PREVIEW / futures_30min / 2013-04-15

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-15.parquet
  size:    86 KB
  rows:    2,914

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
2013-04-15 00:00:00	ES	Futures	1623.55	1625.1	1621.24	1622.78	6057.0
2013-04-15 00:30:00	ES	Futures	1622.52	1624.07	1622.27	1623.81	1842.0
2013-04-15 01:00:00	ES	Futures	1624.07	1624.58	1623.55	1624.33	1745.0
2013-04-15 01:30:00	ES	Futures	1624.33	1625.36	1623.81	1624.07	2866.0
2013-04-15 02:00:00	ES	Futures	1624.07	1625.36	1622.01	1624.84	7735.0
2013-04-15 02:30:00	ES	Futures	1624.84	1625.61	1624.58	1624.84	2409.0
2013-04-15 03:00:00	ES	Futures	1624.84	1626.13	1623.81	1624.84	17079.0
2013-04-15 03:30:00	ES	Futures	1625.1	1626.9	1623.81	1624.07	10043.0
2013-04-15 04:00:00	ES	Futures	1624.33	1624.33	1619.43	1621.49	38597.0
2013-04-15 04:30:00	ES	Futures	1621.49	1622.78	1620.98	1622.01	10128.0
2013-04-15 05:00:00	ES	Futures	1622.27	1624.33	1622.01	1623.55	10368.0
2013-04-15 05:30:00	ES	Futures	1623.55	1623.55	1619.69	1620.98	16722.0
2013-04-15 06:00:00	ES	Futures	1620.72	1621.49	1619.43	1620.72	16293.0
2013-04-15 06:30:00	ES	Futures	1620.98	1622.78	1620.46	1620.72	11326.0
2013-04-15 07:00:00	ES	Futures	1620.98	1622.27	1619.95	1622.01	11233.0
2013-04-15 07:30:00	ES	Futures	1622.01	1623.04	1621.75	1623.04	10543.0
2013-04-15 08:00:00	ES	Futures	1623.04	1625.61	1622.78	1624.58	24583.0
2013-04-15 08:30:00	ES	Futures	1624.58	1625.1	1622.52	1623.81	30278.0
2013-04-15 09:00:00	ES	Futures	1623.55	1625.1	1621.75	1623.55	43909.0
2013-04-15 09:30:00	ES	Futures	1623.55	1624.84	1619.43	1623.3	197286.0
2013-04-15 10:00:00	ES	Futures	1623.3	1623.3	1617.89	1620.98	214295.0
2013-04-15 10:30:00	ES	Futures	1620.98	1623.81	1619.43	1622.78	172875.0
2013-04-15 11:00:00	ES	Futures	1622.78	1622.78	1618.66	1619.95	116344.0
2013-04-15 11:30:00	ES	Futures	1619.69	1622.52	1614.02	1615.31	161260.0
2013-04-15 12:00:00	ES	Futures	1615.05	1616.08	1612.74	1614.28	119999.0
2013-04-15 12:30:00	ES	Futures	1614.02	1614.28	1606.04	1609.13	189825.0
2013-04-15 13:00:00	ES	Futures	1608.87	1610.67	1607.58	1609.9	93726.0
2013-04-15 13:30:00	ES	Futures	1609.64	1610.16	1607.58	1607.84	63752.0
2013-04-15 14:00:00	ES	Futures	1608.1	1608.1	1603.2	1605.01	166896.0
2013-04-15 14:30:00	ES	Futures	1604.75	1610.67	1602.17	1602.95	174242.0
2013-04-15 15:00:00	ES	Futures	1602.95	1605.78	1599.08	1601.14	314054.0
2013-04-15 15:30:00	ES	Futures	1601.4	1601.92	1593.42	1593.67	331581.0
2013-04-15 16:00:00	ES	Futures	1593.67	1597.02	1589.3	1590.07	138379.0
2013-04-15 16:30:00	ES	Futures	1589.55	1592.13	1585.43	1588.78	46967.0
2013-04-15 17:00:00	ES	Futures	1589.04	1590.07	1587.75	1589.55	6808.0
2013-04-15 18:00:00	ES	Futures	1589.3	1593.42	1589.04	1592.9	15030.0
2013-04-15 18:30:00	ES	Futures	1592.9	1593.42	1591.87	1593.16	5216.0
2013-04-15 19:00:00	ES	Futures	1593.16	1594.7	1593.16	1594.45	5473.0
2013-04-15 19:30:00	ES	Futures	1594.45	1595.48	1594.19	1594.96	5739.0
2013-04-15 20:00:00	ES	Futures	1594.7	1595.73	1592.9	1595.22	8190.0
2013-04-15 20:30:00	ES	Futures	1594.96	1596.77	1594.45	1594.7	6956.0
2013-04-15 21:00:00	ES	Futures	1594.7	1597.8	1594.7	1596.77	8829.0
2013-04-15 21:30:00	ES	Futures	1596.77	1597.28	1595.48	1595.99	4760.0
2013-04-15 22:00:00	ES	Futures	1595.99	1596.77	1595.22	1596.51	3196.0
2013-04-15 22:30:00	ES	Futures	1596.25	1596.77	1595.22	1596.25	2793.0
2013-04-15 23:00:00	ES	Futures	1596.51	1597.28	1595.48	1597.28	2058.0
2013-04-15 23:30:00	ES	Futures	1597.02	1599.6	1597.02	1598.57	8175.0
2013-04-15 00:00:00	NQ	Futures	3308.97	3312.77	3305.18	3308.39	850.0
2013-04-15 00:30:00	NQ	Futures	3308.68	3312.18	3307.52	3312.18	236.0
2013-04-15 01:00:00	NQ	Futures	3312.18	3312.47	3310.72	3311.89	146.0

> showing 50 of 2,914 rows — these rows as CSV

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