PREVIEW / futures_30min / 2013-04-10

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-10.parquet
  size:    76 KB
  rows:    2,835

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
2013-04-10 00:00:00	ES	Futures	1609.9	1609.9	1609.39	1609.64	1390.0
2013-04-10 00:30:00	ES	Futures	1609.9	1609.9	1609.39	1609.64	1826.0
2013-04-10 01:00:00	ES	Futures	1609.64	1609.9	1609.39	1609.9	1441.0
2013-04-10 01:30:00	ES	Futures	1609.9	1610.67	1609.64	1610.42	2599.0
2013-04-10 02:00:00	ES	Futures	1610.67	1611.45	1610.42	1610.93	4887.0
2013-04-10 02:30:00	ES	Futures	1611.19	1611.96	1610.93	1611.45	3487.0
2013-04-10 03:00:00	ES	Futures	1611.45	1614.28	1611.19	1614.02	16765.0
2013-04-10 03:30:00	ES	Futures	1614.02	1614.54	1613.25	1613.77	14514.0
2013-04-10 04:00:00	ES	Futures	1613.77	1614.54	1613.77	1614.28	9347.0
2013-04-10 04:30:00	ES	Futures	1614.54	1614.54	1612.99	1614.02	10726.0
2013-04-10 05:00:00	ES	Futures	1614.02	1615.05	1613.77	1615.05	10397.0
2013-04-10 05:30:00	ES	Futures	1615.05	1615.57	1614.28	1615.31	10097.0
2013-04-10 06:00:00	ES	Futures	1615.05	1616.08	1615.05	1616.08	10356.0
2013-04-10 06:30:00	ES	Futures	1616.08	1616.6	1615.31	1615.57	9631.0
2013-04-10 07:00:00	ES	Futures	1615.83	1616.08	1614.8	1615.05	10613.0
2013-04-10 07:30:00	ES	Futures	1615.05	1616.08	1614.8	1615.31	11372.0
2013-04-10 08:00:00	ES	Futures	1615.31	1615.31	1612.99	1614.02	25078.0
2013-04-10 08:30:00	ES	Futures	1614.02	1616.34	1611.45	1613.77	58646.0
2013-04-10 09:00:00	ES	Futures	1613.77	1616.08	1612.74	1614.8	62370.0
2013-04-10 09:30:00	ES	Futures	1615.05	1620.21	1614.54	1619.69	264669.0
2013-04-10 10:00:00	ES	Futures	1619.95	1623.04	1619.69	1622.52	227705.0
2013-04-10 10:30:00	ES	Futures	1622.78	1627.42	1621.75	1627.16	205470.0
2013-04-10 11:00:00	ES	Futures	1627.16	1629.22	1625.87	1627.68	177251.0
2013-04-10 11:30:00	ES	Futures	1627.93	1629.99	1627.16	1628.45	113167.0
2013-04-10 12:00:00	ES	Futures	1628.71	1629.74	1627.42	1628.71	62673.0
2013-04-10 12:30:00	ES	Futures	1628.71	1632.05	1628.71	1631.54	107985.0
2013-04-10 13:00:00	ES	Futures	1631.28	1632.05	1629.99	1631.8	53411.0
2013-04-10 13:30:00	ES	Futures	1631.8	1632.31	1629.99	1630.77	62797.0
2013-04-10 14:00:00	ES	Futures	1630.77	1632.31	1629.74	1630.25	67072.0
2013-04-10 14:30:00	ES	Futures	1629.99	1631.02	1628.96	1630.51	50910.0
2013-04-10 15:00:00	ES	Futures	1630.51	1631.02	1628.19	1630.25	83485.0
2013-04-10 15:30:00	ES	Futures	1630.51	1632.57	1628.96	1630.51	158990.0
2013-04-10 16:00:00	ES	Futures	1630.77	1631.54	1630.25	1631.28	80761.0
2013-04-10 16:30:00	ES	Futures	1631.02	1632.31	1630.51	1632.05	9909.0
2013-04-10 17:00:00	ES	Futures	1631.8	1632.31	1631.54	1632.05	1698.0
2013-04-10 18:00:00	ES	Futures	1631.54	1631.8	1630.25	1630.77	4078.0
2013-04-10 18:30:00	ES	Futures	1630.77	1631.02	1630.25	1630.51	1260.0
2013-04-10 19:00:00	ES	Futures	1630.51	1631.02	1630.25	1630.77	992.0
2013-04-10 19:30:00	ES	Futures	1630.51	1630.77	1629.74	1629.99	1682.0
2013-04-10 20:00:00	ES	Futures	1629.99	1630.25	1629.48	1629.99	1921.0
2013-04-10 20:30:00	ES	Futures	1629.99	1630.77	1629.74	1629.74	2399.0
2013-04-10 21:00:00	ES	Futures	1629.74	1630.51	1629.48	1629.99	2372.0
2013-04-10 21:30:00	ES	Futures	1629.99	1630.25	1628.96	1629.22	4347.0
2013-04-10 22:00:00	ES	Futures	1629.22	1629.48	1628.96	1629.22	2180.0
2013-04-10 22:30:00	ES	Futures	1629.22	1629.48	1628.71	1628.96	1541.0
2013-04-10 23:00:00	ES	Futures	1628.96	1629.74	1628.71	1629.48	1292.0
2013-04-10 23:30:00	ES	Futures	1629.48	1629.74	1629.22	1629.48	926.0
2013-04-10 00:00:00	NQ	Futures	3263.47	3264.06	3262.89	3263.47	63.0
2013-04-10 00:30:00	NQ	Futures	3263.18	3263.47	3262.6	3263.18	46.0
2013-04-10 01:00:00	NQ	Futures	3263.18	3263.76	3262.89	3263.76	53.0

> showing 50 of 2,835 rows — these rows as CSV

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