PREVIEW / futures_30min / 2013-04-17

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-17.parquet
  size:    84 KB
  rows:    2,934

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
2013-04-17 00:00:00	ES	Futures	1611.45	1611.96	1610.93	1611.96	1959.0
2013-04-17 00:30:00	ES	Futures	1611.96	1613.51	1611.71	1613.25	2909.0
2013-04-17 01:00:00	ES	Futures	1613.51	1613.77	1612.99	1613.25	2093.0
2013-04-17 01:30:00	ES	Futures	1612.99	1613.77	1612.48	1613.25	2430.0
2013-04-17 02:00:00	ES	Futures	1612.99	1613.77	1612.48	1613.77	4812.0
2013-04-17 02:30:00	ES	Futures	1613.51	1615.57	1613.25	1614.54	6759.0
2013-04-17 03:00:00	ES	Futures	1614.8	1615.31	1612.48	1613.51	15014.0
2013-04-17 03:30:00	ES	Futures	1613.77	1613.77	1605.01	1609.39	64953.0
2013-04-17 04:00:00	ES	Futures	1609.13	1609.64	1606.04	1608.61	31043.0
2013-04-17 04:30:00	ES	Futures	1608.61	1610.16	1607.58	1609.13	14664.0
2013-04-17 05:00:00	ES	Futures	1609.13	1609.64	1608.1	1608.61	7843.0
2013-04-17 05:30:00	ES	Futures	1608.61	1609.39	1607.07	1608.61	9502.0
2013-04-17 06:00:00	ES	Futures	1608.87	1608.87	1605.78	1607.84	12195.0
2013-04-17 06:30:00	ES	Futures	1607.58	1608.1	1602.95	1603.98	22256.0
2013-04-17 07:00:00	ES	Futures	1603.98	1605.78	1602.95	1604.24	28102.0
2013-04-17 07:30:00	ES	Futures	1603.98	1605.52	1602.43	1604.75	23522.0
2013-04-17 08:00:00	ES	Futures	1605.01	1607.58	1603.72	1607.58	25698.0
2013-04-17 08:30:00	ES	Futures	1607.58	1608.1	1603.72	1603.98	36054.0
2013-04-17 09:00:00	ES	Futures	1603.98	1606.81	1603.46	1605.78	37655.0
2013-04-17 09:30:00	ES	Futures	1605.78	1606.04	1599.08	1602.17	316963.0
2013-04-17 10:00:00	ES	Futures	1602.17	1603.46	1595.99	1599.08	272231.0
2013-04-17 10:30:00	ES	Futures	1599.08	1599.08	1589.3	1589.55	291487.0
2013-04-17 11:00:00	ES	Futures	1589.55	1593.93	1586.98	1592.13	301991.0
2013-04-17 11:30:00	ES	Futures	1592.13	1593.93	1590.07	1591.36	129204.0
2013-04-17 12:00:00	ES	Futures	1591.36	1592.9	1585.17	1585.69	163540.0
2013-04-17 12:30:00	ES	Futures	1585.43	1590.07	1584.66	1590.07	156728.0
2013-04-17 13:00:00	ES	Futures	1589.81	1592.39	1588.27	1590.84	125160.0
2013-04-17 13:30:00	ES	Futures	1590.84	1596.25	1590.58	1593.16	128733.0
2013-04-17 14:00:00	ES	Futures	1593.42	1596.25	1591.87	1595.22	104832.0
2013-04-17 14:30:00	ES	Futures	1595.22	1595.99	1589.3	1592.9	119797.0
2013-04-17 15:00:00	ES	Futures	1592.9	1597.28	1591.87	1594.96	134347.0
2013-04-17 15:30:00	ES	Futures	1594.96	1596.77	1591.36	1592.64	204345.0
2013-04-17 16:00:00	ES	Futures	1592.64	1594.96	1591.87	1592.9	112509.0
2013-04-17 16:30:00	ES	Futures	1592.9	1592.9	1591.61	1592.9	9910.0
2013-04-17 17:00:00	ES	Futures	1592.9	1593.16	1591.36	1591.61	4008.0
2013-04-17 18:00:00	ES	Futures	1591.36	1593.42	1591.1	1593.42	5334.0
2013-04-17 18:30:00	ES	Futures	1593.42	1593.42	1592.13	1593.42	2507.0
2013-04-17 19:00:00	ES	Futures	1593.42	1593.93	1593.16	1593.42	995.0
2013-04-17 19:30:00	ES	Futures	1593.42	1595.22	1593.16	1594.96	3398.0
2013-04-17 20:00:00	ES	Futures	1594.7	1594.96	1592.39	1594.45	5827.0
2013-04-17 20:30:00	ES	Futures	1594.45	1594.45	1592.13	1592.39	2852.0
2013-04-17 21:00:00	ES	Futures	1592.13	1592.64	1588.78	1591.36	9909.0
2013-04-17 21:30:00	ES	Futures	1591.36	1592.9	1589.81	1592.13	5240.0
2013-04-17 22:00:00	ES	Futures	1592.39	1594.96	1592.39	1594.45	4645.0
2013-04-17 22:30:00	ES	Futures	1594.45	1595.48	1594.19	1594.45	3110.0
2013-04-17 23:00:00	ES	Futures	1594.45	1594.7	1592.9	1593.42	2730.0
2013-04-17 23:30:00	ES	Futures	1593.42	1594.96	1592.9	1594.45	2577.0
2013-04-17 00:00:00	NQ	Futures	3290.31	3292.06	3289.43	3292.06	273.0
2013-04-17 00:30:00	NQ	Futures	3292.06	3295.26	3292.06	3294.97	168.0
2013-04-17 01:00:00	NQ	Futures	3294.97	3295.26	3294.1	3294.97	95.0

> showing 50 of 2,934 rows — these rows as CSV

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