PREVIEW / futures_30min / 2012-12-26

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-26.parquet
  size:    49 KB
  rows:    1,714

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
2012-12-26 06:00:00	ES	Futures	1461.54	1463.08	1457.69	1459.23	6862.0
2012-12-26 06:30:00	ES	Futures	1459.49	1460.0	1458.98	1459.49	1907.0
2012-12-26 07:00:00	ES	Futures	1459.49	1459.49	1459.23	1459.23	769.0
2012-12-26 07:30:00	ES	Futures	1459.49	1461.03	1459.23	1460.52	2078.0
2012-12-26 08:00:00	ES	Futures	1460.52	1461.29	1460.0	1460.0	3702.0
2012-12-26 08:30:00	ES	Futures	1460.0	1460.52	1458.98	1459.75	4306.0
2012-12-26 09:00:00	ES	Futures	1459.49	1462.31	1459.23	1461.03	11839.0
2012-12-26 09:30:00	ES	Futures	1461.29	1462.06	1459.49	1460.0	46474.0
2012-12-26 10:00:00	ES	Futures	1460.26	1461.29	1457.95	1458.98	36642.0
2012-12-26 10:30:00	ES	Futures	1458.72	1458.98	1454.87	1454.87	33989.0
2012-12-26 11:00:00	ES	Futures	1455.13	1455.38	1449.74	1449.74	71524.0
2012-12-26 11:30:00	ES	Futures	1449.74	1451.54	1447.94	1451.28	48139.0
2012-12-26 12:00:00	ES	Futures	1451.28	1452.05	1449.48	1450.51	33953.0
2012-12-26 12:30:00	ES	Futures	1450.51	1453.08	1449.48	1452.31	33403.0
2012-12-26 13:00:00	ES	Futures	1452.31	1452.56	1450.77	1452.56	20006.0
2012-12-26 13:30:00	ES	Futures	1452.31	1452.82	1451.02	1451.54	25287.0
2012-12-26 14:00:00	ES	Futures	1451.54	1454.36	1451.54	1452.82	30040.0
2012-12-26 14:30:00	ES	Futures	1453.08	1456.92	1452.31	1455.9	41450.0
2012-12-26 15:00:00	ES	Futures	1455.9	1456.15	1453.59	1454.61	28442.0
2012-12-26 15:30:00	ES	Futures	1454.87	1454.87	1451.79	1452.31	57792.0
2012-12-26 16:00:00	ES	Futures	1452.31	1452.31	1450.25	1450.77	34889.0
2012-12-26 16:30:00	ES	Futures	1450.0	1450.77	1449.74	1450.77	2911.0
2012-12-26 17:00:00	ES	Futures	1450.77	1450.77	1450.25	1450.25	820.0
2012-12-26 18:00:00	ES	Futures	1450.51	1451.02	1449.74	1451.02	1668.0
2012-12-26 18:30:00	ES	Futures	1451.02	1451.28	1450.51	1451.02	949.0
2012-12-26 19:00:00	ES	Futures	1450.77	1451.54	1450.25	1450.77	1973.0
2012-12-26 19:30:00	ES	Futures	1451.02	1451.54	1450.51	1451.28	1212.0
2012-12-26 20:00:00	ES	Futures	1451.28	1452.82	1451.02	1451.79	1935.0
2012-12-26 20:30:00	ES	Futures	1451.54	1452.31	1450.77	1451.02	1893.0
2012-12-26 21:00:00	ES	Futures	1451.02	1451.54	1449.74	1450.51	1849.0
2012-12-26 21:30:00	ES	Futures	1450.51	1450.77	1449.74	1450.25	576.0
2012-12-26 22:00:00	ES	Futures	1450.51	1450.77	1450.0	1450.51	891.0
2012-12-26 22:30:00	ES	Futures	1450.51	1450.77	1450.0	1450.25	1218.0
2012-12-26 23:00:00	ES	Futures	1450.25	1450.25	1448.2	1449.74	4264.0
2012-12-26 23:30:00	ES	Futures	1449.48	1451.02	1448.71	1451.02	1260.0
2012-12-26 06:00:00	NQ	Futures	3089.41	3093.48	3086.21	3088.24	574.0
2012-12-26 06:30:00	NQ	Futures	3087.08	3088.53	3086.5	3087.66	115.0
2012-12-26 07:00:00	NQ	Futures	3087.08	3087.95	3085.91	3087.08	144.0
2012-12-26 07:30:00	NQ	Futures	3087.08	3090.57	3086.79	3089.99	270.0
2012-12-26 08:00:00	NQ	Futures	3090.28	3092.61	3089.99	3090.57	588.0
2012-12-26 08:30:00	NQ	Futures	3090.86	3091.15	3088.53	3089.7	781.0
2012-12-26 09:00:00	NQ	Futures	3089.7	3093.77	3089.12	3090.28	1007.0
2012-12-26 09:30:00	NQ	Futures	3090.86	3095.52	3086.79	3090.86	6770.0
2012-12-26 10:00:00	NQ	Futures	3091.44	3093.77	3083.29	3085.33	4830.0
2012-12-26 10:30:00	NQ	Futures	3085.33	3085.62	3071.07	3071.07	6451.0
2012-12-26 11:00:00	NQ	Futures	3071.36	3072.82	3057.39	3057.97	12564.0
2012-12-26 11:30:00	NQ	Futures	3057.68	3066.41	3052.73	3065.83	7985.0
2012-12-26 12:00:00	NQ	Futures	3065.83	3066.99	3058.55	3060.59	4238.0
2012-12-26 12:30:00	NQ	Futures	3060.59	3064.96	3057.1	3063.5	4524.0
2012-12-26 13:00:00	NQ	Futures	3063.21	3066.12	3060.3	3065.83	3167.0

> showing 50 of 1,714 rows — these rows as CSV

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