PREVIEW / futures_30min / 2013-06-27

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-27.parquet
  size:    80 KB
  rows:    2,857

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
2013-06-27 00:00:00	ES	Futures	1650.23	1652.04	1650.23	1651.78	1677.0
2013-06-27 00:30:00	ES	Futures	1651.78	1652.82	1651.52	1652.82	1106.0
2013-06-27 01:00:00	ES	Futures	1652.82	1653.33	1651.26	1651.26	1732.0
2013-06-27 01:30:00	ES	Futures	1651.26	1653.33	1651.26	1652.82	2143.0
2013-06-27 02:00:00	ES	Futures	1652.82	1654.37	1652.56	1652.82	4534.0
2013-06-27 02:30:00	ES	Futures	1652.82	1653.33	1650.75	1650.75	2840.0
2013-06-27 03:00:00	ES	Futures	1651.01	1653.07	1650.23	1651.52	13141.0
2013-06-27 03:30:00	ES	Futures	1651.78	1652.04	1649.71	1652.04	7660.0
2013-06-27 04:00:00	ES	Futures	1651.78	1653.33	1650.75	1651.26	6691.0
2013-06-27 04:30:00	ES	Futures	1651.26	1652.82	1650.49	1651.52	7674.0
2013-06-27 05:00:00	ES	Futures	1651.52	1653.07	1650.49	1652.56	5965.0
2013-06-27 05:30:00	ES	Futures	1652.56	1653.85	1651.78	1653.59	5928.0
2013-06-27 06:00:00	ES	Futures	1653.59	1654.37	1652.82	1653.59	5853.0
2013-06-27 06:30:00	ES	Futures	1653.59	1654.37	1652.3	1652.56	5701.0
2013-06-27 07:00:00	ES	Futures	1652.56	1654.11	1652.04	1653.59	8063.0
2013-06-27 07:30:00	ES	Futures	1653.59	1659.28	1653.59	1657.47	33586.0
2013-06-27 08:00:00	ES	Futures	1657.47	1658.76	1656.95	1657.99	16338.0
2013-06-27 08:30:00	ES	Futures	1657.73	1661.09	1657.73	1660.05	34347.0
2013-06-27 09:00:00	ES	Futures	1660.05	1662.12	1659.54	1661.6	28444.0
2013-06-27 09:30:00	ES	Futures	1661.86	1666.26	1661.09	1665.22	190470.0
2013-06-27 10:00:00	ES	Futures	1665.48	1666.77	1661.86	1666.26	163907.0
2013-06-27 10:30:00	ES	Futures	1666.26	1669.1	1665.22	1666.26	154901.0
2013-06-27 11:00:00	ES	Futures	1666.26	1668.84	1662.64	1663.41	112038.0
2013-06-27 11:30:00	ES	Futures	1663.41	1665.74	1662.9	1665.48	55503.0
2013-06-27 12:00:00	ES	Futures	1665.48	1666.0	1659.8	1661.35	103284.0
2013-06-27 12:30:00	ES	Futures	1661.09	1664.19	1660.83	1663.16	48494.0
2013-06-27 13:00:00	ES	Futures	1663.16	1665.74	1662.12	1664.97	60353.0
2013-06-27 13:30:00	ES	Futures	1664.71	1667.29	1662.64	1663.41	62876.0
2013-06-27 14:00:00	ES	Futures	1663.16	1663.93	1661.35	1663.93	78479.0
2013-06-27 14:30:00	ES	Futures	1663.93	1665.48	1661.35	1662.9	59674.0
2013-06-27 15:00:00	ES	Futures	1662.64	1664.45	1660.83	1664.19	60562.0
2013-06-27 15:30:00	ES	Futures	1664.45	1664.71	1661.09	1661.6	122557.0
2013-06-27 16:00:00	ES	Futures	1661.6	1662.12	1660.57	1661.35	76255.0
2013-06-27 16:30:00	ES	Futures	1661.35	1661.35	1660.57	1661.09	5596.0
2013-06-27 17:00:00	ES	Futures	1661.09	1661.86	1660.57	1661.09	2008.0
2013-06-27 18:00:00	ES	Futures	1660.83	1662.38	1660.05	1661.86	2696.0
2013-06-27 18:30:00	ES	Futures	1661.86	1662.64	1661.35	1661.35	1353.0
2013-06-27 19:00:00	ES	Futures	1661.35	1661.6	1661.09	1661.6	523.0
2013-06-27 19:30:00	ES	Futures	1661.6	1662.12	1660.05	1660.31	1328.0
2013-06-27 20:00:00	ES	Futures	1660.31	1661.6	1660.31	1661.09	2198.0
2013-06-27 20:30:00	ES	Futures	1660.83	1660.83	1660.05	1660.57	1863.0
2013-06-27 21:00:00	ES	Futures	1660.31	1661.6	1660.31	1661.6	1396.0
2013-06-27 21:30:00	ES	Futures	1661.6	1662.12	1660.83	1661.6	2671.0
2013-06-27 22:00:00	ES	Futures	1661.86	1665.74	1661.6	1665.22	5560.0
2013-06-27 22:30:00	ES	Futures	1665.22	1665.74	1664.45	1664.45	3206.0
2013-06-27 23:00:00	ES	Futures	1664.45	1664.71	1662.9	1664.19	2678.0
2013-06-27 23:30:00	ES	Futures	1664.19	1664.71	1663.67	1663.67	1108.0
2013-06-27 00:00:00	NQ	Futures	3371.53	3375.03	3371.53	3374.16	216.0
2013-06-27 00:30:00	NQ	Futures	3373.86	3376.79	3373.86	3376.2	91.0
2013-06-27 01:00:00	NQ	Futures	3376.79	3377.08	3373.86	3373.86	194.0

> showing 50 of 2,857 rows — these rows as CSV

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