PREVIEW / futures_30min / 2013-01-15

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-01-15.parquet
  size:    79 KB
  rows:    2,987

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
2013-01-15 00:00:00	ES	Futures	1500.54	1500.8	1500.29	1500.54	1263.0
2013-01-15 00:30:00	ES	Futures	1500.54	1500.54	1499.77	1500.29	1544.0
2013-01-15 01:00:00	ES	Futures	1500.29	1500.8	1499.77	1500.03	1677.0
2013-01-15 01:30:00	ES	Futures	1499.77	1500.03	1499.52	1500.03	1710.0
2013-01-15 02:00:00	ES	Futures	1499.77	1500.54	1499.52	1500.03	2412.0
2013-01-15 02:30:00	ES	Futures	1500.29	1500.54	1498.75	1499.26	5097.0
2013-01-15 03:00:00	ES	Futures	1499.52	1500.8	1499.01	1500.54	12387.0
2013-01-15 03:30:00	ES	Futures	1500.54	1501.57	1499.52	1501.31	10442.0
2013-01-15 04:00:00	ES	Futures	1501.06	1501.31	1500.03	1500.54	7640.0
2013-01-15 04:30:00	ES	Futures	1500.54	1502.6	1500.29	1502.34	6924.0
2013-01-15 05:00:00	ES	Futures	1502.34	1502.6	1500.8	1501.31	5642.0
2013-01-15 05:30:00	ES	Futures	1501.31	1501.31	1500.03	1501.06	5608.0
2013-01-15 06:00:00	ES	Futures	1501.06	1501.31	1499.26	1500.03	8067.0
2013-01-15 06:30:00	ES	Futures	1499.77	1500.54	1498.75	1499.52	16175.0
2013-01-15 07:00:00	ES	Futures	1499.26	1499.52	1497.21	1498.24	25854.0
2013-01-15 07:30:00	ES	Futures	1498.24	1498.49	1495.67	1496.95	33025.0
2013-01-15 08:00:00	ES	Futures	1496.95	1497.21	1494.9	1495.93	33763.0
2013-01-15 08:30:00	ES	Futures	1495.67	1498.24	1494.9	1497.21	38107.0
2013-01-15 09:00:00	ES	Futures	1496.95	1498.49	1496.95	1497.72	31552.0
2013-01-15 09:30:00	ES	Futures	1497.72	1499.77	1496.7	1499.26	179214.0
2013-01-15 10:00:00	ES	Futures	1499.26	1501.06	1498.24	1498.75	115973.0
2013-01-15 10:30:00	ES	Futures	1498.75	1501.57	1498.24	1500.8	73045.0
2013-01-15 11:00:00	ES	Futures	1501.06	1501.83	1499.52	1500.8	71771.0
2013-01-15 11:30:00	ES	Futures	1500.54	1502.34	1500.54	1501.06	69970.0
2013-01-15 12:00:00	ES	Futures	1501.06	1502.85	1501.06	1502.08	53150.0
2013-01-15 12:30:00	ES	Futures	1502.08	1504.14	1502.08	1502.85	49351.0
2013-01-15 13:00:00	ES	Futures	1502.85	1504.14	1502.6	1503.11	40686.0
2013-01-15 13:30:00	ES	Futures	1503.11	1503.62	1500.54	1501.06	52286.0
2013-01-15 14:00:00	ES	Futures	1501.31	1502.34	1500.8	1501.06	42125.0
2013-01-15 14:30:00	ES	Futures	1501.31	1504.39	1501.06	1504.14	45490.0
2013-01-15 15:00:00	ES	Futures	1504.39	1505.93	1504.14	1505.42	60430.0
2013-01-15 15:30:00	ES	Futures	1505.42	1506.96	1504.91	1504.91	120261.0
2013-01-15 16:00:00	ES	Futures	1505.16	1505.68	1503.62	1504.14	64976.0
2013-01-15 16:30:00	ES	Futures	1504.14	1505.16	1503.88	1505.16	4334.0
2013-01-15 17:00:00	ES	Futures	1505.16	1505.93	1504.91	1505.93	2003.0
2013-01-15 18:00:00	ES	Futures	1505.68	1506.19	1504.91	1505.68	2678.0
2013-01-15 18:30:00	ES	Futures	1505.68	1505.93	1505.42	1505.68	1364.0
2013-01-15 19:00:00	ES	Futures	1505.93	1505.93	1505.16	1505.93	1965.0
2013-01-15 19:30:00	ES	Futures	1505.93	1505.93	1505.42	1505.68	2041.0
2013-01-15 20:00:00	ES	Futures	1505.68	1505.93	1504.65	1504.91	4062.0
2013-01-15 20:30:00	ES	Futures	1504.91	1505.16	1503.62	1504.39	7383.0
2013-01-15 21:00:00	ES	Futures	1504.39	1505.16	1504.14	1504.65	2385.0
2013-01-15 21:30:00	ES	Futures	1504.65	1504.91	1504.39	1504.65	1419.0
2013-01-15 22:00:00	ES	Futures	1504.39	1504.65	1503.37	1503.88	2050.0
2013-01-15 22:30:00	ES	Futures	1504.14	1504.39	1503.11	1503.88	2581.0
2013-01-15 23:00:00	ES	Futures	1503.88	1504.91	1503.11	1504.39	2936.0
2013-01-15 23:30:00	ES	Futures	1504.39	1504.39	1503.88	1503.88	1128.0
2013-01-15 00:00:00	NQ	Futures	3173.82	3174.4	3173.24	3174.11	151.0
2013-01-15 00:30:00	NQ	Futures	3173.82	3173.82	3172.36	3173.53	86.0
2013-01-15 01:00:00	NQ	Futures	3173.24	3174.4	3172.07	3172.94	132.0

> showing 50 of 2,987 rows — these rows as CSV

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