PREVIEW / futures_30min / 2012-12-17

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-17.parquet
  size:    72 KB
  rows:    2,771

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
2012-12-17 00:00:00	ES	Futures	1451.54	1451.79	1451.02	1451.28	2617.0
2012-12-17 00:30:00	ES	Futures	1451.54	1451.54	1450.77	1451.02	1530.0
2012-12-17 01:00:00	ES	Futures	1451.02	1451.02	1449.74	1450.0	2861.0
2012-12-17 01:30:00	ES	Futures	1450.0	1450.77	1449.74	1450.51	943.0
2012-12-17 02:00:00	ES	Futures	1450.51	1451.28	1449.23	1450.0	4075.0
2012-12-17 02:30:00	ES	Futures	1450.0	1452.31	1449.74	1451.02	8761.0
2012-12-17 03:00:00	ES	Futures	1451.02	1452.31	1450.0	1451.02	9883.0
2012-12-17 03:30:00	ES	Futures	1451.02	1451.54	1448.97	1449.23	8417.0
2012-12-17 04:00:00	ES	Futures	1449.23	1449.74	1448.46	1448.71	6061.0
2012-12-17 04:30:00	ES	Futures	1448.46	1448.71	1447.43	1447.69	4418.0
2012-12-17 05:00:00	ES	Futures	1447.94	1447.94	1446.4	1446.66	7448.0
2012-12-17 05:30:00	ES	Futures	1446.92	1448.46	1446.92	1447.43	4871.0
2012-12-17 06:00:00	ES	Futures	1447.43	1448.97	1446.66	1448.97	5144.0
2012-12-17 06:30:00	ES	Futures	1448.97	1450.0	1448.71	1448.97	5096.0
2012-12-17 07:00:00	ES	Futures	1449.23	1450.0	1448.46	1449.48	6848.0
2012-12-17 07:30:00	ES	Futures	1449.74	1449.74	1447.17	1449.74	10609.0
2012-12-17 08:00:00	ES	Futures	1449.48	1452.56	1449.48	1450.77	23797.0
2012-12-17 08:30:00	ES	Futures	1450.51	1453.59	1450.0	1450.25	23063.0
2012-12-17 09:00:00	ES	Futures	1450.25	1451.02	1448.71	1448.97	20563.0
2012-12-17 09:30:00	ES	Futures	1449.23	1455.13	1448.71	1454.1	175805.0
2012-12-17 10:00:00	ES	Futures	1454.1	1455.64	1451.28	1452.05	95463.0
2012-12-17 10:30:00	ES	Futures	1451.79	1454.1	1451.79	1452.82	73007.0
2012-12-17 11:00:00	ES	Futures	1452.82	1456.67	1452.56	1454.36	117751.0
2012-12-17 11:30:00	ES	Futures	1454.61	1458.98	1454.36	1457.69	117214.0
2012-12-17 12:00:00	ES	Futures	1457.69	1460.26	1456.92	1459.49	65634.0
2012-12-17 12:30:00	ES	Futures	1459.75	1460.0	1458.46	1458.46	23288.0
2012-12-17 13:00:00	ES	Futures	1458.46	1459.23	1457.18	1457.95	53477.0
2012-12-17 13:30:00	ES	Futures	1457.69	1457.95	1455.13	1455.64	72285.0
2012-12-17 14:00:00	ES	Futures	1455.64	1457.95	1454.1	1455.38	91039.0
2012-12-17 14:30:00	ES	Futures	1455.38	1456.92	1454.87	1456.92	59311.0
2012-12-17 15:00:00	ES	Futures	1456.67	1458.46	1456.15	1457.44	53721.0
2012-12-17 15:30:00	ES	Futures	1457.44	1463.85	1457.18	1463.08	180032.0
2012-12-17 16:00:00	ES	Futures	1462.83	1465.65	1462.57	1464.88	90474.0
2012-12-17 16:30:00	ES	Futures	1465.14	1466.42	1464.62	1465.9	9535.0
2012-12-17 17:00:00	ES	Futures	1465.9	1466.67	1464.11	1465.39	5402.0
2012-12-17 18:00:00	ES	Futures	1465.9	1466.42	1465.39	1465.9	3776.0
2012-12-17 18:30:00	ES	Futures	1465.9	1466.16	1465.14	1465.14	3857.0
2012-12-17 19:00:00	ES	Futures	1465.39	1465.65	1465.14	1465.65	1146.0
2012-12-17 19:30:00	ES	Futures	1465.39	1467.44	1465.14	1467.44	5695.0
2012-12-17 20:00:00	ES	Futures	1467.44	1470.01	1467.19	1468.98	9852.0
2012-12-17 20:30:00	ES	Futures	1468.98	1471.04	1468.98	1470.01	8634.0
2012-12-17 21:00:00	ES	Futures	1470.01	1470.52	1468.98	1469.5	3429.0
2012-12-17 21:30:00	ES	Futures	1469.5	1469.75	1469.24	1469.5	837.0
2012-12-17 22:00:00	ES	Futures	1469.5	1470.27	1468.98	1470.01	2705.0
2012-12-17 22:30:00	ES	Futures	1470.27	1470.78	1470.01	1470.27	2242.0
2012-12-17 23:00:00	ES	Futures	1470.27	1470.27	1468.98	1469.5	3411.0
2012-12-17 23:30:00	ES	Futures	1469.5	1469.75	1468.98	1468.98	1466.0
2012-12-17 00:00:00	NQ	Futures	3063.5	3064.38	3062.63	3063.5	217.0
2012-12-17 00:30:00	NQ	Futures	3062.92	3062.92	3060.88	3060.88	144.0
2012-12-17 01:00:00	NQ	Futures	3060.88	3061.17	3058.55	3058.84	745.0

> showing 50 of 2,771 rows — these rows as CSV

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