PREVIEW / futures_30min / 2012-11-22

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-22.parquet
  size:    44 KB
  rows:    1,771

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
2012-11-22 00:00:00	ES	Futures	1420.63	1421.4	1420.38	1421.4	1457.0
2012-11-22 00:30:00	ES	Futures	1421.14	1421.14	1420.38	1421.14	1409.0
2012-11-22 01:00:00	ES	Futures	1420.89	1421.91	1420.63	1421.4	829.0
2012-11-22 01:30:00	ES	Futures	1421.66	1422.42	1421.14	1421.91	776.0
2012-11-22 02:00:00	ES	Futures	1421.91	1422.68	1421.4	1421.66	3194.0
2012-11-22 02:30:00	ES	Futures	1421.66	1422.17	1420.89	1421.14	2382.0
2012-11-22 03:00:00	ES	Futures	1421.14	1422.68	1420.63	1422.42	9469.0
2012-11-22 03:30:00	ES	Futures	1422.42	1423.19	1421.14	1422.68	10680.0
2012-11-22 04:00:00	ES	Futures	1422.93	1423.44	1422.17	1422.42	5144.0
2012-11-22 04:30:00	ES	Futures	1422.42	1422.42	1421.14	1422.17	6607.0
2012-11-22 05:00:00	ES	Futures	1422.42	1423.19	1422.17	1422.93	4697.0
2012-11-22 05:30:00	ES	Futures	1422.93	1423.44	1422.68	1423.19	2130.0
2012-11-22 06:00:00	ES	Futures	1422.93	1423.19	1421.66	1422.68	4331.0
2012-11-22 06:30:00	ES	Futures	1422.68	1423.44	1422.42	1423.19	2774.0
2012-11-22 07:00:00	ES	Futures	1422.93	1424.21	1422.93	1423.19	5195.0
2012-11-22 07:30:00	ES	Futures	1423.44	1424.21	1422.93	1423.95	3427.0
2012-11-22 08:00:00	ES	Futures	1423.95	1424.21	1423.19	1423.19	1945.0
2012-11-22 08:30:00	ES	Futures	1423.19	1423.44	1422.93	1423.44	1480.0
2012-11-22 09:00:00	ES	Futures	1423.19	1423.44	1420.89	1421.14	5093.0
2012-11-22 09:30:00	ES	Futures	1420.89	1423.44	1420.89	1423.44	5920.0
2012-11-22 10:00:00	ES	Futures	1423.44	1423.44	1422.17	1422.68	3335.0
2012-11-22 10:30:00	ES	Futures	1422.68	1422.68	1421.66	1422.17	2786.0
2012-11-22 11:00:00	ES	Futures	1422.17	1422.68	1421.4	1421.91	4896.0
2012-11-22 18:00:00	ES	Futures	1422.17	1422.42	1421.66	1421.66	558.0
2012-11-22 18:30:00	ES	Futures	1421.91	1422.68	1421.91	1422.17	452.0
2012-11-22 19:00:00	ES	Futures	1421.91	1422.42	1420.63	1421.14	882.0
2012-11-22 19:30:00	ES	Futures	1421.14	1422.17	1420.89	1421.91	680.0
2012-11-22 20:00:00	ES	Futures	1421.66	1422.17	1421.4	1421.91	518.0
2012-11-22 20:30:00	ES	Futures	1421.66	1422.42	1421.66	1422.17	470.0
2012-11-22 21:00:00	ES	Futures	1422.17	1422.42	1421.66	1421.91	840.0
2012-11-22 21:30:00	ES	Futures	1421.66	1422.17	1421.66	1421.91	233.0
2012-11-22 22:00:00	ES	Futures	1421.91	1422.17	1421.4	1421.66	288.0
2012-11-22 22:30:00	ES	Futures	1421.66	1421.91	1421.4	1421.4	247.0
2012-11-22 23:00:00	ES	Futures	1421.66	1422.17	1421.4	1421.91	300.0
2012-11-22 23:30:00	ES	Futures	1421.91	1422.42	1421.14	1421.14	861.0
2012-11-22 00:00:00	NQ	Futures	3024.9	3025.19	3023.74	3024.32	211.0
2012-11-22 00:30:00	NQ	Futures	3023.74	3024.03	3023.16	3023.74	104.0
2012-11-22 01:00:00	NQ	Futures	3023.16	3024.03	3022.87	3023.45	105.0
2012-11-22 01:30:00	NQ	Futures	3023.45	3023.74	3022.87	3023.74	110.0
2012-11-22 02:00:00	NQ	Futures	3023.74	3026.93	3023.45	3023.45	623.0
2012-11-22 02:30:00	NQ	Futures	3023.74	3024.61	3022.87	3023.45	440.0
2012-11-22 03:00:00	NQ	Futures	3023.45	3027.52	3022.58	3026.64	1106.0
2012-11-22 03:30:00	NQ	Futures	3026.64	3028.39	3024.32	3028.1	1162.0
2012-11-22 04:00:00	NQ	Futures	3028.1	3029.26	3027.22	3027.81	730.0
2012-11-22 04:30:00	NQ	Futures	3027.81	3028.68	3027.22	3027.52	289.0
2012-11-22 05:00:00	NQ	Futures	3027.52	3028.68	3027.52	3028.39	167.0
2012-11-22 05:30:00	NQ	Futures	3028.39	3028.68	3025.48	3026.06	384.0
2012-11-22 06:00:00	NQ	Futures	3025.77	3026.35	3023.16	3026.06	448.0
2012-11-22 06:30:00	NQ	Futures	3025.77	3027.52	3025.19	3026.64	158.0
2012-11-22 07:00:00	NQ	Futures	3026.64	3028.68	3026.06	3027.52	345.0

> showing 50 of 1,771 rows — these rows as CSV

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