PREVIEW / futures_30min / 2013-01-09

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-01-09.parquet
  size:    74 KB
  rows:    2,892

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
2013-01-09 00:00:00	ES	Futures	1491.56	1492.33	1490.54	1492.33	1847.0
2013-01-09 00:30:00	ES	Futures	1492.33	1492.33	1491.05	1491.56	1790.0
2013-01-09 01:00:00	ES	Futures	1491.56	1492.08	1491.05	1491.56	1866.0
2013-01-09 01:30:00	ES	Futures	1491.56	1492.33	1491.31	1491.56	1053.0
2013-01-09 02:00:00	ES	Futures	1491.82	1492.33	1491.31	1492.08	1493.0
2013-01-09 02:30:00	ES	Futures	1492.08	1493.1	1491.82	1492.33	3067.0
2013-01-09 03:00:00	ES	Futures	1492.08	1494.13	1491.82	1493.36	8897.0
2013-01-09 03:30:00	ES	Futures	1493.36	1493.62	1492.59	1492.85	6406.0
2013-01-09 04:00:00	ES	Futures	1492.59	1493.1	1491.31	1491.31	4896.0
2013-01-09 04:30:00	ES	Futures	1491.31	1491.82	1490.28	1490.54	10049.0
2013-01-09 05:00:00	ES	Futures	1490.28	1491.82	1490.28	1491.56	7863.0
2013-01-09 05:30:00	ES	Futures	1491.56	1491.56	1490.54	1490.79	11487.0
2013-01-09 06:00:00	ES	Futures	1490.79	1491.31	1490.02	1490.79	9292.0
2013-01-09 06:30:00	ES	Futures	1490.79	1491.31	1490.28	1490.79	10231.0
2013-01-09 07:00:00	ES	Futures	1490.79	1492.08	1490.28	1491.82	10640.0
2013-01-09 07:30:00	ES	Futures	1492.08	1493.36	1491.82	1493.1	13367.0
2013-01-09 08:00:00	ES	Futures	1493.1	1493.36	1491.82	1492.08	13146.0
2013-01-09 08:30:00	ES	Futures	1492.08	1493.62	1491.82	1493.36	16812.0
2013-01-09 09:00:00	ES	Futures	1493.36	1494.39	1492.85	1493.1	26383.0
2013-01-09 09:30:00	ES	Futures	1493.36	1496.95	1492.59	1496.44	143178.0
2013-01-09 10:00:00	ES	Futures	1496.44	1497.98	1495.41	1497.21	105352.0
2013-01-09 10:30:00	ES	Futures	1497.21	1497.47	1494.64	1495.67	73607.0
2013-01-09 11:00:00	ES	Futures	1495.93	1496.44	1494.9	1496.18	52237.0
2013-01-09 11:30:00	ES	Futures	1496.18	1497.21	1494.64	1495.67	75885.0
2013-01-09 12:00:00	ES	Futures	1495.41	1496.44	1494.9	1495.16	49365.0
2013-01-09 12:30:00	ES	Futures	1495.16	1495.67	1491.82	1493.62	84501.0
2013-01-09 13:00:00	ES	Futures	1493.62	1494.13	1492.33	1493.87	46551.0
2013-01-09 13:30:00	ES	Futures	1493.62	1494.64	1493.1	1493.62	31550.0
2013-01-09 14:00:00	ES	Futures	1493.62	1494.9	1493.36	1494.13	27355.0
2013-01-09 14:30:00	ES	Futures	1494.13	1494.39	1491.56	1492.08	50509.0
2013-01-09 15:00:00	ES	Futures	1491.82	1493.36	1490.79	1492.85	57364.0
2013-01-09 15:30:00	ES	Futures	1492.85	1494.39	1491.82	1494.13	115274.0
2013-01-09 16:00:00	ES	Futures	1494.13	1494.9	1492.85	1494.13	62995.0
2013-01-09 16:30:00	ES	Futures	1494.39	1494.9	1494.13	1494.39	3836.0
2013-01-09 17:00:00	ES	Futures	1494.64	1495.16	1494.13	1495.16	1810.0
2013-01-09 18:00:00	ES	Futures	1494.9	1494.9	1493.36	1493.62	2404.0
2013-01-09 18:30:00	ES	Futures	1493.36	1494.13	1493.36	1493.62	1162.0
2013-01-09 19:00:00	ES	Futures	1493.62	1494.13	1493.36	1493.87	1310.0
2013-01-09 19:30:00	ES	Futures	1494.13	1494.13	1493.62	1493.87	1339.0
2013-01-09 20:00:00	ES	Futures	1493.87	1494.13	1493.36	1493.62	1540.0
2013-01-09 20:30:00	ES	Futures	1493.62	1493.87	1493.1	1493.1	1230.0
2013-01-09 21:00:00	ES	Futures	1493.36	1498.24	1493.36	1497.98	10375.0
2013-01-09 21:30:00	ES	Futures	1497.98	1498.24	1496.44	1496.7	3816.0
2013-01-09 22:00:00	ES	Futures	1496.95	1497.72	1496.7	1497.47	2297.0
2013-01-09 22:30:00	ES	Futures	1497.47	1498.49	1497.47	1498.24	3166.0
2013-01-09 23:00:00	ES	Futures	1498.24	1498.49	1496.44	1497.21	2857.0
2013-01-09 23:30:00	ES	Futures	1497.47	1498.75	1497.21	1497.72	2919.0
2013-01-09 00:00:00	NQ	Futures	3161.3	3163.63	3159.55	3163.63	276.0
2013-01-09 00:30:00	NQ	Futures	3163.05	3163.34	3161.3	3162.17	224.0
2013-01-09 01:00:00	NQ	Futures	3162.17	3162.76	3161.3	3162.47	98.0

> showing 50 of 2,892 rows — these rows as CSV

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