PREVIEW / futures_30min / 2013-01-16

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-01-16.parquet
  size:    77 KB
  rows:    2,950

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
2013-01-16 00:00:00	ES	Futures	1503.88	1504.14	1501.83	1501.83	4454.0
2013-01-16 00:30:00	ES	Futures	1501.83	1502.34	1500.8	1502.08	6603.0
2013-01-16 01:00:00	ES	Futures	1502.08	1502.08	1500.54	1500.8	3871.0
2013-01-16 01:30:00	ES	Futures	1500.8	1502.85	1500.8	1502.34	2929.0
2013-01-16 02:00:00	ES	Futures	1502.34	1502.6	1501.06	1501.06	4759.0
2013-01-16 02:30:00	ES	Futures	1501.31	1501.31	1500.29	1500.54	5729.0
2013-01-16 03:00:00	ES	Futures	1500.54	1501.83	1500.03	1500.29	12737.0
2013-01-16 03:30:00	ES	Futures	1500.29	1500.54	1499.26	1499.77	10323.0
2013-01-16 04:00:00	ES	Futures	1499.77	1500.03	1498.75	1499.26	10888.0
2013-01-16 04:30:00	ES	Futures	1499.26	1499.77	1498.49	1499.01	6149.0
2013-01-16 05:00:00	ES	Futures	1499.01	1500.8	1498.75	1499.77	8182.0
2013-01-16 05:30:00	ES	Futures	1500.03	1500.8	1499.52	1500.8	6856.0
2013-01-16 06:00:00	ES	Futures	1500.8	1503.11	1500.29	1502.08	15673.0
2013-01-16 06:30:00	ES	Futures	1501.83	1502.08	1501.06	1501.57	14761.0
2013-01-16 07:00:00	ES	Futures	1501.83	1502.34	1499.26	1499.52	17822.0
2013-01-16 07:30:00	ES	Futures	1499.52	1501.83	1498.49	1498.75	35835.0
2013-01-16 08:00:00	ES	Futures	1498.75	1502.34	1498.75	1501.83	27621.0
2013-01-16 08:30:00	ES	Futures	1501.83	1502.08	1499.52	1500.29	21204.0
2013-01-16 09:00:00	ES	Futures	1500.03	1502.6	1500.03	1502.6	30855.0
2013-01-16 09:30:00	ES	Futures	1502.6	1503.37	1500.54	1502.85	143899.0
2013-01-16 10:00:00	ES	Futures	1502.85	1505.16	1502.6	1504.65	97825.0
2013-01-16 10:30:00	ES	Futures	1504.65	1504.65	1503.11	1503.11	62231.0
2013-01-16 11:00:00	ES	Futures	1503.11	1506.7	1502.85	1505.93	100104.0
2013-01-16 11:30:00	ES	Futures	1505.93	1506.7	1504.91	1505.16	52079.0
2013-01-16 12:00:00	ES	Futures	1505.42	1505.93	1504.91	1504.91	36155.0
2013-01-16 12:30:00	ES	Futures	1504.91	1505.68	1503.62	1504.65	63516.0
2013-01-16 13:00:00	ES	Futures	1504.91	1505.93	1503.88	1505.16	44369.0
2013-01-16 13:30:00	ES	Futures	1505.42	1507.47	1505.16	1506.7	55877.0
2013-01-16 14:00:00	ES	Futures	1506.7	1507.22	1505.42	1507.22	34160.0
2013-01-16 14:30:00	ES	Futures	1506.96	1507.73	1506.45	1507.22	31776.0
2013-01-16 15:00:00	ES	Futures	1507.47	1507.47	1505.42	1505.42	44697.0
2013-01-16 15:30:00	ES	Futures	1505.42	1506.7	1504.91	1505.42	113640.0
2013-01-16 16:00:00	ES	Futures	1505.16	1505.42	1503.88	1504.39	62263.0
2013-01-16 16:30:00	ES	Futures	1504.14	1504.39	1503.11	1503.11	6430.0
2013-01-16 17:00:00	ES	Futures	1503.11	1503.88	1503.11	1503.11	1772.0
2013-01-16 18:00:00	ES	Futures	1503.62	1503.62	1502.85	1503.11	2622.0
2013-01-16 18:30:00	ES	Futures	1503.11	1503.11	1501.57	1502.34	2687.0
2013-01-16 19:00:00	ES	Futures	1502.34	1504.14	1502.08	1503.88	4674.0
2013-01-16 19:30:00	ES	Futures	1503.88	1504.91	1502.34	1504.65	5126.0
2013-01-16 20:00:00	ES	Futures	1504.91	1505.68	1504.65	1505.42	3678.0
2013-01-16 20:30:00	ES	Futures	1505.42	1505.68	1504.65	1505.42	3452.0
2013-01-16 21:00:00	ES	Futures	1505.42	1505.42	1503.88	1503.88	1971.0
2013-01-16 21:30:00	ES	Futures	1503.88	1504.39	1503.11	1503.62	2209.0
2013-01-16 22:00:00	ES	Futures	1503.62	1503.88	1500.8	1501.06	6696.0
2013-01-16 22:30:00	ES	Futures	1501.06	1501.57	1499.77	1500.54	9524.0
2013-01-16 23:00:00	ES	Futures	1500.54	1501.06	1500.03	1500.03	2073.0
2013-01-16 23:30:00	ES	Futures	1500.03	1500.8	1499.01	1500.8	6688.0
2013-01-16 00:00:00	NQ	Futures	3165.96	3165.96	3161.88	3161.88	853.0
2013-01-16 00:30:00	NQ	Futures	3161.59	3162.17	3159.55	3161.59	510.0
2013-01-16 01:00:00	NQ	Futures	3161.01	3161.01	3158.39	3159.26	615.0

> showing 50 of 2,950 rows — these rows as CSV

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