PREVIEW / futures_30min / 2012-12-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-28.parquet
  size:    62 KB
  rows:    2,250

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
2012-12-28 00:00:00	ES	Futures	1449.23	1449.48	1446.92	1447.94	3680.0
2012-12-28 00:30:00	ES	Futures	1447.94	1448.71	1447.94	1447.94	1257.0
2012-12-28 01:00:00	ES	Futures	1447.94	1448.2	1446.66	1447.43	2330.0
2012-12-28 01:30:00	ES	Futures	1447.69	1447.94	1446.4	1446.4	1045.0
2012-12-28 02:00:00	ES	Futures	1446.66	1448.2	1445.89	1446.92	3024.0
2012-12-28 02:30:00	ES	Futures	1446.92	1448.71	1446.66	1448.2	2598.0
2012-12-28 03:00:00	ES	Futures	1447.94	1451.02	1447.69	1449.48	9818.0
2012-12-28 03:30:00	ES	Futures	1449.48	1450.51	1449.23	1449.23	4898.0
2012-12-28 04:00:00	ES	Futures	1449.48	1449.48	1447.43	1447.69	5575.0
2012-12-28 04:30:00	ES	Futures	1447.43	1448.2	1445.38	1445.63	6508.0
2012-12-28 05:00:00	ES	Futures	1445.89	1446.92	1444.86	1445.38	6688.0
2012-12-28 05:30:00	ES	Futures	1445.63	1445.89	1444.35	1444.86	5347.0
2012-12-28 06:00:00	ES	Futures	1444.86	1445.63	1442.56	1443.07	9138.0
2012-12-28 06:30:00	ES	Futures	1442.81	1443.58	1442.56	1443.07	6360.0
2012-12-28 07:00:00	ES	Futures	1443.07	1443.32	1441.02	1442.04	9286.0
2012-12-28 07:30:00	ES	Futures	1442.3	1442.81	1438.96	1439.73	13135.0
2012-12-28 08:00:00	ES	Futures	1439.99	1439.99	1436.91	1438.96	17534.0
2012-12-28 08:30:00	ES	Futures	1438.96	1441.02	1438.96	1439.73	13217.0
2012-12-28 09:00:00	ES	Futures	1439.48	1440.76	1437.68	1440.25	19077.0
2012-12-28 09:30:00	ES	Futures	1440.25	1443.07	1438.71	1441.02	85865.0
2012-12-28 10:00:00	ES	Futures	1440.76	1443.58	1437.42	1441.02	87191.0
2012-12-28 10:30:00	ES	Futures	1440.76	1448.46	1440.25	1444.61	111120.0
2012-12-28 11:00:00	ES	Futures	1444.61	1445.89	1442.3	1442.56	50320.0
2012-12-28 11:30:00	ES	Futures	1442.3	1443.84	1441.27	1443.07	31298.0
2012-12-28 12:00:00	ES	Futures	1443.32	1445.63	1442.81	1444.61	31910.0
2012-12-28 12:30:00	ES	Futures	1444.61	1445.38	1442.81	1443.32	20428.0
2012-12-28 13:00:00	ES	Futures	1443.07	1444.61	1443.07	1443.58	20080.0
2012-12-28 13:30:00	ES	Futures	1443.32	1444.61	1441.79	1442.56	25150.0
2012-12-28 14:00:00	ES	Futures	1442.3	1442.81	1440.25	1441.02	32752.0
2012-12-28 14:30:00	ES	Futures	1441.02	1441.79	1439.73	1440.25	20884.0
2012-12-28 15:00:00	ES	Futures	1440.5	1442.81	1439.22	1441.27	38485.0
2012-12-28 15:30:00	ES	Futures	1441.27	1442.56	1432.55	1432.8	181161.0
2012-12-28 16:00:00	ES	Futures	1433.06	1433.32	1418.69	1418.95	126542.0
2012-12-28 16:30:00	ES	Futures	1421.51	1424.34	1420.74	1421.26	23018.0
2012-12-28 17:00:00	ES	Futures	1421.26	1426.13	1421.26	1423.31	7580.0
2012-12-28 00:00:00	NQ	Futures	3053.02	3053.02	3050.4	3051.86	235.0
2012-12-28 00:30:00	NQ	Futures	3052.44	3053.61	3051.57	3051.57	128.0
2012-12-28 01:00:00	NQ	Futures	3051.57	3051.86	3049.24	3050.11	401.0
2012-12-28 01:30:00	NQ	Futures	3050.11	3050.4	3046.91	3047.2	349.0
2012-12-28 02:00:00	NQ	Futures	3046.91	3049.82	3046.91	3048.66	309.0
2012-12-28 02:30:00	NQ	Futures	3048.37	3050.99	3046.91	3050.4	364.0
2012-12-28 03:00:00	NQ	Futures	3050.11	3056.23	3049.24	3053.61	1050.0
2012-12-28 03:30:00	NQ	Futures	3053.61	3055.06	3052.15	3052.73	827.0
2012-12-28 04:00:00	NQ	Futures	3052.73	3053.31	3048.66	3048.95	1192.0
2012-12-28 04:30:00	NQ	Futures	3048.66	3050.11	3046.91	3047.49	743.0
2012-12-28 05:00:00	NQ	Futures	3047.49	3048.37	3046.04	3047.2	849.0
2012-12-28 05:30:00	NQ	Futures	3047.2	3048.37	3046.04	3046.91	842.0
2012-12-28 06:00:00	NQ	Futures	3046.62	3046.62	3039.05	3041.96	1962.0
2012-12-28 06:30:00	NQ	Futures	3041.67	3044.29	3040.22	3042.55	744.0
2012-12-28 07:00:00	NQ	Futures	3042.25	3042.55	3039.05	3041.96	1018.0

> showing 50 of 2,250 rows — these rows as CSV

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