PREVIEW / futures_30min / 2013-06-05

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-05.parquet
  size:    77 KB
  rows:    2,806

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
2013-06-05 00:00:00	ES	Futures	1679.45	1679.71	1678.16	1678.93	2812.0
2013-06-05 00:30:00	ES	Futures	1678.68	1681.0	1678.68	1679.45	3414.0
2013-06-05 01:00:00	ES	Futures	1679.71	1679.97	1677.9	1678.93	2313.0
2013-06-05 01:30:00	ES	Futures	1678.68	1679.19	1674.04	1674.3	11077.0
2013-06-05 02:00:00	ES	Futures	1674.04	1675.59	1673.78	1674.81	8730.0
2013-06-05 02:30:00	ES	Futures	1675.07	1675.59	1674.04	1675.33	7416.0
2013-06-05 03:00:00	ES	Futures	1675.33	1678.42	1674.3	1677.65	19060.0
2013-06-05 03:30:00	ES	Futures	1677.65	1680.22	1677.13	1677.9	11940.0
2013-06-05 04:00:00	ES	Futures	1677.65	1677.9	1676.36	1677.13	8469.0
2013-06-05 04:30:00	ES	Futures	1677.13	1679.71	1677.13	1678.42	11019.0
2013-06-05 05:00:00	ES	Futures	1678.16	1678.68	1676.62	1678.68	7175.0
2013-06-05 05:30:00	ES	Futures	1678.68	1678.93	1674.81	1675.84	10565.0
2013-06-05 06:00:00	ES	Futures	1675.84	1676.1	1672.5	1673.01	15660.0
2013-06-05 06:30:00	ES	Futures	1673.01	1673.27	1670.95	1673.01	24485.0
2013-06-05 07:00:00	ES	Futures	1673.01	1674.56	1671.46	1671.72	28367.0
2013-06-05 07:30:00	ES	Futures	1671.46	1673.53	1671.46	1673.01	18060.0
2013-06-05 08:00:00	ES	Futures	1673.01	1676.36	1671.21	1673.27	53480.0
2013-06-05 08:30:00	ES	Futures	1673.01	1677.13	1672.5	1675.84	32052.0
2013-06-05 09:00:00	ES	Futures	1676.1	1676.62	1673.53	1674.81	24184.0
2013-06-05 09:30:00	ES	Futures	1674.56	1677.65	1671.98	1673.78	207488.0
2013-06-05 10:00:00	ES	Futures	1673.78	1678.16	1667.6	1671.72	258640.0
2013-06-05 10:30:00	ES	Futures	1671.72	1673.01	1666.31	1667.34	170923.0
2013-06-05 11:00:00	ES	Futures	1667.6	1667.86	1662.96	1665.03	190406.0
2013-06-05 11:30:00	ES	Futures	1665.03	1667.6	1661.16	1662.45	144527.0
2013-06-05 12:00:00	ES	Futures	1662.45	1663.48	1659.36	1661.42	135484.0
2013-06-05 12:30:00	ES	Futures	1661.42	1661.68	1656.52	1657.81	142561.0
2013-06-05 13:00:00	ES	Futures	1657.81	1663.74	1656.27	1662.96	141863.0
2013-06-05 13:30:00	ES	Futures	1663.22	1665.28	1659.62	1660.65	110627.0
2013-06-05 14:00:00	ES	Futures	1660.65	1662.45	1654.98	1656.01	124311.0
2013-06-05 14:30:00	ES	Futures	1656.27	1661.42	1654.21	1659.36	136466.0
2013-06-05 15:00:00	ES	Futures	1659.36	1661.93	1655.49	1660.9	143945.0
2013-06-05 15:30:00	ES	Futures	1660.9	1663.22	1655.49	1655.75	264238.0
2013-06-05 16:00:00	ES	Futures	1655.49	1657.81	1654.46	1656.52	106939.0
2013-06-05 16:30:00	ES	Futures	1656.27	1657.04	1656.01	1656.78	8633.0
2013-06-05 17:00:00	ES	Futures	1656.78	1657.56	1656.52	1657.04	2933.0
2013-06-05 18:00:00	ES	Futures	1657.3	1658.33	1655.49	1657.56	6011.0
2013-06-05 18:30:00	ES	Futures	1657.56	1658.07	1657.3	1657.3	565.0
2013-06-05 19:00:00	ES	Futures	1657.56	1658.33	1657.3	1657.56	1716.0
2013-06-05 19:30:00	ES	Futures	1657.81	1659.36	1657.56	1658.84	3507.0
2013-06-05 20:00:00	ES	Futures	1658.84	1660.65	1658.59	1659.87	7232.0
2013-06-05 20:30:00	ES	Futures	1660.13	1660.9	1659.62	1660.65	4461.0
2013-06-05 21:00:00	ES	Futures	1660.65	1661.68	1660.13	1661.16	6563.0
2013-06-05 21:30:00	ES	Futures	1661.42	1661.93	1660.13	1661.93	5010.0
2013-06-05 22:00:00	ES	Futures	1661.93	1662.19	1659.87	1660.65	5232.0
2013-06-05 22:30:00	ES	Futures	1660.65	1661.93	1659.87	1661.42	3163.0
2013-06-05 23:00:00	ES	Futures	1661.68	1661.93	1660.65	1661.68	2317.0
2013-06-05 23:30:00	ES	Futures	1661.42	1661.93	1660.39	1661.42	3972.0
2013-06-05 00:00:00	NQ	Futures	3469.39	3470.27	3467.35	3468.22	491.0
2013-06-05 00:30:00	NQ	Futures	3468.52	3472.02	3468.52	3469.68	668.0
2013-06-05 01:00:00	NQ	Futures	3470.27	3470.85	3467.06	3468.81	290.0

> showing 50 of 2,806 rows — these rows as CSV

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