PREVIEW / futures_30min / 2013-03-28

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-03-28.parquet
  size:    66 KB
  rows:    2,346

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
2013-03-28 00:00:00	ES	Futures	1597.8	1598.31	1597.28	1597.28	1968.0
2013-03-28 00:30:00	ES	Futures	1597.28	1598.31	1597.02	1597.02	2182.0
2013-03-28 01:00:00	ES	Futures	1597.28	1598.57	1596.77	1597.8	4789.0
2013-03-28 01:30:00	ES	Futures	1597.8	1598.31	1597.02	1597.54	3628.0
2013-03-28 02:00:00	ES	Futures	1597.8	1598.57	1597.54	1598.57	1609.0
2013-03-28 02:30:00	ES	Futures	1598.57	1599.34	1598.31	1599.34	2367.0
2013-03-28 03:00:00	ES	Futures	1599.08	1600.89	1599.08	1599.86	6750.0
2013-03-28 03:30:00	ES	Futures	1599.86	1601.14	1598.83	1601.14	6214.0
2013-03-28 04:00:00	ES	Futures	1600.89	1603.72	1600.89	1602.95	21494.0
2013-03-28 04:30:00	ES	Futures	1603.2	1603.2	1599.08	1599.34	14650.0
2013-03-28 05:00:00	ES	Futures	1599.08	1600.63	1598.31	1598.57	17618.0
2013-03-28 05:30:00	ES	Futures	1598.83	1601.66	1598.57	1600.63	12539.0
2013-03-28 06:00:00	ES	Futures	1600.89	1603.2	1600.11	1602.17	12580.0
2013-03-28 06:30:00	ES	Futures	1602.43	1605.78	1602.17	1605.52	19060.0
2013-03-28 07:00:00	ES	Futures	1605.52	1606.04	1604.49	1605.78	13646.0
2013-03-28 07:30:00	ES	Futures	1605.78	1606.3	1604.75	1604.75	18278.0
2013-03-28 08:00:00	ES	Futures	1604.75	1606.3	1604.75	1605.01	16903.0
2013-03-28 08:30:00	ES	Futures	1605.27	1605.52	1602.69	1602.69	29865.0
2013-03-28 09:00:00	ES	Futures	1602.69	1604.24	1602.43	1603.72	25586.0
2013-03-28 09:30:00	ES	Futures	1603.72	1606.81	1601.66	1604.49	196293.0
2013-03-28 10:00:00	ES	Futures	1604.24	1606.55	1603.72	1605.52	107590.0
2013-03-28 10:30:00	ES	Futures	1605.52	1609.9	1605.52	1608.87	135111.0
2013-03-28 11:00:00	ES	Futures	1608.87	1609.64	1607.58	1609.39	89190.0
2013-03-28 11:30:00	ES	Futures	1609.39	1610.16	1607.84	1608.61	83408.0
2013-03-28 12:00:00	ES	Futures	1608.36	1608.87	1605.52	1606.04	118087.0
2013-03-28 12:30:00	ES	Futures	1606.04	1608.1	1605.78	1607.84	54386.0
2013-03-28 13:00:00	ES	Futures	1607.58	1607.84	1606.3	1607.84	28635.0
2013-03-28 13:30:00	ES	Futures	1607.58	1608.1	1606.81	1607.58	22921.0
2013-03-28 14:00:00	ES	Futures	1607.84	1609.13	1607.58	1609.13	38379.0
2013-03-28 14:30:00	ES	Futures	1608.87	1609.64	1608.36	1609.39	31494.0
2013-03-28 15:00:00	ES	Futures	1609.64	1610.93	1607.58	1610.16	71522.0
2013-03-28 15:30:00	ES	Futures	1610.16	1611.96	1608.61	1609.13	239480.0
2013-03-28 16:00:00	ES	Futures	1609.13	1610.93	1607.84	1610.42	130613.0
2013-03-28 16:30:00	ES	Futures	1610.42	1611.19	1609.9	1610.93	5383.0
2013-03-28 17:00:00	ES	Futures	1610.93	1611.45	1610.67	1611.19	2736.0
2013-03-28 00:00:00	NQ	Futures	3258.81	3259.68	3257.93	3257.93	81.0
2013-03-28 00:30:00	NQ	Futures	3258.22	3259.68	3257.64	3257.64	140.0
2013-03-28 01:00:00	NQ	Futures	3257.93	3259.97	3256.76	3258.81	184.0
2013-03-28 01:30:00	NQ	Futures	3258.51	3259.97	3257.64	3258.81	143.0
2013-03-28 02:00:00	NQ	Futures	3258.81	3259.97	3258.22	3259.97	46.0
2013-03-28 02:30:00	NQ	Futures	3259.97	3261.43	3259.97	3260.85	77.0
2013-03-28 03:00:00	NQ	Futures	3261.14	3265.22	3261.14	3263.47	710.0
2013-03-28 03:30:00	NQ	Futures	3263.47	3265.51	3261.14	3265.51	398.0
2013-03-28 04:00:00	NQ	Futures	3265.51	3270.47	3265.51	3269.89	2008.0
2013-03-28 04:30:00	NQ	Futures	3269.89	3269.89	3261.72	3261.72	881.0
2013-03-28 05:00:00	NQ	Futures	3261.72	3264.35	3259.97	3260.56	1418.0
2013-03-28 05:30:00	NQ	Futures	3260.56	3267.56	3260.26	3266.1	1349.0
2013-03-28 06:00:00	NQ	Futures	3265.81	3270.18	3264.64	3269.01	1123.0
2013-03-28 06:30:00	NQ	Futures	3269.01	3274.85	3269.01	3274.56	1618.0
2013-03-28 07:00:00	NQ	Futures	3274.56	3275.72	3273.1	3275.72	835.0

> showing 50 of 2,346 rows — these rows as CSV

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