PREVIEW / futures_30min / 2012-12-18

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-18.parquet
  size:    75 KB
  rows:    2,846

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
2012-12-18 00:00:00	ES	Futures	1468.98	1469.24	1468.47	1468.47	2446.0
2012-12-18 00:30:00	ES	Futures	1468.47	1468.73	1467.96	1467.96	2772.0
2012-12-18 01:00:00	ES	Futures	1467.96	1468.98	1467.96	1468.47	2672.0
2012-12-18 01:30:00	ES	Futures	1468.21	1469.75	1468.21	1469.5	2048.0
2012-12-18 02:00:00	ES	Futures	1469.5	1470.27	1468.98	1470.01	3185.0
2012-12-18 02:30:00	ES	Futures	1470.01	1470.27	1468.98	1470.01	4810.0
2012-12-18 03:00:00	ES	Futures	1470.01	1470.01	1468.47	1469.5	8987.0
2012-12-18 03:30:00	ES	Futures	1469.5	1470.01	1468.47	1469.75	7657.0
2012-12-18 04:00:00	ES	Futures	1469.5	1471.29	1469.5	1470.52	7902.0
2012-12-18 04:30:00	ES	Futures	1470.52	1471.55	1470.27	1470.52	6596.0
2012-12-18 05:00:00	ES	Futures	1470.27	1471.29	1470.27	1470.27	3595.0
2012-12-18 05:30:00	ES	Futures	1470.27	1470.52	1468.21	1468.47	9444.0
2012-12-18 06:00:00	ES	Futures	1468.47	1469.75	1467.96	1469.5	8263.0
2012-12-18 06:30:00	ES	Futures	1469.5	1470.52	1469.5	1469.5	6193.0
2012-12-18 07:00:00	ES	Futures	1469.5	1470.27	1468.98	1469.5	5350.0
2012-12-18 07:30:00	ES	Futures	1469.75	1470.78	1468.98	1470.52	10225.0
2012-12-18 08:00:00	ES	Futures	1470.52	1472.06	1465.9	1467.19	56487.0
2012-12-18 08:30:00	ES	Futures	1466.93	1468.73	1465.39	1465.65	37746.0
2012-12-18 09:00:00	ES	Futures	1465.65	1467.44	1463.08	1464.88	55306.0
2012-12-18 09:30:00	ES	Futures	1465.14	1466.67	1462.83	1464.11	169844.0
2012-12-18 10:00:00	ES	Futures	1463.85	1468.47	1463.08	1468.47	142130.0
2012-12-18 10:30:00	ES	Futures	1468.47	1473.35	1467.96	1472.06	186175.0
2012-12-18 11:00:00	ES	Futures	1472.06	1476.43	1471.81	1474.63	174947.0
2012-12-18 11:30:00	ES	Futures	1474.63	1475.4	1473.6	1473.86	76477.0
2012-12-18 12:00:00	ES	Futures	1473.86	1475.91	1473.35	1475.4	65758.0
2012-12-18 12:30:00	ES	Futures	1475.66	1481.04	1475.4	1479.5	112830.0
2012-12-18 13:00:00	ES	Futures	1479.76	1480.02	1477.19	1477.71	46490.0
2012-12-18 13:30:00	ES	Futures	1477.45	1479.76	1476.94	1477.96	53904.0
2012-12-18 14:00:00	ES	Futures	1477.96	1479.25	1475.66	1475.91	70191.0
2012-12-18 14:30:00	ES	Futures	1475.91	1477.71	1474.89	1476.94	82977.0
2012-12-18 15:00:00	ES	Futures	1476.94	1478.73	1476.17	1476.43	90183.0
2012-12-18 15:30:00	ES	Futures	1476.17	1481.56	1475.91	1479.76	205378.0
2012-12-18 16:00:00	ES	Futures	1480.02	1481.04	1478.99	1479.5	106424.0
2012-12-18 16:30:00	ES	Futures	1479.25	1479.25	1477.96	1478.73	7055.0
2012-12-18 17:00:00	ES	Futures	1478.99	1479.25	1478.22	1478.48	1526.0
2012-12-18 18:00:00	ES	Futures	1478.48	1480.27	1477.96	1479.76	5609.0
2012-12-18 18:30:00	ES	Futures	1479.76	1480.02	1478.73	1478.99	2735.0
2012-12-18 19:00:00	ES	Futures	1478.73	1479.25	1477.96	1478.99	2270.0
2012-12-18 19:30:00	ES	Futures	1478.73	1479.76	1477.71	1479.76	1689.0
2012-12-18 20:00:00	ES	Futures	1479.76	1480.27	1478.99	1480.02	2625.0
2012-12-18 20:30:00	ES	Futures	1480.02	1480.02	1478.99	1479.5	928.0
2012-12-18 21:00:00	ES	Futures	1479.5	1479.76	1478.99	1479.5	1400.0
2012-12-18 21:30:00	ES	Futures	1479.76	1479.76	1479.25	1479.5	945.0
2012-12-18 22:00:00	ES	Futures	1479.5	1479.76	1478.73	1479.25	1240.0
2012-12-18 22:30:00	ES	Futures	1479.25	1479.76	1478.99	1479.25	960.0
2012-12-18 23:00:00	ES	Futures	1479.5	1479.76	1478.99	1478.99	893.0
2012-12-18 23:30:00	ES	Futures	1478.99	1478.99	1478.22	1478.48	1553.0
2012-12-18 00:00:00	NQ	Futures	3110.66	3111.53	3109.49	3109.78	345.0
2012-12-18 00:30:00	NQ	Futures	3110.07	3110.07	3108.62	3108.91	198.0
2012-12-18 01:00:00	NQ	Futures	3108.91	3110.07	3108.91	3108.91	223.0

> showing 50 of 2,846 rows — these rows as CSV

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