PREVIEW / futures_30min / 2012-12-27

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-27.parquet
  size:    74 KB
  rows:    2,822

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
2012-12-27 00:00:00	ES	Futures	1451.02	1451.79	1450.25	1451.28	2199.0
2012-12-27 00:30:00	ES	Futures	1451.28	1451.79	1451.28	1451.28	880.0
2012-12-27 01:00:00	ES	Futures	1451.54	1451.79	1451.02	1451.28	618.0
2012-12-27 01:30:00	ES	Futures	1451.28	1451.54	1451.02	1451.28	312.0
2012-12-27 02:00:00	ES	Futures	1451.02	1452.05	1451.02	1451.79	1628.0
2012-12-27 02:30:00	ES	Futures	1451.79	1452.31	1450.77	1451.02	2103.0
2012-12-27 03:00:00	ES	Futures	1451.02	1451.02	1448.46	1449.23	10572.0
2012-12-27 03:30:00	ES	Futures	1449.48	1451.28	1448.97	1451.02	4807.0
2012-12-27 04:00:00	ES	Futures	1451.02	1451.54	1450.51	1451.54	3511.0
2012-12-27 04:30:00	ES	Futures	1451.28	1451.79	1450.77	1451.54	4356.0
2012-12-27 05:00:00	ES	Futures	1451.79	1452.05	1451.28	1451.28	3027.0
2012-12-27 05:30:00	ES	Futures	1451.28	1451.54	1450.0	1451.28	3433.0
2012-12-27 06:00:00	ES	Futures	1451.28	1453.08	1451.28	1452.56	3871.0
2012-12-27 06:30:00	ES	Futures	1452.56	1454.36	1451.79	1454.1	6193.0
2012-12-27 07:00:00	ES	Futures	1454.1	1455.64	1454.1	1455.13	5040.0
2012-12-27 07:30:00	ES	Futures	1454.87	1455.38	1453.59	1453.59	2994.0
2012-12-27 08:00:00	ES	Futures	1453.85	1454.36	1453.08	1453.85	7657.0
2012-12-27 08:30:00	ES	Futures	1454.1	1454.1	1452.31	1453.59	10247.0
2012-12-27 09:00:00	ES	Futures	1453.33	1453.59	1452.05	1452.82	10461.0
2012-12-27 09:30:00	ES	Futures	1452.82	1455.9	1450.77	1452.05	92162.0
2012-12-27 10:00:00	ES	Futures	1451.79	1452.05	1440.5	1442.3	195824.0
2012-12-27 10:30:00	ES	Futures	1442.04	1444.61	1440.5	1442.81	99785.0
2012-12-27 11:00:00	ES	Futures	1442.81	1444.35	1438.71	1440.5	106573.0
2012-12-27 11:30:00	ES	Futures	1440.5	1442.81	1438.71	1439.73	60535.0
2012-12-27 12:00:00	ES	Futures	1439.73	1439.99	1435.88	1436.65	84375.0
2012-12-27 12:30:00	ES	Futures	1436.65	1437.68	1432.8	1437.42	100426.0
2012-12-27 13:00:00	ES	Futures	1437.68	1440.5	1435.63	1436.14	77459.0
2012-12-27 13:30:00	ES	Futures	1436.14	1437.68	1435.37	1436.14	51238.0
2012-12-27 14:00:00	ES	Futures	1436.4	1437.68	1434.6	1435.37	51247.0
2012-12-27 14:30:00	ES	Futures	1435.63	1445.12	1434.34	1443.84	127543.0
2012-12-27 15:00:00	ES	Futures	1444.09	1449.74	1442.56	1447.69	108682.0
2012-12-27 15:30:00	ES	Futures	1447.69	1453.85	1447.43	1450.25	149317.0
2012-12-27 16:00:00	ES	Futures	1450.51	1451.02	1446.92	1447.69	49139.0
2012-12-27 16:30:00	ES	Futures	1448.71	1451.79	1448.46	1451.79	7773.0
2012-12-27 17:00:00	ES	Futures	1451.54	1452.05	1450.77	1451.02	1575.0
2012-12-27 18:00:00	ES	Futures	1450.51	1454.1	1450.51	1453.59	4323.0
2012-12-27 18:30:00	ES	Futures	1453.85	1454.1	1451.54	1452.05	3953.0
2012-12-27 19:00:00	ES	Futures	1451.79	1452.05	1450.51	1450.77	2826.0
2012-12-27 19:30:00	ES	Futures	1450.77	1451.79	1450.25	1451.28	2423.0
2012-12-27 20:00:00	ES	Futures	1451.28	1451.28	1447.94	1448.71	3176.0
2012-12-27 20:30:00	ES	Futures	1448.46	1449.23	1447.43	1448.71	3569.0
2012-12-27 21:00:00	ES	Futures	1448.71	1449.48	1448.46	1448.97	1233.0
2012-12-27 21:30:00	ES	Futures	1448.97	1450.51	1448.71	1450.25	1649.0
2012-12-27 22:00:00	ES	Futures	1450.0	1450.77	1449.74	1450.51	723.0
2012-12-27 22:30:00	ES	Futures	1450.51	1450.51	1449.23	1449.48	616.0
2012-12-27 23:00:00	ES	Futures	1449.74	1450.0	1448.97	1448.97	942.0
2012-12-27 23:30:00	ES	Futures	1448.97	1449.48	1448.46	1449.48	2061.0
2012-12-27 00:00:00	NQ	Futures	3063.21	3063.79	3062.05	3063.21	280.0
2012-12-27 00:30:00	NQ	Futures	3063.5	3063.79	3062.92	3062.92	43.0
2012-12-27 01:00:00	NQ	Futures	3063.79	3063.79	3062.63	3062.92	36.0

> showing 50 of 2,822 rows — these rows as CSV

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