PREVIEW / futures_30min / 2013-03-19

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-19.parquet
  size:    78 KB
  rows:    2,900

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
2013-03-19 00:00:00	ES	Futures	1595.48	1596.51	1595.48	1595.99	2068.0
2013-03-19 00:30:00	ES	Futures	1595.73	1596.25	1594.96	1595.48	2157.0
2013-03-19 01:00:00	ES	Futures	1595.73	1596.25	1594.7	1594.96	2642.0
2013-03-19 01:30:00	ES	Futures	1594.7	1595.22	1593.93	1594.45	2942.0
2013-03-19 02:00:00	ES	Futures	1594.19	1594.7	1592.9	1593.42	5290.0
2013-03-19 02:30:00	ES	Futures	1593.67	1594.19	1593.16	1594.19	1491.0
2013-03-19 03:00:00	ES	Futures	1593.93	1595.73	1593.93	1594.7	3931.0
2013-03-19 03:30:00	ES	Futures	1594.45	1594.96	1593.93	1594.7	2793.0
2013-03-19 04:00:00	ES	Futures	1594.45	1594.96	1592.9	1594.45	13475.0
2013-03-19 04:30:00	ES	Futures	1594.19	1594.7	1592.9	1593.93	10979.0
2013-03-19 05:00:00	ES	Futures	1593.93	1595.22	1592.39	1592.64	18030.0
2013-03-19 05:30:00	ES	Futures	1592.39	1593.42	1592.13	1592.9	8854.0
2013-03-19 06:00:00	ES	Futures	1592.9	1593.93	1592.9	1593.16	12706.0
2013-03-19 06:30:00	ES	Futures	1593.16	1593.93	1592.13	1593.67	10923.0
2013-03-19 07:00:00	ES	Futures	1593.67	1595.22	1593.42	1594.7	11308.0
2013-03-19 07:30:00	ES	Futures	1594.7	1595.99	1594.45	1595.99	9794.0
2013-03-19 08:00:00	ES	Futures	1595.99	1598.05	1595.73	1597.28	31826.0
2013-03-19 08:30:00	ES	Futures	1597.28	1598.31	1596.25	1597.02	22667.0
2013-03-19 09:00:00	ES	Futures	1597.02	1597.54	1595.73	1595.73	25511.0
2013-03-19 09:30:00	ES	Futures	1595.99	1598.05	1594.7	1597.28	148976.0
2013-03-19 10:00:00	ES	Futures	1597.28	1598.05	1592.39	1593.16	141849.0
2013-03-19 10:30:00	ES	Futures	1593.16	1593.42	1590.33	1592.64	195616.0
2013-03-19 11:00:00	ES	Futures	1592.64	1594.19	1590.33	1593.42	108646.0
2013-03-19 11:30:00	ES	Futures	1593.42	1594.45	1582.08	1583.63	248563.0
2013-03-19 12:00:00	ES	Futures	1583.63	1586.2	1580.8	1585.69	239167.0
2013-03-19 12:30:00	ES	Futures	1585.69	1586.72	1583.11	1583.89	125411.0
2013-03-19 13:00:00	ES	Futures	1583.63	1584.92	1578.22	1579.51	145412.0
2013-03-19 13:30:00	ES	Futures	1579.51	1582.86	1578.48	1582.08	142039.0
2013-03-19 14:00:00	ES	Futures	1581.83	1585.43	1580.8	1584.4	143315.0
2013-03-19 14:30:00	ES	Futures	1584.66	1587.49	1583.63	1584.4	139058.0
2013-03-19 15:00:00	ES	Futures	1584.4	1591.36	1582.34	1585.69	260637.0
2013-03-19 15:30:00	ES	Futures	1585.69	1589.81	1583.89	1589.04	184824.0
2013-03-19 16:00:00	ES	Futures	1589.04	1590.07	1588.01	1589.04	74787.0
2013-03-19 16:30:00	ES	Futures	1588.78	1589.04	1586.46	1586.72	11135.0
2013-03-19 17:00:00	ES	Futures	1586.72	1587.23	1585.95	1586.2	4109.0
2013-03-19 18:00:00	ES	Futures	1585.95	1586.46	1584.4	1585.69	8499.0
2013-03-19 18:30:00	ES	Futures	1585.69	1585.69	1583.63	1584.4	5243.0
2013-03-19 19:00:00	ES	Futures	1584.4	1584.92	1584.14	1584.66	2105.0
2013-03-19 19:30:00	ES	Futures	1584.66	1585.43	1584.4	1585.43	2795.0
2013-03-19 20:00:00	ES	Futures	1585.43	1586.46	1585.17	1586.2	2820.0
2013-03-19 20:30:00	ES	Futures	1585.95	1585.95	1583.11	1584.4	7806.0
2013-03-19 21:00:00	ES	Futures	1584.4	1585.69	1583.37	1585.43	2222.0
2013-03-19 21:30:00	ES	Futures	1585.43	1586.2	1585.17	1585.95	1664.0
2013-03-19 22:00:00	ES	Futures	1585.95	1586.72	1585.69	1586.2	2008.0
2013-03-19 22:30:00	ES	Futures	1586.2	1586.72	1584.92	1586.2	2151.0
2013-03-19 23:00:00	ES	Futures	1586.2	1587.49	1585.95	1587.23	2495.0
2013-03-19 23:30:00	ES	Futures	1586.98	1587.23	1586.46	1586.98	1058.0
2013-03-19 00:00:00	NQ	Futures	3257.93	3258.81	3257.64	3257.93	56.0
2013-03-19 00:30:00	NQ	Futures	3257.64	3258.22	3256.76	3257.64	76.0
2013-03-19 01:00:00	NQ	Futures	3257.35	3257.93	3256.47	3256.47	79.0

> showing 50 of 2,900 rows — these rows as CSV

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