PREVIEW / futures_30min / 2013-05-23

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-23.parquet
  size:    84 KB
  rows:    2,912

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
2013-05-23 00:00:00	ES	Futures	1700.06	1700.06	1698.0	1698.0	10831.0
2013-05-23 00:30:00	ES	Futures	1698.25	1701.86	1698.0	1699.8	9724.0
2013-05-23 01:00:00	ES	Futures	1699.8	1700.57	1696.71	1698.0	11326.0
2013-05-23 01:30:00	ES	Futures	1698.0	1698.0	1694.9	1695.16	17031.0
2013-05-23 02:00:00	ES	Futures	1695.16	1695.94	1685.89	1687.18	48699.0
2013-05-23 02:30:00	ES	Futures	1687.18	1691.81	1683.31	1691.04	38441.0
2013-05-23 03:00:00	ES	Futures	1690.78	1693.87	1685.63	1693.62	39875.0
2013-05-23 03:30:00	ES	Futures	1693.62	1693.87	1686.66	1688.21	26273.0
2013-05-23 04:00:00	ES	Futures	1687.95	1688.72	1683.57	1683.83	26940.0
2013-05-23 04:30:00	ES	Futures	1683.57	1687.95	1682.28	1684.6	33449.0
2013-05-23 05:00:00	ES	Futures	1684.6	1688.21	1684.34	1687.18	16529.0
2013-05-23 05:30:00	ES	Futures	1687.18	1687.18	1685.37	1685.37	15486.0
2013-05-23 06:00:00	ES	Futures	1685.63	1687.43	1684.6	1686.15	23613.0
2013-05-23 06:30:00	ES	Futures	1686.15	1692.59	1685.89	1692.07	31741.0
2013-05-23 07:00:00	ES	Futures	1692.33	1694.65	1691.04	1691.3	29245.0
2013-05-23 07:30:00	ES	Futures	1691.04	1691.81	1687.69	1688.72	28985.0
2013-05-23 08:00:00	ES	Futures	1688.72	1691.3	1687.69	1689.75	31140.0
2013-05-23 08:30:00	ES	Futures	1689.75	1692.84	1687.95	1689.5	65360.0
2013-05-23 09:00:00	ES	Futures	1689.75	1691.81	1685.63	1685.89	58525.0
2013-05-23 09:30:00	ES	Futures	1686.15	1690.78	1684.6	1686.15	314654.0
2013-05-23 10:00:00	ES	Futures	1686.15	1695.42	1683.83	1692.84	285552.0
2013-05-23 10:30:00	ES	Futures	1692.84	1694.39	1688.21	1689.75	170975.0
2013-05-23 11:00:00	ES	Futures	1690.01	1699.54	1689.5	1695.94	195582.0
2013-05-23 11:30:00	ES	Futures	1695.94	1699.03	1695.16	1697.74	121611.0
2013-05-23 12:00:00	ES	Futures	1697.74	1702.63	1697.48	1699.54	135663.0
2013-05-23 12:30:00	ES	Futures	1699.28	1699.54	1696.19	1697.74	89458.0
2013-05-23 13:00:00	ES	Futures	1697.74	1699.03	1693.36	1693.87	90098.0
2013-05-23 13:30:00	ES	Futures	1693.87	1699.03	1692.84	1698.51	90857.0
2013-05-23 14:00:00	ES	Futures	1698.77	1702.12	1696.97	1699.8	88599.0
2013-05-23 14:30:00	ES	Futures	1699.8	1704.18	1696.97	1701.6	126314.0
2013-05-23 15:00:00	ES	Futures	1701.6	1703.15	1697.22	1700.06	92356.0
2013-05-23 15:30:00	ES	Futures	1700.06	1701.6	1696.71	1699.28	142641.0
2013-05-23 16:00:00	ES	Futures	1699.03	1700.57	1698.0	1700.06	74214.0
2013-05-23 16:30:00	ES	Futures	1700.57	1701.6	1700.31	1701.09	5600.0
2013-05-23 17:00:00	ES	Futures	1701.09	1701.6	1700.83	1700.83	1438.0
2013-05-23 18:00:00	ES	Futures	1701.34	1702.12	1701.09	1701.34	3262.0
2013-05-23 18:30:00	ES	Futures	1701.34	1702.63	1700.57	1701.86	3168.0
2013-05-23 19:00:00	ES	Futures	1701.86	1702.12	1701.34	1701.86	869.0
2013-05-23 19:30:00	ES	Futures	1701.86	1703.92	1701.34	1703.41	4966.0
2013-05-23 20:00:00	ES	Futures	1703.41	1705.47	1702.12	1702.37	10838.0
2013-05-23 20:30:00	ES	Futures	1702.37	1703.66	1700.83	1703.15	5209.0
2013-05-23 21:00:00	ES	Futures	1703.15	1704.18	1702.12	1703.41	3348.0
2013-05-23 21:30:00	ES	Futures	1703.41	1704.18	1701.6	1701.86	3147.0
2013-05-23 22:00:00	ES	Futures	1702.12	1703.92	1701.6	1701.86	3304.0
2013-05-23 22:30:00	ES	Futures	1701.86	1703.15	1701.86	1702.37	1318.0
2013-05-23 23:00:00	ES	Futures	1702.12	1702.37	1701.34	1702.12	2219.0
2013-05-23 23:30:00	ES	Futures	1702.12	1702.37	1699.03	1699.8	4741.0
2013-05-23 00:00:00	NQ	Futures	3491.56	3492.43	3488.06	3488.64	868.0
2013-05-23 00:30:00	NQ	Futures	3488.35	3495.93	3487.47	3492.72	782.0
2013-05-23 01:00:00	NQ	Futures	3492.43	3493.02	3486.89	3488.64	774.0

> showing 50 of 2,912 rows — these rows as CSV

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