PREVIEW / futures_30min / 2013-05-27

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-27.parquet
  size:    49 KB
  rows:    1,770

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
2013-05-27 00:00:00	ES	Futures	1702.12	1702.89	1701.09	1702.63	1377.0
2013-05-27 00:30:00	ES	Futures	1702.89	1703.41	1702.63	1703.15	1129.0
2013-05-27 01:00:00	ES	Futures	1703.15	1703.41	1702.12	1703.15	1431.0
2013-05-27 01:30:00	ES	Futures	1703.15	1703.41	1702.37	1702.37	1585.0
2013-05-27 02:00:00	ES	Futures	1702.37	1702.63	1699.54	1700.06	4225.0
2013-05-27 02:30:00	ES	Futures	1700.06	1700.57	1699.54	1700.06	1350.0
2013-05-27 03:00:00	ES	Futures	1700.06	1702.37	1699.8	1701.86	5281.0
2013-05-27 03:30:00	ES	Futures	1701.6	1703.41	1701.09	1701.6	7169.0
2013-05-27 04:00:00	ES	Futures	1701.34	1701.86	1699.28	1699.8	3251.0
2013-05-27 04:30:00	ES	Futures	1699.8	1701.34	1699.54	1700.31	3065.0
2013-05-27 05:00:00	ES	Futures	1700.31	1700.57	1699.28	1699.8	1535.0
2013-05-27 05:30:00	ES	Futures	1699.8	1699.8	1694.13	1694.9	8959.0
2013-05-27 06:00:00	ES	Futures	1694.9	1696.45	1694.65	1696.45	3184.0
2013-05-27 06:30:00	ES	Futures	1696.45	1697.22	1696.19	1696.97	2202.0
2013-05-27 07:00:00	ES	Futures	1696.97	1698.0	1696.71	1698.0	2503.0
2013-05-27 07:30:00	ES	Futures	1697.74	1699.28	1696.71	1698.77	2849.0
2013-05-27 08:00:00	ES	Futures	1698.51	1698.77	1697.74	1698.51	1557.0
2013-05-27 08:30:00	ES	Futures	1698.51	1699.54	1698.51	1699.03	2144.0
2013-05-27 09:00:00	ES	Futures	1699.03	1699.54	1698.51	1699.54	1453.0
2013-05-27 09:30:00	ES	Futures	1699.28	1700.06	1698.77	1699.8	4230.0
2013-05-27 10:00:00	ES	Futures	1699.8	1700.57	1698.77	1700.57	4246.0
2013-05-27 10:30:00	ES	Futures	1700.57	1702.63	1700.06	1702.12	9942.0
2013-05-27 11:00:00	ES	Futures	1702.12	1704.18	1701.86	1702.63	8436.0
2013-05-27 18:00:00	ES	Futures	1702.37	1702.63	1701.34	1701.86	1542.0
2013-05-27 18:30:00	ES	Futures	1701.6	1702.89	1701.6	1702.89	1592.0
2013-05-27 19:00:00	ES	Futures	1702.89	1703.15	1701.86	1701.86	703.0
2013-05-27 19:30:00	ES	Futures	1702.12	1702.63	1701.6	1702.63	704.0
2013-05-27 20:00:00	ES	Futures	1702.63	1707.01	1702.12	1706.5	11767.0
2013-05-27 20:30:00	ES	Futures	1706.5	1706.5	1705.47	1705.98	3707.0
2013-05-27 21:00:00	ES	Futures	1705.72	1708.04	1705.72	1707.27	7539.0
2013-05-27 21:30:00	ES	Futures	1707.27	1707.27	1705.98	1706.24	3428.0
2013-05-27 22:00:00	ES	Futures	1706.24	1707.01	1705.72	1705.98	2410.0
2013-05-27 22:30:00	ES	Futures	1705.98	1706.24	1704.69	1704.95	3422.0
2013-05-27 23:00:00	ES	Futures	1705.21	1706.5	1704.69	1706.24	2706.0
2013-05-27 23:30:00	ES	Futures	1706.5	1707.27	1705.98	1706.75	3172.0
2013-05-27 00:00:00	NQ	Futures	3496.22	3497.68	3494.77	3497.1	209.0
2013-05-27 00:30:00	NQ	Futures	3497.39	3498.85	3497.39	3497.97	78.0
2013-05-27 01:00:00	NQ	Futures	3497.97	3498.56	3496.22	3498.27	170.0
2013-05-27 01:30:00	NQ	Futures	3498.27	3499.14	3496.52	3496.81	205.0
2013-05-27 02:00:00	NQ	Futures	3496.52	3496.81	3490.97	3491.56	279.0
2013-05-27 02:30:00	NQ	Futures	3491.27	3492.43	3490.97	3491.56	76.0
2013-05-27 03:00:00	NQ	Futures	3491.56	3496.52	3490.97	3496.22	649.0
2013-05-27 03:30:00	NQ	Futures	3496.22	3499.43	3493.31	3494.18	684.0
2013-05-27 04:00:00	NQ	Futures	3494.47	3494.77	3489.52	3491.27	467.0
2013-05-27 04:30:00	NQ	Futures	3490.97	3494.47	3490.97	3492.72	197.0
2013-05-27 05:00:00	NQ	Futures	3492.72	3492.72	3490.97	3491.85	148.0
2013-05-27 05:30:00	NQ	Futures	3491.27	3491.56	3482.52	3483.39	865.0
2013-05-27 06:00:00	NQ	Futures	3483.1	3486.6	3482.81	3486.6	232.0
2013-05-27 06:30:00	NQ	Futures	3486.6	3488.35	3486.6	3488.35	157.0
2013-05-27 07:00:00	NQ	Futures	3488.06	3490.39	3488.06	3489.81	94.0

> showing 50 of 1,770 rows — these rows as CSV

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