PREVIEW / futures_30min / 2012-11-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-29.parquet
  size:    72 KB
  rows:    2,817

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
2012-11-29 00:00:00	ES	Futures	1439.79	1444.9	1439.79	1442.86	17141.0
2012-11-29 00:30:00	ES	Futures	1443.11	1443.63	1442.35	1442.6	2473.0
2012-11-29 01:00:00	ES	Futures	1442.6	1443.37	1442.35	1442.86	2021.0
2012-11-29 01:30:00	ES	Futures	1442.6	1442.6	1440.56	1441.84	6001.0
2012-11-29 02:00:00	ES	Futures	1441.84	1442.35	1440.82	1441.07	4252.0
2012-11-29 02:30:00	ES	Futures	1441.07	1443.37	1440.82	1443.11	5713.0
2012-11-29 03:00:00	ES	Futures	1443.11	1444.14	1441.33	1443.63	16560.0
2012-11-29 03:30:00	ES	Futures	1443.63	1447.71	1443.63	1447.2	22140.0
2012-11-29 04:00:00	ES	Futures	1446.95	1447.46	1445.92	1446.44	9864.0
2012-11-29 04:30:00	ES	Futures	1446.44	1447.46	1446.18	1446.69	10523.0
2012-11-29 05:00:00	ES	Futures	1446.44	1446.95	1445.16	1446.44	10488.0
2012-11-29 05:30:00	ES	Futures	1446.44	1446.95	1445.67	1445.92	10781.0
2012-11-29 06:00:00	ES	Futures	1445.92	1446.95	1445.67	1445.92	6528.0
2012-11-29 06:30:00	ES	Futures	1445.92	1447.71	1445.67	1446.44	8790.0
2012-11-29 07:00:00	ES	Futures	1446.69	1447.2	1445.16	1446.18	12751.0
2012-11-29 07:30:00	ES	Futures	1446.18	1447.46	1446.18	1446.95	17807.0
2012-11-29 08:00:00	ES	Futures	1446.95	1446.95	1445.16	1445.92	20858.0
2012-11-29 08:30:00	ES	Futures	1446.18	1446.69	1443.88	1443.88	37835.0
2012-11-29 09:00:00	ES	Futures	1443.63	1445.67	1443.11	1444.14	31961.0
2012-11-29 09:30:00	ES	Futures	1443.88	1448.48	1443.88	1447.71	173791.0
2012-11-29 10:00:00	ES	Futures	1447.71	1449.5	1441.33	1444.65	236154.0
2012-11-29 10:30:00	ES	Futures	1444.9	1447.2	1443.11	1446.18	109032.0
2012-11-29 11:00:00	ES	Futures	1445.92	1447.71	1444.65	1445.92	115160.0
2012-11-29 11:30:00	ES	Futures	1445.92	1446.44	1437.75	1441.07	288195.0
2012-11-29 12:00:00	ES	Futures	1441.33	1445.67	1439.54	1444.65	126959.0
2012-11-29 12:30:00	ES	Futures	1444.65	1445.41	1443.11	1443.88	60088.0
2012-11-29 13:00:00	ES	Futures	1443.88	1445.41	1442.86	1445.41	40999.0
2012-11-29 13:30:00	ES	Futures	1445.16	1448.22	1444.9	1446.69	57516.0
2012-11-29 14:00:00	ES	Futures	1446.69	1447.2	1445.67	1446.18	38397.0
2012-11-29 14:30:00	ES	Futures	1446.18	1447.97	1446.18	1446.69	36648.0
2012-11-29 15:00:00	ES	Futures	1446.44	1446.95	1442.09	1444.14	87041.0
2012-11-29 15:30:00	ES	Futures	1443.88	1447.2	1443.37	1445.67	139871.0
2012-11-29 16:00:00	ES	Futures	1445.67	1447.2	1445.41	1446.95	62636.0
2012-11-29 16:30:00	ES	Futures	1446.69	1447.2	1445.41	1445.67	8142.0
2012-11-29 17:00:00	ES	Futures	1445.41	1445.67	1442.09	1443.11	7660.0
2012-11-29 18:00:00	ES	Futures	1442.35	1442.86	1440.56	1441.84	8004.0
2012-11-29 18:30:00	ES	Futures	1442.09	1443.11	1441.58	1442.6	3162.0
2012-11-29 19:00:00	ES	Futures	1442.86	1442.86	1440.82	1441.07	3672.0
2012-11-29 19:30:00	ES	Futures	1441.07	1443.11	1441.07	1442.09	2364.0
2012-11-29 20:00:00	ES	Futures	1442.09	1443.11	1442.09	1442.6	2193.0
2012-11-29 20:30:00	ES	Futures	1442.86	1444.65	1442.86	1444.39	6601.0
2012-11-29 21:00:00	ES	Futures	1444.14	1444.9	1443.37	1444.9	3473.0
2012-11-29 21:30:00	ES	Futures	1444.9	1445.67	1444.14	1444.39	3468.0
2012-11-29 22:00:00	ES	Futures	1444.39	1444.9	1443.88	1444.39	1542.0
2012-11-29 22:30:00	ES	Futures	1444.39	1444.65	1442.6	1444.39	4601.0
2012-11-29 23:00:00	ES	Futures	1444.39	1444.39	1443.63	1443.88	1393.0
2012-11-29 23:30:00	ES	Futures	1443.63	1444.65	1443.63	1444.39	1139.0
2012-11-29 00:00:00	NQ	Futures	3099.87	3108.01	3099.87	3106.26	2009.0
2012-11-29 00:30:00	NQ	Futures	3105.68	3106.55	3104.81	3104.81	314.0
2012-11-29 01:00:00	NQ	Futures	3105.39	3106.84	3104.81	3106.26	311.0

> showing 50 of 2,817 rows — these rows as CSV

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