PREVIEW / futures_30min / 2012-12-31

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-12-31.parquet
  size:    54 KB
  rows:    1,813

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
2012-12-31 00:00:00	ES	Futures	1424.08	1424.34	1423.05	1423.82	836.0
2012-12-31 00:30:00	ES	Futures	1424.08	1424.59	1423.57	1424.08	454.0
2012-12-31 01:00:00	ES	Futures	1424.08	1425.36	1423.57	1425.36	578.0
2012-12-31 01:30:00	ES	Futures	1425.36	1425.88	1424.85	1425.36	995.0
2012-12-31 02:00:00	ES	Futures	1425.62	1425.88	1425.11	1425.62	975.0
2012-12-31 02:30:00	ES	Futures	1425.62	1426.13	1425.36	1425.62	694.0
2012-12-31 03:00:00	ES	Futures	1425.62	1427.16	1425.62	1426.39	3280.0
2012-12-31 03:30:00	ES	Futures	1426.65	1427.93	1426.13	1427.93	3813.0
2012-12-31 04:00:00	ES	Futures	1427.67	1427.93	1426.13	1427.16	2139.0
2012-12-31 04:30:00	ES	Futures	1427.42	1427.42	1424.59	1424.85	2044.0
2012-12-31 05:00:00	ES	Futures	1424.59	1425.11	1424.08	1424.59	1703.0
2012-12-31 05:30:00	ES	Futures	1424.59	1425.62	1423.82	1425.62	1449.0
2012-12-31 06:00:00	ES	Futures	1425.36	1426.9	1424.59	1426.9	3157.0
2012-12-31 06:30:00	ES	Futures	1426.65	1426.9	1425.88	1426.39	1794.0
2012-12-31 07:00:00	ES	Futures	1426.39	1426.39	1422.54	1422.54	3388.0
2012-12-31 07:30:00	ES	Futures	1422.8	1425.36	1421.0	1425.36	9220.0
2012-12-31 08:00:00	ES	Futures	1425.36	1427.42	1424.59	1426.9	9638.0
2012-12-31 08:30:00	ES	Futures	1426.9	1434.34	1426.65	1432.55	38184.0
2012-12-31 09:00:00	ES	Futures	1432.29	1433.32	1429.47	1430.24	22924.0
2012-12-31 09:30:00	ES	Futures	1429.98	1439.48	1428.96	1437.94	126632.0
2012-12-31 10:00:00	ES	Futures	1438.19	1441.02	1435.37	1437.68	92924.0
2012-12-31 10:30:00	ES	Futures	1437.94	1441.27	1435.37	1436.4	70531.0
2012-12-31 11:00:00	ES	Futures	1436.65	1441.27	1436.14	1436.65	67013.0
2012-12-31 11:30:00	ES	Futures	1436.91	1438.71	1436.65	1437.42	50176.0
2012-12-31 12:00:00	ES	Futures	1437.42	1438.45	1436.91	1438.19	23580.0
2012-12-31 12:30:00	ES	Futures	1438.45	1448.71	1438.19	1443.58	118795.0
2012-12-31 13:00:00	ES	Futures	1443.58	1447.43	1440.25	1445.12	79514.0
2012-12-31 13:30:00	ES	Futures	1445.38	1450.51	1440.25	1443.32	106458.0
2012-12-31 14:00:00	ES	Futures	1443.58	1447.69	1442.56	1447.43	42675.0
2012-12-31 14:30:00	ES	Futures	1447.69	1455.9	1446.66	1454.61	96172.0
2012-12-31 15:00:00	ES	Futures	1454.87	1457.44	1448.2	1450.0	98427.0
2012-12-31 15:30:00	ES	Futures	1450.25	1460.52	1450.0	1458.98	208227.0
2012-12-31 16:00:00	ES	Futures	1459.23	1463.34	1457.69	1462.06	122974.0
2012-12-31 16:30:00	ES	Futures	1460.52	1460.77	1459.23	1460.52	7156.0
2012-12-31 17:00:00	ES	Futures	1460.77	1461.54	1459.75	1461.29	2343.0
2012-12-31 00:00:00	NQ	Futures	3011.11	3011.98	3009.65	3011.69	221.0
2012-12-31 00:30:00	NQ	Futures	3011.4	3011.98	3010.24	3011.98	52.0
2012-12-31 01:00:00	NQ	Futures	3011.69	3013.15	3010.82	3012.56	49.0
2012-12-31 01:30:00	NQ	Futures	3012.86	3014.02	3012.27	3012.27	104.0
2012-12-31 02:00:00	NQ	Futures	3012.56	3013.15	3011.11	3013.15	128.0
2012-12-31 02:30:00	NQ	Futures	3012.56	3013.44	3011.98	3012.86	89.0
2012-12-31 03:00:00	NQ	Futures	3013.15	3013.44	3011.98	3012.56	372.0
2012-12-31 03:30:00	NQ	Futures	3012.56	3016.64	3011.98	3016.35	545.0
2012-12-31 04:00:00	NQ	Futures	3016.06	3016.93	3014.89	3014.89	233.0
2012-12-31 04:30:00	NQ	Futures	3015.18	3015.18	3010.53	3010.53	190.0
2012-12-31 05:00:00	NQ	Futures	3010.53	3014.6	3010.24	3013.15	314.0
2012-12-31 05:30:00	NQ	Futures	3013.15	3014.31	3012.27	3014.02	111.0
2012-12-31 06:00:00	NQ	Futures	3014.02	3016.93	3010.82	3016.35	339.0
2012-12-31 06:30:00	NQ	Futures	3016.35	3016.35	3011.69	3011.98	120.0
2012-12-31 07:00:00	NQ	Futures	3011.98	3012.27	3006.45	3006.74	266.0

> showing 50 of 1,813 rows — these rows as CSV

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