PREVIEW / futures_30min / 2013-04-25

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-25.parquet
  size:    76 KB
  rows:    2,875

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
2013-04-25 00:00:00	ES	Futures	1624.07	1624.07	1623.04	1623.3	671.0
2013-04-25 00:30:00	ES	Futures	1623.3	1623.81	1623.04	1623.3	577.0
2013-04-25 01:00:00	ES	Futures	1623.55	1623.81	1623.04	1623.3	1752.0
2013-04-25 01:30:00	ES	Futures	1623.55	1623.81	1622.27	1622.27	2067.0
2013-04-25 02:00:00	ES	Futures	1622.52	1622.78	1621.75	1622.27	3641.0
2013-04-25 02:30:00	ES	Futures	1622.27	1623.3	1621.49	1623.04	3039.0
2013-04-25 03:00:00	ES	Futures	1623.04	1624.58	1622.52	1623.55	13521.0
2013-04-25 03:30:00	ES	Futures	1623.81	1623.81	1621.75	1623.04	13565.0
2013-04-25 04:00:00	ES	Futures	1622.78	1623.3	1622.27	1622.52	6801.0
2013-04-25 04:30:00	ES	Futures	1622.52	1624.58	1622.27	1624.58	12856.0
2013-04-25 05:00:00	ES	Futures	1624.58	1625.61	1624.07	1625.36	10265.0
2013-04-25 05:30:00	ES	Futures	1625.36	1626.65	1624.84	1625.1	12304.0
2013-04-25 06:00:00	ES	Futures	1625.1	1626.65	1625.1	1625.36	7814.0
2013-04-25 06:30:00	ES	Futures	1625.36	1626.9	1625.1	1626.65	9385.0
2013-04-25 07:00:00	ES	Futures	1626.39	1628.96	1626.13	1628.19	21898.0
2013-04-25 07:30:00	ES	Futures	1627.93	1628.96	1627.68	1627.68	13780.0
2013-04-25 08:00:00	ES	Futures	1627.68	1629.99	1627.68	1629.22	19118.0
2013-04-25 08:30:00	ES	Futures	1629.22	1630.77	1627.93	1628.45	39886.0
2013-04-25 09:00:00	ES	Futures	1628.71	1628.96	1626.65	1626.65	29749.0
2013-04-25 09:30:00	ES	Futures	1626.65	1628.45	1624.33	1627.16	192786.0
2013-04-25 10:00:00	ES	Futures	1627.42	1632.83	1626.9	1631.8	166227.0
2013-04-25 10:30:00	ES	Futures	1631.8	1634.12	1631.28	1633.08	129035.0
2013-04-25 11:00:00	ES	Futures	1633.08	1634.12	1632.05	1632.05	77060.0
2013-04-25 11:30:00	ES	Futures	1632.05	1633.86	1631.28	1631.8	51883.0
2013-04-25 12:00:00	ES	Futures	1631.8	1632.83	1631.02	1631.8	41393.0
2013-04-25 12:30:00	ES	Futures	1631.8	1633.86	1631.54	1633.6	42288.0
2013-04-25 13:00:00	ES	Futures	1633.6	1635.66	1632.57	1634.89	66946.0
2013-04-25 13:30:00	ES	Futures	1635.15	1636.18	1634.37	1635.4	55463.0
2013-04-25 14:00:00	ES	Futures	1635.66	1636.43	1634.12	1634.12	43459.0
2013-04-25 14:30:00	ES	Futures	1634.37	1634.63	1629.74	1631.02	97671.0
2013-04-25 15:00:00	ES	Futures	1630.77	1631.02	1626.13	1627.42	158273.0
2013-04-25 15:30:00	ES	Futures	1627.42	1630.77	1626.65	1628.96	136408.0
2013-04-25 16:00:00	ES	Futures	1628.96	1630.51	1628.71	1629.99	67154.0
2013-04-25 16:30:00	ES	Futures	1629.99	1630.25	1628.96	1628.96	7090.0
2013-04-25 17:00:00	ES	Futures	1628.96	1629.74	1628.71	1629.22	2417.0
2013-04-25 18:00:00	ES	Futures	1629.48	1629.99	1628.71	1629.48	2900.0
2013-04-25 18:30:00	ES	Futures	1629.22	1630.25	1628.96	1629.22	1059.0
2013-04-25 19:00:00	ES	Futures	1628.96	1629.22	1628.45	1628.45	654.0
2013-04-25 19:30:00	ES	Futures	1628.45	1628.96	1627.42	1627.68	1653.0
2013-04-25 20:00:00	ES	Futures	1627.42	1627.93	1626.9	1627.42	2973.0
2013-04-25 20:30:00	ES	Futures	1627.42	1628.71	1627.16	1628.19	1577.0
2013-04-25 21:00:00	ES	Futures	1628.19	1630.51	1627.93	1630.25	4079.0
2013-04-25 21:30:00	ES	Futures	1629.99	1630.51	1629.74	1630.25	1299.0
2013-04-25 22:00:00	ES	Futures	1630.25	1630.51	1624.84	1626.13	7078.0
2013-04-25 22:30:00	ES	Futures	1626.39	1627.16	1625.61	1626.65	3236.0
2013-04-25 23:00:00	ES	Futures	1626.9	1626.9	1625.36	1626.65	2066.0
2013-04-25 23:30:00	ES	Futures	1626.39	1626.39	1625.1	1625.36	2917.0
2013-04-25 00:00:00	NQ	Futures	3299.93	3300.51	3298.76	3299.64	91.0
2013-04-25 00:30:00	NQ	Futures	3299.64	3300.22	3299.06	3299.64	45.0
2013-04-25 01:00:00	NQ	Futures	3299.93	3300.51	3298.76	3299.64	258.0

> showing 50 of 2,875 rows — these rows as CSV

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