PREVIEW / futures_30min / 2013-01-02

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-01-02.parquet
  size:    67 KB
  rows:    2,351

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
2013-01-02 06:00:00	ES	Futures	1481.04	1486.43	1476.17	1479.25	105084.0
2013-01-02 06:30:00	ES	Futures	1479.5	1481.56	1478.73	1480.02	21971.0
2013-01-02 07:00:00	ES	Futures	1480.02	1481.3	1479.25	1481.04	17548.0
2013-01-02 07:30:00	ES	Futures	1480.79	1485.15	1480.79	1482.84	33501.0
2013-01-02 08:00:00	ES	Futures	1482.84	1485.15	1482.07	1484.38	33498.0
2013-01-02 08:30:00	ES	Futures	1484.64	1486.43	1484.12	1484.64	39171.0
2013-01-02 09:00:00	ES	Futures	1484.64	1486.69	1482.58	1486.18	46461.0
2013-01-02 09:30:00	ES	Futures	1486.43	1491.05	1484.12	1489.77	321487.0
2013-01-02 10:00:00	ES	Futures	1490.02	1491.05	1486.69	1487.72	180844.0
2013-01-02 10:30:00	ES	Futures	1487.97	1488.23	1484.64	1485.66	144314.0
2013-01-02 11:00:00	ES	Futures	1485.66	1486.69	1483.1	1484.89	115274.0
2013-01-02 11:30:00	ES	Futures	1484.89	1485.15	1482.07	1482.58	65205.0
2013-01-02 12:00:00	ES	Futures	1482.84	1485.41	1482.07	1484.12	70002.0
2013-01-02 12:30:00	ES	Futures	1483.87	1484.38	1482.33	1483.1	44586.0
2013-01-02 13:00:00	ES	Futures	1482.84	1484.89	1482.84	1484.38	43402.0
2013-01-02 13:30:00	ES	Futures	1484.12	1484.89	1482.84	1483.61	42044.0
2013-01-02 14:00:00	ES	Futures	1483.87	1486.18	1483.1	1485.66	71365.0
2013-01-02 14:30:00	ES	Futures	1485.66	1485.66	1483.61	1485.66	44677.0
2013-01-02 15:00:00	ES	Futures	1485.66	1488.74	1485.41	1487.97	74677.0
2013-01-02 15:30:00	ES	Futures	1487.72	1496.44	1487.46	1495.93	255961.0
2013-01-02 16:00:00	ES	Futures	1495.93	1496.44	1494.64	1495.16	152637.0
2013-01-02 16:30:00	ES	Futures	1494.9	1496.44	1494.39	1495.67	11354.0
2013-01-02 17:00:00	ES	Futures	1495.67	1496.18	1494.39	1494.9	2478.0
2013-01-02 18:00:00	ES	Futures	1494.39	1494.64	1492.59	1492.85	5529.0
2013-01-02 18:30:00	ES	Futures	1492.85	1493.1	1492.33	1492.59	2092.0
2013-01-02 19:00:00	ES	Futures	1492.59	1493.1	1492.08	1492.85	3536.0
2013-01-02 19:30:00	ES	Futures	1492.85	1492.85	1492.08	1492.33	1723.0
2013-01-02 20:00:00	ES	Futures	1492.33	1492.59	1491.82	1491.82	2849.0
2013-01-02 20:30:00	ES	Futures	1491.82	1492.59	1491.31	1492.33	3165.0
2013-01-02 21:00:00	ES	Futures	1492.33	1492.59	1492.08	1492.33	1160.0
2013-01-02 21:30:00	ES	Futures	1492.33	1492.59	1491.56	1491.82	2103.0
2013-01-02 22:00:00	ES	Futures	1491.56	1492.08	1491.31	1491.82	1550.0
2013-01-02 22:30:00	ES	Futures	1491.82	1492.08	1491.05	1492.08	2403.0
2013-01-02 23:00:00	ES	Futures	1491.82	1492.08	1490.79	1491.31	2220.0
2013-01-02 23:30:00	ES	Futures	1491.31	1491.56	1490.79	1491.31	1677.0
2013-01-02 06:00:00	NQ	Futures	3127.54	3151.7	3127.54	3140.34	8517.0
2013-01-02 06:30:00	NQ	Futures	3140.34	3145.58	3138.31	3138.31	2545.0
2013-01-02 07:00:00	NQ	Futures	3138.6	3143.84	3138.6	3142.67	2409.0
2013-01-02 07:30:00	NQ	Futures	3142.96	3155.77	3142.67	3151.4	5015.0
2013-01-02 08:00:00	NQ	Futures	3151.7	3154.9	3149.37	3154.32	4603.0
2013-01-02 08:30:00	NQ	Futures	3154.61	3162.17	3154.32	3159.55	7705.0
2013-01-02 09:00:00	NQ	Futures	3159.55	3167.41	3157.52	3166.83	8877.0
2013-01-02 09:30:00	NQ	Futures	3167.12	3186.62	3166.83	3180.51	66516.0
2013-01-02 10:00:00	NQ	Futures	3181.09	3181.97	3170.32	3175.27	23658.0
2013-01-02 10:30:00	NQ	Futures	3175.27	3176.15	3164.79	3167.12	17341.0
2013-01-02 11:00:00	NQ	Futures	3167.12	3168.87	3158.39	3164.79	19534.0
2013-01-02 11:30:00	NQ	Futures	3164.79	3165.67	3158.39	3160.14	11710.0
2013-01-02 12:00:00	NQ	Futures	3159.85	3166.54	3157.23	3163.05	10554.0
2013-01-02 12:30:00	NQ	Futures	3163.05	3164.79	3158.97	3163.63	6931.0
2013-01-02 13:00:00	NQ	Futures	3163.63	3169.74	3162.47	3168.0	6960.0

> showing 50 of 2,351 rows — these rows as CSV

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