PREVIEW / futures_30min / 2013-03-01

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-01.parquet
  size:    68 KB
  rows:    2,364

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
2013-03-01 00:00:00	ES	Futures	1550.84	1551.86	1550.84	1551.35	2029.0
2013-03-01 00:30:00	ES	Futures	1551.35	1551.61	1551.09	1551.61	862.0
2013-03-01 01:00:00	ES	Futures	1551.61	1551.61	1551.09	1551.35	1425.0
2013-03-01 01:30:00	ES	Futures	1551.61	1551.61	1550.07	1550.32	2458.0
2013-03-01 02:00:00	ES	Futures	1550.32	1550.58	1548.53	1548.78	6643.0
2013-03-01 02:30:00	ES	Futures	1548.78	1550.84	1548.27	1550.07	7008.0
2013-03-01 03:00:00	ES	Futures	1550.32	1552.89	1549.81	1552.12	18896.0
2013-03-01 03:30:00	ES	Futures	1551.86	1553.4	1551.09	1552.63	18639.0
2013-03-01 04:00:00	ES	Futures	1552.63	1553.4	1551.35	1551.35	10447.0
2013-03-01 04:30:00	ES	Futures	1551.35	1551.35	1548.27	1548.53	20003.0
2013-03-01 05:00:00	ES	Futures	1548.53	1549.81	1547.24	1549.3	25870.0
2013-03-01 05:30:00	ES	Futures	1549.55	1549.81	1548.27	1549.04	9570.0
2013-03-01 06:00:00	ES	Futures	1549.3	1549.3	1545.96	1546.99	16053.0
2013-03-01 06:30:00	ES	Futures	1546.99	1548.01	1546.73	1547.24	14067.0
2013-03-01 07:00:00	ES	Futures	1547.5	1547.76	1543.91	1544.68	38924.0
2013-03-01 07:30:00	ES	Futures	1544.68	1546.73	1543.91	1543.91	30734.0
2013-03-01 08:00:00	ES	Futures	1544.17	1545.45	1542.88	1544.68	39429.0
2013-03-01 08:30:00	ES	Futures	1544.42	1546.99	1542.88	1546.47	40500.0
2013-03-01 09:00:00	ES	Futures	1546.47	1546.73	1544.93	1546.22	35177.0
2013-03-01 09:30:00	ES	Futures	1546.47	1546.73	1539.03	1544.17	318605.0
2013-03-01 10:00:00	ES	Futures	1544.42	1549.81	1544.42	1549.04	311622.0
2013-03-01 10:30:00	ES	Futures	1549.04	1555.71	1548.78	1555.46	210490.0
2013-03-01 11:00:00	ES	Futures	1555.46	1557.51	1552.12	1552.38	183875.0
2013-03-01 11:30:00	ES	Futures	1552.38	1553.66	1548.78	1551.61	175679.0
2013-03-01 12:00:00	ES	Futures	1551.61	1558.02	1551.61	1556.48	140403.0
2013-03-01 12:30:00	ES	Futures	1556.22	1559.05	1555.97	1558.02	86723.0
2013-03-01 13:00:00	ES	Futures	1558.28	1559.05	1555.97	1556.99	82597.0
2013-03-01 13:30:00	ES	Futures	1557.25	1557.76	1554.17	1556.22	66284.0
2013-03-01 14:00:00	ES	Futures	1555.97	1558.28	1554.69	1555.71	73056.0
2013-03-01 14:30:00	ES	Futures	1555.71	1557.25	1553.92	1555.97	83489.0
2013-03-01 15:00:00	ES	Futures	1555.97	1557.25	1555.46	1555.46	81540.0
2013-03-01 15:30:00	ES	Futures	1555.46	1557.51	1553.92	1556.99	185214.0
2013-03-01 16:00:00	ES	Futures	1556.74	1558.02	1555.71	1556.74	105797.0
2013-03-01 16:30:00	ES	Futures	1555.71	1556.48	1555.46	1555.71	5677.0
2013-03-01 17:00:00	ES	Futures	1555.97	1556.99	1555.46	1556.74	2062.0
2013-03-01 00:00:00	NQ	Futures	3188.08	3189.24	3188.08	3188.66	136.0
2013-03-01 00:30:00	NQ	Futures	3188.66	3189.83	3188.37	3189.53	124.0
2013-03-01 01:00:00	NQ	Futures	3189.24	3189.53	3188.37	3189.24	72.0
2013-03-01 01:30:00	NQ	Futures	3189.24	3190.12	3186.92	3186.92	509.0
2013-03-01 02:00:00	NQ	Futures	3186.92	3187.5	3182.84	3183.13	566.0
2013-03-01 02:30:00	NQ	Futures	3183.13	3186.62	3182.26	3186.04	523.0
2013-03-01 03:00:00	NQ	Futures	3185.75	3191.86	3185.46	3189.83	1433.0
2013-03-01 03:30:00	NQ	Futures	3190.12	3193.61	3188.95	3192.74	1311.0
2013-03-01 04:00:00	NQ	Futures	3192.15	3193.9	3190.12	3190.12	728.0
2013-03-01 04:30:00	NQ	Futures	3189.83	3190.7	3184.0	3185.75	1836.0
2013-03-01 05:00:00	NQ	Futures	3185.46	3186.92	3181.97	3184.59	1883.0
2013-03-01 05:30:00	NQ	Futures	3184.88	3185.17	3181.68	3182.55	1198.0
2013-03-01 06:00:00	NQ	Futures	3182.26	3183.13	3174.98	3177.89	2326.0
2013-03-01 06:30:00	NQ	Futures	3177.89	3180.51	3177.6	3179.64	1024.0
2013-03-01 07:00:00	NQ	Futures	3179.64	3179.64	3172.07	3172.65	2118.0

> showing 50 of 2,364 rows — these rows as CSV

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