PREVIEW / futures_30min / 2013-05-22

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-22.parquet
  size:    84 KB
  rows:    2,885

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
2013-05-22 00:00:00	ES	Futures	1716.03	1716.54	1715.51	1716.54	1217.0
2013-05-22 00:30:00	ES	Futures	1716.28	1716.8	1716.03	1716.28	1108.0
2013-05-22 01:00:00	ES	Futures	1716.54	1717.06	1716.28	1716.8	1357.0
2013-05-22 01:30:00	ES	Futures	1717.06	1717.06	1716.03	1716.28	2120.0
2013-05-22 02:00:00	ES	Futures	1716.28	1716.54	1715.77	1716.28	3395.0
2013-05-22 02:30:00	ES	Futures	1716.28	1717.83	1715.77	1717.57	4768.0
2013-05-22 03:00:00	ES	Futures	1717.83	1718.86	1716.54	1718.09	10466.0
2013-05-22 03:30:00	ES	Futures	1718.35	1719.38	1717.83	1718.35	9303.0
2013-05-22 04:00:00	ES	Futures	1718.35	1719.89	1718.35	1719.38	7553.0
2013-05-22 04:30:00	ES	Futures	1719.38	1719.63	1717.57	1717.57	6617.0
2013-05-22 05:00:00	ES	Futures	1717.57	1719.63	1717.06	1718.86	8727.0
2013-05-22 05:30:00	ES	Futures	1718.6	1718.6	1716.54	1717.57	7581.0
2013-05-22 06:00:00	ES	Futures	1717.57	1719.38	1716.8	1718.35	7285.0
2013-05-22 06:30:00	ES	Futures	1718.09	1719.12	1717.06	1718.09	7572.0
2013-05-22 07:00:00	ES	Futures	1718.35	1719.38	1717.83	1718.86	10608.0
2013-05-22 07:30:00	ES	Futures	1718.86	1719.38	1718.35	1719.12	8776.0
2013-05-22 08:00:00	ES	Futures	1719.12	1721.44	1718.86	1720.41	17444.0
2013-05-22 08:30:00	ES	Futures	1720.66	1721.18	1719.89	1720.15	17570.0
2013-05-22 09:00:00	ES	Futures	1720.15	1720.66	1718.6	1718.86	22078.0
2013-05-22 09:30:00	ES	Futures	1719.12	1723.24	1718.6	1722.72	170963.0
2013-05-22 10:00:00	ES	Futures	1722.72	1736.89	1722.72	1735.6	412462.0
2013-05-22 10:30:00	ES	Futures	1735.35	1736.63	1721.18	1722.72	466319.0
2013-05-22 11:00:00	ES	Futures	1722.98	1729.42	1721.44	1728.65	156822.0
2013-05-22 11:30:00	ES	Futures	1728.39	1732.77	1727.62	1729.42	140469.0
2013-05-22 12:00:00	ES	Futures	1729.42	1730.45	1726.07	1726.33	70187.0
2013-05-22 12:30:00	ES	Futures	1726.59	1728.65	1724.01	1728.65	76487.0
2013-05-22 13:00:00	ES	Futures	1728.65	1728.65	1719.89	1720.41	107606.0
2013-05-22 13:30:00	ES	Futures	1720.41	1720.66	1713.45	1716.28	169591.0
2013-05-22 14:00:00	ES	Futures	1716.54	1719.38	1705.47	1708.04	311075.0
2013-05-22 14:30:00	ES	Futures	1707.78	1709.59	1703.15	1708.81	171288.0
2013-05-22 15:00:00	ES	Futures	1709.07	1709.07	1697.22	1698.0	170208.0
2013-05-22 15:30:00	ES	Futures	1697.74	1703.92	1696.45	1703.66	239277.0
2013-05-22 16:00:00	ES	Futures	1703.92	1706.75	1703.41	1705.47	92320.0
2013-05-22 16:30:00	ES	Futures	1706.24	1708.3	1705.98	1707.53	11640.0
2013-05-22 17:00:00	ES	Futures	1707.78	1708.04	1707.01	1707.78	2879.0
2013-05-22 18:00:00	ES	Futures	1707.78	1709.33	1707.27	1707.78	6020.0
2013-05-22 18:30:00	ES	Futures	1707.78	1708.3	1706.5	1706.75	3255.0
2013-05-22 19:00:00	ES	Futures	1706.5	1707.01	1706.24	1706.5	1323.0
2013-05-22 19:30:00	ES	Futures	1706.5	1708.04	1706.24	1707.53	2132.0
2013-05-22 20:00:00	ES	Futures	1707.53	1708.81	1706.5	1706.5	6994.0
2013-05-22 20:30:00	ES	Futures	1706.75	1707.01	1704.44	1705.47	6474.0
2013-05-22 21:00:00	ES	Futures	1705.47	1706.75	1704.95	1706.24	3941.0
2013-05-22 21:30:00	ES	Futures	1706.5	1707.27	1704.44	1704.95	7546.0
2013-05-22 22:00:00	ES	Futures	1704.69	1704.95	1702.37	1703.15	10240.0
2013-05-22 22:30:00	ES	Futures	1703.15	1703.92	1702.63	1703.15	4624.0
2013-05-22 23:00:00	ES	Futures	1703.15	1703.92	1702.37	1703.92	3084.0
2013-05-22 23:30:00	ES	Futures	1703.66	1703.66	1699.28	1699.8	14466.0
2013-05-22 00:00:00	NQ	Futures	3525.68	3526.27	3525.1	3525.97	101.0
2013-05-22 00:30:00	NQ	Futures	3525.97	3527.14	3525.39	3526.27	123.0
2013-05-22 01:00:00	NQ	Futures	3526.27	3528.02	3525.97	3528.02	166.0

> showing 50 of 2,885 rows — these rows as CSV

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