PREVIEW / futures_30min / 2013-03-05

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-05.parquet
  size:    75 KB
  rows:    2,899

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
2013-03-05 00:00:00	ES	Futures	1565.72	1565.98	1565.21	1565.46	1724.0
2013-03-05 00:30:00	ES	Futures	1565.46	1565.72	1564.69	1565.21	2130.0
2013-03-05 01:00:00	ES	Futures	1565.46	1566.49	1565.21	1566.23	2471.0
2013-03-05 01:30:00	ES	Futures	1566.49	1566.75	1565.98	1566.49	1803.0
2013-03-05 02:00:00	ES	Futures	1566.75	1566.75	1565.46	1565.72	3311.0
2013-03-05 02:30:00	ES	Futures	1565.72	1566.75	1565.46	1566.49	5939.0
2013-03-05 03:00:00	ES	Futures	1566.75	1568.54	1566.49	1568.03	25043.0
2013-03-05 03:30:00	ES	Futures	1568.03	1569.31	1567.51	1568.8	18560.0
2013-03-05 04:00:00	ES	Futures	1568.8	1570.59	1568.54	1569.31	25026.0
2013-03-05 04:30:00	ES	Futures	1569.57	1570.34	1568.8	1570.08	15330.0
2013-03-05 05:00:00	ES	Futures	1570.08	1570.59	1569.05	1569.57	10921.0
2013-03-05 05:30:00	ES	Futures	1569.57	1570.08	1568.8	1569.57	12089.0
2013-03-05 06:00:00	ES	Futures	1569.57	1570.08	1568.8	1569.05	5897.0
2013-03-05 06:30:00	ES	Futures	1569.05	1570.08	1568.03	1569.57	11897.0
2013-03-05 07:00:00	ES	Futures	1569.31	1570.08	1569.05	1569.05	11876.0
2013-03-05 07:30:00	ES	Futures	1569.05	1570.34	1568.8	1569.57	18604.0
2013-03-05 08:00:00	ES	Futures	1569.57	1572.13	1569.31	1571.62	40553.0
2013-03-05 08:30:00	ES	Futures	1571.62	1573.16	1571.36	1572.39	38022.0
2013-03-05 09:00:00	ES	Futures	1572.65	1573.16	1571.88	1572.39	28146.0
2013-03-05 09:30:00	ES	Futures	1572.65	1577.01	1572.39	1575.73	300070.0
2013-03-05 10:00:00	ES	Futures	1575.73	1579.32	1575.21	1579.06	268516.0
2013-03-05 10:30:00	ES	Futures	1578.8	1581.88	1578.55	1580.6	196999.0
2013-03-05 11:00:00	ES	Futures	1580.34	1582.4	1578.8	1580.34	176637.0
2013-03-05 11:30:00	ES	Futures	1580.34	1581.63	1579.32	1581.11	78861.0
2013-03-05 12:00:00	ES	Futures	1581.11	1581.88	1579.32	1579.57	56787.0
2013-03-05 12:30:00	ES	Futures	1579.83	1580.86	1579.32	1580.34	45008.0
2013-03-05 13:00:00	ES	Futures	1580.6	1582.4	1579.32	1581.63	56341.0
2013-03-05 13:30:00	ES	Futures	1581.63	1583.42	1579.57	1580.09	83518.0
2013-03-05 14:00:00	ES	Futures	1579.83	1580.86	1578.29	1578.55	52638.0
2013-03-05 14:30:00	ES	Futures	1578.55	1580.6	1577.78	1579.57	96923.0
2013-03-05 15:00:00	ES	Futures	1579.57	1580.34	1578.04	1578.55	88658.0
2013-03-05 15:30:00	ES	Futures	1578.29	1581.63	1576.75	1579.06	182038.0
2013-03-05 16:00:00	ES	Futures	1579.32	1579.32	1577.01	1577.27	93403.0
2013-03-05 16:30:00	ES	Futures	1577.52	1579.83	1577.27	1579.32	10813.0
2013-03-05 17:00:00	ES	Futures	1579.32	1580.34	1579.32	1579.83	3534.0
2013-03-05 18:00:00	ES	Futures	1579.57	1579.83	1579.06	1579.32	3171.0
2013-03-05 18:30:00	ES	Futures	1579.32	1580.09	1579.06	1579.57	2944.0
2013-03-05 19:00:00	ES	Futures	1579.57	1579.57	1577.78	1577.78	4551.0
2013-03-05 19:30:00	ES	Futures	1578.04	1579.06	1577.78	1578.8	2535.0
2013-03-05 20:00:00	ES	Futures	1579.06	1579.57	1578.55	1579.32	1150.0
2013-03-05 20:30:00	ES	Futures	1579.06	1579.32	1578.29	1578.8	2025.0
2013-03-05 21:00:00	ES	Futures	1578.8	1578.8	1577.52	1577.78	3512.0
2013-03-05 21:30:00	ES	Futures	1577.78	1578.8	1577.78	1578.8	1348.0
2013-03-05 22:00:00	ES	Futures	1578.8	1579.06	1578.29	1578.8	1252.0
2013-03-05 22:30:00	ES	Futures	1578.55	1579.06	1578.55	1578.55	1026.0
2013-03-05 23:00:00	ES	Futures	1578.55	1578.55	1578.29	1578.55	617.0
2013-03-05 23:30:00	ES	Futures	1578.55	1579.06	1578.29	1578.29	1812.0
2013-03-05 00:00:00	NQ	Futures	3216.6	3216.9	3216.31	3216.6	56.0
2013-03-05 00:30:00	NQ	Futures	3216.6	3216.9	3215.15	3216.02	143.0
2013-03-05 01:00:00	NQ	Futures	3216.02	3217.48	3216.02	3216.31	132.0

> showing 50 of 2,899 rows — these rows as CSV

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