PREVIEW / futures_30min / 2012-11-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-28.parquet
  size:    74 KB
  rows:    2,797

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
2012-11-28 00:00:00	ES	Futures	1427.28	1427.53	1426.0	1426.25	2387.0
2012-11-28 00:30:00	ES	Futures	1426.25	1427.28	1426.0	1426.51	2419.0
2012-11-28 01:00:00	ES	Futures	1426.51	1426.76	1424.21	1425.23	2865.0
2012-11-28 01:30:00	ES	Futures	1425.23	1425.74	1425.23	1425.74	1155.0
2012-11-28 02:00:00	ES	Futures	1425.49	1426.76	1425.23	1426.51	2162.0
2012-11-28 02:30:00	ES	Futures	1426.51	1427.02	1425.74	1426.51	3165.0
2012-11-28 03:00:00	ES	Futures	1426.25	1428.04	1425.49	1426.0	13285.0
2012-11-28 03:30:00	ES	Futures	1425.74	1427.53	1424.72	1425.74	11948.0
2012-11-28 04:00:00	ES	Futures	1425.49	1426.0	1423.7	1423.95	10332.0
2012-11-28 04:30:00	ES	Futures	1423.95	1425.49	1423.44	1424.47	7122.0
2012-11-28 05:00:00	ES	Futures	1424.72	1426.76	1424.21	1426.25	6477.0
2012-11-28 05:30:00	ES	Futures	1426.25	1426.25	1425.23	1425.49	4415.0
2012-11-28 06:00:00	ES	Futures	1425.49	1425.74	1424.21	1425.23	7247.0
2012-11-28 06:30:00	ES	Futures	1425.23	1425.49	1422.68	1422.93	13863.0
2012-11-28 07:00:00	ES	Futures	1422.93	1424.47	1422.42	1423.95	9564.0
2012-11-28 07:30:00	ES	Futures	1423.95	1424.47	1421.91	1422.42	17432.0
2012-11-28 08:00:00	ES	Futures	1422.42	1423.7	1421.66	1423.19	27140.0
2012-11-28 08:30:00	ES	Futures	1422.93	1423.7	1420.89	1421.66	28069.0
2012-11-28 09:00:00	ES	Futures	1421.66	1422.42	1420.38	1420.89	36447.0
2012-11-28 09:30:00	ES	Futures	1420.89	1421.14	1417.57	1418.85	186470.0
2012-11-28 10:00:00	ES	Futures	1419.1	1421.91	1413.23	1419.61	286661.0
2012-11-28 10:30:00	ES	Futures	1419.61	1427.28	1419.1	1424.47	231927.0
2012-11-28 11:00:00	ES	Futures	1424.72	1430.09	1423.95	1429.06	186600.0
2012-11-28 11:30:00	ES	Futures	1429.06	1429.32	1426.0	1427.02	110986.0
2012-11-28 12:00:00	ES	Futures	1427.02	1432.64	1423.19	1431.87	183848.0
2012-11-28 12:30:00	ES	Futures	1431.87	1434.94	1431.62	1433.41	86086.0
2012-11-28 13:00:00	ES	Futures	1433.41	1433.66	1430.6	1432.39	44114.0
2012-11-28 13:30:00	ES	Futures	1432.13	1435.45	1431.87	1433.41	59005.0
2012-11-28 14:00:00	ES	Futures	1433.41	1434.43	1431.36	1432.13	55067.0
2012-11-28 14:30:00	ES	Futures	1432.13	1434.68	1431.36	1433.92	48044.0
2012-11-28 15:00:00	ES	Futures	1433.92	1437.49	1433.15	1437.24	95648.0
2012-11-28 15:30:00	ES	Futures	1436.98	1439.54	1436.73	1438.77	201988.0
2012-11-28 16:00:00	ES	Futures	1438.52	1439.28	1437.24	1437.49	76028.0
2012-11-28 16:30:00	ES	Futures	1437.49	1438.01	1436.47	1437.75	7386.0
2012-11-28 17:00:00	ES	Futures	1437.49	1438.01	1436.98	1437.24	1023.0
2012-11-28 18:00:00	ES	Futures	1437.49	1437.49	1435.2	1435.96	6317.0
2012-11-28 18:30:00	ES	Futures	1435.96	1436.22	1435.2	1435.71	2951.0
2012-11-28 19:00:00	ES	Futures	1435.71	1436.73	1435.71	1436.47	2619.0
2012-11-28 19:30:00	ES	Futures	1436.47	1437.24	1436.22	1436.98	1732.0
2012-11-28 20:00:00	ES	Futures	1436.98	1437.75	1436.47	1437.24	2563.0
2012-11-28 20:30:00	ES	Futures	1436.98	1437.75	1436.47	1437.75	1289.0
2012-11-28 21:00:00	ES	Futures	1437.49	1438.01	1436.98	1437.24	1784.0
2012-11-28 21:30:00	ES	Futures	1436.98	1437.49	1436.98	1436.98	669.0
2012-11-28 22:00:00	ES	Futures	1436.98	1437.24	1436.47	1436.98	1113.0
2012-11-28 22:30:00	ES	Futures	1436.98	1438.77	1436.98	1438.26	2376.0
2012-11-28 23:00:00	ES	Futures	1438.26	1440.3	1438.26	1439.79	5281.0
2012-11-28 23:30:00	ES	Futures	1439.79	1440.56	1439.54	1439.79	2488.0
2012-11-28 00:00:00	NQ	Futures	3071.39	3072.26	3069.07	3069.65	285.0
2012-11-28 00:30:00	NQ	Futures	3069.07	3071.97	3068.78	3070.81	251.0
2012-11-28 01:00:00	NQ	Futures	3070.23	3070.23	3065.87	3067.03	417.0

> showing 50 of 2,797 rows — these rows as CSV

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