PREVIEW / futures_30min / 2012-12-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-19.parquet
  size:    76 KB
  rows:    2,867

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
2012-12-19 00:00:00	ES	Futures	1478.73	1479.76	1478.48	1479.76	1630.0
2012-12-19 00:30:00	ES	Futures	1479.5	1480.02	1478.99	1479.5	1276.0
2012-12-19 01:00:00	ES	Futures	1479.76	1480.53	1479.5	1480.27	2416.0
2012-12-19 01:30:00	ES	Futures	1480.27	1480.53	1480.02	1480.27	1142.0
2012-12-19 02:00:00	ES	Futures	1480.27	1480.79	1479.25	1480.53	3344.0
2012-12-19 02:30:00	ES	Futures	1480.53	1481.04	1479.76	1480.79	3586.0
2012-12-19 03:00:00	ES	Futures	1480.79	1481.56	1478.99	1479.25	9422.0
2012-12-19 03:30:00	ES	Futures	1479.25	1480.02	1478.99	1479.5	6000.0
2012-12-19 04:00:00	ES	Futures	1479.5	1480.79	1478.73	1480.79	8822.0
2012-12-19 04:30:00	ES	Futures	1480.79	1481.04	1480.02	1481.04	4295.0
2012-12-19 05:00:00	ES	Futures	1481.04	1482.58	1480.79	1482.07	11106.0
2012-12-19 05:30:00	ES	Futures	1481.81	1482.33	1481.3	1481.56	4739.0
2012-12-19 06:00:00	ES	Futures	1481.56	1482.58	1481.56	1482.07	5896.0
2012-12-19 06:30:00	ES	Futures	1482.07	1482.58	1481.3	1482.07	8601.0
2012-12-19 07:00:00	ES	Futures	1482.07	1482.84	1481.56	1482.07	9073.0
2012-12-19 07:30:00	ES	Futures	1482.33	1482.84	1481.56	1482.58	9844.0
2012-12-19 08:00:00	ES	Futures	1482.33	1483.87	1481.81	1483.61	14515.0
2012-12-19 08:30:00	ES	Futures	1483.35	1483.87	1482.07	1483.1	23087.0
2012-12-19 09:00:00	ES	Futures	1482.84	1484.12	1481.04	1481.56	31534.0
2012-12-19 09:30:00	ES	Futures	1481.81	1482.33	1477.19	1477.45	172814.0
2012-12-19 10:00:00	ES	Futures	1477.45	1478.22	1474.89	1475.91	136873.0
2012-12-19 10:30:00	ES	Futures	1475.91	1478.73	1475.66	1477.96	108074.0
2012-12-19 11:00:00	ES	Futures	1477.71	1480.02	1477.19	1478.22	134029.0
2012-12-19 11:30:00	ES	Futures	1477.96	1479.76	1477.45	1477.96	75274.0
2012-12-19 12:00:00	ES	Futures	1477.96	1478.73	1475.91	1477.96	86648.0
2012-12-19 12:30:00	ES	Futures	1478.22	1480.02	1476.68	1477.71	52191.0
2012-12-19 13:00:00	ES	Futures	1477.96	1478.48	1476.17	1477.96	57360.0
2012-12-19 13:30:00	ES	Futures	1477.71	1477.96	1474.89	1476.43	46514.0
2012-12-19 14:00:00	ES	Futures	1476.43	1476.68	1473.09	1474.63	111372.0
2012-12-19 14:30:00	ES	Futures	1474.63	1475.14	1471.29	1473.09	75160.0
2012-12-19 15:00:00	ES	Futures	1473.09	1473.86	1471.81	1473.6	62915.0
2012-12-19 15:30:00	ES	Futures	1473.6	1476.17	1468.73	1469.24	212466.0
2012-12-19 16:00:00	ES	Futures	1469.24	1471.29	1468.73	1470.52	85574.0
2012-12-19 16:30:00	ES	Futures	1470.27	1470.52	1467.7	1468.21	10541.0
2012-12-19 17:00:00	ES	Futures	1468.21	1468.47	1465.9	1466.42	7863.0
2012-12-19 18:00:00	ES	Futures	1466.67	1466.93	1465.14	1465.39	6473.0
2012-12-19 18:30:00	ES	Futures	1465.65	1466.93	1465.39	1466.67	1958.0
2012-12-19 19:00:00	ES	Futures	1466.42	1467.19	1465.9	1466.16	3946.0
2012-12-19 19:30:00	ES	Futures	1466.16	1467.44	1465.9	1467.44	2187.0
2012-12-19 20:00:00	ES	Futures	1467.19	1468.21	1466.93	1468.21	3427.0
2012-12-19 20:30:00	ES	Futures	1467.96	1468.21	1467.19	1467.44	1503.0
2012-12-19 21:00:00	ES	Futures	1467.44	1467.7	1466.93	1467.44	1378.0
2012-12-19 21:30:00	ES	Futures	1467.44	1467.96	1467.19	1467.44	1802.0
2012-12-19 22:00:00	ES	Futures	1467.19	1467.44	1466.42	1466.93	1858.0
2012-12-19 22:30:00	ES	Futures	1466.67	1467.19	1466.16	1466.67	2355.0
2012-12-19 23:00:00	ES	Futures	1466.67	1467.96	1465.65	1466.67	3874.0
2012-12-19 23:30:00	ES	Futures	1466.42	1467.19	1464.88	1465.14	4195.0
2012-12-19 00:00:00	NQ	Futures	3146.75	3148.49	3146.75	3148.49	110.0
2012-12-19 00:30:00	NQ	Futures	3148.49	3148.79	3147.33	3148.2	101.0
2012-12-19 01:00:00	NQ	Futures	3148.2	3150.82	3148.2	3150.53	199.0

> showing 50 of 2,867 rows — these rows as CSV

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