PREVIEW / futures_30min / 2012-12-20

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-20.parquet
  size:    78 KB
  rows:    2,928

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
2012-12-20 00:00:00	ES	Futures	1465.39	1465.65	1464.88	1465.14	1961.0
2012-12-20 00:30:00	ES	Futures	1465.14	1465.65	1464.88	1465.39	1458.0
2012-12-20 01:00:00	ES	Futures	1465.39	1466.42	1465.14	1466.16	1299.0
2012-12-20 01:30:00	ES	Futures	1465.9	1466.67	1465.65	1466.67	1253.0
2012-12-20 02:00:00	ES	Futures	1466.42	1467.7	1466.16	1466.93	3261.0
2012-12-20 02:30:00	ES	Futures	1466.93	1467.19	1465.9	1465.9	2797.0
2012-12-20 03:00:00	ES	Futures	1466.16	1467.96	1465.65	1467.7	12115.0
2012-12-20 03:30:00	ES	Futures	1467.7	1470.01	1467.7	1469.24	6968.0
2012-12-20 04:00:00	ES	Futures	1469.24	1470.27	1468.21	1469.75	6944.0
2012-12-20 04:30:00	ES	Futures	1470.01	1470.01	1468.98	1469.24	3138.0
2012-12-20 05:00:00	ES	Futures	1469.24	1470.27	1468.73	1470.01	3229.0
2012-12-20 05:30:00	ES	Futures	1470.27	1471.04	1470.01	1470.01	5485.0
2012-12-20 06:00:00	ES	Futures	1470.01	1471.55	1469.75	1471.29	5429.0
2012-12-20 06:30:00	ES	Futures	1471.29	1471.81	1471.04	1471.29	6461.0
2012-12-20 07:00:00	ES	Futures	1471.55	1472.58	1471.29	1472.06	7813.0
2012-12-20 07:30:00	ES	Futures	1472.06	1472.58	1470.01	1471.04	11639.0
2012-12-20 08:00:00	ES	Futures	1470.78	1472.06	1466.93	1467.96	27266.0
2012-12-20 08:30:00	ES	Futures	1468.21	1471.55	1467.44	1470.52	31792.0
2012-12-20 09:00:00	ES	Futures	1470.52	1472.32	1469.24	1469.75	30018.0
2012-12-20 09:30:00	ES	Futures	1470.01	1471.29	1465.9	1466.16	146374.0
2012-12-20 10:00:00	ES	Futures	1466.16	1472.58	1465.9	1469.75	159453.0
2012-12-20 10:30:00	ES	Futures	1469.75	1472.58	1469.24	1471.04	64410.0
2012-12-20 11:00:00	ES	Futures	1471.04	1472.06	1467.96	1468.47	105666.0
2012-12-20 11:30:00	ES	Futures	1468.47	1470.78	1467.96	1470.01	77799.0
2012-12-20 12:00:00	ES	Futures	1470.27	1470.78	1468.73	1469.75	50869.0
2012-12-20 12:30:00	ES	Futures	1469.75	1471.04	1468.98	1470.78	28545.0
2012-12-20 13:00:00	ES	Futures	1470.52	1471.81	1468.21	1471.29	67174.0
2012-12-20 13:30:00	ES	Futures	1471.04	1475.14	1470.78	1474.63	67719.0
2012-12-20 14:00:00	ES	Futures	1474.63	1475.66	1472.83	1474.37	85731.0
2012-12-20 14:30:00	ES	Futures	1474.37	1476.17	1474.12	1475.66	50854.0
2012-12-20 15:00:00	ES	Futures	1475.4	1475.66	1472.58	1473.35	55475.0
2012-12-20 15:30:00	ES	Futures	1473.35	1477.45	1472.83	1476.68	157452.0
2012-12-20 16:00:00	ES	Futures	1476.94	1479.25	1476.43	1478.73	89504.0
2012-12-20 16:30:00	ES	Futures	1478.48	1478.73	1477.19	1478.22	8041.0
2012-12-20 17:00:00	ES	Futures	1478.22	1478.99	1477.96	1478.73	2141.0
2012-12-20 18:00:00	ES	Futures	1478.99	1479.25	1477.45	1478.22	5046.0
2012-12-20 18:30:00	ES	Futures	1478.22	1478.48	1477.19	1477.45	2889.0
2012-12-20 19:00:00	ES	Futures	1477.71	1477.96	1476.43	1476.68	5545.0
2012-12-20 19:30:00	ES	Futures	1476.43	1476.94	1473.6	1474.37	10837.0
2012-12-20 20:00:00	ES	Futures	1474.37	1474.63	1427.93	1455.64	80521.0
2012-12-20 20:30:00	ES	Futures	1455.64	1461.03	1454.87	1459.23	27697.0
2012-12-20 21:00:00	ES	Futures	1458.98	1459.49	1454.61	1457.18	18528.0
2012-12-20 21:30:00	ES	Futures	1456.92	1458.21	1452.56	1454.1	16319.0
2012-12-20 22:00:00	ES	Futures	1454.1	1456.15	1453.85	1455.13	9392.0
2012-12-20 22:30:00	ES	Futures	1455.13	1457.18	1454.61	1456.67	7251.0
2012-12-20 23:00:00	ES	Futures	1456.92	1456.92	1454.1	1454.87	9141.0
2012-12-20 23:30:00	ES	Futures	1455.13	1456.41	1454.87	1455.9	5906.0
2012-12-20 00:00:00	NQ	Futures	3128.12	3128.7	3126.66	3126.96	247.0
2012-12-20 00:30:00	NQ	Futures	3126.96	3127.83	3126.66	3127.54	162.0
2012-12-20 01:00:00	NQ	Futures	3127.54	3129.57	3127.54	3128.7	136.0

> showing 50 of 2,928 rows — these rows as CSV

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