PREVIEW / futures_30min / 2013-05-28

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-28.parquet
  size:    77 KB
  rows:    2,748

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
2013-05-28 00:00:00	ES	Futures	1706.75	1706.75	1705.47	1706.24	1842.0
2013-05-28 00:30:00	ES	Futures	1705.98	1707.01	1705.98	1706.24	1210.0
2013-05-28 01:00:00	ES	Futures	1705.98	1707.01	1705.98	1706.5	1272.0
2013-05-28 01:30:00	ES	Futures	1706.75	1707.27	1705.98	1707.27	2089.0
2013-05-28 02:00:00	ES	Futures	1707.27	1707.27	1706.5	1707.27	4868.0
2013-05-28 02:30:00	ES	Futures	1707.27	1708.81	1707.01	1707.78	6646.0
2013-05-28 03:00:00	ES	Futures	1707.78	1710.1	1707.53	1709.33	17808.0
2013-05-28 03:30:00	ES	Futures	1709.33	1714.22	1709.07	1713.19	25772.0
2013-05-28 04:00:00	ES	Futures	1713.45	1714.22	1712.68	1713.45	10834.0
2013-05-28 04:30:00	ES	Futures	1713.45	1713.71	1712.68	1712.68	6032.0
2013-05-28 05:00:00	ES	Futures	1712.68	1713.19	1711.91	1712.68	6929.0
2013-05-28 05:30:00	ES	Futures	1712.68	1713.45	1712.42	1713.19	4232.0
2013-05-28 06:00:00	ES	Futures	1712.94	1713.19	1711.91	1711.91	6504.0
2013-05-28 06:30:00	ES	Futures	1711.91	1712.68	1710.88	1711.91	7743.0
2013-05-28 07:00:00	ES	Futures	1711.91	1713.97	1711.65	1713.45	11952.0
2013-05-28 07:30:00	ES	Futures	1713.71	1714.74	1712.16	1712.42	17345.0
2013-05-28 08:00:00	ES	Futures	1712.42	1715.0	1712.42	1714.74	19895.0
2013-05-28 08:30:00	ES	Futures	1714.74	1715.25	1713.97	1715.0	14680.0
2013-05-28 09:00:00	ES	Futures	1715.0	1716.8	1713.97	1716.03	39905.0
2013-05-28 09:30:00	ES	Futures	1716.03	1720.92	1714.74	1720.66	223049.0
2013-05-28 10:00:00	ES	Futures	1720.92	1723.5	1719.12	1722.72	173141.0
2013-05-28 10:30:00	ES	Futures	1722.72	1722.98	1717.83	1718.86	126181.0
2013-05-28 11:00:00	ES	Futures	1718.86	1719.12	1715.51	1718.09	137806.0
2013-05-28 11:30:00	ES	Futures	1717.83	1718.09	1712.42	1712.68	110573.0
2013-05-28 12:00:00	ES	Futures	1712.68	1715.25	1712.16	1713.71	62740.0
2013-05-28 12:30:00	ES	Futures	1713.71	1715.25	1712.16	1713.71	63989.0
2013-05-28 13:00:00	ES	Futures	1713.71	1715.51	1710.62	1711.13	82205.0
2013-05-28 13:30:00	ES	Futures	1711.13	1711.65	1704.95	1706.24	154405.0
2013-05-28 14:00:00	ES	Futures	1706.24	1707.27	1703.41	1705.72	116287.0
2013-05-28 14:30:00	ES	Futures	1705.98	1708.56	1702.89	1707.27	97629.0
2013-05-28 15:00:00	ES	Futures	1707.27	1709.33	1705.98	1707.78	90220.0
2013-05-28 15:30:00	ES	Futures	1708.04	1711.65	1707.53	1708.3	155017.0
2013-05-28 16:00:00	ES	Futures	1708.3	1709.84	1703.92	1705.72	94775.0
2013-05-28 16:30:00	ES	Futures	1705.72	1708.04	1705.47	1707.01	12389.0
2013-05-28 17:00:00	ES	Futures	1707.01	1707.01	1705.98	1705.98	3266.0
2013-05-28 18:00:00	ES	Futures	1704.44	1705.47	1702.63	1703.92	7934.0
2013-05-28 18:30:00	ES	Futures	1703.92	1705.21	1703.66	1704.44	2201.0
2013-05-28 19:00:00	ES	Futures	1704.18	1705.47	1704.18	1704.95	1409.0
2013-05-28 19:30:00	ES	Futures	1704.95	1705.98	1704.95	1705.21	1686.0
2013-05-28 20:00:00	ES	Futures	1705.47	1705.98	1703.66	1703.66	4437.0
2013-05-28 20:30:00	ES	Futures	1703.92	1704.18	1702.12	1703.92	5963.0
2013-05-28 21:00:00	ES	Futures	1704.18	1704.18	1702.12	1702.12	3665.0
2013-05-28 21:30:00	ES	Futures	1702.12	1703.92	1701.6	1703.41	3457.0
2013-05-28 22:00:00	ES	Futures	1703.66	1704.18	1703.15	1703.66	1804.0
2013-05-28 22:30:00	ES	Futures	1703.66	1703.92	1703.15	1703.66	1182.0
2013-05-28 23:00:00	ES	Futures	1703.41	1703.66	1702.89	1703.15	1300.0
2013-05-28 23:30:00	ES	Futures	1703.15	1704.18	1703.15	1703.92	1707.0
2013-05-28 00:00:00	NQ	Futures	3508.77	3509.06	3507.31	3508.18	203.0
2013-05-28 00:30:00	NQ	Futures	3508.18	3509.35	3508.18	3508.18	151.0
2013-05-28 01:00:00	NQ	Futures	3507.89	3509.06	3507.31	3508.77	187.0

> showing 50 of 2,748 rows — these rows as CSV

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