PREVIEW / futures_30min / 2013-06-25

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-25.parquet
  size:    80 KB
  rows:    2,886

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
2013-06-25 00:00:00	ES	Futures	1614.56	1615.59	1613.01	1614.56	5894.0
2013-06-25 00:30:00	ES	Futures	1614.56	1616.63	1614.3	1616.11	4112.0
2013-06-25 01:00:00	ES	Futures	1615.85	1615.85	1611.2	1615.08	6840.0
2013-06-25 01:30:00	ES	Futures	1615.33	1619.21	1614.04	1617.92	8415.0
2013-06-25 02:00:00	ES	Futures	1618.18	1622.83	1617.66	1622.83	13006.0
2013-06-25 02:30:00	ES	Futures	1622.83	1627.48	1622.57	1625.42	12381.0
2013-06-25 03:00:00	ES	Futures	1625.42	1628.78	1621.8	1627.48	24677.0
2013-06-25 03:30:00	ES	Futures	1627.74	1628.52	1624.12	1626.45	14639.0
2013-06-25 04:00:00	ES	Futures	1626.45	1628.78	1623.35	1627.74	15733.0
2013-06-25 04:30:00	ES	Futures	1628.0	1630.33	1626.97	1629.55	18769.0
2013-06-25 05:00:00	ES	Futures	1629.55	1629.81	1626.71	1626.97	8401.0
2013-06-25 05:30:00	ES	Futures	1626.97	1631.1	1626.71	1629.03	10833.0
2013-06-25 06:00:00	ES	Futures	1629.29	1630.07	1626.71	1628.26	11218.0
2013-06-25 06:30:00	ES	Futures	1628.26	1629.81	1624.64	1625.93	15243.0
2013-06-25 07:00:00	ES	Futures	1626.19	1629.03	1625.42	1628.52	13462.0
2013-06-25 07:30:00	ES	Futures	1628.52	1632.14	1628.26	1631.62	21223.0
2013-06-25 08:00:00	ES	Futures	1631.62	1632.14	1629.29	1630.59	17764.0
2013-06-25 08:30:00	ES	Futures	1630.84	1632.39	1628.26	1629.29	28180.0
2013-06-25 09:00:00	ES	Futures	1629.03	1636.27	1628.0	1634.72	67935.0
2013-06-25 09:30:00	ES	Futures	1634.72	1636.01	1626.45	1629.55	249869.0
2013-06-25 10:00:00	ES	Futures	1629.29	1631.88	1623.35	1627.48	259401.0
2013-06-25 10:30:00	ES	Futures	1627.48	1634.72	1625.67	1633.43	150056.0
2013-06-25 11:00:00	ES	Futures	1633.43	1636.01	1630.07	1631.36	107722.0
2013-06-25 11:30:00	ES	Futures	1631.62	1634.2	1629.29	1633.69	87275.0
2013-06-25 12:00:00	ES	Futures	1633.69	1635.5	1632.39	1634.2	55297.0
2013-06-25 12:30:00	ES	Futures	1634.2	1636.79	1633.69	1633.95	59646.0
2013-06-25 13:00:00	ES	Futures	1633.95	1635.24	1629.81	1631.1	82103.0
2013-06-25 13:30:00	ES	Futures	1630.84	1634.98	1629.81	1632.39	62133.0
2013-06-25 14:00:00	ES	Futures	1632.14	1635.76	1630.84	1634.72	55692.0
2013-06-25 14:30:00	ES	Futures	1634.46	1637.82	1633.69	1634.46	76597.0
2013-06-25 15:00:00	ES	Futures	1634.46	1638.86	1634.2	1638.86	74777.0
2013-06-25 15:30:00	ES	Futures	1638.86	1641.7	1634.98	1635.76	233674.0
2013-06-25 16:00:00	ES	Futures	1635.76	1636.53	1634.72	1634.98	77970.0
2013-06-25 16:30:00	ES	Futures	1634.98	1634.98	1633.95	1634.72	6451.0
2013-06-25 17:00:00	ES	Futures	1634.72	1634.98	1634.2	1634.2	1884.0
2013-06-25 18:00:00	ES	Futures	1633.95	1634.98	1632.91	1634.46	3353.0
2013-06-25 18:30:00	ES	Futures	1634.2	1634.72	1633.69	1634.2	1287.0
2013-06-25 19:00:00	ES	Futures	1633.95	1634.2	1630.59	1630.84	4242.0
2013-06-25 19:30:00	ES	Futures	1631.1	1632.14	1630.07	1630.59	2861.0
2013-06-25 20:00:00	ES	Futures	1630.84	1630.84	1627.48	1629.29	9189.0
2013-06-25 20:30:00	ES	Futures	1629.03	1633.17	1629.03	1632.14	5023.0
2013-06-25 21:00:00	ES	Futures	1632.14	1632.14	1630.07	1630.33	4097.0
2013-06-25 21:30:00	ES	Futures	1630.59	1632.39	1628.52	1630.33	6866.0
2013-06-25 22:00:00	ES	Futures	1630.59	1631.1	1626.71	1628.78	7894.0
2013-06-25 22:30:00	ES	Futures	1628.78	1630.59	1626.45	1628.0	4810.0
2013-06-25 23:00:00	ES	Futures	1628.0	1629.29	1627.74	1628.52	2594.0
2013-06-25 23:30:00	ES	Futures	1628.52	1629.29	1627.48	1629.29	1869.0
2013-06-25 00:00:00	NQ	Futures	3315.42	3317.75	3312.79	3316.0	780.0
2013-06-25 00:30:00	NQ	Futures	3315.71	3318.63	3315.71	3317.75	703.0
2013-06-25 01:00:00	NQ	Futures	3317.75	3317.75	3308.99	3316.88	1583.0

> showing 50 of 2,886 rows — these rows as CSV

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