PREVIEW / futures_30min / 2013-05-06

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-06.parquet
  size:    69 KB
  rows:    2,664

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
2013-05-06 00:00:00	ES	Futures	1658.07	1658.33	1657.56	1657.56	763.0
2013-05-06 00:30:00	ES	Futures	1657.56	1657.81	1657.3	1657.56	693.0
2013-05-06 01:00:00	ES	Futures	1657.3	1658.07	1657.3	1657.81	976.0
2013-05-06 01:30:00	ES	Futures	1658.07	1658.07	1657.56	1657.81	1204.0
2013-05-06 02:00:00	ES	Futures	1657.56	1658.84	1657.3	1657.81	4111.0
2013-05-06 02:30:00	ES	Futures	1658.07	1658.84	1657.3	1657.81	2782.0
2013-05-06 03:00:00	ES	Futures	1657.81	1658.33	1657.56	1657.81	3543.0
2013-05-06 03:30:00	ES	Futures	1657.81	1659.36	1657.81	1658.59	3548.0
2013-05-06 04:00:00	ES	Futures	1658.59	1660.13	1658.59	1659.1	4648.0
2013-05-06 04:30:00	ES	Futures	1658.84	1659.62	1658.33	1658.84	3479.0
2013-05-06 05:00:00	ES	Futures	1658.84	1659.36	1657.56	1657.56	3496.0
2013-05-06 05:30:00	ES	Futures	1657.56	1658.07	1657.3	1658.07	2610.0
2013-05-06 06:00:00	ES	Futures	1657.81	1658.07	1657.3	1658.07	2687.0
2013-05-06 06:30:00	ES	Futures	1658.07	1658.07	1656.01	1656.52	8112.0
2013-05-06 07:00:00	ES	Futures	1656.27	1657.3	1656.27	1657.04	4417.0
2013-05-06 07:30:00	ES	Futures	1657.04	1657.04	1656.27	1657.04	4050.0
2013-05-06 08:00:00	ES	Futures	1657.04	1657.56	1656.78	1657.04	6572.0
2013-05-06 08:30:00	ES	Futures	1657.3	1659.1	1657.3	1658.59	19842.0
2013-05-06 09:00:00	ES	Futures	1658.59	1659.36	1657.81	1659.1	12685.0
2013-05-06 09:30:00	ES	Futures	1658.84	1661.16	1658.07	1658.59	133797.0
2013-05-06 10:00:00	ES	Futures	1658.59	1662.19	1658.59	1661.93	87542.0
2013-05-06 10:30:00	ES	Futures	1661.93	1662.45	1658.59	1659.36	92357.0
2013-05-06 11:00:00	ES	Futures	1659.36	1660.65	1658.59	1660.13	61818.0
2013-05-06 11:30:00	ES	Futures	1660.13	1662.19	1658.84	1661.68	62193.0
2013-05-06 12:00:00	ES	Futures	1661.42	1662.96	1661.42	1661.93	53753.0
2013-05-06 12:30:00	ES	Futures	1661.68	1662.71	1661.42	1661.93	25765.0
2013-05-06 13:00:00	ES	Futures	1661.93	1662.71	1661.42	1662.45	35390.0
2013-05-06 13:30:00	ES	Futures	1662.45	1664.25	1662.19	1663.99	54328.0
2013-05-06 14:00:00	ES	Futures	1663.74	1664.25	1663.22	1663.74	37288.0
2013-05-06 14:30:00	ES	Futures	1663.74	1663.99	1662.96	1663.22	28764.0
2013-05-06 15:00:00	ES	Futures	1663.22	1663.48	1661.68	1662.19	38079.0
2013-05-06 15:30:00	ES	Futures	1661.93	1663.48	1660.9	1662.19	81977.0
2013-05-06 16:00:00	ES	Futures	1662.19	1662.71	1661.68	1662.45	50161.0
2013-05-06 16:30:00	ES	Futures	1662.45	1662.71	1661.42	1661.93	5860.0
2013-05-06 17:00:00	ES	Futures	1661.68	1662.19	1661.42	1661.68	1857.0
2013-05-06 18:00:00	ES	Futures	1661.42	1661.68	1660.13	1660.39	2901.0
2013-05-06 18:30:00	ES	Futures	1660.39	1660.9	1660.13	1660.65	1123.0
2013-05-06 19:00:00	ES	Futures	1660.39	1660.9	1660.13	1660.39	921.0
2013-05-06 19:30:00	ES	Futures	1660.13	1660.9	1659.36	1659.62	2851.0
2013-05-06 20:00:00	ES	Futures	1659.87	1659.87	1658.59	1658.59	4089.0
2013-05-06 20:30:00	ES	Futures	1658.59	1659.87	1658.59	1659.62	3944.0
2013-05-06 21:00:00	ES	Futures	1659.62	1659.87	1658.59	1659.1	2840.0
2013-05-06 21:30:00	ES	Futures	1659.1	1659.62	1658.07	1659.1	3596.0
2013-05-06 22:00:00	ES	Futures	1659.36	1660.39	1659.1	1660.39	2930.0
2013-05-06 22:30:00	ES	Futures	1660.39	1660.65	1659.1	1659.62	1757.0
2013-05-06 23:00:00	ES	Futures	1659.62	1660.13	1659.1	1659.87	1195.0
2013-05-06 23:30:00	ES	Futures	1659.87	1660.9	1659.87	1660.65	2226.0
2013-05-06 00:00:00	NQ	Futures	3431.77	3432.06	3430.6	3430.6	87.0
2013-05-06 00:30:00	NQ	Futures	3430.89	3430.89	3430.31	3430.31	72.0
2013-05-06 01:00:00	NQ	Futures	3430.31	3431.18	3430.02	3430.89	69.0

> showing 50 of 2,664 rows — these rows as CSV

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