PREVIEW / futures_30min / 2012-12-11

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-11.parquet
  size:    67 KB
  rows:    2,625

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
2012-12-11 00:00:00	ES	Futures	1448.73	1449.25	1447.97	1448.73	1313.0
2012-12-11 00:30:00	ES	Futures	1448.48	1448.73	1447.97	1448.48	964.0
2012-12-11 01:00:00	ES	Futures	1448.73	1448.99	1448.48	1448.73	936.0
2012-12-11 01:30:00	ES	Futures	1448.73	1449.25	1448.22	1448.99	1651.0
2012-12-11 02:00:00	ES	Futures	1448.99	1448.99	1447.71	1448.48	2676.0
2012-12-11 02:30:00	ES	Futures	1448.22	1449.25	1447.97	1448.73	2958.0
2012-12-11 03:00:00	ES	Futures	1448.73	1449.5	1447.46	1448.99	9398.0
2012-12-11 03:30:00	ES	Futures	1448.99	1450.01	1448.73	1449.25	5908.0
2012-12-11 04:00:00	ES	Futures	1449.5	1451.29	1449.25	1451.03	7138.0
2012-12-11 04:30:00	ES	Futures	1451.03	1453.08	1451.03	1452.82	11127.0
2012-12-11 05:00:00	ES	Futures	1452.82	1454.87	1452.57	1454.35	17034.0
2012-12-11 05:30:00	ES	Futures	1454.35	1454.87	1452.82	1453.33	9753.0
2012-12-11 06:00:00	ES	Futures	1453.08	1454.1	1453.08	1453.59	5330.0
2012-12-11 06:30:00	ES	Futures	1453.84	1454.61	1453.08	1454.61	12579.0
2012-12-11 07:00:00	ES	Futures	1454.61	1455.38	1453.33	1454.61	12427.0
2012-12-11 07:30:00	ES	Futures	1454.87	1455.89	1453.59	1455.12	13055.0
2012-12-11 08:00:00	ES	Futures	1454.87	1455.63	1454.1	1455.38	16594.0
2012-12-11 08:30:00	ES	Futures	1455.12	1455.63	1453.84	1454.87	15778.0
2012-12-11 09:00:00	ES	Futures	1454.61	1455.12	1454.1	1454.87	20495.0
2012-12-11 09:30:00	ES	Futures	1454.87	1458.95	1453.84	1458.95	165322.0
2012-12-11 10:00:00	ES	Futures	1458.95	1461.25	1458.7	1460.49	152461.0
2012-12-11 10:30:00	ES	Futures	1460.74	1462.53	1460.23	1460.74	110658.0
2012-12-11 11:00:00	ES	Futures	1461.0	1465.6	1460.23	1463.81	190716.0
2012-12-11 11:30:00	ES	Futures	1463.81	1464.06	1462.02	1462.27	85508.0
2012-12-11 12:00:00	ES	Futures	1462.53	1464.06	1459.46	1463.04	132377.0
2012-12-11 12:30:00	ES	Futures	1463.04	1463.55	1462.02	1462.27	37275.0
2012-12-11 13:00:00	ES	Futures	1462.27	1463.04	1461.25	1462.27	42900.0
2012-12-11 13:30:00	ES	Futures	1462.02	1462.53	1461.76	1462.02	21843.0
2012-12-11 14:00:00	ES	Futures	1462.02	1462.79	1461.51	1461.51	28669.0
2012-12-11 14:30:00	ES	Futures	1461.76	1461.76	1457.93	1458.7	93835.0
2012-12-11 15:00:00	ES	Futures	1458.7	1458.7	1454.35	1457.68	115428.0
2012-12-11 15:30:00	ES	Futures	1457.68	1459.46	1456.91	1458.44	166128.0
2012-12-11 16:00:00	ES	Futures	1458.44	1463.3	1457.68	1462.79	108508.0
2012-12-11 16:30:00	ES	Futures	1462.79	1463.81	1462.53	1463.55	8541.0
2012-12-11 17:00:00	ES	Futures	1463.3	1463.3	1462.53	1463.3	1899.0
2012-12-11 18:00:00	ES	Futures	1462.53	1462.53	1461.25	1462.53	3288.0
2012-12-11 18:30:00	ES	Futures	1462.27	1462.79	1462.02	1462.27	976.0
2012-12-11 19:00:00	ES	Futures	1462.27	1462.53	1461.0	1461.0	3715.0
2012-12-11 19:30:00	ES	Futures	1461.25	1462.53	1460.74	1461.51	3479.0
2012-12-11 20:00:00	ES	Futures	1461.51	1461.76	1460.74	1461.0	2511.0
2012-12-11 20:30:00	ES	Futures	1460.74	1462.53	1460.74	1462.27	2001.0
2012-12-11 21:00:00	ES	Futures	1462.27	1463.3	1462.02	1462.53	1743.0
2012-12-11 21:30:00	ES	Futures	1462.53	1462.53	1461.25	1461.51	1954.0
2012-12-11 22:00:00	ES	Futures	1461.51	1461.76	1461.25	1461.25	650.0
2012-12-11 22:30:00	ES	Futures	1461.25	1461.76	1460.74	1461.0	1719.0
2012-12-11 23:00:00	ES	Futures	1461.0	1461.25	1460.74	1460.74	974.0
2012-12-11 23:30:00	ES	Futures	1461.0	1461.0	1460.49	1460.74	1225.0
2012-12-11 00:00:00	NQ	Futures	3078.95	3079.53	3077.2	3078.37	116.0
2012-12-11 00:30:00	NQ	Futures	3078.08	3078.95	3076.91	3078.66	96.0
2012-12-11 01:00:00	NQ	Futures	3078.66	3079.24	3078.37	3078.66	56.0

> showing 50 of 2,625 rows — these rows as CSV

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