	1412.97	4278.0
2012-11-20 07:00:00	ES	Futures	1412.97	1414.5	1412.71	1413.48	7349.0
2012-11-20 07:30:00	ES	Futures	1413.48	1413.48	1409.65	1410.67	21998.0
2012-11-20 08:00:00	ES	Futures	1410.67	1413.99	1410.67	1412.97	27476.0
2012-11-20 08:30:00	ES	Futures	1413.23	1415.27	1412.46	1413.23	29906.0
2012-11-20 09:00:00	ES	Futures	1413.48	1413.74	1411.95	1412.71	22544.0
2012-11-20 09:30:00	ES	Futures	1412.71	1412.97	1408.37	1412.2	152408.0
2012-11-20 10:00:00	ES	Futures	1412.46	1415.01	1410.67	1413.99	101511.0
2012-11-20 10:30:00	ES	Futures	1413.99	1416.29	1412.71	1412.97	99308.0
2012-11-20 11:00:00	ES	Futures	1413.23	1415.52	1411.69	1414.76	102535.0
2012-11-20 11:30:00	ES	Futures	1415.01	1417.57	1413.74	1416.8	81275.0
2012-11-20 12:00:00	ES	Futures	1416.8	1417.82	1414.25	1415.01	76522.0
2012-11-20 12:30:00	ES	Futures	1415.01	1415.52	1413.48	1414.76	60106.0
2012-11-20 13:00:00	ES	Futures	1415.01	1415.27	1404.03	1404.28	164595.0
2012-11-20 13:30:00	ES	Futures	1404.28	1410.16	1404.03	1409.65	76854.0
2012-11-20 14:00:00	ES	Futures	1409.65	1412.46	1408.63	1411.95	58099.0
2012-11-20 14:30:00	ES	Futures	1411.95	1412.2	1409.39	1411.69	47663.0
2012-11-20 15:00:00	ES	Futures	1411.69	1413.99	1411.18	1412.71	51373.0
2012-11-20 15:30:00	ES	Futures	1412.46	1416.29	1411.95	1415.78	124598.0
2012-11-20 16:00:00	ES	Futures	1416.04	1417.31	1415.52	1416.04	67771.0
2012-11-20 16:30:00	ES	Futures	1416.29	1416.55	1415.78	1416.29	6967.0
2012-11-20 17:00:00	ES	Futures	1416.04	1416.55	1416.04	1416.29	1711.0
2012-11-20 18:00:00	ES	Futures	1416.29	1416.55	1415.78	1416.55	2234.0
2012-11-20 18:30:00	ES	Futures	1416.29	1416.55	1415.52	1416.04	1637.0
2012-11-20 19:00:00	ES	Futures	1415.78	1417.57	1415.27	1417.31	4349.0
2012-11-20 19:30:00	ES	Futures	1417.31	1419.61	1416.8	1417.82	7668.0
2012-11-20 20:00:00	ES	Futures	1417.82	1418.85	1417.31	1417.82	4919.0
2012-11-20 20:30:00	ES	Futures	1417.82	1419.61	1417.82	1419.1	4349.0
2012-11-20 21:00:00	ES	Futures	1419.1	1419.61	1418.08	1418.08	1861.0
2012-11-20 21:30:00	ES	Futures	1418.08	1418.33	1416.8	1417.31	2551.0
2012-11-20 22:00:00	ES	Futures	1417.31	1417.31	1415.01	1417.06	5084.0
2012-11-20 22:30:00	ES	Futures	1417.06	1417.82	1411.18	1411.44	14786.0
2012-11-20 23:00:00	ES	Futures	1411.69	1411.69	1407.09	1409.14	13624.0
2012-11-20 23:30:00	ES	Futures	1409.39	1409.9	1407.86	1408.12	3194.0
2012-11-20 00:00:00	NQ	Futures	3003.4	3004.56	3003.11	3003.98	324.0
2012-11-20 00:30:00	NQ	Futures	3003.98	3005.14	3003.4	3005.14	391.0
2012-11-20 01:00:00	NQ	Futures	3004.56	3004.56	3002.24	3002.24	225.0

> showing 50 of 2,791 rows — these rows as CSV

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