PREVIEW / futures_30min / 2013-05-24

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-24.parquet
  size:    67 KB
  rows:    2,325

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
2013-05-24 00:00:00	ES	Futures	1700.06	1700.57	1696.97	1697.48	8724.0
2013-05-24 00:30:00	ES	Futures	1697.48	1698.77	1694.9	1696.45	8345.0
2013-05-24 01:00:00	ES	Futures	1696.45	1698.77	1695.94	1696.97	6072.0
2013-05-24 01:30:00	ES	Futures	1697.22	1702.37	1696.45	1701.34	8085.0
2013-05-24 02:00:00	ES	Futures	1701.6	1702.12	1698.77	1699.28	6399.0
2013-05-24 02:30:00	ES	Futures	1699.28	1702.12	1699.28	1701.34	3749.0
2013-05-24 03:00:00	ES	Futures	1701.6	1702.12	1699.03	1701.34	11988.0
2013-05-24 03:30:00	ES	Futures	1701.34	1701.34	1697.22	1697.48	11113.0
2013-05-24 04:00:00	ES	Futures	1697.48	1702.37	1697.22	1702.12	14056.0
2013-05-24 04:30:00	ES	Futures	1702.37	1702.63	1699.54	1700.06	10276.0
2013-05-24 05:00:00	ES	Futures	1700.06	1700.31	1696.45	1696.45	10515.0
2013-05-24 05:30:00	ES	Futures	1696.71	1696.97	1693.87	1694.13	18785.0
2013-05-24 06:00:00	ES	Futures	1694.13	1695.42	1692.84	1694.13	11506.0
2013-05-24 06:30:00	ES	Futures	1693.87	1694.39	1690.78	1691.81	17795.0
2013-05-24 07:00:00	ES	Futures	1691.81	1692.07	1688.47	1690.53	33232.0
2013-05-24 07:30:00	ES	Futures	1690.53	1692.84	1688.98	1692.33	24302.0
2013-05-24 08:00:00	ES	Futures	1692.33	1694.13	1692.07	1693.36	18843.0
2013-05-24 08:30:00	ES	Futures	1693.62	1697.48	1690.78	1691.56	64192.0
2013-05-24 09:00:00	ES	Futures	1691.56	1691.56	1688.21	1689.24	49176.0
2013-05-24 09:30:00	ES	Futures	1689.24	1692.07	1686.4	1687.43	258904.0
2013-05-24 10:00:00	ES	Futures	1687.43	1687.69	1684.09	1686.92	188754.0
2013-05-24 10:30:00	ES	Futures	1686.92	1690.53	1685.89	1690.01	150345.0
2013-05-24 11:00:00	ES	Futures	1690.27	1692.07	1687.69	1688.98	127499.0
2013-05-24 11:30:00	ES	Futures	1689.24	1693.36	1688.47	1692.59	92656.0
2013-05-24 12:00:00	ES	Futures	1692.59	1693.87	1691.81	1693.62	71303.0
2013-05-24 12:30:00	ES	Futures	1693.62	1693.62	1689.75	1691.81	65866.0
2013-05-24 13:00:00	ES	Futures	1691.81	1695.94	1691.56	1695.68	80975.0
2013-05-24 13:30:00	ES	Futures	1695.68	1696.19	1693.62	1695.16	55016.0
2013-05-24 14:00:00	ES	Futures	1695.42	1698.0	1693.87	1696.45	76255.0
2013-05-24 14:30:00	ES	Futures	1696.45	1696.97	1694.65	1696.19	56576.0
2013-05-24 15:00:00	ES	Futures	1696.19	1697.48	1694.9	1695.42	58959.0
2013-05-24 15:30:00	ES	Futures	1695.42	1698.25	1692.59	1697.74	155117.0
2013-05-24 16:00:00	ES	Futures	1698.0	1701.09	1697.22	1700.83	102804.0
2013-05-24 16:30:00	ES	Futures	1701.09	1701.09	1699.8	1700.06	7681.0
2013-05-24 17:00:00	ES	Futures	1699.8	1700.31	1699.8	1700.06	1037.0
2013-05-24 00:00:00	NQ	Futures	3494.18	3495.64	3488.93	3489.81	1043.0
2013-05-24 00:30:00	NQ	Futures	3489.81	3491.56	3482.81	3485.72	1584.0
2013-05-24 01:00:00	NQ	Futures	3485.72	3488.64	3483.39	3485.43	1055.0
2013-05-24 01:30:00	NQ	Futures	3485.43	3495.93	3484.85	3494.77	997.0
2013-05-24 02:00:00	NQ	Futures	3494.77	3494.77	3489.81	3490.68	620.0
2013-05-24 02:30:00	NQ	Futures	3490.68	3496.22	3490.68	3495.64	455.0
2013-05-24 03:00:00	NQ	Futures	3495.35	3496.22	3488.93	3495.06	1483.0
2013-05-24 03:30:00	NQ	Futures	3495.06	3495.35	3484.56	3485.72	1528.0
2013-05-24 04:00:00	NQ	Futures	3485.72	3498.85	3485.14	3498.85	2172.0
2013-05-24 04:30:00	NQ	Futures	3499.14	3499.43	3493.31	3494.18	734.0
2013-05-24 05:00:00	NQ	Futures	3494.47	3495.93	3486.89	3487.18	1254.0
2013-05-24 05:30:00	NQ	Futures	3486.89	3487.18	3481.06	3481.93	1645.0
2013-05-24 06:00:00	NQ	Futures	3481.93	3483.68	3476.68	3477.85	1968.0
2013-05-24 06:30:00	NQ	Futures	3477.85	3478.72	3471.72	3473.47	2388.0
2013-05-24 07:00:00	NQ	Futures	3473.47	3474.35	3467.35	3472.6	2723.0

> showing 50 of 2,325 rows — these rows as CSV

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