PREVIEW / futures_30min / 2012-12-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-14.parquet
  size:    62 KB
  rows:    2,254

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
2012-12-14 00:00:00	ES	Futures	1453.59	1453.59	1452.05	1452.05	1632.0
2012-12-14 00:30:00	ES	Futures	1452.31	1452.56	1451.28	1452.31	1138.0
2012-12-14 01:00:00	ES	Futures	1452.56	1453.59	1451.79	1453.59	1106.0
2012-12-14 01:30:00	ES	Futures	1453.59	1453.59	1452.82	1453.08	951.0
2012-12-14 02:00:00	ES	Futures	1453.33	1453.59	1452.56	1453.59	1538.0
2012-12-14 02:30:00	ES	Futures	1453.59	1455.64	1453.08	1454.87	4562.0
2012-12-14 03:00:00	ES	Futures	1454.87	1456.41	1453.08	1456.41	15319.0
2012-12-14 03:30:00	ES	Futures	1456.15	1456.67	1452.31	1453.08	7851.0
2012-12-14 04:00:00	ES	Futures	1453.08	1453.85	1452.31	1453.08	8167.0
2012-12-14 04:30:00	ES	Futures	1453.08	1454.1	1453.08	1453.59	3543.0
2012-12-14 05:00:00	ES	Futures	1453.33	1453.85	1452.31	1453.08	3529.0
2012-12-14 05:30:00	ES	Futures	1452.82	1453.08	1452.05	1452.56	3236.0
2012-12-14 06:00:00	ES	Futures	1452.56	1453.85	1452.56	1453.59	3090.0
2012-12-14 06:30:00	ES	Futures	1453.85	1453.85	1452.82	1453.59	1929.0
2012-12-14 07:00:00	ES	Futures	1453.59	1453.85	1452.05	1453.33	5708.0
2012-12-14 07:30:00	ES	Futures	1453.33	1453.33	1450.51	1450.51	8673.0
2012-12-14 08:00:00	ES	Futures	1450.51	1452.05	1450.25	1451.79	12619.0
2012-12-14 08:30:00	ES	Futures	1452.05	1452.31	1447.43	1448.97	28424.0
2012-12-14 09:00:00	ES	Futures	1448.97	1451.54	1446.92	1447.43	29698.0
2012-12-14 09:30:00	ES	Futures	1447.43	1450.25	1445.38	1446.92	131525.0
2012-12-14 10:00:00	ES	Futures	1446.66	1448.97	1445.63	1447.17	99751.0
2012-12-14 10:30:00	ES	Futures	1447.17	1449.74	1446.66	1447.94	75609.0
2012-12-14 11:00:00	ES	Futures	1447.69	1448.71	1446.66	1446.92	74570.0
2012-12-14 11:30:00	ES	Futures	1446.92	1447.17	1444.35	1446.66	50673.0
2012-12-14 12:00:00	ES	Futures	1446.66	1449.23	1446.4	1448.46	56618.0
2012-12-14 12:30:00	ES	Futures	1448.71	1448.97	1447.43	1447.69	27460.0
2012-12-14 13:00:00	ES	Futures	1447.94	1448.2	1446.15	1446.92	30206.0
2012-12-14 13:30:00	ES	Futures	1447.17	1448.71	1446.66	1448.46	30655.0
2012-12-14 14:00:00	ES	Futures	1448.46	1449.23	1447.17	1447.17	24689.0
2012-12-14 14:30:00	ES	Futures	1447.17	1447.43	1444.09	1444.61	42142.0
2012-12-14 15:00:00	ES	Futures	1444.35	1445.12	1442.81	1444.09	56869.0
2012-12-14 15:30:00	ES	Futures	1444.09	1446.92	1443.32	1445.12	124305.0
2012-12-14 16:00:00	ES	Futures	1445.12	1446.92	1444.86	1446.66	75023.0
2012-12-14 16:30:00	ES	Futures	1446.66	1447.69	1446.4	1447.43	4611.0
2012-12-14 17:00:00	ES	Futures	1447.43	1447.94	1447.43	1447.94	677.0
2012-12-14 00:00:00	NQ	Futures	3089.99	3090.28	3087.37	3087.37	397.0
2012-12-14 00:30:00	NQ	Futures	3087.66	3087.95	3083.59	3085.62	410.0
2012-12-14 01:00:00	NQ	Futures	3085.91	3087.66	3084.75	3087.08	206.0
2012-12-14 01:30:00	NQ	Futures	3087.08	3087.37	3085.91	3086.79	162.0
2012-12-14 02:00:00	NQ	Futures	3086.79	3088.24	3085.62	3087.08	318.0
2012-12-14 02:30:00	NQ	Futures	3086.79	3090.86	3086.5	3088.83	553.0
2012-12-14 03:00:00	NQ	Futures	3088.83	3093.48	3085.62	3093.48	1912.0
2012-12-14 03:30:00	NQ	Futures	3092.9	3094.94	3084.75	3085.91	1206.0
2012-12-14 04:00:00	NQ	Futures	3085.62	3087.37	3082.13	3084.17	1676.0
2012-12-14 04:30:00	NQ	Futures	3084.46	3086.79	3084.46	3086.21	429.0
2012-12-14 05:00:00	NQ	Futures	3086.21	3087.37	3084.46	3085.62	531.0
2012-12-14 05:30:00	NQ	Futures	3085.33	3085.33	3083.0	3084.17	457.0
2012-12-14 06:00:00	NQ	Futures	3083.88	3086.5	3083.88	3086.5	324.0
2012-12-14 06:30:00	NQ	Futures	3086.5	3086.5	3083.88	3086.21	355.0
2012-12-14 07:00:00	NQ	Futures	3085.91	3086.5	3083.29	3084.46	806.0

> showing 50 of 2,254 rows — these rows as CSV

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