PREVIEW / futures_30min / 2012-11-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-27.parquet
  size:    72 KB
  rows:    2,825

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
2012-11-27 00:00:00	ES	Futures	1437.24	1437.75	1436.98	1437.24	1609.0
2012-11-27 00:30:00	ES	Futures	1437.49	1437.75	1437.24	1437.49	1019.0
2012-11-27 01:00:00	ES	Futures	1437.24	1437.49	1436.22	1436.22	1599.0
2012-11-27 01:30:00	ES	Futures	1436.22	1437.49	1435.96	1436.98	1481.0
2012-11-27 02:00:00	ES	Futures	1436.98	1437.75	1435.71	1436.22	4738.0
2012-11-27 02:30:00	ES	Futures	1436.22	1437.24	1435.96	1436.22	2787.0
2012-11-27 03:00:00	ES	Futures	1435.96	1437.49	1434.17	1435.2	17272.0
2012-11-27 03:30:00	ES	Futures	1435.2	1436.22	1434.94	1435.96	9399.0
2012-11-27 04:00:00	ES	Futures	1435.71	1437.49	1434.43	1434.68	11525.0
2012-11-27 04:30:00	ES	Futures	1434.68	1435.96	1434.43	1435.45	7253.0
2012-11-27 05:00:00	ES	Futures	1435.71	1435.71	1432.39	1432.39	12987.0
2012-11-27 05:30:00	ES	Futures	1432.39	1433.66	1432.13	1432.39	9803.0
2012-11-27 06:00:00	ES	Futures	1432.39	1432.9	1431.62	1432.64	9213.0
2012-11-27 06:30:00	ES	Futures	1432.64	1433.92	1432.13	1433.66	9023.0
2012-11-27 07:00:00	ES	Futures	1433.66	1434.94	1433.41	1434.68	9456.0
2012-11-27 07:30:00	ES	Futures	1434.68	1435.45	1433.66	1434.68	14020.0
2012-11-27 08:00:00	ES	Futures	1434.68	1434.94	1432.64	1432.9	13263.0
2012-11-27 08:30:00	ES	Futures	1433.15	1435.71	1432.64	1434.94	45894.0
2012-11-27 09:00:00	ES	Futures	1434.94	1434.94	1431.62	1432.9	32521.0
2012-11-27 09:30:00	ES	Futures	1432.9	1437.49	1431.36	1436.22	148164.0
2012-11-27 10:00:00	ES	Futures	1436.47	1437.24	1428.55	1429.57	176935.0
2012-11-27 10:30:00	ES	Futures	1429.57	1431.62	1428.3	1430.85	109691.0
2012-11-27 11:00:00	ES	Futures	1430.6	1432.9	1430.6	1432.39	49123.0
2012-11-27 11:30:00	ES	Futures	1432.39	1437.49	1431.62	1436.47	99866.0
2012-11-27 12:00:00	ES	Futures	1436.22	1437.75	1434.94	1435.71	44916.0
2012-11-27 12:30:00	ES	Futures	1435.45	1436.73	1434.17	1435.96	48678.0
2012-11-27 13:00:00	ES	Futures	1435.71	1435.96	1432.9	1433.92	58984.0
2012-11-27 13:30:00	ES	Futures	1433.66	1435.2	1433.15	1434.17	44093.0
2012-11-27 14:00:00	ES	Futures	1433.92	1435.96	1428.81	1429.32	115751.0
2012-11-27 14:30:00	ES	Futures	1429.32	1430.85	1426.76	1430.09	114028.0
2012-11-27 15:00:00	ES	Futures	1430.09	1432.39	1429.32	1431.36	86110.0
2012-11-27 15:30:00	ES	Futures	1431.36	1432.13	1426.0	1427.79	190672.0
2012-11-27 16:00:00	ES	Futures	1428.04	1429.32	1427.28	1428.04	75146.0
2012-11-27 16:30:00	ES	Futures	1427.53	1428.3	1427.28	1428.04	4306.0
2012-11-27 17:00:00	ES	Futures	1428.04	1428.55	1427.53	1428.3	1542.0
2012-11-27 18:00:00	ES	Futures	1428.04	1428.04	1426.76	1427.28	3019.0
2012-11-27 18:30:00	ES	Futures	1427.28	1427.53	1425.49	1426.0	4257.0
2012-11-27 19:00:00	ES	Futures	1425.74	1427.02	1425.49	1426.51	3418.0
2012-11-27 19:30:00	ES	Futures	1426.51	1426.76	1426.0	1426.25	2198.0
2012-11-27 20:00:00	ES	Futures	1426.25	1426.51	1424.47	1424.72	5923.0
2012-11-27 20:30:00	ES	Futures	1424.47	1424.98	1423.95	1424.47	3847.0
2012-11-27 21:00:00	ES	Futures	1424.47	1424.98	1423.95	1424.72	2081.0
2012-11-27 21:30:00	ES	Futures	1424.72	1425.49	1424.21	1424.98	1789.0
2012-11-27 22:00:00	ES	Futures	1425.23	1426.51	1424.21	1424.47	3777.0
2012-11-27 22:30:00	ES	Futures	1424.47	1426.25	1424.47	1425.49	4148.0
2012-11-27 23:00:00	ES	Futures	1425.49	1427.28	1425.23	1426.76	1921.0
2012-11-27 23:30:00	ES	Futures	1427.02	1427.53	1426.51	1427.02	2111.0
2012-11-27 00:00:00	NQ	Futures	3084.76	3084.76	3083.6	3084.76	142.0
2012-11-27 00:30:00	NQ	Futures	3084.47	3084.76	3083.89	3084.47	94.0
2012-11-27 01:00:00	NQ	Futures	3084.18	3084.76	3082.43	3082.43	72.0

> showing 50 of 2,825 rows — these rows as CSV

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