PREVIEW / futures_30min / 2013-03-25

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-25.parquet
  size:    76 KB
  rows:    2,827

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
2013-03-25 00:00:00	ES	Futures	1605.52	1606.81	1605.52	1606.04	1916.0
2013-03-25 00:30:00	ES	Futures	1606.04	1606.3	1605.01	1605.78	1311.0
2013-03-25 01:00:00	ES	Futures	1605.52	1605.78	1605.01	1605.78	1389.0
2013-03-25 01:30:00	ES	Futures	1605.78	1606.3	1605.52	1605.78	1265.0
2013-03-25 02:00:00	ES	Futures	1605.52	1606.04	1605.01	1605.27	1493.0
2013-03-25 02:30:00	ES	Futures	1605.27	1606.3	1605.01	1606.04	2908.0
2013-03-25 03:00:00	ES	Futures	1606.04	1606.3	1604.49	1604.75	8315.0
2013-03-25 03:30:00	ES	Futures	1604.75	1605.01	1603.46	1603.98	5691.0
2013-03-25 04:00:00	ES	Futures	1603.98	1605.01	1603.46	1604.24	16033.0
2013-03-25 04:30:00	ES	Futures	1604.24	1605.01	1603.46	1605.01	10895.0
2013-03-25 05:00:00	ES	Futures	1605.01	1606.3	1604.49	1605.52	11421.0
2013-03-25 05:30:00	ES	Futures	1605.78	1607.58	1605.27	1607.58	12256.0
2013-03-25 06:00:00	ES	Futures	1607.33	1607.84	1607.33	1607.58	7324.0
2013-03-25 06:30:00	ES	Futures	1607.33	1607.33	1605.52	1605.52	12469.0
2013-03-25 07:00:00	ES	Futures	1605.52	1606.04	1604.49	1605.52	11717.0
2013-03-25 07:30:00	ES	Futures	1605.52	1606.3	1605.27	1605.78	6614.0
2013-03-25 08:00:00	ES	Futures	1605.78	1606.04	1604.49	1604.75	16372.0
2013-03-25 08:30:00	ES	Futures	1604.75	1605.27	1602.17	1602.69	32355.0
2013-03-25 09:00:00	ES	Futures	1602.69	1603.72	1601.4	1602.95	39367.0
2013-03-25 09:30:00	ES	Futures	1603.2	1605.52	1601.14	1605.52	166634.0
2013-03-25 10:00:00	ES	Futures	1605.52	1605.78	1600.89	1601.66	116764.0
2013-03-25 10:30:00	ES	Futures	1601.66	1602.17	1595.48	1595.73	193452.0
2013-03-25 11:00:00	ES	Futures	1595.99	1597.02	1590.58	1591.87	260488.0
2013-03-25 11:30:00	ES	Futures	1591.87	1595.99	1591.36	1594.45	167293.0
2013-03-25 12:00:00	ES	Futures	1594.45	1595.48	1590.84	1591.1	94006.0
2013-03-25 12:30:00	ES	Futures	1591.1	1592.39	1588.27	1588.78	101977.0
2013-03-25 13:00:00	ES	Futures	1589.04	1590.84	1585.69	1590.07	158199.0
2013-03-25 13:30:00	ES	Futures	1590.07	1596.51	1588.27	1594.7	166256.0
2013-03-25 14:00:00	ES	Futures	1594.7	1596.25	1592.9	1593.42	104609.0
2013-03-25 14:30:00	ES	Futures	1593.67	1593.93	1591.36	1592.9	79694.0
2013-03-25 15:00:00	ES	Futures	1593.16	1593.16	1588.01	1588.78	98051.0
2013-03-25 15:30:00	ES	Futures	1588.78	1594.45	1588.78	1592.64	179237.0
2013-03-25 16:00:00	ES	Futures	1592.64	1594.7	1592.39	1594.19	79788.0
2013-03-25 16:30:00	ES	Futures	1594.19	1595.48	1593.93	1595.48	8983.0
2013-03-25 17:00:00	ES	Futures	1595.22	1595.99	1594.45	1595.48	3730.0
2013-03-25 18:00:00	ES	Futures	1595.22	1595.48	1593.67	1594.96	5718.0
2013-03-25 18:30:00	ES	Futures	1594.7	1595.73	1594.7	1595.73	2158.0
2013-03-25 19:00:00	ES	Futures	1595.73	1595.73	1594.96	1595.22	1986.0
2013-03-25 19:30:00	ES	Futures	1595.22	1595.73	1594.96	1595.48	1261.0
2013-03-25 20:00:00	ES	Futures	1595.22	1596.25	1594.96	1595.22	3267.0
2013-03-25 20:30:00	ES	Futures	1594.96	1595.73	1594.96	1595.48	1412.0
2013-03-25 21:00:00	ES	Futures	1595.22	1598.31	1595.22	1596.51	7419.0
2013-03-25 21:30:00	ES	Futures	1596.51	1597.02	1595.99	1596.77	1863.0
2013-03-25 22:00:00	ES	Futures	1596.77	1596.77	1595.22	1595.73	1693.0
2013-03-25 22:30:00	ES	Futures	1595.99	1595.99	1595.48	1595.48	504.0
2013-03-25 23:00:00	ES	Futures	1595.48	1595.99	1595.48	1595.99	426.0
2013-03-25 23:30:00	ES	Futures	1595.99	1596.51	1595.73	1596.51	933.0
2013-03-25 00:00:00	NQ	Futures	3276.01	3276.89	3275.72	3275.72	157.0
2013-03-25 00:30:00	NQ	Futures	3275.72	3276.89	3274.56	3276.01	133.0
2013-03-25 01:00:00	NQ	Futures	3275.72	3275.72	3274.56	3275.43	86.0

> showing 50 of 2,827 rows — these rows as CSV

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