PREVIEW / futures_30min / 2013-01-29

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-01-29.parquet
  size:    77 KB
  rows:    2,967

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
2013-01-29 00:00:00	ES	Futures	1536.98	1538.26	1536.72	1537.75	3044.0
2013-01-29 00:30:00	ES	Futures	1537.75	1538.01	1537.24	1537.49	1824.0
2013-01-29 01:00:00	ES	Futures	1537.49	1538.26	1537.24	1538.26	1710.0
2013-01-29 01:30:00	ES	Futures	1538.01	1538.26	1537.24	1537.24	1145.0
2013-01-29 02:00:00	ES	Futures	1537.24	1537.49	1536.47	1536.72	3012.0
2013-01-29 02:30:00	ES	Futures	1536.72	1536.98	1535.95	1535.95	3378.0
2013-01-29 03:00:00	ES	Futures	1536.21	1536.98	1535.44	1535.95	11564.0
2013-01-29 03:30:00	ES	Futures	1536.21	1536.72	1535.44	1535.7	7569.0
2013-01-29 04:00:00	ES	Futures	1535.7	1535.95	1534.67	1535.44	7989.0
2013-01-29 04:30:00	ES	Futures	1535.18	1535.44	1533.9	1534.93	6983.0
2013-01-29 05:00:00	ES	Futures	1534.67	1535.44	1533.9	1533.9	6704.0
2013-01-29 05:30:00	ES	Futures	1534.16	1534.16	1531.59	1531.85	18440.0
2013-01-29 06:00:00	ES	Futures	1531.85	1532.36	1531.08	1531.34	12450.0
2013-01-29 06:30:00	ES	Futures	1531.08	1531.34	1530.31	1531.08	12712.0
2013-01-29 07:00:00	ES	Futures	1531.08	1531.85	1530.57	1531.85	13946.0
2013-01-29 07:30:00	ES	Futures	1531.85	1532.11	1530.82	1531.34	9689.0
2013-01-29 08:00:00	ES	Futures	1531.34	1533.13	1531.08	1532.11	19608.0
2013-01-29 08:30:00	ES	Futures	1532.11	1533.64	1531.85	1532.62	20022.0
2013-01-29 09:00:00	ES	Futures	1532.62	1533.64	1532.11	1533.39	28112.0
2013-01-29 09:30:00	ES	Futures	1533.39	1537.49	1532.62	1536.47	155915.0
2013-01-29 10:00:00	ES	Futures	1536.21	1537.24	1532.36	1535.44	156681.0
2013-01-29 10:30:00	ES	Futures	1535.44	1537.49	1534.41	1536.47	75360.0
2013-01-29 11:00:00	ES	Futures	1536.47	1540.57	1535.7	1540.32	137436.0
2013-01-29 11:30:00	ES	Futures	1540.32	1540.57	1538.78	1539.8	90862.0
2013-01-29 12:00:00	ES	Futures	1539.8	1539.8	1538.78	1539.29	50377.0
2013-01-29 12:30:00	ES	Futures	1539.29	1541.6	1539.03	1540.57	53622.0
2013-01-29 13:00:00	ES	Futures	1540.83	1542.37	1540.57	1540.83	59835.0
2013-01-29 13:30:00	ES	Futures	1541.09	1542.63	1540.83	1541.86	54733.0
2013-01-29 14:00:00	ES	Futures	1542.11	1543.14	1541.34	1541.34	46783.0
2013-01-29 14:30:00	ES	Futures	1541.34	1542.37	1541.09	1541.86	31144.0
2013-01-29 15:00:00	ES	Futures	1541.6	1543.65	1540.83	1543.4	107489.0
2013-01-29 15:30:00	ES	Futures	1543.4	1544.42	1542.11	1542.63	148624.0
2013-01-29 16:00:00	ES	Futures	1542.37	1545.19	1542.11	1544.68	94909.0
2013-01-29 16:30:00	ES	Futures	1544.42	1544.68	1543.65	1544.68	6076.0
2013-01-29 17:00:00	ES	Futures	1544.68	1545.45	1544.42	1545.19	4150.0
2013-01-29 18:00:00	ES	Futures	1544.68	1544.93	1543.4	1543.65	3123.0
2013-01-29 18:30:00	ES	Futures	1543.65	1544.17	1543.4	1543.65	1039.0
2013-01-29 19:00:00	ES	Futures	1543.91	1544.42	1543.65	1544.17	1878.0
2013-01-29 19:30:00	ES	Futures	1544.17	1544.68	1543.91	1544.42	1326.0
2013-01-29 20:00:00	ES	Futures	1544.42	1544.68	1543.91	1544.17	1565.0
2013-01-29 20:30:00	ES	Futures	1544.17	1544.68	1544.17	1544.68	1640.0
2013-01-29 21:00:00	ES	Futures	1544.68	1544.93	1544.17	1544.42	1227.0
2013-01-29 21:30:00	ES	Futures	1544.42	1544.68	1543.65	1543.91	2069.0
2013-01-29 22:00:00	ES	Futures	1544.17	1544.68	1543.91	1543.91	1734.0
2013-01-29 22:30:00	ES	Futures	1543.91	1544.17	1542.88	1543.4	2242.0
2013-01-29 23:00:00	ES	Futures	1543.4	1543.65	1543.14	1543.65	673.0
2013-01-29 23:30:00	ES	Futures	1543.65	1543.91	1543.4	1543.65	1068.0
2013-01-29 00:00:00	NQ	Futures	3187.79	3189.53	3186.62	3188.95	352.0
2013-01-29 00:30:00	NQ	Futures	3188.95	3189.24	3188.08	3188.66	68.0
2013-01-29 01:00:00	NQ	Futures	3188.66	3189.83	3187.21	3189.83	116.0

> showing 50 of 2,967 rows — these rows as CSV

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