PREVIEW / futures_30min / 2012-11-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-26.parquet
  size:    69 KB
  rows:    2,749

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
2012-11-26 00:00:00	ES	Futures	1431.62	1432.13	1431.11	1431.11	1575.0
2012-11-26 00:30:00	ES	Futures	1431.11	1431.36	1430.09	1430.34	3623.0
2012-11-26 01:00:00	ES	Futures	1430.09	1431.11	1429.83	1429.83	1763.0
2012-11-26 01:30:00	ES	Futures	1430.09	1430.34	1429.06	1430.34	2904.0
2012-11-26 02:00:00	ES	Futures	1430.6	1432.13	1430.09	1431.62	4241.0
2012-11-26 02:30:00	ES	Futures	1431.87	1432.64	1431.11	1432.13	4828.0
2012-11-26 03:00:00	ES	Futures	1431.87	1432.64	1430.09	1432.39	11772.0
2012-11-26 03:30:00	ES	Futures	1432.39	1432.64	1429.83	1430.09	8883.0
2012-11-26 04:00:00	ES	Futures	1430.09	1431.36	1429.06	1430.6	12761.0
2012-11-26 04:30:00	ES	Futures	1430.6	1430.85	1427.79	1428.55	12065.0
2012-11-26 05:00:00	ES	Futures	1428.81	1429.57	1428.04	1429.06	10188.0
2012-11-26 05:30:00	ES	Futures	1429.06	1431.11	1429.06	1430.85	5483.0
2012-11-26 06:00:00	ES	Futures	1430.85	1431.11	1429.83	1430.85	7597.0
2012-11-26 06:30:00	ES	Futures	1431.11	1432.64	1430.09	1430.34	11905.0
2012-11-26 07:00:00	ES	Futures	1430.09	1430.6	1429.83	1429.83	14258.0
2012-11-26 07:30:00	ES	Futures	1430.09	1430.34	1428.55	1429.06	13687.0
2012-11-26 08:00:00	ES	Futures	1429.32	1430.34	1428.55	1428.81	18584.0
2012-11-26 08:30:00	ES	Futures	1429.06	1431.36	1428.81	1430.6	19054.0
2012-11-26 09:00:00	ES	Futures	1430.85	1431.36	1429.32	1430.34	26654.0
2012-11-26 09:30:00	ES	Futures	1430.34	1432.13	1428.04	1431.62	148023.0
2012-11-26 10:00:00	ES	Futures	1431.36	1432.64	1429.57	1430.34	125409.0
2012-11-26 10:30:00	ES	Futures	1430.6	1431.62	1428.55	1428.81	73482.0
2012-11-26 11:00:00	ES	Futures	1428.81	1429.32	1425.49	1427.02	110703.0
2012-11-26 11:30:00	ES	Futures	1427.28	1429.32	1426.76	1429.06	54222.0
2012-11-26 12:00:00	ES	Futures	1429.06	1430.09	1428.3	1428.55	37111.0
2012-11-26 12:30:00	ES	Futures	1428.81	1431.62	1427.02	1430.85	68416.0
2012-11-26 13:00:00	ES	Futures	1430.6	1432.39	1430.09	1431.11	51244.0
2012-11-26 13:30:00	ES	Futures	1431.11	1432.13	1429.57	1430.34	35545.0
2012-11-26 14:00:00	ES	Futures	1430.34	1431.62	1429.57	1429.83	41869.0
2012-11-26 14:30:00	ES	Futures	1429.83	1433.15	1429.83	1432.13	39167.0
2012-11-26 15:00:00	ES	Futures	1432.13	1432.9	1431.11	1432.39	43830.0
2012-11-26 15:30:00	ES	Futures	1432.39	1435.2	1430.6	1434.94	103449.0
2012-11-26 16:00:00	ES	Futures	1434.94	1435.71	1433.41	1434.43	46232.0
2012-11-26 16:30:00	ES	Futures	1434.17	1434.43	1433.92	1434.43	2137.0
2012-11-26 17:00:00	ES	Futures	1434.43	1435.71	1434.43	1435.71	4127.0
2012-11-26 18:00:00	ES	Futures	1434.68	1435.45	1434.17	1434.68	6864.0
2012-11-26 18:30:00	ES	Futures	1434.68	1435.45	1434.43	1435.45	2414.0
2012-11-26 19:00:00	ES	Futures	1435.45	1437.24	1434.68	1436.98	10038.0
2012-11-26 19:30:00	ES	Futures	1436.73	1438.52	1435.71	1436.47	9940.0
2012-11-26 20:00:00	ES	Futures	1436.47	1438.01	1436.47	1437.49	4723.0
2012-11-26 20:30:00	ES	Futures	1437.49	1437.75	1435.71	1436.22	3921.0
2012-11-26 21:00:00	ES	Futures	1436.22	1436.73	1435.2	1435.2	2610.0
2012-11-26 21:30:00	ES	Futures	1435.45	1436.73	1434.94	1435.96	2439.0
2012-11-26 22:00:00	ES	Futures	1435.96	1436.47	1435.71	1436.22	1543.0
2012-11-26 22:30:00	ES	Futures	1436.22	1437.24	1434.94	1436.98	2428.0
2012-11-26 23:00:00	ES	Futures	1436.98	1436.98	1436.22	1436.73	1509.0
2012-11-26 23:30:00	ES	Futures	1436.73	1437.75	1436.47	1437.49	2284.0
2012-11-26 00:00:00	NQ	Futures	3053.96	3054.54	3053.09	3053.09	152.0
2012-11-26 00:30:00	NQ	Futures	3053.38	3053.38	3050.76	3051.63	270.0
2012-11-26 01:00:00	NQ	Futures	3051.34	3052.5	3050.18	3050.76	189.0

> showing 50 of 2,749 rows — these rows as CSV

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