PREVIEW / futures_30min / 2013-05-10

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-10.parquet
  size:    70 KB
  rows:    2,375

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
2013-05-10 00:00:00	ES	Futures	1677.9	1677.9	1676.87	1676.87	931.0
2013-05-10 00:30:00	ES	Futures	1676.87	1677.13	1676.36	1676.36	2087.0
2013-05-10 01:00:00	ES	Futures	1676.36	1676.62	1673.78	1674.56	5432.0
2013-05-10 01:30:00	ES	Futures	1674.56	1676.1	1674.56	1675.59	2747.0
2013-05-10 02:00:00	ES	Futures	1675.59	1677.39	1675.33	1676.87	6065.0
2013-05-10 02:30:00	ES	Futures	1676.62	1677.13	1675.33	1675.59	3115.0
2013-05-10 03:00:00	ES	Futures	1675.59	1679.45	1675.33	1679.45	21468.0
2013-05-10 03:30:00	ES	Futures	1679.45	1680.48	1679.19	1679.97	16567.0
2013-05-10 04:00:00	ES	Futures	1679.71	1679.97	1676.62	1676.87	14467.0
2013-05-10 04:30:00	ES	Futures	1676.87	1677.39	1675.07	1675.84	15546.0
2013-05-10 05:00:00	ES	Futures	1675.59	1676.1	1674.3	1675.84	10340.0
2013-05-10 05:30:00	ES	Futures	1676.1	1676.87	1675.33	1676.87	4914.0
2013-05-10 06:00:00	ES	Futures	1676.62	1677.13	1676.1	1677.13	5457.0
2013-05-10 06:30:00	ES	Futures	1677.13	1678.16	1676.36	1677.65	9444.0
2013-05-10 07:00:00	ES	Futures	1677.65	1677.9	1675.33	1676.36	20745.0
2013-05-10 07:30:00	ES	Futures	1676.36	1676.36	1674.3	1675.33	20812.0
2013-05-10 08:00:00	ES	Futures	1675.33	1676.1	1674.04	1675.07	22070.0
2013-05-10 08:30:00	ES	Futures	1675.07	1675.59	1674.04	1675.07	18637.0
2013-05-10 09:00:00	ES	Futures	1674.81	1676.36	1673.01	1674.56	34674.0
2013-05-10 09:30:00	ES	Futures	1674.56	1677.65	1672.24	1676.87	190131.0
2013-05-10 10:00:00	ES	Futures	1677.13	1678.68	1675.33	1675.59	143180.0
2013-05-10 10:30:00	ES	Futures	1675.59	1675.59	1670.43	1673.53	191011.0
2013-05-10 11:00:00	ES	Futures	1673.53	1675.59	1672.5	1675.33	93870.0
2013-05-10 11:30:00	ES	Futures	1675.07	1676.87	1670.69	1670.69	120427.0
2013-05-10 12:00:00	ES	Futures	1670.69	1673.27	1669.4	1672.75	88186.0
2013-05-10 12:30:00	ES	Futures	1672.75	1674.04	1671.72	1672.75	62640.0
2013-05-10 13:00:00	ES	Futures	1672.75	1675.59	1672.75	1675.33	52698.0
2013-05-10 13:30:00	ES	Futures	1675.33	1675.84	1673.53	1673.78	54295.0
2013-05-10 14:00:00	ES	Futures	1674.04	1676.36	1673.78	1675.59	45220.0
2013-05-10 14:30:00	ES	Futures	1675.59	1676.36	1674.81	1675.07	41708.0
2013-05-10 15:00:00	ES	Futures	1675.07	1676.62	1674.81	1675.33	57435.0
2013-05-10 15:30:00	ES	Futures	1675.33	1679.45	1675.07	1679.19	149169.0
2013-05-10 16:00:00	ES	Futures	1679.19	1679.97	1678.42	1679.19	68427.0
2013-05-10 16:30:00	ES	Futures	1679.71	1679.97	1678.42	1678.68	6631.0
2013-05-10 17:00:00	ES	Futures	1678.93	1679.45	1678.68	1678.68	1833.0
2013-05-10 00:00:00	NQ	Futures	3460.35	3460.93	3459.77	3459.77	61.0
2013-05-10 00:30:00	NQ	Futures	3459.47	3459.77	3458.89	3458.89	138.0
2013-05-10 01:00:00	NQ	Futures	3458.6	3458.89	3453.06	3454.22	534.0
2013-05-10 01:30:00	NQ	Futures	3454.22	3458.6	3454.22	3458.02	294.0
2013-05-10 02:00:00	NQ	Futures	3457.72	3461.81	3457.72	3461.81	803.0
2013-05-10 02:30:00	NQ	Futures	3461.52	3461.81	3457.43	3458.02	375.0
2013-05-10 03:00:00	NQ	Futures	3457.72	3464.72	3457.72	3464.72	1726.0
2013-05-10 03:30:00	NQ	Futures	3464.43	3466.47	3464.43	3465.31	1726.0
2013-05-10 04:00:00	NQ	Futures	3465.31	3465.31	3458.89	3458.89	1180.0
2013-05-10 04:30:00	NQ	Futures	3458.89	3460.93	3455.1	3456.85	1092.0
2013-05-10 05:00:00	NQ	Futures	3456.85	3457.43	3453.35	3456.85	859.0
2013-05-10 05:30:00	NQ	Futures	3457.14	3457.72	3455.1	3457.72	450.0
2013-05-10 06:00:00	NQ	Futures	3457.43	3458.6	3456.27	3458.6	676.0
2013-05-10 06:30:00	NQ	Futures	3458.31	3460.35	3456.85	3458.89	567.0
2013-05-10 07:00:00	NQ	Futures	3459.18	3459.18	3455.39	3457.14	1349.0

> showing 50 of 2,375 rows — these rows as CSV

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