PREVIEW / futures_30min / 2012-12-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-21.parquet
  size:    65 KB
  rows:    2,337

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
2012-12-21 00:00:00	ES	Futures	1455.9	1456.15	1455.13	1455.64	8638.0
2012-12-21 00:30:00	ES	Futures	1455.38	1455.9	1454.87	1455.38	9296.0
2012-12-21 01:00:00	ES	Futures	1455.13	1457.95	1454.87	1457.95	18884.0
2012-12-21 01:30:00	ES	Futures	1457.95	1457.95	1456.67	1457.18	3768.0
2012-12-21 02:00:00	ES	Futures	1457.18	1460.26	1456.41	1460.0	18388.0
2012-12-21 02:30:00	ES	Futures	1459.75	1461.03	1459.23	1459.75	13476.0
2012-12-21 03:00:00	ES	Futures	1459.49	1462.31	1458.21	1460.52	28270.0
2012-12-21 03:30:00	ES	Futures	1460.52	1461.54	1458.21	1458.46	23178.0
2012-12-21 04:00:00	ES	Futures	1458.21	1459.49	1457.69	1458.72	18106.0
2012-12-21 04:30:00	ES	Futures	1458.72	1459.23	1456.92	1457.44	16282.0
2012-12-21 05:00:00	ES	Futures	1457.44	1457.44	1454.87	1455.13	26294.0
2012-12-21 05:30:00	ES	Futures	1455.13	1457.44	1454.1	1456.92	27390.0
2012-12-21 06:00:00	ES	Futures	1457.18	1460.26	1456.92	1457.95	43226.0
2012-12-21 06:30:00	ES	Futures	1457.69	1459.49	1457.69	1459.23	16608.0
2012-12-21 07:00:00	ES	Futures	1459.49	1461.29	1458.21	1460.52	31452.0
2012-12-21 07:30:00	ES	Futures	1460.26	1460.52	1458.72	1459.23	20164.0
2012-12-21 08:00:00	ES	Futures	1459.23	1460.26	1455.38	1455.9	66160.0
2012-12-21 08:30:00	ES	Futures	1455.9	1458.46	1455.13	1456.15	72716.0
2012-12-21 09:00:00	ES	Futures	1456.15	1457.18	1453.33	1456.15	137344.0
2012-12-21 09:30:00	ES	Futures	1456.15	1462.06	1454.87	1460.77	462946.0
2012-12-21 10:00:00	ES	Futures	1460.52	1465.9	1458.72	1464.11	379196.0
2012-12-21 10:30:00	ES	Futures	1464.37	1464.88	1460.77	1461.03	234616.0
2012-12-21 11:00:00	ES	Futures	1461.03	1462.06	1457.18	1458.98	213780.0
2012-12-21 11:30:00	ES	Futures	1458.98	1459.23	1453.85	1457.18	244912.0
2012-12-21 12:00:00	ES	Futures	1457.18	1458.46	1454.87	1455.13	129834.0
2012-12-21 12:30:00	ES	Futures	1455.38	1457.95	1454.1	1457.44	153076.0
2012-12-21 13:00:00	ES	Futures	1457.69	1458.98	1455.38	1457.44	137318.0
2012-12-21 13:30:00	ES	Futures	1457.44	1461.29	1456.92	1460.77	148532.0
2012-12-21 14:00:00	ES	Futures	1460.77	1462.57	1458.98	1459.75	121148.0
2012-12-21 14:30:00	ES	Futures	1459.75	1461.54	1459.23	1460.26	80403.0
2012-12-21 15:00:00	ES	Futures	1460.26	1462.31	1458.98	1462.31	132288.0
2012-12-21 15:30:00	ES	Futures	1462.31	1465.14	1460.0	1462.83	420422.0
2012-12-21 16:00:00	ES	Futures	1462.83	1465.65	1462.31	1463.6	235638.0
2012-12-21 16:30:00	ES	Futures	1464.11	1466.16	1464.11	1465.14	13414.0
2012-12-21 17:00:00	ES	Futures	1465.39	1466.16	1464.62	1466.16	3766.0
2012-12-21 00:00:00	NQ	Futures	3082.71	3083.59	3082.13	3082.42	870.0
2012-12-21 00:30:00	NQ	Futures	3082.42	3084.17	3081.55	3083.29	684.0
2012-12-21 01:00:00	NQ	Futures	3083.0	3086.79	3082.71	3086.79	948.0
2012-12-21 01:30:00	NQ	Futures	3086.79	3090.57	3085.33	3089.99	1836.0
2012-12-21 02:00:00	NQ	Futures	3089.41	3091.15	3084.17	3090.28	1806.0
2012-12-21 02:30:00	NQ	Futures	3090.28	3094.65	3088.83	3091.74	2176.0
2012-12-21 03:00:00	NQ	Futures	3091.74	3097.85	3089.99	3092.32	3376.0
2012-12-21 03:30:00	NQ	Futures	3092.32	3094.06	3086.5	3087.66	2684.0
2012-12-21 04:00:00	NQ	Futures	3087.66	3090.86	3087.08	3088.83	1844.0
2012-12-21 04:30:00	NQ	Futures	3088.83	3089.99	3084.17	3085.62	2426.0
2012-12-21 05:00:00	NQ	Futures	3085.62	3085.62	3083.0	3083.29	1968.0
2012-12-21 05:30:00	NQ	Futures	3083.0	3088.53	3082.13	3087.08	2684.0
2012-12-21 06:00:00	NQ	Futures	3086.79	3091.74	3086.79	3089.41	2986.0
2012-12-21 06:30:00	NQ	Futures	3089.41	3092.03	3089.41	3091.15	1240.0
2012-12-21 07:00:00	NQ	Futures	3091.15	3094.36	3087.95	3093.48	3086.0

> showing 50 of 2,337 rows — these rows as CSV

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