PREVIEW / futures_30min / 2013-03-18

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-18.parquet
  size:    77 KB
  rows:    2,833

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
2013-03-18 00:00:00	ES	Futures	1580.02	1580.28	1579.51	1579.51	4478.0
2013-03-18 00:30:00	ES	Futures	1579.51	1579.76	1577.45	1577.45	11466.0
2013-03-18 01:00:00	ES	Futures	1577.45	1577.96	1575.9	1575.9	9777.0
2013-03-18 01:30:00	ES	Futures	1575.9	1578.48	1575.9	1578.22	10122.0
2013-03-18 02:00:00	ES	Futures	1577.96	1579.25	1576.67	1577.19	6370.0
2013-03-18 02:30:00	ES	Futures	1576.93	1578.48	1576.16	1576.16	6287.0
2013-03-18 03:00:00	ES	Futures	1576.42	1581.83	1575.9	1580.54	20148.0
2013-03-18 03:30:00	ES	Futures	1580.54	1582.86	1579.51	1582.34	13620.0
2013-03-18 04:00:00	ES	Futures	1582.34	1585.69	1582.08	1585.43	34182.0
2013-03-18 04:30:00	ES	Futures	1585.43	1586.2	1584.14	1585.43	19739.0
2013-03-18 05:00:00	ES	Futures	1585.43	1587.75	1584.66	1587.49	26219.0
2013-03-18 05:30:00	ES	Futures	1587.75	1588.52	1586.98	1588.01	15486.0
2013-03-18 06:00:00	ES	Futures	1588.27	1588.52	1584.92	1584.92	17472.0
2013-03-18 06:30:00	ES	Futures	1584.92	1586.2	1584.14	1584.92	22707.0
2013-03-18 07:00:00	ES	Futures	1585.17	1586.98	1584.92	1585.43	18165.0
2013-03-18 07:30:00	ES	Futures	1585.69	1587.75	1585.43	1587.23	18833.0
2013-03-18 08:00:00	ES	Futures	1587.23	1588.78	1586.46	1586.98	32096.0
2013-03-18 08:30:00	ES	Futures	1587.23	1589.81	1586.72	1587.75	37610.0
2013-03-18 09:00:00	ES	Futures	1587.75	1588.01	1584.66	1585.95	35438.0
2013-03-18 09:30:00	ES	Futures	1585.95	1591.36	1584.4	1590.84	240401.0
2013-03-18 10:00:00	ES	Futures	1590.58	1593.93	1589.55	1593.42	189280.0
2013-03-18 10:30:00	ES	Futures	1593.42	1594.45	1591.87	1592.13	142322.0
2013-03-18 11:00:00	ES	Futures	1592.39	1594.96	1591.87	1593.93	87862.0
2013-03-18 11:30:00	ES	Futures	1593.93	1595.73	1592.9	1595.73	71503.0
2013-03-18 12:00:00	ES	Futures	1595.73	1599.34	1595.48	1596.77	163213.0
2013-03-18 12:30:00	ES	Futures	1597.02	1597.54	1595.73	1597.28	68986.0
2013-03-18 13:00:00	ES	Futures	1597.28	1597.8	1595.48	1595.73	43688.0
2013-03-18 13:30:00	ES	Futures	1595.73	1596.51	1594.7	1594.96	63365.0
2013-03-18 14:00:00	ES	Futures	1594.96	1599.6	1594.45	1599.6	70357.0
2013-03-18 14:30:00	ES	Futures	1599.34	1599.6	1595.48	1595.73	84282.0
2013-03-18 15:00:00	ES	Futures	1595.73	1597.8	1592.13	1592.64	145714.0
2013-03-18 15:30:00	ES	Futures	1592.64	1593.42	1590.33	1592.39	183088.0
2013-03-18 16:00:00	ES	Futures	1592.64	1595.73	1591.87	1594.19	105863.0
2013-03-18 16:30:00	ES	Futures	1594.19	1594.96	1593.67	1594.7	6445.0
2013-03-18 17:00:00	ES	Futures	1594.96	1594.96	1594.19	1594.7	2473.0
2013-03-18 18:00:00	ES	Futures	1594.19	1594.7	1593.67	1593.93	2706.0
2013-03-18 18:30:00	ES	Futures	1593.93	1594.45	1593.42	1594.45	1776.0
2013-03-18 19:00:00	ES	Futures	1594.45	1594.45	1593.42	1593.67	1228.0
2013-03-18 19:30:00	ES	Futures	1593.93	1594.96	1593.67	1594.45	1402.0
2013-03-18 20:00:00	ES	Futures	1594.7	1596.51	1593.93	1595.99	5227.0
2013-03-18 20:30:00	ES	Futures	1595.99	1597.54	1595.73	1597.54	4618.0
2013-03-18 21:00:00	ES	Futures	1597.28	1597.54	1596.25	1596.77	3100.0
2013-03-18 21:30:00	ES	Futures	1596.51	1597.28	1596.25	1597.28	1933.0
2013-03-18 22:00:00	ES	Futures	1597.02	1597.8	1596.51	1597.02	3107.0
2013-03-18 22:30:00	ES	Futures	1596.77	1597.02	1595.22	1595.99	3032.0
2013-03-18 23:00:00	ES	Futures	1595.73	1595.99	1595.22	1595.73	2455.0
2013-03-18 23:30:00	ES	Futures	1595.99	1595.99	1595.48	1595.73	1432.0
2013-03-18 00:00:00	NQ	Futures	3216.22	3217.39	3215.35	3215.64	202.0
2013-03-18 00:30:00	NQ	Futures	3215.35	3215.35	3211.56	3211.56	431.0
2013-03-18 01:00:00	NQ	Futures	3211.85	3212.43	3206.89	3207.18	548.0

> showing 50 of 2,833 rows — these rows as CSV

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