PREVIEW / futures_30min / 2013-01-24

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-01-24.parquet
  size:    80 KB
  rows:    2,985

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
2013-01-24 00:00:00	ES	Futures	1523.38	1524.66	1522.87	1524.66	2190.0
2013-01-24 00:30:00	ES	Futures	1524.41	1525.18	1524.15	1524.41	2509.0
2013-01-24 01:00:00	ES	Futures	1524.66	1524.66	1523.89	1524.66	1478.0
2013-01-24 01:30:00	ES	Futures	1524.41	1525.95	1524.15	1525.69	2282.0
2013-01-24 02:00:00	ES	Futures	1525.69	1526.2	1524.92	1525.18	4402.0
2013-01-24 02:30:00	ES	Futures	1525.18	1525.95	1523.12	1523.89	4825.0
2013-01-24 03:00:00	ES	Futures	1523.64	1526.46	1522.35	1526.2	24304.0
2013-01-24 03:30:00	ES	Futures	1525.95	1526.72	1524.15	1525.18	13424.0
2013-01-24 04:00:00	ES	Futures	1525.18	1527.49	1525.18	1527.23	12046.0
2013-01-24 04:30:00	ES	Futures	1527.49	1527.49	1525.95	1526.2	8832.0
2013-01-24 05:00:00	ES	Futures	1525.95	1527.23	1525.43	1527.23	9647.0
2013-01-24 05:30:00	ES	Futures	1526.97	1527.49	1526.2	1526.72	5434.0
2013-01-24 06:00:00	ES	Futures	1526.72	1526.97	1525.95	1526.2	7129.0
2013-01-24 06:30:00	ES	Futures	1526.2	1526.46	1525.43	1526.2	9575.0
2013-01-24 07:00:00	ES	Futures	1526.2	1527.74	1525.69	1526.72	15210.0
2013-01-24 07:30:00	ES	Futures	1526.46	1526.72	1525.69	1526.46	11425.0
2013-01-24 08:00:00	ES	Futures	1526.46	1527.74	1525.69	1526.97	21299.0
2013-01-24 08:30:00	ES	Futures	1526.72	1529.03	1525.95	1528.77	44787.0
2013-01-24 09:00:00	ES	Futures	1528.77	1529.28	1526.46	1526.72	36040.0
2013-01-24 09:30:00	ES	Futures	1526.72	1533.39	1526.46	1533.13	224571.0
2013-01-24 10:00:00	ES	Futures	1532.88	1536.21	1532.62	1534.16	185016.0
2013-01-24 10:30:00	ES	Futures	1534.16	1535.44	1533.13	1534.16	98672.0
2013-01-24 11:00:00	ES	Futures	1533.9	1537.24	1533.9	1536.47	100500.0
2013-01-24 11:30:00	ES	Futures	1536.47	1536.98	1534.41	1534.93	93250.0
2013-01-24 12:00:00	ES	Futures	1534.93	1535.7	1532.62	1533.39	97905.0
2013-01-24 12:30:00	ES	Futures	1533.13	1533.39	1528.77	1529.28	114229.0
2013-01-24 13:00:00	ES	Futures	1529.03	1530.31	1528.26	1530.05	64045.0
2013-01-24 13:30:00	ES	Futures	1530.05	1530.05	1525.43	1526.72	90418.0
2013-01-24 14:00:00	ES	Futures	1526.97	1528.26	1525.69	1527.49	63250.0
2013-01-24 14:30:00	ES	Futures	1527.74	1530.05	1527.49	1529.28	67992.0
2013-01-24 15:00:00	ES	Futures	1529.28	1531.34	1528.51	1531.08	75915.0
2013-01-24 15:30:00	ES	Futures	1531.08	1533.13	1528.77	1529.54	161185.0
2013-01-24 16:00:00	ES	Futures	1529.54	1531.85	1529.28	1531.34	80665.0
2013-01-24 16:30:00	ES	Futures	1531.59	1531.59	1527.74	1528.0	11953.0
2013-01-24 17:00:00	ES	Futures	1528.26	1528.51	1527.23	1527.49	2609.0
2013-01-24 18:00:00	ES	Futures	1526.97	1528.51	1526.97	1527.74	3558.0
2013-01-24 18:30:00	ES	Futures	1528.0	1528.0	1527.23	1527.74	1706.0
2013-01-24 19:00:00	ES	Futures	1527.74	1528.26	1525.95	1526.2	5851.0
2013-01-24 19:30:00	ES	Futures	1526.2	1528.26	1525.95	1528.26	4160.0
2013-01-24 20:00:00	ES	Futures	1528.26	1529.03	1527.74	1528.77	2813.0
2013-01-24 20:30:00	ES	Futures	1528.77	1528.77	1526.2	1526.46	4512.0
2013-01-24 21:00:00	ES	Futures	1526.46	1527.49	1525.95	1526.97	2642.0
2013-01-24 21:30:00	ES	Futures	1526.97	1527.49	1526.72	1527.23	1031.0
2013-01-24 22:00:00	ES	Futures	1527.23	1527.23	1526.2	1526.2	1402.0
2013-01-24 22:30:00	ES	Futures	1526.46	1526.72	1525.95	1526.46	2292.0
2013-01-24 23:00:00	ES	Futures	1526.46	1526.72	1525.95	1526.46	1614.0
2013-01-24 23:30:00	ES	Futures	1526.72	1526.97	1526.2	1526.72	1591.0
2013-01-24 00:00:00	NQ	Futures	3161.59	3164.5	3161.3	3164.5	343.0
2013-01-24 00:30:00	NQ	Futures	3164.21	3164.79	3163.05	3163.05	224.0
2013-01-24 01:00:00	NQ	Futures	3163.05	3163.63	3162.47	3163.05	102.0

> showing 50 of 2,985 rows — these rows as CSV

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