PREVIEW / futures_30min / 2013-04-29

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-29.parquet
  size:    75 KB
  rows:    2,836

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
2013-04-29 00:00:00	ES	Futures	1623.81	1624.07	1623.55	1623.81	309.0
2013-04-29 00:30:00	ES	Futures	1623.81	1623.81	1623.3	1623.55	438.0
2013-04-29 01:00:00	ES	Futures	1623.55	1624.07	1623.3	1623.3	671.0
2013-04-29 01:30:00	ES	Futures	1623.55	1624.84	1623.04	1624.58	1301.0
2013-04-29 02:00:00	ES	Futures	1624.58	1626.65	1624.33	1625.36	5518.0
2013-04-29 02:30:00	ES	Futures	1625.61	1626.39	1625.36	1625.87	2232.0
2013-04-29 03:00:00	ES	Futures	1625.61	1629.99	1625.61	1629.74	17888.0
2013-04-29 03:30:00	ES	Futures	1629.48	1629.74	1628.45	1628.71	9218.0
2013-04-29 04:00:00	ES	Futures	1628.71	1630.25	1628.19	1629.22	11278.0
2013-04-29 04:30:00	ES	Futures	1629.22	1629.99	1628.71	1629.48	6892.0
2013-04-29 05:00:00	ES	Futures	1629.74	1629.99	1628.45	1628.71	6131.0
2013-04-29 05:30:00	ES	Futures	1628.71	1629.48	1627.93	1628.45	3139.0
2013-04-29 06:00:00	ES	Futures	1628.19	1629.22	1627.68	1628.96	5096.0
2013-04-29 06:30:00	ES	Futures	1629.22	1629.22	1628.19	1628.45	10110.0
2013-04-29 07:00:00	ES	Futures	1628.45	1629.74	1628.19	1629.48	8146.0
2013-04-29 07:30:00	ES	Futures	1629.22	1630.51	1629.22	1629.99	11130.0
2013-04-29 08:00:00	ES	Futures	1629.99	1631.28	1629.74	1630.25	15425.0
2013-04-29 08:30:00	ES	Futures	1630.25	1631.02	1628.96	1629.22	17224.0
2013-04-29 09:00:00	ES	Futures	1629.22	1631.28	1629.22	1629.99	24123.0
2013-04-29 09:30:00	ES	Futures	1630.25	1631.8	1627.42	1630.51	140669.0
2013-04-29 10:00:00	ES	Futures	1630.51	1635.4	1629.74	1634.37	141898.0
2013-04-29 10:30:00	ES	Futures	1634.37	1635.92	1633.6	1634.89	89391.0
2013-04-29 11:00:00	ES	Futures	1635.15	1635.4	1633.6	1634.89	57316.0
2013-04-29 11:30:00	ES	Futures	1634.63	1635.4	1633.6	1635.15	43477.0
2013-04-29 12:00:00	ES	Futures	1635.4	1638.24	1634.89	1637.72	99600.0
2013-04-29 12:30:00	ES	Futures	1637.46	1639.27	1637.21	1637.21	64228.0
2013-04-29 13:00:00	ES	Futures	1637.46	1637.72	1636.95	1637.46	33926.0
2013-04-29 13:30:00	ES	Futures	1637.46	1640.04	1637.46	1639.52	51907.0
2013-04-29 14:00:00	ES	Futures	1639.27	1640.55	1638.75	1639.52	45693.0
2013-04-29 14:30:00	ES	Futures	1639.78	1640.04	1639.01	1639.52	31852.0
2013-04-29 15:00:00	ES	Futures	1639.52	1639.78	1635.92	1637.46	67514.0
2013-04-29 15:30:00	ES	Futures	1637.21	1639.01	1635.4	1636.95	117905.0
2013-04-29 16:00:00	ES	Futures	1636.69	1636.95	1635.4	1636.69	58901.0
2013-04-29 16:30:00	ES	Futures	1636.69	1637.72	1636.43	1637.46	5710.0
2013-04-29 17:00:00	ES	Futures	1637.46	1637.46	1636.95	1637.21	1681.0
2013-04-29 18:00:00	ES	Futures	1636.69	1636.95	1635.66	1636.18	3673.0
2013-04-29 18:30:00	ES	Futures	1636.18	1636.18	1635.66	1635.92	340.0
2013-04-29 19:00:00	ES	Futures	1635.66	1635.92	1635.15	1635.66	1573.0
2013-04-29 19:30:00	ES	Futures	1635.66	1635.92	1635.15	1635.66	826.0
2013-04-29 20:00:00	ES	Futures	1635.66	1635.66	1634.89	1634.89	1187.0
2013-04-29 20:30:00	ES	Futures	1634.89	1635.66	1634.63	1635.15	2102.0
2013-04-29 21:00:00	ES	Futures	1635.15	1635.92	1635.15	1635.92	1344.0
2013-04-29 21:30:00	ES	Futures	1635.66	1635.92	1635.4	1635.66	885.0
2013-04-29 22:00:00	ES	Futures	1635.66	1635.92	1635.4	1635.4	955.0
2013-04-29 22:30:00	ES	Futures	1635.4	1635.66	1634.63	1635.66	1595.0
2013-04-29 23:00:00	ES	Futures	1635.66	1635.92	1634.89	1635.15	869.0
2013-04-29 23:30:00	ES	Futures	1635.15	1635.66	1634.63	1635.4	1339.0
2013-04-29 00:00:00	NQ	Futures	3304.89	3305.18	3304.31	3304.89	49.0
2013-04-29 00:30:00	NQ	Futures	3304.89	3305.47	3304.01	3304.6	61.0
2013-04-29 01:00:00	NQ	Futures	3304.6	3305.77	3304.31	3304.31	47.0

> showing 50 of 2,836 rows — these rows as CSV

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