PREVIEW / futures_30min / 2013-03-15

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-15.parquet
  size:    65 KB
  rows:    2,345

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
2013-03-15 00:00:00	ES	Futures	1604.24	1604.75	1603.98	1604.24	2108.0
2013-03-15 00:30:00	ES	Futures	1604.24	1604.49	1603.98	1604.49	1611.0
2013-03-15 01:00:00	ES	Futures	1604.24	1605.27	1603.98	1605.01	3208.0
2013-03-15 01:30:00	ES	Futures	1605.27	1605.27	1604.75	1604.75	1143.0
2013-03-15 02:00:00	ES	Futures	1605.01	1605.78	1604.49	1605.78	4444.0
2013-03-15 02:30:00	ES	Futures	1605.52	1606.04	1605.27	1605.52	1526.0
2013-03-15 03:00:00	ES	Futures	1605.27	1606.04	1604.75	1604.75	5003.0
2013-03-15 03:30:00	ES	Futures	1604.75	1605.01	1603.98	1605.01	3626.0
2013-03-15 04:00:00	ES	Futures	1604.75	1604.75	1602.43	1602.69	14760.0
2013-03-15 04:30:00	ES	Futures	1602.69	1602.69	1601.92	1602.43	9380.0
2013-03-15 05:00:00	ES	Futures	1602.69	1603.2	1601.66	1601.66	11476.0
2013-03-15 05:30:00	ES	Futures	1601.92	1602.17	1601.4	1601.66	8094.0
2013-03-15 06:00:00	ES	Futures	1601.66	1602.17	1601.14	1602.17	10559.0
2013-03-15 06:30:00	ES	Futures	1602.17	1602.69	1601.66	1601.92	10444.0
2013-03-15 07:00:00	ES	Futures	1601.92	1602.95	1601.66	1602.17	11258.0
2013-03-15 07:30:00	ES	Futures	1602.17	1603.46	1601.66	1603.2	17417.0
2013-03-15 08:00:00	ES	Futures	1602.95	1604.24	1602.69	1603.46	16442.0
2013-03-15 08:30:00	ES	Futures	1603.46	1604.49	1602.69	1603.72	24346.0
2013-03-15 09:00:00	ES	Futures	1603.98	1604.24	1600.63	1601.4	67229.0
2013-03-15 09:30:00	ES	Futures	1601.66	1602.17	1597.28	1597.28	289430.0
2013-03-15 10:00:00	ES	Futures	1597.28	1599.86	1595.99	1598.83	189081.0
2013-03-15 10:30:00	ES	Futures	1599.08	1601.14	1598.83	1599.86	112624.0
2013-03-15 11:00:00	ES	Futures	1600.11	1602.69	1599.86	1601.92	89751.0
2013-03-15 11:30:00	ES	Futures	1602.17	1602.69	1601.4	1602.17	72800.0
2013-03-15 12:00:00	ES	Futures	1602.17	1602.95	1601.4	1602.17	49156.0
2013-03-15 12:30:00	ES	Futures	1602.17	1603.72	1601.66	1602.17	74049.0
2013-03-15 13:00:00	ES	Futures	1602.17	1602.43	1601.14	1601.4	42293.0
2013-03-15 13:30:00	ES	Futures	1601.4	1602.17	1601.14	1601.4	35888.0
2013-03-15 14:00:00	ES	Futures	1601.4	1601.66	1598.83	1599.08	71479.0
2013-03-15 14:30:00	ES	Futures	1598.83	1599.86	1597.8	1599.08	69537.0
2013-03-15 15:00:00	ES	Futures	1598.83	1600.11	1598.31	1599.34	54851.0
2013-03-15 15:30:00	ES	Futures	1599.34	1601.66	1598.83	1601.66	151168.0
2013-03-15 16:00:00	ES	Futures	1601.4	1601.66	1600.11	1600.63	98597.0
2013-03-15 16:30:00	ES	Futures	1600.37	1601.4	1600.11	1600.63	10099.0
2013-03-15 17:00:00	ES	Futures	1600.63	1600.63	1599.6	1599.6	3295.0
2013-03-15 00:00:00	NQ	Futures	3270.47	3271.06	3270.18	3270.76	125.0
2013-03-15 00:30:00	NQ	Futures	3270.76	3270.76	3270.47	3270.76	27.0
2013-03-15 01:00:00	NQ	Futures	3271.06	3271.93	3270.76	3271.35	149.0
2013-03-15 01:30:00	NQ	Futures	3271.35	3271.35	3270.76	3270.76	124.0
2013-03-15 02:00:00	NQ	Futures	3270.76	3272.22	3270.76	3271.93	65.0
2013-03-15 02:30:00	NQ	Futures	3271.93	3272.51	3271.35	3271.35	126.0
2013-03-15 03:00:00	NQ	Futures	3271.64	3272.81	3271.06	3271.35	306.0
2013-03-15 03:30:00	NQ	Futures	3271.06	3271.35	3269.89	3270.76	239.0
2013-03-15 04:00:00	NQ	Futures	3270.47	3270.76	3267.26	3267.85	931.0
2013-03-15 04:30:00	NQ	Futures	3267.56	3267.56	3266.39	3267.26	490.0
2013-03-15 05:00:00	NQ	Futures	3267.26	3268.14	3265.22	3265.81	716.0
2013-03-15 05:30:00	NQ	Futures	3265.81	3266.1	3264.64	3265.22	435.0
2013-03-15 06:00:00	NQ	Futures	3265.22	3266.39	3264.35	3266.1	497.0
2013-03-15 06:30:00	NQ	Futures	3266.1	3267.56	3266.1	3266.68	792.0
2013-03-15 07:00:00	NQ	Futures	3266.39	3269.01	3266.39	3268.14	723.0

> showing 50 of 2,345 rows — these rows as CSV

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