PREVIEW / futures_30min / 2012-12-12

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-12.parquet
  size:    71 KB
  rows:    2,687

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
2012-12-12 00:00:00	ES	Futures	1460.74	1461.76	1460.49	1461.76	2102.0
2012-12-12 00:30:00	ES	Futures	1461.51	1462.27	1461.51	1462.02	1626.0
2012-12-12 01:00:00	ES	Futures	1462.02	1462.79	1461.76	1462.53	1629.0
2012-12-12 01:30:00	ES	Futures	1462.53	1463.04	1462.27	1462.27	1514.0
2012-12-12 02:00:00	ES	Futures	1462.02	1462.79	1461.25	1461.25	2664.0
2012-12-12 02:30:00	ES	Futures	1461.51	1462.53	1461.25	1461.76	2348.0
2012-12-12 03:00:00	ES	Futures	1461.76	1463.3	1461.0	1462.02	12601.0
2012-12-12 03:30:00	ES	Futures	1462.02	1464.32	1461.76	1464.06	10771.0
2012-12-12 04:00:00	ES	Futures	1464.32	1465.6	1464.06	1464.83	16239.0
2012-12-12 04:30:00	ES	Futures	1464.57	1465.34	1464.32	1464.83	4690.0
2012-12-12 05:00:00	ES	Futures	1464.83	1465.6	1464.06	1464.32	5253.0
2012-12-12 05:30:00	ES	Futures	1464.32	1465.34	1463.81	1464.57	7010.0
2012-12-12 06:00:00	ES	Futures	1464.57	1464.83	1464.06	1464.32	3977.0
2012-12-12 06:30:00	ES	Futures	1464.06	1464.57	1463.81	1464.06	4196.0
2012-12-12 07:00:00	ES	Futures	1464.32	1465.34	1463.81	1465.08	10676.0
2012-12-12 07:30:00	ES	Futures	1465.08	1466.87	1465.08	1465.85	18564.0
2012-12-12 08:00:00	ES	Futures	1465.6	1466.11	1464.32	1464.57	13100.0
2012-12-12 08:30:00	ES	Futures	1464.32	1465.6	1463.3	1465.08	17905.0
2012-12-12 09:00:00	ES	Futures	1465.34	1466.36	1463.55	1464.32	29499.0
2012-12-12 09:30:00	ES	Futures	1464.57	1464.83	1462.02	1462.53	129186.0
2012-12-12 10:00:00	ES	Futures	1462.79	1463.04	1460.23	1462.53	101236.0
2012-12-12 10:30:00	ES	Futures	1462.53	1462.79	1459.98	1461.25	75687.0
2012-12-12 11:00:00	ES	Futures	1461.25	1462.53	1460.23	1462.27	101672.0
2012-12-12 11:30:00	ES	Futures	1462.27	1462.79	1460.49	1460.74	62953.0
2012-12-12 12:00:00	ES	Futures	1460.49	1462.27	1460.49	1462.27	35164.0
2012-12-12 12:30:00	ES	Futures	1462.27	1469.94	1459.46	1468.41	225826.0
2012-12-12 13:00:00	ES	Futures	1468.66	1469.94	1466.36	1469.17	113107.0
2012-12-12 13:30:00	ES	Futures	1468.92	1470.19	1467.64	1468.15	66208.0
2012-12-12 14:00:00	ES	Futures	1468.15	1468.92	1465.08	1465.85	77477.0
2012-12-12 14:30:00	ES	Futures	1466.11	1466.87	1464.32	1465.08	84461.0
2012-12-12 15:00:00	ES	Futures	1465.08	1465.34	1458.95	1460.23	131586.0
2012-12-12 15:30:00	ES	Futures	1459.98	1461.25	1457.42	1459.21	184631.0
2012-12-12 16:00:00	ES	Futures	1459.46	1459.98	1457.16	1457.93	79540.0
2012-12-12 16:30:00	ES	Futures	1457.68	1458.44	1456.91	1457.16	6825.0
2012-12-12 17:00:00	ES	Futures	1456.91	1457.42	1456.91	1457.16	1057.0
2012-12-12 18:00:00	ES	Futures	1456.91	1458.95	1456.91	1458.7	4479.0
2012-12-12 18:30:00	ES	Futures	1458.7	1459.72	1458.44	1459.46	1914.0
2012-12-12 19:00:00	ES	Futures	1459.46	1460.23	1459.21	1459.46	2710.0
2012-12-12 19:30:00	ES	Futures	1459.46	1459.98	1458.7	1458.95	2071.0
2012-12-12 20:00:00	ES	Futures	1458.95	1459.46	1458.19	1459.21	3231.0
2012-12-12 20:30:00	ES	Futures	1459.21	1459.72	1458.7	1459.21	2769.0
2012-12-12 21:00:00	ES	Futures	1459.21	1459.72	1458.7	1459.21	2216.0
2012-12-12 21:30:00	ES	Futures	1458.95	1459.46	1458.7	1459.21	1415.0
2012-12-12 22:00:00	ES	Futures	1458.95	1460.23	1458.95	1459.98	1870.0
2012-12-12 22:30:00	ES	Futures	1459.98	1461.0	1459.21	1459.46	4177.0
2012-12-12 23:00:00	ES	Futures	1459.46	1460.49	1459.21	1459.98	1261.0
2012-12-12 23:30:00	ES	Futures	1459.98	1461.0	1459.98	1460.49	1690.0
2012-12-12 00:00:00	NQ	Futures	3119.63	3121.37	3119.34	3121.08	125.0
2012-12-12 00:30:00	NQ	Futures	3121.08	3122.24	3120.79	3121.08	192.0
2012-12-12 01:00:00	NQ	Futures	3121.08	3123.12	3121.08	3122.82	310.0

> showing 50 of 2,687 rows — these rows as CSV

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