PREVIEW / futures_30min / 2012-12-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-03.parquet
  size:    72 KB
  rows:    2,744

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
2012-12-03 00:00:00	ES	Futures	1448.22	1448.73	1447.46	1448.22	2051.0
2012-12-03 00:30:00	ES	Futures	1448.48	1448.48	1446.18	1446.44	3399.0
2012-12-03 01:00:00	ES	Futures	1446.69	1447.71	1446.44	1446.69	1719.0
2012-12-03 01:30:00	ES	Futures	1446.69	1446.69	1445.41	1445.92	2056.0
2012-12-03 02:00:00	ES	Futures	1445.67	1446.69	1445.41	1446.18	2684.0
2012-12-03 02:30:00	ES	Futures	1446.18	1446.18	1445.16	1445.92	2666.0
2012-12-03 03:00:00	ES	Futures	1445.92	1448.22	1445.41	1447.46	13341.0
2012-12-03 03:30:00	ES	Futures	1447.46	1448.22	1445.92	1446.69	8018.0
2012-12-03 04:00:00	ES	Futures	1446.95	1447.97	1446.69	1447.71	6558.0
2012-12-03 04:30:00	ES	Futures	1447.71	1447.97	1445.16	1445.16	11192.0
2012-12-03 05:00:00	ES	Futures	1445.41	1446.69	1445.16	1446.69	5156.0
2012-12-03 05:30:00	ES	Futures	1446.69	1448.73	1446.69	1448.22	7528.0
2012-12-03 06:00:00	ES	Futures	1448.22	1448.48	1447.46	1447.97	4047.0
2012-12-03 06:30:00	ES	Futures	1447.71	1450.01	1447.71	1449.5	11599.0
2012-12-03 07:00:00	ES	Futures	1449.5	1452.06	1449.25	1450.52	25868.0
2012-12-03 07:30:00	ES	Futures	1450.78	1455.12	1450.01	1451.8	57661.0
2012-12-03 08:00:00	ES	Futures	1451.8	1453.08	1450.78	1451.8	21065.0
2012-12-03 08:30:00	ES	Futures	1451.8	1452.82	1451.54	1452.57	16298.0
2012-12-03 09:00:00	ES	Futures	1452.57	1453.08	1451.03	1452.31	23175.0
2012-12-03 09:30:00	ES	Futures	1452.57	1453.84	1449.5	1450.01	143924.0
2012-12-03 10:00:00	ES	Futures	1450.01	1450.01	1445.67	1447.71	192573.0
2012-12-03 10:30:00	ES	Futures	1447.71	1447.97	1443.37	1444.39	124503.0
2012-12-03 11:00:00	ES	Futures	1444.65	1445.41	1443.11	1444.39	105628.0
2012-12-03 11:30:00	ES	Futures	1444.39	1447.2	1442.86	1446.95	104505.0
2012-12-03 12:00:00	ES	Futures	1447.2	1447.2	1445.41	1446.69	49572.0
2012-12-03 12:30:00	ES	Futures	1446.44	1446.95	1444.39	1444.65	38322.0
2012-12-03 13:00:00	ES	Futures	1444.39	1444.39	1442.35	1443.11	48995.0
2012-12-03 13:30:00	ES	Futures	1443.11	1443.37	1439.54	1441.07	74873.0
2012-12-03 14:00:00	ES	Futures	1441.07	1443.37	1440.56	1441.33	53615.0
2012-12-03 14:30:00	ES	Futures	1441.33	1442.09	1439.54	1441.07	49375.0
2012-12-03 15:00:00	ES	Futures	1440.82	1443.88	1437.24	1439.28	126475.0
2012-12-03 15:30:00	ES	Futures	1439.03	1441.84	1437.75	1438.52	159191.0
2012-12-03 16:00:00	ES	Futures	1438.52	1439.79	1437.24	1437.49	72173.0
2012-12-03 16:30:00	ES	Futures	1436.98	1437.49	1435.45	1436.73	12437.0
2012-12-03 17:00:00	ES	Futures	1436.73	1436.73	1435.2	1436.47	2090.0
2012-12-03 18:00:00	ES	Futures	1436.73	1437.24	1436.47	1436.47	3342.0
2012-12-03 18:30:00	ES	Futures	1436.47	1437.49	1436.22	1436.73	1890.0
2012-12-03 19:00:00	ES	Futures	1436.73	1436.73	1435.2	1435.45	4195.0
2012-12-03 19:30:00	ES	Futures	1435.45	1435.45	1434.17	1434.94	5417.0
2012-12-03 20:00:00	ES	Futures	1434.94	1435.2	1434.43	1434.68	2877.0
2012-12-03 20:30:00	ES	Futures	1434.68	1436.47	1434.43	1434.43	4524.0
2012-12-03 21:00:00	ES	Futures	1434.43	1434.94	1433.66	1433.92	3007.0
2012-12-03 21:30:00	ES	Futures	1433.66	1435.2	1433.15	1434.43	3207.0
2012-12-03 22:00:00	ES	Futures	1434.17	1434.94	1434.17	1434.68	902.0
2012-12-03 22:30:00	ES	Futures	1434.68	1435.96	1434.17	1435.2	4648.0
2012-12-03 23:00:00	ES	Futures	1435.2	1435.45	1434.68	1435.2	2083.0
2012-12-03 23:30:00	ES	Futures	1435.2	1435.2	1433.41	1433.92	3160.0
2012-12-03 00:00:00	NQ	Futures	3121.95	3122.24	3119.92	3121.66	281.0
2012-12-03 00:30:00	NQ	Futures	3121.95	3121.95	3118.18	3119.34	345.0
2012-12-03 01:00:00	NQ	Futures	3119.05	3121.37	3118.76	3119.05	152.0

> showing 50 of 2,744 rows — these rows as CSV

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