PREVIEW / futures_30min / 2012-12-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-10.parquet
  size:    62 KB
  rows:    2,454

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
2012-12-10 00:00:00	ES	Futures	1447.46	1447.97	1446.69	1447.71	1165.0
2012-12-10 00:30:00	ES	Futures	1447.71	1447.97	1447.2	1447.46	1245.0
2012-12-10 01:00:00	ES	Futures	1447.71	1448.48	1447.46	1447.97	1031.0
2012-12-10 01:30:00	ES	Futures	1447.71	1448.48	1447.46	1447.71	945.0
2012-12-10 02:00:00	ES	Futures	1447.46	1448.48	1444.9	1444.9	5971.0
2012-12-10 02:30:00	ES	Futures	1444.9	1445.16	1443.11	1444.39	6799.0
2012-12-10 03:00:00	ES	Futures	1444.14	1446.44	1443.11	1443.88	17518.0
2012-12-10 03:30:00	ES	Futures	1443.88	1444.14	1442.35	1443.88	12887.0
2012-12-10 04:00:00	ES	Futures	1443.63	1443.88	1442.86	1443.11	6766.0
2012-12-10 04:30:00	ES	Futures	1443.11	1443.88	1441.84	1442.09	9111.0
2012-12-10 05:00:00	ES	Futures	1442.09	1442.86	1442.09	1442.6	5834.0
2012-12-10 05:30:00	ES	Futures	1442.6	1442.86	1441.58	1442.35	7598.0
2012-12-10 06:00:00	ES	Futures	1442.35	1443.63	1442.09	1443.37	6413.0
2012-12-10 06:30:00	ES	Futures	1443.37	1444.9	1443.37	1444.39	5142.0
2012-12-10 07:00:00	ES	Futures	1444.39	1444.65	1443.11	1443.88	5931.0
2012-12-10 07:30:00	ES	Futures	1444.14	1444.39	1443.11	1443.88	9970.0
2012-12-10 08:00:00	ES	Futures	1443.88	1446.18	1443.88	1445.41	16578.0
2012-12-10 08:30:00	ES	Futures	1445.41	1447.2	1445.16	1446.44	16742.0
2012-12-10 09:00:00	ES	Futures	1446.69	1446.95	1444.9	1445.67	15851.0
2012-12-10 09:30:00	ES	Futures	1445.92	1449.76	1445.41	1448.73	158280.0
2012-12-10 10:00:00	ES	Futures	1448.73	1450.27	1447.46	1448.48	110225.0
2012-12-10 10:30:00	ES	Futures	1448.48	1452.06	1448.48	1452.06	78516.0
2012-12-10 11:00:00	ES	Futures	1451.8	1452.06	1450.27	1450.52	48308.0
2012-12-10 11:30:00	ES	Futures	1450.52	1451.54	1449.5	1450.01	44688.0
2012-12-10 12:00:00	ES	Futures	1450.01	1452.06	1449.76	1450.78	43319.0
2012-12-10 12:30:00	ES	Futures	1450.52	1451.29	1449.5	1450.27	30556.0
2012-12-10 13:00:00	ES	Futures	1450.27	1450.52	1448.99	1448.99	29038.0
2012-12-10 13:30:00	ES	Futures	1448.99	1450.01	1448.48	1448.99	26522.0
2012-12-10 14:00:00	ES	Futures	1448.73	1449.76	1448.73	1448.99	23695.0
2012-12-10 14:30:00	ES	Futures	1448.73	1449.76	1446.69	1449.5	55303.0
2012-12-10 15:00:00	ES	Futures	1449.25	1450.27	1448.48	1450.01	42571.0
2012-12-10 15:30:00	ES	Futures	1450.01	1450.78	1448.22	1448.73	124360.0
2012-12-10 16:00:00	ES	Futures	1448.99	1451.54	1448.22	1451.29	77667.0
2012-12-10 16:30:00	ES	Futures	1450.78	1451.03	1448.48	1448.73	10735.0
2012-12-10 17:00:00	ES	Futures	1448.99	1448.99	1448.22	1448.22	1626.0
2012-12-10 18:00:00	ES	Futures	1448.48	1448.73	1446.95	1447.2	4615.0
2012-12-10 18:30:00	ES	Futures	1447.2	1447.71	1446.95	1446.95	1621.0
2012-12-10 19:00:00	ES	Futures	1447.2	1447.46	1446.69	1447.2	3369.0
2012-12-10 19:30:00	ES	Futures	1447.2	1447.71	1446.95	1447.2	1834.0
2012-12-10 20:00:00	ES	Futures	1447.46	1447.46	1445.92	1446.18	3637.0
2012-12-10 20:30:00	ES	Futures	1446.18	1447.71	1445.92	1447.46	4161.0
2012-12-10 21:00:00	ES	Futures	1447.2	1447.71	1446.69	1447.2	1414.0
2012-12-10 21:30:00	ES	Futures	1446.95	1448.99	1446.95	1448.22	4163.0
2012-12-10 22:00:00	ES	Futures	1448.22	1448.73	1448.22	1448.73	801.0
2012-12-10 22:30:00	ES	Futures	1448.48	1448.99	1447.46	1447.97	1812.0
2012-12-10 23:00:00	ES	Futures	1447.97	1448.99	1447.97	1448.99	1830.0
2012-12-10 23:30:00	ES	Futures	1448.73	1448.99	1448.22	1448.73	2370.0
2012-12-10 00:00:00	NQ	Futures	3063.84	3064.13	3061.8	3063.55	517.0
2012-12-10 00:30:00	NQ	Futures	3063.55	3064.13	3062.97	3063.26	399.0
2012-12-10 01:00:00	NQ	Futures	3063.55	3064.42	3063.26	3063.55	318.0

> showing 50 of 2,454 rows — these rows as CSV

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