PREVIEW / futures_30min / 2013-04-16

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-16.parquet
  size:    81 KB
  rows:    2,961

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
2013-04-16 00:00:00	ES	Futures	1598.57	1599.08	1597.54	1597.54	4569.0
2013-04-16 00:30:00	ES	Futures	1597.54	1599.08	1597.02	1598.83	4021.0
2013-04-16 01:00:00	ES	Futures	1598.83	1599.34	1597.8	1598.83	3409.0
2013-04-16 01:30:00	ES	Futures	1599.08	1599.34	1598.31	1599.08	3297.0
2013-04-16 02:00:00	ES	Futures	1599.08	1601.4	1598.83	1600.63	14244.0
2013-04-16 02:30:00	ES	Futures	1600.63	1601.4	1598.57	1599.08	8844.0
2013-04-16 03:00:00	ES	Futures	1599.08	1602.17	1599.08	1601.4	22846.0
2013-04-16 03:30:00	ES	Futures	1601.14	1601.14	1597.54	1598.31	23843.0
2013-04-16 04:00:00	ES	Futures	1598.57	1598.57	1595.73	1596.25	22747.0
2013-04-16 04:30:00	ES	Futures	1596.25	1596.77	1594.45	1594.96	12358.0
2013-04-16 05:00:00	ES	Futures	1594.7	1598.83	1594.7	1598.05	19842.0
2013-04-16 05:30:00	ES	Futures	1598.05	1600.89	1597.8	1599.6	16480.0
2013-04-16 06:00:00	ES	Futures	1599.34	1600.11	1598.05	1598.31	9135.0
2013-04-16 06:30:00	ES	Futures	1598.31	1599.86	1596.77	1597.8	14686.0
2013-04-16 07:00:00	ES	Futures	1597.8	1599.34	1597.54	1598.83	9221.0
2013-04-16 07:30:00	ES	Futures	1598.83	1603.72	1598.83	1602.43	34271.0
2013-04-16 08:00:00	ES	Futures	1602.43	1605.27	1602.17	1604.24	55891.0
2013-04-16 08:30:00	ES	Futures	1603.98	1607.07	1603.46	1605.78	59787.0
2013-04-16 09:00:00	ES	Futures	1605.78	1606.04	1602.43	1606.04	43763.0
2013-04-16 09:30:00	ES	Futures	1605.78	1608.61	1604.24	1606.55	248548.0
2013-04-16 10:00:00	ES	Futures	1606.55	1608.61	1603.72	1604.75	186244.0
2013-04-16 10:30:00	ES	Futures	1605.01	1606.81	1601.66	1604.49	147779.0
2013-04-16 11:00:00	ES	Futures	1604.49	1609.64	1603.46	1609.13	154797.0
2013-04-16 11:30:00	ES	Futures	1608.87	1612.99	1608.1	1611.45	143000.0
2013-04-16 12:00:00	ES	Futures	1611.71	1612.74	1610.42	1611.45	79200.0
2013-04-16 12:30:00	ES	Futures	1611.45	1615.57	1611.19	1615.05	87864.0
2013-04-16 13:00:00	ES	Futures	1614.8	1615.57	1613.77	1614.54	47985.0
2013-04-16 13:30:00	ES	Futures	1614.8	1616.08	1612.99	1613.25	60126.0
2013-04-16 14:00:00	ES	Futures	1613.25	1614.54	1610.67	1612.48	68304.0
2013-04-16 14:30:00	ES	Futures	1612.22	1613.51	1609.9	1610.16	92411.0
2013-04-16 15:00:00	ES	Futures	1610.16	1614.54	1609.9	1614.02	88135.0
2013-04-16 15:30:00	ES	Futures	1614.02	1618.4	1614.02	1617.37	274755.0
2013-04-16 16:00:00	ES	Futures	1617.37	1617.63	1615.57	1616.08	89062.0
2013-04-16 16:30:00	ES	Futures	1615.83	1617.11	1615.57	1616.6	8368.0
2013-04-16 17:00:00	ES	Futures	1616.6	1617.63	1616.6	1617.37	3180.0
2013-04-16 18:00:00	ES	Futures	1616.86	1617.11	1615.05	1615.05	6422.0
2013-04-16 18:30:00	ES	Futures	1615.05	1615.57	1612.22	1613.25	8976.0
2013-04-16 19:00:00	ES	Futures	1613.25	1615.31	1612.99	1614.54	2778.0
2013-04-16 19:30:00	ES	Futures	1614.54	1614.54	1612.99	1613.77	1624.0
2013-04-16 20:00:00	ES	Futures	1613.77	1615.05	1613.25	1614.02	3716.0
2013-04-16 20:30:00	ES	Futures	1614.02	1614.8	1612.99	1613.51	2634.0
2013-04-16 21:00:00	ES	Futures	1613.77	1614.02	1612.74	1613.25	2028.0
2013-04-16 21:30:00	ES	Futures	1612.99	1614.28	1612.99	1613.51	1235.0
2013-04-16 22:00:00	ES	Futures	1613.51	1614.54	1613.51	1614.02	1520.0
2013-04-16 22:30:00	ES	Futures	1613.77	1614.02	1612.99	1613.25	1389.0
2013-04-16 23:00:00	ES	Futures	1612.99	1613.51	1612.74	1612.74	1200.0
2013-04-16 23:30:00	ES	Futures	1612.74	1613.25	1610.93	1611.45	5049.0
2013-04-16 00:00:00	NQ	Futures	3270.18	3271.93	3267.26	3267.26	622.0
2013-04-16 00:30:00	NQ	Futures	3267.26	3269.31	3266.68	3269.31	567.0
2013-04-16 01:00:00	NQ	Futures	3269.01	3270.47	3266.97	3270.18	317.0

> showing 50 of 2,961 rows — these rows as CSV

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