PREVIEW / futures_30min / 2012-12-04

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-04.parquet
  size:    71 KB
  rows:    2,788

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
2012-12-04 00:00:00	ES	Futures	1433.66	1434.17	1433.15	1433.66	2030.0
2012-12-04 00:30:00	ES	Futures	1433.66	1434.94	1433.41	1434.43	3330.0
2012-12-04 01:00:00	ES	Futures	1434.68	1435.2	1434.17	1434.94	2643.0
2012-12-04 01:30:00	ES	Futures	1434.94	1435.96	1434.68	1435.71	2402.0
2012-12-04 02:00:00	ES	Futures	1435.96	1436.98	1435.71	1436.22	6101.0
2012-12-04 02:30:00	ES	Futures	1436.47	1436.73	1435.2	1435.45	4981.0
2012-12-04 03:00:00	ES	Futures	1435.2	1437.49	1434.17	1437.49	15820.0
2012-12-04 03:30:00	ES	Futures	1437.24	1438.77	1436.73	1438.01	16148.0
2012-12-04 04:00:00	ES	Futures	1438.01	1439.54	1437.75	1439.28	13964.0
2012-12-04 04:30:00	ES	Futures	1439.28	1439.28	1438.01	1438.52	6451.0
2012-12-04 05:00:00	ES	Futures	1438.52	1438.77	1437.49	1438.52	7715.0
2012-12-04 05:30:00	ES	Futures	1438.52	1440.05	1438.26	1438.26	12998.0
2012-12-04 06:00:00	ES	Futures	1438.26	1439.03	1438.01	1438.77	5620.0
2012-12-04 06:30:00	ES	Futures	1438.77	1439.54	1438.26	1438.77	7868.0
2012-12-04 07:00:00	ES	Futures	1439.03	1439.79	1438.26	1438.77	8519.0
2012-12-04 07:30:00	ES	Futures	1438.77	1440.56	1438.01	1439.79	18194.0
2012-12-04 08:00:00	ES	Futures	1439.79	1440.3	1438.77	1439.28	14634.0
2012-12-04 08:30:00	ES	Futures	1439.28	1439.79	1436.47	1436.73	33551.0
2012-12-04 09:00:00	ES	Futures	1436.73	1438.52	1436.47	1438.01	34059.0
2012-12-04 09:30:00	ES	Futures	1438.26	1441.58	1436.22	1438.52	196734.0
2012-12-04 10:00:00	ES	Futures	1438.52	1442.6	1436.73	1437.49	140906.0
2012-12-04 10:30:00	ES	Futures	1437.49	1438.01	1435.96	1437.24	112931.0
2012-12-04 11:00:00	ES	Futures	1436.98	1437.24	1433.92	1434.43	113441.0
2012-12-04 11:30:00	ES	Futures	1434.43	1438.52	1433.92	1437.24	106325.0
2012-12-04 12:00:00	ES	Futures	1437.24	1437.24	1432.9	1435.71	86880.0
2012-12-04 12:30:00	ES	Futures	1435.96	1436.98	1434.17	1434.43	78886.0
2012-12-04 13:00:00	ES	Futures	1434.68	1435.96	1432.13	1435.45	65395.0
2012-12-04 13:30:00	ES	Futures	1435.2	1438.77	1434.17	1437.75	77911.0
2012-12-04 14:00:00	ES	Futures	1437.75	1439.03	1435.96	1436.22	57018.0
2012-12-04 14:30:00	ES	Futures	1436.22	1438.01	1435.45	1436.22	47791.0
2012-12-04 15:00:00	ES	Futures	1436.47	1439.54	1436.22	1438.77	71315.0
2012-12-04 15:30:00	ES	Futures	1438.77	1438.77	1435.45	1435.96	116458.0
2012-12-04 16:00:00	ES	Futures	1435.71	1436.47	1435.45	1435.45	50197.0
2012-12-04 16:30:00	ES	Futures	1435.45	1435.96	1434.17	1434.43	5786.0
2012-12-04 17:00:00	ES	Futures	1434.43	1434.43	1433.41	1433.92	2567.0
2012-12-04 18:00:00	ES	Futures	1433.41	1434.17	1432.13	1433.15	5144.0
2012-12-04 18:30:00	ES	Futures	1433.15	1434.17	1432.9	1433.66	1111.0
2012-12-04 19:00:00	ES	Futures	1433.66	1434.68	1432.9	1434.43	2634.0
2012-12-04 19:30:00	ES	Futures	1434.43	1435.45	1434.17	1434.68	2409.0
2012-12-04 20:00:00	ES	Futures	1434.68	1434.94	1433.92	1433.92	1001.0
2012-12-04 20:30:00	ES	Futures	1434.17	1435.2	1433.41	1434.94	2894.0
2012-12-04 21:00:00	ES	Futures	1434.68	1436.22	1433.92	1436.22	2676.0
2012-12-04 21:30:00	ES	Futures	1436.22	1439.79	1435.71	1439.03	9132.0
2012-12-04 22:00:00	ES	Futures	1438.77	1440.05	1438.52	1439.79	4538.0
2012-12-04 22:30:00	ES	Futures	1440.05	1441.33	1439.79	1440.82	4789.0
2012-12-04 23:00:00	ES	Futures	1440.82	1443.88	1440.82	1443.37	7141.0
2012-12-04 23:30:00	ES	Futures	1443.11	1443.11	1441.33	1441.84	2017.0
2012-12-04 00:00:00	NQ	Futures	3096.38	3096.67	3095.22	3095.51	196.0
2012-12-04 00:30:00	NQ	Futures	3095.8	3097.83	3095.8	3096.67	319.0
2012-12-04 01:00:00	NQ	Futures	3096.38	3097.83	3096.09	3097.54	203.0

> showing 50 of 2,788 rows — these rows as CSV

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