PREVIEW / futures_30min / 2012-12-13

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-13.parquet
  size:    73 KB
  rows:    2,787

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
2012-12-13 00:00:00	ES	Futures	1460.74	1460.74	1459.46	1459.98	1397.0
2012-12-13 00:30:00	ES	Futures	1459.98	1460.49	1459.46	1459.72	1068.0
2012-12-13 01:00:00	ES	Futures	1459.46	1459.72	1458.7	1459.21	2145.0
2012-12-13 01:30:00	ES	Futures	1458.95	1459.46	1458.44	1459.21	964.0
2012-12-13 02:00:00	ES	Futures	1458.95	1460.23	1458.95	1459.46	1799.0
2012-12-13 02:30:00	ES	Futures	1459.72	1461.25	1459.46	1460.49	3628.0
2012-12-13 03:00:00	ES	Futures	1460.23	1461.0	1458.95	1459.72	10837.0
2012-12-13 03:30:00	ES	Futures	1459.72	1459.98	1456.91	1457.42	13074.0
2012-12-13 04:00:00	ES	Futures	1457.42	1457.93	1456.91	1457.68	6287.0
2012-12-13 04:30:00	ES	Futures	1457.68	1457.93	1456.65	1456.91	6792.0
2012-12-13 05:00:00	ES	Futures	1457.16	1457.42	1454.87	1455.12	15317.0
2012-12-13 05:30:00	ES	Futures	1455.12	1457.16	1454.61	1457.16	10322.0
2012-12-13 06:00:00	ES	Futures	1456.91	1457.68	1456.14	1456.65	7050.0
2012-12-13 06:30:00	ES	Futures	1456.4	1457.42	1455.89	1456.91	7645.0
2012-12-13 07:00:00	ES	Futures	1457.16	1458.7	1456.91	1458.19	7655.0
2012-12-13 07:30:00	ES	Futures	1458.19	1458.19	1456.65	1457.68	12011.0
2012-12-13 08:00:00	ES	Futures	1457.68	1459.72	1457.42	1459.21	15156.0
2012-12-13 08:30:00	ES	Futures	1459.21	1462.79	1457.16	1457.68	38442.0
2012-12-13 09:00:00	ES	Futures	1457.68	1459.46	1457.42	1458.44	18440.0
2012-12-13 09:30:00	ES	Futures	1458.7	1460.74	1456.91	1459.72	107967.0
2012-12-13 10:00:00	ES	Futures	1459.46	1462.79	1458.95	1461.51	86745.0
2012-12-13 10:30:00	ES	Futures	1461.25	1462.02	1458.7	1458.95	73904.0
2012-12-13 11:00:00	ES	Futures	1458.95	1459.46	1453.84	1455.63	147179.0
2012-12-13 11:30:00	ES	Futures	1455.89	1457.68	1454.61	1456.14	90939.0
2012-12-13 12:00:00	ES	Futures	1456.4	1456.4	1451.29	1451.8	93636.0
2012-12-13 12:30:00	ES	Futures	1451.8	1452.57	1449.76	1451.03	76101.0
2012-12-13 13:00:00	ES	Futures	1451.03	1451.8	1448.73	1451.8	53234.0
2012-12-13 13:30:00	ES	Futures	1451.54	1451.8	1448.22	1450.27	41395.0
2012-12-13 14:00:00	ES	Futures	1450.27	1450.52	1446.69	1449.25	74525.0
2012-12-13 14:30:00	ES	Futures	1449.25	1450.27	1448.48	1449.25	63224.0
2012-12-13 15:00:00	ES	Futures	1449.25	1449.76	1447.2	1448.48	56763.0
2012-12-13 15:30:00	ES	Futures	1448.73	1454.35	1448.48	1451.03	189354.0
2012-12-13 16:00:00	ES	Futures	1451.29	1451.8	1448.48	1448.99	53795.0
2012-12-13 16:30:00	ES	Futures	1449.25	1449.5	1448.22	1448.48	5909.0
2012-12-13 17:00:00	ES	Futures	1448.22	1448.99	1447.97	1448.48	1824.0
2012-12-13 18:00:00	ES	Futures	1447.71	1452.06	1447.2	1451.29	4862.0
2012-12-13 18:30:00	ES	Futures	1451.29	1453.84	1451.29	1453.33	4633.0
2012-12-13 19:00:00	ES	Futures	1453.33	1453.84	1450.78	1450.78	3630.0
2012-12-13 19:30:00	ES	Futures	1450.78	1451.03	1447.97	1448.99	3327.0
2012-12-13 20:00:00	ES	Futures	1448.73	1449.5	1448.22	1448.73	1386.0
2012-12-13 20:30:00	ES	Futures	1448.73	1453.08	1448.48	1453.08	3245.0
2012-12-13 21:00:00	ES	Futures	1453.08	1453.84	1452.82	1453.33	2304.0
2012-12-13 21:30:00	ES	Futures	1453.08	1453.59	1452.82	1453.59	1470.0
2012-12-13 22:00:00	ES	Futures	1453.59	1453.84	1452.57	1452.82	1525.0
2012-12-13 22:30:00	ES	Futures	1452.82	1454.1	1452.82	1453.59	1194.0
2012-12-13 23:00:00	ES	Futures	1453.84	1454.1	1452.82	1453.08	1247.0
2012-12-13 23:30:00	ES	Futures	1452.82	1453.59	1452.82	1453.59	771.0
2012-12-13 00:00:00	NQ	Futures	3109.75	3111.78	3109.46	3111.78	386.0
2012-12-13 00:30:00	NQ	Futures	3111.78	3112.36	3110.91	3111.49	191.0
2012-12-13 01:00:00	NQ	Futures	3110.62	3111.2	3109.46	3109.46	243.0

> showing 50 of 2,787 rows — these rows as CSV

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