PREVIEW / futures_30min / 2012-12-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-24.parquet
  size:    41 KB
  rows:    1,417

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
2012-12-24 00:00:00	ES	Futures	1456.15	1456.41	1455.64	1456.15	559.0
2012-12-24 00:30:00	ES	Futures	1456.15	1456.41	1455.64	1455.64	643.0
2012-12-24 01:00:00	ES	Futures	1455.9	1456.41	1455.64	1455.9	675.0
2012-12-24 01:30:00	ES	Futures	1455.9	1455.9	1455.13	1455.38	921.0
2012-12-24 02:00:00	ES	Futures	1455.38	1455.64	1455.13	1455.38	1184.0
2012-12-24 02:30:00	ES	Futures	1455.38	1456.67	1455.13	1455.9	732.0
2012-12-24 03:00:00	ES	Futures	1456.15	1456.41	1455.38	1455.64	2215.0
2012-12-24 03:30:00	ES	Futures	1455.38	1455.64	1454.87	1454.87	2481.0
2012-12-24 04:00:00	ES	Futures	1455.13	1456.15	1454.87	1456.15	3451.0
2012-12-24 04:30:00	ES	Futures	1456.15	1456.41	1455.9	1456.41	866.0
2012-12-24 05:00:00	ES	Futures	1456.15	1456.92	1456.15	1456.67	1173.0
2012-12-24 05:30:00	ES	Futures	1456.67	1457.18	1456.67	1456.92	652.0
2012-12-24 06:00:00	ES	Futures	1456.92	1457.95	1456.67	1457.95	2174.0
2012-12-24 06:30:00	ES	Futures	1457.69	1458.72	1457.69	1458.46	1524.0
2012-12-24 07:00:00	ES	Futures	1458.46	1458.72	1457.44	1458.46	1871.0
2012-12-24 07:30:00	ES	Futures	1458.46	1458.72	1458.21	1458.46	1720.0
2012-12-24 08:00:00	ES	Futures	1458.46	1460.0	1458.21	1459.23	4900.0
2012-12-24 08:30:00	ES	Futures	1459.23	1460.26	1459.23	1460.0	3702.0
2012-12-24 09:00:00	ES	Futures	1460.26	1461.29	1458.98	1458.98	12023.0
2012-12-24 09:30:00	ES	Futures	1458.98	1459.75	1456.67	1456.92	57692.0
2012-12-24 10:00:00	ES	Futures	1457.18	1459.75	1456.92	1459.23	30752.0
2012-12-24 10:30:00	ES	Futures	1459.23	1460.26	1457.44	1457.69	27729.0
2012-12-24 11:00:00	ES	Futures	1457.69	1458.46	1456.92	1457.69	21288.0
2012-12-24 11:30:00	ES	Futures	1457.69	1458.72	1457.44	1458.21	20957.0
2012-12-24 12:00:00	ES	Futures	1458.21	1458.72	1456.41	1457.44	14861.0
2012-12-24 12:30:00	ES	Futures	1457.44	1459.49	1457.18	1458.21	42358.0
2012-12-24 13:00:00	ES	Futures	1458.21	1460.52	1456.41	1456.41	26645.0
2012-12-24 00:00:00	NQ	Futures	3085.04	3086.21	3085.04	3086.21	66.0
2012-12-24 00:30:00	NQ	Futures	3085.91	3085.91	3085.04	3085.91	46.0
2012-12-24 01:00:00	NQ	Futures	3085.62	3086.5	3083.88	3083.88	110.0
2012-12-24 01:30:00	NQ	Futures	3084.17	3084.46	3082.71	3082.71	58.0
2012-12-24 02:00:00	NQ	Futures	3082.71	3083.59	3082.71	3082.71	60.0
2012-12-24 02:30:00	NQ	Futures	3083.0	3085.33	3082.71	3084.46	215.0
2012-12-24 03:00:00	NQ	Futures	3084.75	3085.62	3083.0	3083.0	244.0
2012-12-24 03:30:00	NQ	Futures	3083.0	3083.59	3081.26	3081.55	240.0
2012-12-24 04:00:00	NQ	Futures	3081.84	3084.46	3081.84	3084.46	253.0
2012-12-24 04:30:00	NQ	Futures	3084.46	3085.62	3083.59	3085.62	138.0
2012-12-24 05:00:00	NQ	Futures	3085.91	3091.15	3085.62	3088.24	262.0
2012-12-24 05:30:00	NQ	Futures	3087.66	3088.24	3086.5	3086.5	134.0
2012-12-24 06:00:00	NQ	Futures	3086.79	3087.66	3081.84	3084.75	397.0
2012-12-24 06:30:00	NQ	Futures	3084.75	3085.04	3082.42	3084.75	232.0
2012-12-24 07:00:00	NQ	Futures	3085.04	3086.21	3083.0	3085.04	254.0
2012-12-24 07:30:00	NQ	Futures	3085.33	3086.79	3084.75	3085.91	321.0
2012-12-24 08:00:00	NQ	Futures	3085.91	3092.03	3084.75	3091.74	1049.0
2012-12-24 08:30:00	NQ	Futures	3092.03	3093.48	3090.86	3092.9	1145.0
2012-12-24 09:00:00	NQ	Futures	3092.9	3096.1	3087.66	3089.12	2003.0
2012-12-24 09:30:00	NQ	Futures	3088.83	3093.77	3082.71	3086.5	10159.0
2012-12-24 10:00:00	NQ	Futures	3086.5	3092.61	3085.62	3089.99	3758.0
2012-12-24 10:30:00	NQ	Futures	3089.99	3093.19	3083.29	3084.75	2953.0
2012-12-24 11:00:00	NQ	Futures	3084.75	3087.66	3083.88	3087.66	2465.0

> showing 50 of 1,417 rows — these rows as CSV

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