PREVIEW / futures_30min / 2013-05-21

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-21.parquet
  size:    77 KB
  rows:    2,873

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
2013-05-21 00:00:00	ES	Futures	1714.22	1714.48	1713.71	1714.22	1288.0
2013-05-21 00:30:00	ES	Futures	1714.22	1714.74	1713.97	1714.48	1221.0
2013-05-21 01:00:00	ES	Futures	1714.22	1714.48	1713.97	1714.48	913.0
2013-05-21 01:30:00	ES	Futures	1714.48	1714.74	1714.22	1714.22	1266.0
2013-05-21 02:00:00	ES	Futures	1714.22	1716.28	1713.19	1716.03	8371.0
2013-05-21 02:30:00	ES	Futures	1715.77	1716.28	1715.25	1715.77	3876.0
2013-05-21 03:00:00	ES	Futures	1715.77	1716.28	1713.97	1715.0	11363.0
2013-05-21 03:30:00	ES	Futures	1715.25	1716.54	1714.74	1716.03	6389.0
2013-05-21 04:00:00	ES	Futures	1716.03	1716.54	1715.25	1715.51	5677.0
2013-05-21 04:30:00	ES	Futures	1715.51	1716.28	1713.71	1713.71	10609.0
2013-05-21 05:00:00	ES	Futures	1713.71	1713.97	1712.68	1712.94	10163.0
2013-05-21 05:30:00	ES	Futures	1713.19	1713.19	1711.65	1712.94	9453.0
2013-05-21 06:00:00	ES	Futures	1712.94	1714.22	1712.42	1713.97	8989.0
2013-05-21 06:30:00	ES	Futures	1713.71	1714.48	1713.19	1713.71	5808.0
2013-05-21 07:00:00	ES	Futures	1713.71	1713.97	1711.91	1712.94	19155.0
2013-05-21 07:30:00	ES	Futures	1712.94	1714.22	1712.42	1714.22	14143.0
2013-05-21 08:00:00	ES	Futures	1714.22	1715.77	1713.71	1715.25	17319.0
2013-05-21 08:30:00	ES	Futures	1715.25	1716.28	1714.74	1716.03	13317.0
2013-05-21 09:00:00	ES	Futures	1716.28	1717.83	1715.51	1716.28	43999.0
2013-05-21 09:30:00	ES	Futures	1716.28	1720.92	1715.51	1719.12	228133.0
2013-05-21 10:00:00	ES	Futures	1719.12	1719.89	1711.13	1712.68	203566.0
2013-05-21 10:30:00	ES	Futures	1712.94	1713.45	1710.36	1712.42	128816.0
2013-05-21 11:00:00	ES	Futures	1712.42	1715.0	1712.42	1713.71	125285.0
2013-05-21 11:30:00	ES	Futures	1713.45	1717.57	1713.19	1716.54	104756.0
2013-05-21 12:00:00	ES	Futures	1716.54	1719.63	1716.54	1719.38	88355.0
2013-05-21 12:30:00	ES	Futures	1719.12	1719.63	1717.57	1718.86	77781.0
2013-05-21 13:00:00	ES	Futures	1718.86	1723.5	1718.86	1721.18	128235.0
2013-05-21 13:30:00	ES	Futures	1720.92	1721.69	1719.89	1720.92	38363.0
2013-05-21 14:00:00	ES	Futures	1720.66	1724.01	1720.41	1721.18	63639.0
2013-05-21 14:30:00	ES	Futures	1721.44	1721.44	1718.86	1720.66	69108.0
2013-05-21 15:00:00	ES	Futures	1720.41	1721.69	1718.86	1719.12	52784.0
2013-05-21 15:30:00	ES	Futures	1719.12	1720.41	1717.06	1717.57	103791.0
2013-05-21 16:00:00	ES	Futures	1717.57	1717.83	1716.03	1716.28	57942.0
2013-05-21 16:30:00	ES	Futures	1716.28	1717.06	1716.03	1716.28	5625.0
2013-05-21 17:00:00	ES	Futures	1716.54	1716.54	1716.28	1716.28	716.0
2013-05-21 18:00:00	ES	Futures	1716.28	1716.8	1716.03	1716.28	1868.0
2013-05-21 18:30:00	ES	Futures	1716.28	1716.8	1716.03	1716.8	1084.0
2013-05-21 19:00:00	ES	Futures	1716.54	1717.06	1716.28	1716.8	1155.0
2013-05-21 19:30:00	ES	Futures	1716.8	1717.06	1716.28	1716.8	1504.0
2013-05-21 20:00:00	ES	Futures	1716.8	1717.31	1716.03	1716.03	2625.0
2013-05-21 20:30:00	ES	Futures	1716.28	1716.54	1715.51	1716.54	1939.0
2013-05-21 21:00:00	ES	Futures	1716.54	1716.54	1715.77	1716.03	775.0
2013-05-21 21:30:00	ES	Futures	1716.03	1716.8	1715.77	1716.54	1457.0
2013-05-21 22:00:00	ES	Futures	1716.8	1717.06	1716.28	1716.54	1033.0
2013-05-21 22:30:00	ES	Futures	1716.8	1716.8	1716.03	1716.03	594.0
2013-05-21 23:00:00	ES	Futures	1716.28	1716.28	1715.25	1716.03	2330.0
2013-05-21 23:30:00	ES	Futures	1716.03	1716.28	1715.51	1716.03	877.0
2013-05-21 00:00:00	NQ	Futures	3523.93	3524.52	3523.35	3523.93	140.0
2013-05-21 00:30:00	NQ	Futures	3524.52	3525.1	3523.93	3524.81	78.0
2013-05-21 01:00:00	NQ	Futures	3524.81	3524.81	3523.35	3524.52	65.0

> showing 50 of 2,873 rows — these rows as CSV

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