PREVIEW / futures_30min / 2013-02-21

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-02-21.parquet
  size:    78 KB
  rows:    2,901

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
2013-02-21 00:00:00	ES	Futures	1545.45	1545.96	1545.19	1545.7	3660.0
2013-02-21 00:30:00	ES	Futures	1545.96	1546.22	1544.93	1545.7	4633.0
2013-02-21 01:00:00	ES	Futures	1545.45	1545.96	1544.93	1545.7	2814.0
2013-02-21 01:30:00	ES	Futures	1545.45	1546.73	1545.19	1546.73	4368.0
2013-02-21 02:00:00	ES	Futures	1546.73	1547.5	1546.22	1547.24	7192.0
2013-02-21 02:30:00	ES	Futures	1547.24	1548.53	1546.73	1547.76	9290.0
2013-02-21 03:00:00	ES	Futures	1548.01	1548.01	1543.65	1543.91	42613.0
2013-02-21 03:30:00	ES	Futures	1543.91	1544.17	1541.86	1542.63	42528.0
2013-02-21 04:00:00	ES	Futures	1542.88	1542.88	1541.09	1541.6	24014.0
2013-02-21 04:30:00	ES	Futures	1541.6	1543.14	1540.57	1543.14	21266.0
2013-02-21 05:00:00	ES	Futures	1543.14	1543.65	1541.86	1541.86	15120.0
2013-02-21 05:30:00	ES	Futures	1541.86	1542.11	1540.57	1541.34	24081.0
2013-02-21 06:00:00	ES	Futures	1541.6	1543.4	1541.34	1542.11	23404.0
2013-02-21 06:30:00	ES	Futures	1542.11	1543.91	1541.86	1543.65	16172.0
2013-02-21 07:00:00	ES	Futures	1543.65	1544.68	1542.37	1543.4	22148.0
2013-02-21 07:30:00	ES	Futures	1543.4	1543.91	1542.11	1543.91	15603.0
2013-02-21 08:00:00	ES	Futures	1543.91	1544.93	1543.4	1544.42	26440.0
2013-02-21 08:30:00	ES	Futures	1544.42	1545.7	1542.63	1544.68	51230.0
2013-02-21 09:00:00	ES	Futures	1544.42	1546.47	1543.65	1544.93	44216.0
2013-02-21 09:30:00	ES	Futures	1545.19	1545.19	1538.01	1539.8	352893.0
2013-02-21 10:00:00	ES	Futures	1539.8	1543.65	1536.72	1543.14	314743.0
2013-02-21 10:30:00	ES	Futures	1543.14	1543.91	1541.09	1541.86	163214.0
2013-02-21 11:00:00	ES	Futures	1541.86	1542.63	1539.55	1540.32	131503.0
2013-02-21 11:30:00	ES	Futures	1540.06	1542.11	1538.78	1540.83	84984.0
2013-02-21 12:00:00	ES	Futures	1540.83	1541.34	1537.75	1538.78	75467.0
2013-02-21 12:30:00	ES	Futures	1538.78	1539.55	1536.47	1539.29	81207.0
2013-02-21 13:00:00	ES	Futures	1539.29	1540.32	1537.24	1538.01	87721.0
2013-02-21 13:30:00	ES	Futures	1538.01	1539.29	1536.72	1538.01	62168.0
2013-02-21 14:00:00	ES	Futures	1537.75	1538.01	1534.41	1536.21	107308.0
2013-02-21 14:30:00	ES	Futures	1536.21	1539.8	1535.95	1539.55	119047.0
2013-02-21 15:00:00	ES	Futures	1539.8	1544.42	1538.52	1543.65	173700.0
2013-02-21 15:30:00	ES	Futures	1543.91	1544.42	1538.52	1539.29	197825.0
2013-02-21 16:00:00	ES	Futures	1539.55	1541.6	1539.29	1540.57	78162.0
2013-02-21 16:30:00	ES	Futures	1540.57	1541.86	1540.32	1541.6	7668.0
2013-02-21 17:00:00	ES	Futures	1541.86	1541.86	1541.34	1541.6	1224.0
2013-02-21 18:00:00	ES	Futures	1541.86	1543.14	1541.6	1542.88	6980.0
2013-02-21 18:30:00	ES	Futures	1542.88	1543.14	1541.86	1542.11	3291.0
2013-02-21 19:00:00	ES	Futures	1542.11	1543.91	1542.11	1543.14	4820.0
2013-02-21 19:30:00	ES	Futures	1543.14	1543.91	1542.37	1542.63	3468.0
2013-02-21 20:00:00	ES	Futures	1542.63	1543.14	1541.6	1542.88	3407.0
2013-02-21 20:30:00	ES	Futures	1542.88	1543.65	1542.63	1543.65	2238.0
2013-02-21 21:00:00	ES	Futures	1543.4	1545.7	1542.88	1545.45	7865.0
2013-02-21 21:30:00	ES	Futures	1545.19	1545.45	1544.17	1544.42	2924.0
2013-02-21 22:00:00	ES	Futures	1544.42	1545.7	1544.42	1545.7	3057.0
2013-02-21 22:30:00	ES	Futures	1545.7	1546.47	1545.45	1545.45	7258.0
2013-02-21 23:00:00	ES	Futures	1545.7	1546.47	1545.45	1545.45	2881.0
2013-02-21 23:30:00	ES	Futures	1545.45	1545.7	1545.19	1545.45	1650.0
2013-02-21 00:00:00	NQ	Futures	3184.0	3184.88	3183.42	3184.88	161.0
2013-02-21 00:30:00	NQ	Futures	3184.3	3184.88	3181.97	3181.97	408.0
2013-02-21 01:00:00	NQ	Futures	3182.26	3182.84	3181.68	3181.97	201.0

> showing 50 of 2,901 rows — these rows as CSV

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