PREVIEW / futures_30min / 2012-12-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-06.parquet
  size:    71 KB
  rows:    2,750

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
2012-12-06 00:00:00	ES	Futures	1435.45	1435.96	1434.94	1435.2	1468.0
2012-12-06 00:30:00	ES	Futures	1434.94	1436.47	1434.68	1436.47	2534.0
2012-12-06 01:00:00	ES	Futures	1436.47	1436.73	1435.45	1435.71	1243.0
2012-12-06 01:30:00	ES	Futures	1435.96	1436.73	1435.71	1436.22	814.0
2012-12-06 02:00:00	ES	Futures	1436.47	1437.24	1435.2	1435.45	3176.0
2012-12-06 02:30:00	ES	Futures	1435.71	1436.47	1435.2	1435.96	2255.0
2012-12-06 03:00:00	ES	Futures	1435.96	1437.24	1434.94	1436.73	9815.0
2012-12-06 03:30:00	ES	Futures	1436.98	1439.03	1436.73	1438.77	15631.0
2012-12-06 04:00:00	ES	Futures	1439.03	1441.33	1438.52	1440.56	18535.0
2012-12-06 04:30:00	ES	Futures	1440.56	1441.58	1440.3	1440.82	8591.0
2012-12-06 05:00:00	ES	Futures	1440.82	1441.07	1439.54	1439.79	6941.0
2012-12-06 05:30:00	ES	Futures	1439.79	1440.05	1439.03	1439.79	4850.0
2012-12-06 06:00:00	ES	Futures	1439.79	1440.82	1437.75	1437.75	12823.0
2012-12-06 06:30:00	ES	Futures	1437.75	1439.03	1436.47	1436.98	12181.0
2012-12-06 07:00:00	ES	Futures	1436.98	1439.03	1436.73	1438.52	10983.0
2012-12-06 07:30:00	ES	Futures	1438.52	1439.03	1436.73	1438.26	13690.0
2012-12-06 08:00:00	ES	Futures	1438.26	1439.03	1437.24	1438.01	12144.0
2012-12-06 08:30:00	ES	Futures	1438.26	1438.77	1434.68	1435.96	31598.0
2012-12-06 09:00:00	ES	Futures	1435.96	1438.26	1435.45	1437.49	24243.0
2012-12-06 09:30:00	ES	Futures	1437.24	1441.07	1435.71	1438.52	192519.0
2012-12-06 10:00:00	ES	Futures	1438.26	1439.54	1435.45	1438.01	141727.0
2012-12-06 10:30:00	ES	Futures	1437.75	1443.37	1436.98	1442.09	125293.0
2012-12-06 11:00:00	ES	Futures	1442.35	1443.11	1441.07	1442.35	77713.0
2012-12-06 11:30:00	ES	Futures	1442.35	1444.14	1441.58	1441.84	88785.0
2012-12-06 12:00:00	ES	Futures	1442.09	1442.6	1439.54	1440.05	56315.0
2012-12-06 12:30:00	ES	Futures	1439.79	1440.56	1438.52	1438.77	58481.0
2012-12-06 13:00:00	ES	Futures	1438.52	1442.09	1438.26	1440.82	48230.0
2012-12-06 13:30:00	ES	Futures	1440.56	1442.86	1440.56	1442.35	30607.0
2012-12-06 14:00:00	ES	Futures	1442.6	1442.86	1441.07	1442.6	32056.0
2012-12-06 14:30:00	ES	Futures	1442.6	1443.63	1440.82	1441.58	48065.0
2012-12-06 15:00:00	ES	Futures	1441.58	1442.09	1440.05	1440.82	44203.0
2012-12-06 15:30:00	ES	Futures	1440.56	1444.39	1440.3	1443.37	125406.0
2012-12-06 16:00:00	ES	Futures	1443.37	1444.39	1442.6	1443.63	65359.0
2012-12-06 16:30:00	ES	Futures	1443.63	1444.39	1443.63	1443.88	4262.0
2012-12-06 17:00:00	ES	Futures	1443.88	1444.39	1443.37	1443.63	2171.0
2012-12-06 18:00:00	ES	Futures	1443.11	1444.65	1442.6	1444.14	2781.0
2012-12-06 18:30:00	ES	Futures	1444.39	1444.65	1443.37	1444.39	2344.0
2012-12-06 19:00:00	ES	Futures	1444.39	1445.41	1444.14	1444.9	3677.0
2012-12-06 19:30:00	ES	Futures	1444.65	1445.41	1444.65	1444.65	2111.0
2012-12-06 20:00:00	ES	Futures	1444.9	1445.16	1444.14	1444.39	2911.0
2012-12-06 20:30:00	ES	Futures	1444.39	1445.16	1444.14	1444.9	2526.0
2012-12-06 21:00:00	ES	Futures	1444.65	1444.9	1443.37	1443.63	3376.0
2012-12-06 21:30:00	ES	Futures	1443.63	1444.9	1443.63	1444.39	1277.0
2012-12-06 22:00:00	ES	Futures	1444.39	1444.9	1444.14	1444.39	713.0
2012-12-06 22:30:00	ES	Futures	1444.65	1444.9	1443.88	1444.14	1377.0
2012-12-06 23:00:00	ES	Futures	1444.39	1444.39	1443.37	1443.88	801.0
2012-12-06 23:30:00	ES	Futures	1444.14	1444.39	1443.63	1444.39	567.0
2012-12-06 00:00:00	NQ	Futures	3062.38	3062.38	3060.64	3061.22	238.0
2012-12-06 00:30:00	NQ	Futures	3060.93	3063.26	3060.93	3063.26	286.0
2012-12-06 01:00:00	NQ	Futures	3063.26	3063.55	3060.93	3060.93	293.0

> showing 50 of 2,750 rows — these rows as CSV

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