PREVIEW / futures_30min / 2013-02-26

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-02-26.parquet
  size:    81 KB
  rows:    2,969

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
2013-02-26 00:00:00	ES	Futures	1527.74	1528.0	1525.69	1526.2	3727.0
2013-02-26 00:30:00	ES	Futures	1526.2	1527.23	1525.69	1526.97	2301.0
2013-02-26 01:00:00	ES	Futures	1526.97	1527.74	1526.46	1527.23	2569.0
2013-02-26 01:30:00	ES	Futures	1527.49	1527.74	1526.72	1526.72	2486.0
2013-02-26 02:00:00	ES	Futures	1526.72	1527.49	1523.38	1523.89	16859.0
2013-02-26 02:30:00	ES	Futures	1523.89	1528.51	1523.12	1526.97	19307.0
2013-02-26 03:00:00	ES	Futures	1526.97	1531.85	1526.72	1531.34	47489.0
2013-02-26 03:30:00	ES	Futures	1531.34	1532.62	1530.05	1530.57	32396.0
2013-02-26 04:00:00	ES	Futures	1530.82	1531.34	1530.05	1530.05	19520.0
2013-02-26 04:30:00	ES	Futures	1530.05	1532.36	1529.03	1532.11	24086.0
2013-02-26 05:00:00	ES	Futures	1532.36	1532.36	1529.54	1530.05	17393.0
2013-02-26 05:30:00	ES	Futures	1529.8	1530.05	1528.26	1529.03	14385.0
2013-02-26 06:00:00	ES	Futures	1529.03	1530.82	1528.77	1529.8	9310.0
2013-02-26 06:30:00	ES	Futures	1529.8	1530.05	1528.77	1529.03	18952.0
2013-02-26 07:00:00	ES	Futures	1528.77	1531.85	1527.74	1531.34	27885.0
2013-02-26 07:30:00	ES	Futures	1531.34	1531.85	1530.31	1531.34	25911.0
2013-02-26 08:00:00	ES	Futures	1531.34	1531.34	1528.77	1529.28	28041.0
2013-02-26 08:30:00	ES	Futures	1529.03	1533.64	1528.77	1533.39	50787.0
2013-02-26 09:00:00	ES	Futures	1533.39	1534.41	1531.85	1532.62	70762.0
2013-02-26 09:30:00	ES	Futures	1532.62	1535.18	1531.08	1533.9	266158.0
2013-02-26 10:00:00	ES	Futures	1534.16	1536.47	1527.74	1527.74	354603.0
2013-02-26 10:30:00	ES	Futures	1527.74	1531.59	1525.43	1528.77	307666.0
2013-02-26 11:00:00	ES	Futures	1529.03	1529.28	1523.64	1524.92	233578.0
2013-02-26 11:30:00	ES	Futures	1524.92	1527.49	1521.84	1525.69	175220.0
2013-02-26 12:00:00	ES	Futures	1525.69	1528.77	1524.66	1527.74	121562.0
2013-02-26 12:30:00	ES	Futures	1528.0	1532.11	1527.23	1531.34	115462.0
2013-02-26 13:00:00	ES	Futures	1531.08	1533.39	1528.0	1529.28	121425.0
2013-02-26 13:30:00	ES	Futures	1529.28	1533.9	1529.03	1532.11	101208.0
2013-02-26 14:00:00	ES	Futures	1532.36	1535.18	1531.34	1534.93	95864.0
2013-02-26 14:30:00	ES	Futures	1534.93	1536.47	1532.11	1533.64	111691.0
2013-02-26 15:00:00	ES	Futures	1533.9	1535.7	1531.59	1534.16	99280.0
2013-02-26 15:30:00	ES	Futures	1534.41	1537.24	1532.11	1535.18	185308.0
2013-02-26 16:00:00	ES	Futures	1535.18	1535.44	1531.34	1531.85	92932.0
2013-02-26 16:30:00	ES	Futures	1532.11	1532.62	1531.59	1532.62	10651.0
2013-02-26 17:00:00	ES	Futures	1532.62	1532.88	1532.11	1532.88	3111.0
2013-02-26 18:00:00	ES	Futures	1532.62	1533.13	1531.85	1532.88	3663.0
2013-02-26 18:30:00	ES	Futures	1532.88	1533.13	1531.85	1532.11	2446.0
2013-02-26 19:00:00	ES	Futures	1532.11	1533.9	1531.85	1533.39	6255.0
2013-02-26 19:30:00	ES	Futures	1533.39	1533.9	1530.82	1531.59	4345.0
2013-02-26 20:00:00	ES	Futures	1531.59	1532.11	1529.8	1530.31	6280.0
2013-02-26 20:30:00	ES	Futures	1530.31	1531.85	1529.8	1531.08	4435.0
2013-02-26 21:00:00	ES	Futures	1531.34	1531.34	1530.57	1531.08	1858.0
2013-02-26 21:30:00	ES	Futures	1531.08	1531.85	1530.82	1531.85	1194.0
2013-02-26 22:00:00	ES	Futures	1531.59	1532.36	1531.59	1532.36	1348.0
2013-02-26 22:30:00	ES	Futures	1532.36	1532.36	1530.82	1531.08	1689.0
2013-02-26 23:00:00	ES	Futures	1531.08	1531.59	1530.82	1531.34	1050.0
2013-02-26 23:30:00	ES	Futures	1531.34	1531.59	1530.82	1531.34	939.0
2013-02-26 00:00:00	NQ	Futures	3148.79	3149.08	3145.0	3145.58	263.0
2013-02-26 00:30:00	NQ	Futures	3145.58	3149.66	3145.29	3149.08	318.0
2013-02-26 01:00:00	NQ	Futures	3149.37	3150.82	3148.79	3150.53	264.0

> showing 50 of 2,969 rows — these rows as CSV

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