PREVIEW / futures_30min / 2012-12-05

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-05.parquet
  size:    73 KB
  rows:    2,775

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
2012-12-05 00:00:00	ES	Futures	1441.84	1441.84	1440.05	1440.05	3320.0
2012-12-05 00:30:00	ES	Futures	1440.05	1441.84	1440.05	1441.07	2528.0
2012-12-05 01:00:00	ES	Futures	1441.07	1441.58	1440.3	1440.56	1281.0
2012-12-05 01:30:00	ES	Futures	1440.56	1442.6	1440.3	1442.35	2216.0
2012-12-05 02:00:00	ES	Futures	1442.09	1442.6	1441.33	1442.35	4536.0
2012-12-05 02:30:00	ES	Futures	1442.09	1443.63	1441.33	1441.33	6684.0
2012-12-05 03:00:00	ES	Futures	1441.58	1442.86	1440.82	1442.6	12636.0
2012-12-05 03:30:00	ES	Futures	1442.6	1443.11	1441.33	1442.09	5748.0
2012-12-05 04:00:00	ES	Futures	1442.09	1442.86	1441.58	1442.09	5540.0
2012-12-05 04:30:00	ES	Futures	1442.35	1442.6	1439.54	1439.79	10601.0
2012-12-05 05:00:00	ES	Futures	1439.79	1440.56	1439.54	1440.05	6333.0
2012-12-05 05:30:00	ES	Futures	1440.05	1440.56	1438.77	1439.54	5899.0
2012-12-05 06:00:00	ES	Futures	1439.54	1440.82	1439.03	1440.56	6061.0
2012-12-05 06:30:00	ES	Futures	1440.82	1441.58	1439.03	1440.56	8398.0
2012-12-05 07:00:00	ES	Futures	1440.56	1440.56	1439.28	1440.3	10110.0
2012-12-05 07:30:00	ES	Futures	1440.3	1442.09	1440.05	1440.82	18151.0
2012-12-05 08:00:00	ES	Futures	1440.56	1441.07	1438.77	1439.54	28313.0
2012-12-05 08:30:00	ES	Futures	1439.79	1440.56	1438.77	1438.77	17611.0
2012-12-05 09:00:00	ES	Futures	1438.77	1438.77	1436.98	1437.49	29031.0
2012-12-05 09:30:00	ES	Futures	1437.49	1440.56	1435.45	1435.96	156966.0
2012-12-05 10:00:00	ES	Futures	1435.96	1438.52	1433.41	1433.92	178919.0
2012-12-05 10:30:00	ES	Futures	1433.66	1435.2	1427.28	1430.09	202596.0
2012-12-05 11:00:00	ES	Futures	1430.34	1434.68	1428.81	1433.66	177763.0
2012-12-05 11:30:00	ES	Futures	1433.66	1441.33	1433.66	1440.3	186210.0
2012-12-05 12:00:00	ES	Futures	1440.56	1444.65	1440.3	1440.82	159021.0
2012-12-05 12:30:00	ES	Futures	1440.82	1445.67	1440.82	1444.14	140017.0
2012-12-05 13:00:00	ES	Futures	1443.88	1444.9	1442.35	1442.6	62837.0
2012-12-05 13:30:00	ES	Futures	1442.35	1443.37	1440.82	1441.33	58703.0
2012-12-05 14:00:00	ES	Futures	1441.07	1444.39	1441.07	1442.09	52937.0
2012-12-05 14:30:00	ES	Futures	1442.09	1443.63	1441.33	1442.09	48513.0
2012-12-05 15:00:00	ES	Futures	1441.84	1445.41	1441.58	1443.11	78064.0
2012-12-05 15:30:00	ES	Futures	1443.11	1443.63	1436.73	1438.52	210660.0
2012-12-05 16:00:00	ES	Futures	1438.52	1439.79	1438.01	1439.28	73097.0
2012-12-05 16:30:00	ES	Futures	1438.77	1439.28	1436.98	1437.24	7741.0
2012-12-05 17:00:00	ES	Futures	1437.24	1437.75	1436.98	1437.49	824.0
2012-12-05 18:00:00	ES	Futures	1437.24	1439.03	1436.98	1438.26	3023.0
2012-12-05 18:30:00	ES	Futures	1438.26	1440.05	1438.26	1439.03	2266.0
2012-12-05 19:00:00	ES	Futures	1439.28	1439.54	1437.24	1437.49	2636.0
2012-12-05 19:30:00	ES	Futures	1437.49	1439.03	1436.22	1436.47	4308.0
2012-12-05 20:00:00	ES	Futures	1436.73	1437.24	1436.22	1436.98	2239.0
2012-12-05 20:30:00	ES	Futures	1436.98	1438.52	1436.22	1436.73	2698.0
2012-12-05 21:00:00	ES	Futures	1436.73	1438.26	1436.22	1437.75	1994.0
2012-12-05 21:30:00	ES	Futures	1438.01	1439.54	1438.01	1438.77	2993.0
2012-12-05 22:00:00	ES	Futures	1438.52	1438.77	1436.98	1437.49	1592.0
2012-12-05 22:30:00	ES	Futures	1437.75	1437.75	1435.71	1436.47	4018.0
2012-12-05 23:00:00	ES	Futures	1436.47	1437.24	1435.96	1436.98	1791.0
2012-12-05 23:30:00	ES	Futures	1436.98	1436.98	1435.45	1435.45	2210.0
2012-12-05 00:00:00	NQ	Futures	3110.33	3110.33	3107.42	3107.71	391.0
2012-12-05 00:30:00	NQ	Futures	3107.42	3110.33	3107.13	3109.75	218.0
2012-12-05 01:00:00	NQ	Futures	3109.75	3109.75	3107.71	3107.71	94.0

> showing 50 of 2,775 rows — these rows as CSV

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