PREVIEW / futures_30min / 2012-11-23

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-23.parquet
  size:    51 KB
  rows:    1,725

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
2012-11-23 00:00:00	ES	Futures	1421.14	1422.17	1420.89	1421.66	745.0
2012-11-23 00:30:00	ES	Futures	1421.91	1423.19	1421.66	1423.19	1440.0
2012-11-23 01:00:00	ES	Futures	1422.93	1423.19	1422.68	1423.19	1237.0
2012-11-23 01:30:00	ES	Futures	1423.19	1423.44	1422.42	1422.42	500.0
2012-11-23 02:00:00	ES	Futures	1422.68	1423.44	1422.42	1423.19	1729.0
2012-11-23 02:30:00	ES	Futures	1423.19	1423.7	1422.68	1423.44	1730.0
2012-11-23 03:00:00	ES	Futures	1423.19	1423.7	1420.89	1421.14	9964.0
2012-11-23 03:30:00	ES	Futures	1421.14	1421.14	1417.57	1418.08	15672.0
2012-11-23 04:00:00	ES	Futures	1418.33	1419.87	1418.08	1419.61	10541.0
2012-11-23 04:30:00	ES	Futures	1419.61	1421.66	1418.59	1421.4	9202.0
2012-11-23 05:00:00	ES	Futures	1421.4	1421.4	1419.87	1420.63	6777.0
2012-11-23 05:30:00	ES	Futures	1420.38	1420.89	1418.85	1419.1	5445.0
2012-11-23 06:00:00	ES	Futures	1419.1	1420.89	1417.82	1420.63	7689.0
2012-11-23 06:30:00	ES	Futures	1420.63	1421.14	1419.1	1420.89	4385.0
2012-11-23 07:00:00	ES	Futures	1420.89	1421.14	1420.38	1421.14	1721.0
2012-11-23 07:30:00	ES	Futures	1421.14	1421.91	1421.14	1421.66	3081.0
2012-11-23 08:00:00	ES	Futures	1421.91	1423.95	1421.91	1423.19	13017.0
2012-11-23 08:30:00	ES	Futures	1422.93	1423.44	1422.17	1422.93	14113.0
2012-11-23 09:00:00	ES	Futures	1423.19	1426.0	1422.93	1424.98	26673.0
2012-11-23 09:30:00	ES	Futures	1425.23	1427.02	1424.21	1426.51	115077.0
2012-11-23 10:00:00	ES	Futures	1426.51	1432.9	1426.51	1431.62	143491.0
2012-11-23 10:30:00	ES	Futures	1431.87	1432.64	1430.34	1431.11	73927.0
2012-11-23 11:00:00	ES	Futures	1431.36	1432.64	1431.11	1431.62	51067.0
2012-11-23 11:30:00	ES	Futures	1431.87	1432.39	1430.34	1430.85	35798.0
2012-11-23 12:00:00	ES	Futures	1430.85	1431.62	1429.57	1431.36	43341.0
2012-11-23 12:30:00	ES	Futures	1431.36	1438.26	1431.11	1437.49	123676.0
2012-11-23 13:00:00	ES	Futures	1437.49	1437.75	1435.2	1435.45	67498.0
2012-11-23 00:00:00	NQ	Futures	3024.61	3024.9	3024.03	3024.32	96.0
2012-11-23 00:30:00	NQ	Futures	3024.03	3026.35	3024.03	3026.35	88.0
2012-11-23 01:00:00	NQ	Futures	3026.35	3027.81	3026.06	3027.52	166.0
2012-11-23 01:30:00	NQ	Futures	3027.22	3027.81	3026.35	3026.35	56.0
2012-11-23 02:00:00	NQ	Futures	3026.35	3027.22	3025.48	3026.06	244.0
2012-11-23 02:30:00	NQ	Futures	3025.77	3028.68	3025.48	3027.52	323.0
2012-11-23 03:00:00	NQ	Futures	3026.93	3028.39	3024.03	3024.03	897.0
2012-11-23 03:30:00	NQ	Futures	3023.74	3023.74	3017.64	3019.67	1092.0
2012-11-23 04:00:00	NQ	Futures	3019.96	3022.87	3018.8	3022.28	1009.0
2012-11-23 04:30:00	NQ	Futures	3022.28	3026.64	3020.83	3026.06	681.0
2012-11-23 05:00:00	NQ	Futures	3026.35	3027.81	3024.9	3026.64	654.0
2012-11-23 05:30:00	NQ	Futures	3026.64	3027.81	3023.45	3023.74	697.0
2012-11-23 06:00:00	NQ	Futures	3024.03	3026.93	3021.99	3026.93	638.0
2012-11-23 06:30:00	NQ	Futures	3026.93	3027.22	3025.77	3027.22	615.0
2012-11-23 07:00:00	NQ	Futures	3027.22	3027.22	3026.35	3026.93	280.0
2012-11-23 07:30:00	NQ	Futures	3026.93	3028.97	3026.64	3028.68	503.0
2012-11-23 08:00:00	NQ	Futures	3028.68	3033.91	3028.68	3032.75	1815.0
2012-11-23 08:30:00	NQ	Futures	3032.75	3033.91	3030.42	3031.29	1864.0
2012-11-23 09:00:00	NQ	Futures	3031.58	3039.14	3030.71	3038.27	4424.0
2012-11-23 09:30:00	NQ	Futures	3038.27	3044.95	3035.65	3040.01	24633.0
2012-11-23 10:00:00	NQ	Futures	3040.3	3056.28	3040.01	3054.25	21834.0
2012-11-23 10:30:00	NQ	Futures	3054.25	3056.28	3050.76	3055.12	14744.0
2012-11-23 11:00:00	NQ	Futures	3055.41	3059.19	3054.83	3058.61	9738.0

> showing 50 of 1,725 rows — these rows as CSV

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