PREVIEW / futures_30min / 2013-03-27

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-27.parquet
  size:    78 KB
  rows:    2,907

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
2013-03-27 00:00:00	ES	Futures	1605.52	1605.78	1605.27	1605.52	618.0
2013-03-27 00:30:00	ES	Futures	1605.52	1605.52	1605.01	1605.52	518.0
2013-03-27 01:00:00	ES	Futures	1605.52	1606.55	1605.27	1606.3	2072.0
2013-03-27 01:30:00	ES	Futures	1606.3	1606.55	1605.27	1605.78	570.0
2013-03-27 02:00:00	ES	Futures	1605.78	1606.55	1605.27	1606.3	2183.0
2013-03-27 02:30:00	ES	Futures	1606.04	1606.3	1605.78	1606.04	1007.0
2013-03-27 03:00:00	ES	Futures	1606.04	1607.84	1606.04	1606.55	8043.0
2013-03-27 03:30:00	ES	Futures	1606.55	1607.07	1605.52	1606.55	5425.0
2013-03-27 04:00:00	ES	Futures	1606.55	1606.81	1603.98	1605.01	26847.0
2013-03-27 04:30:00	ES	Futures	1605.01	1606.3	1604.49	1605.78	12930.0
2013-03-27 05:00:00	ES	Futures	1605.52	1606.3	1603.2	1603.72	18437.0
2013-03-27 05:30:00	ES	Futures	1603.72	1603.98	1600.37	1600.63	27560.0
2013-03-27 06:00:00	ES	Futures	1600.37	1602.17	1597.8	1598.57	27870.0
2013-03-27 06:30:00	ES	Futures	1598.31	1599.08	1597.54	1598.83	23545.0
2013-03-27 07:00:00	ES	Futures	1598.83	1598.83	1597.54	1597.54	21418.0
2013-03-27 07:30:00	ES	Futures	1597.8	1598.05	1595.73	1596.51	34907.0
2013-03-27 08:00:00	ES	Futures	1596.77	1597.8	1594.96	1597.02	33074.0
2013-03-27 08:30:00	ES	Futures	1597.28	1598.83	1596.77	1596.77	28607.0
2013-03-27 09:00:00	ES	Futures	1597.02	1598.05	1594.45	1595.22	45649.0
2013-03-27 09:30:00	ES	Futures	1595.48	1596.77	1592.64	1595.73	181119.0
2013-03-27 10:00:00	ES	Futures	1595.48	1598.31	1593.67	1597.02	154942.0
2013-03-27 10:30:00	ES	Futures	1597.02	1600.11	1597.02	1598.83	130436.0
2013-03-27 11:00:00	ES	Futures	1598.83	1601.14	1597.8	1600.11	79626.0
2013-03-27 11:30:00	ES	Futures	1599.86	1602.69	1599.86	1601.14	87246.0
2013-03-27 12:00:00	ES	Futures	1601.14	1602.43	1600.37	1600.89	64190.0
2013-03-27 12:30:00	ES	Futures	1600.89	1601.92	1600.11	1601.14	58455.0
2013-03-27 13:00:00	ES	Futures	1600.89	1601.4	1598.83	1600.37	57410.0
2013-03-27 13:30:00	ES	Futures	1600.11	1602.69	1599.6	1602.43	48815.0
2013-03-27 14:00:00	ES	Futures	1602.43	1603.98	1601.92	1603.72	57296.0
2013-03-27 14:30:00	ES	Futures	1603.72	1604.49	1602.69	1603.72	59786.0
2013-03-27 15:00:00	ES	Futures	1603.72	1605.27	1602.43	1604.49	58004.0
2013-03-27 15:30:00	ES	Futures	1604.75	1605.52	1603.2	1604.49	124988.0
2013-03-27 16:00:00	ES	Futures	1604.49	1605.01	1602.69	1603.98	57371.0
2013-03-27 16:30:00	ES	Futures	1603.46	1604.49	1603.2	1604.24	6021.0
2013-03-27 17:00:00	ES	Futures	1604.24	1604.75	1603.98	1603.98	2496.0
2013-03-27 18:00:00	ES	Futures	1603.98	1604.75	1602.69	1604.24	4013.0
2013-03-27 18:30:00	ES	Futures	1604.24	1604.24	1603.46	1603.46	511.0
2013-03-27 19:00:00	ES	Futures	1603.46	1603.72	1603.2	1603.72	513.0
2013-03-27 19:30:00	ES	Futures	1603.46	1603.72	1602.43	1602.69	1545.0
2013-03-27 20:00:00	ES	Futures	1602.69	1602.95	1602.17	1602.69	1736.0
2013-03-27 20:30:00	ES	Futures	1602.69	1602.95	1602.17	1602.43	1510.0
2013-03-27 21:00:00	ES	Futures	1602.43	1602.43	1601.14	1601.4	3541.0
2013-03-27 21:30:00	ES	Futures	1601.66	1601.66	1598.31	1599.08	9593.0
2013-03-27 22:00:00	ES	Futures	1599.08	1599.86	1598.83	1599.08	1946.0
2013-03-27 22:30:00	ES	Futures	1599.08	1599.6	1598.31	1598.31	2787.0
2013-03-27 23:00:00	ES	Futures	1598.31	1598.31	1597.02	1597.02	6621.0
2013-03-27 23:30:00	ES	Futures	1597.02	1598.05	1597.02	1597.8	4176.0
2013-03-27 00:00:00	NQ	Futures	3270.18	3271.06	3269.89	3270.76	41.0
2013-03-27 00:30:00	NQ	Futures	3270.47	3270.47	3269.89	3269.89	55.0
2013-03-27 01:00:00	NQ	Futures	3269.89	3272.22	3269.89	3271.93	122.0

> showing 50 of 2,907 rows — these rows as CSV

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