PREVIEW / futures_30min / 2013-04-23

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-23.parquet
  size:    79 KB
  rows:    2,888

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
2013-04-23 00:00:00	ES	Futures	1599.34	1599.6	1598.05	1598.83	2759.0
2013-04-23 00:30:00	ES	Futures	1598.83	1600.37	1598.57	1599.86	2341.0
2013-04-23 01:00:00	ES	Futures	1600.11	1600.37	1599.6	1599.86	1566.0
2013-04-23 01:30:00	ES	Futures	1599.86	1600.11	1599.08	1599.6	1464.0
2013-04-23 02:00:00	ES	Futures	1599.6	1600.37	1599.08	1599.34	3887.0
2013-04-23 02:30:00	ES	Futures	1599.34	1600.11	1597.28	1599.86	8452.0
2013-04-23 03:00:00	ES	Futures	1599.86	1603.72	1598.83	1599.86	24243.0
2013-04-23 03:30:00	ES	Futures	1599.86	1601.92	1597.54	1598.57	27268.0
2013-04-23 04:00:00	ES	Futures	1598.57	1600.37	1597.8	1598.05	15447.0
2013-04-23 04:30:00	ES	Futures	1598.31	1599.34	1595.73	1597.28	17255.0
2013-04-23 05:00:00	ES	Futures	1597.28	1601.4	1597.02	1601.4	10706.0
2013-04-23 05:30:00	ES	Futures	1601.14	1602.69	1600.89	1600.89	13110.0
2013-04-23 06:00:00	ES	Futures	1600.89	1601.66	1600.37	1600.89	5816.0
2013-04-23 06:30:00	ES	Futures	1600.63	1603.98	1600.63	1603.98	19086.0
2013-04-23 07:00:00	ES	Futures	1603.98	1606.55	1603.72	1605.78	23666.0
2013-04-23 07:30:00	ES	Futures	1605.78	1607.84	1605.52	1607.84	18140.0
2013-04-23 08:00:00	ES	Futures	1607.84	1611.71	1607.58	1611.19	48956.0
2013-04-23 08:30:00	ES	Futures	1611.19	1611.45	1607.58	1608.87	52746.0
2013-04-23 09:00:00	ES	Futures	1608.61	1612.99	1608.1	1612.22	57689.0
2013-04-23 09:30:00	ES	Futures	1612.22	1618.14	1611.71	1615.31	289396.0
2013-04-23 10:00:00	ES	Futures	1615.57	1619.43	1614.8	1618.66	175559.0
2013-04-23 10:30:00	ES	Futures	1618.92	1620.46	1618.14	1618.14	124443.0
2013-04-23 11:00:00	ES	Futures	1618.14	1621.49	1618.14	1620.46	99603.0
2013-04-23 11:30:00	ES	Futures	1620.72	1622.27	1620.21	1621.75	62691.0
2013-04-23 12:00:00	ES	Futures	1621.75	1622.52	1620.46	1622.27	48837.0
2013-04-23 12:30:00	ES	Futures	1622.27	1622.52	1619.95	1620.98	55830.0
2013-04-23 13:00:00	ES	Futures	1620.98	1621.75	1604.24	1619.69	390375.0
2013-04-23 13:30:00	ES	Futures	1619.43	1620.98	1618.4	1620.46	58405.0
2013-04-23 14:00:00	ES	Futures	1620.21	1620.72	1616.6	1616.86	62280.0
2013-04-23 14:30:00	ES	Futures	1616.6	1618.92	1615.31	1618.92	66798.0
2013-04-23 15:00:00	ES	Futures	1618.66	1621.24	1618.4	1620.72	65598.0
2013-04-23 15:30:00	ES	Futures	1620.72	1622.27	1619.43	1621.49	109760.0
2013-04-23 16:00:00	ES	Futures	1621.49	1622.01	1619.95	1621.24	72060.0
2013-04-23 16:30:00	ES	Futures	1620.98	1624.84	1619.43	1623.3	26795.0
2013-04-23 17:00:00	ES	Futures	1623.04	1623.81	1622.27	1623.3	3663.0
2013-04-23 18:00:00	ES	Futures	1621.24	1622.52	1620.72	1621.75	6854.0
2013-04-23 18:30:00	ES	Futures	1621.75	1621.75	1620.46	1620.46	2095.0
2013-04-23 19:00:00	ES	Futures	1620.72	1621.75	1620.46	1621.24	1131.0
2013-04-23 19:30:00	ES	Futures	1621.49	1621.49	1619.18	1619.69	2986.0
2013-04-23 20:00:00	ES	Futures	1619.43	1620.21	1619.18	1619.43	1891.0
2013-04-23 20:30:00	ES	Futures	1619.43	1620.21	1619.18	1619.69	1783.0
2013-04-23 21:00:00	ES	Futures	1619.69	1620.21	1619.43	1619.69	1691.0
2013-04-23 21:30:00	ES	Futures	1619.69	1620.21	1619.18	1619.18	2967.0
2013-04-23 22:00:00	ES	Futures	1619.43	1620.46	1619.18	1619.69	2529.0
2013-04-23 22:30:00	ES	Futures	1619.69	1620.72	1619.69	1620.72	1507.0
2013-04-23 23:00:00	ES	Futures	1620.46	1623.55	1620.21	1623.55	4341.0
2013-04-23 23:30:00	ES	Futures	1623.55	1623.55	1622.27	1623.04	2258.0
2013-04-23 00:00:00	NQ	Futures	3259.1	3259.97	3257.06	3258.81	274.0
2013-04-23 00:30:00	NQ	Futures	3258.81	3261.14	3258.22	3260.26	266.0
2013-04-23 01:00:00	NQ	Futures	3259.68	3260.85	3259.1	3259.1	169.0

> showing 50 of 2,888 rows — these rows as CSV

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