PREVIEW / futures_30min / 2012-11-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-21.parquet
  size:    71 KB
  rows:    2,669

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
2012-11-21 00:00:00	ES	Futures	1408.12	1409.65	1407.86	1409.39	3590.0
2012-11-21 00:30:00	ES	Futures	1409.39	1412.2	1409.39	1411.44	4903.0
2012-11-21 01:00:00	ES	Futures	1411.69	1411.95	1410.93	1411.18	1660.0
2012-11-21 01:30:00	ES	Futures	1410.93	1412.2	1410.67	1411.44	2231.0
2012-11-21 02:00:00	ES	Futures	1411.18	1412.2	1409.39	1409.9	6003.0
2012-11-21 02:30:00	ES	Futures	1409.9	1413.74	1409.65	1413.23	6776.0
2012-11-21 03:00:00	ES	Futures	1413.23	1413.74	1411.18	1413.48	14900.0
2012-11-21 03:30:00	ES	Futures	1413.23	1414.25	1411.69	1413.74	8683.0
2012-11-21 04:00:00	ES	Futures	1413.74	1416.8	1413.74	1416.04	12026.0
2012-11-21 04:30:00	ES	Futures	1415.78	1416.29	1414.25	1414.76	7996.0
2012-11-21 05:00:00	ES	Futures	1414.5	1415.27	1412.46	1415.27	13258.0
2012-11-21 05:30:00	ES	Futures	1415.27	1415.52	1413.74	1415.27	6054.0
2012-11-21 06:00:00	ES	Futures	1415.27	1417.06	1415.01	1416.04	9621.0
2012-11-21 06:30:00	ES	Futures	1416.04	1418.08	1415.52	1417.82	13871.0
2012-11-21 07:00:00	ES	Futures	1417.82	1418.33	1416.55	1416.8	9393.0
2012-11-21 07:30:00	ES	Futures	1416.8	1417.06	1414.76	1416.55	12834.0
2012-11-21 08:00:00	ES	Futures	1416.55	1418.59	1415.78	1417.31	13070.0
2012-11-21 08:30:00	ES	Futures	1417.57	1418.33	1416.55	1418.33	19800.0
2012-11-21 09:00:00	ES	Futures	1418.08	1419.36	1416.55	1416.8	26595.0
2012-11-21 09:30:00	ES	Futures	1416.55	1419.1	1414.76	1418.33	126658.0
2012-11-21 10:00:00	ES	Futures	1418.33	1418.59	1413.74	1416.04	105773.0
2012-11-21 10:30:00	ES	Futures	1416.04	1416.8	1414.25	1415.52	81133.0
2012-11-21 11:00:00	ES	Futures	1415.52	1417.31	1415.01	1416.8	69381.0
2012-11-21 11:30:00	ES	Futures	1416.8	1417.06	1414.76	1415.52	53983.0
2012-11-21 12:00:00	ES	Futures	1415.52	1418.59	1415.27	1418.33	61352.0
2012-11-21 12:30:00	ES	Futures	1418.08	1419.36	1417.57	1418.33	56798.0
2012-11-21 13:00:00	ES	Futures	1418.33	1418.59	1417.31	1418.08	19103.0
2012-11-21 13:30:00	ES	Futures	1417.82	1419.36	1417.82	1418.59	21933.0
2012-11-21 14:00:00	ES	Futures	1418.85	1419.36	1416.55	1417.82	32582.0
2012-11-21 14:30:00	ES	Futures	1417.82	1418.33	1417.57	1417.82	15887.0
2012-11-21 15:00:00	ES	Futures	1417.82	1419.1	1416.8	1417.31	25621.0
2012-11-21 15:30:00	ES	Futures	1417.31	1419.36	1417.06	1418.85	78160.0
2012-11-21 16:00:00	ES	Futures	1418.85	1420.12	1418.08	1419.36	50655.0
2012-11-21 16:30:00	ES	Futures	1419.1	1419.87	1419.1	1419.36	2569.0
2012-11-21 17:00:00	ES	Futures	1419.36	1419.87	1419.1	1419.61	422.0
2012-11-21 18:00:00	ES	Futures	1419.36	1423.19	1419.1	1420.63	4892.0
2012-11-21 18:30:00	ES	Futures	1420.89	1421.66	1420.63	1421.4	1710.0
2012-11-21 19:00:00	ES	Futures	1421.4	1422.42	1421.14	1421.4	2593.0
2012-11-21 19:30:00	ES	Futures	1421.4	1422.42	1420.89	1422.42	2496.0
2012-11-21 20:00:00	ES	Futures	1422.17	1422.68	1421.4	1421.91	2349.0
2012-11-21 20:30:00	ES	Futures	1421.91	1423.19	1421.4	1422.93	2894.0
2012-11-21 21:00:00	ES	Futures	1422.93	1423.19	1422.17	1422.42	1283.0
2012-11-21 21:30:00	ES	Futures	1422.42	1423.19	1422.17	1422.93	1007.0
2012-11-21 22:00:00	ES	Futures	1423.19	1423.19	1422.42	1423.19	1307.0
2012-11-21 22:30:00	ES	Futures	1422.93	1423.44	1422.17	1422.17	1154.0
2012-11-21 23:00:00	ES	Futures	1422.17	1422.42	1420.89	1421.4	1579.0
2012-11-21 23:30:00	ES	Futures	1421.14	1421.66	1420.63	1420.89	1233.0
2012-11-21 00:00:00	NQ	Futures	2997.88	3001.07	2995.26	2999.04	717.0
2012-11-21 00:30:00	NQ	Futures	2999.33	3003.11	2998.75	3001.94	840.0
2012-11-21 01:00:00	NQ	Futures	3001.65	3002.24	3000.49	3001.65	163.0

> showing 50 of 2,669 rows — these rows as CSV

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