PREVIEW / futures_30min / 2013-06-28

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-28.parquet
  size:    70 KB
  rows:    2,370

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
2013-06-28 00:00:00	ES	Futures	1663.67	1665.48	1662.64	1664.71	2928.0
2013-06-28 00:30:00	ES	Futures	1664.71	1665.22	1663.93	1665.22	1379.0
2013-06-28 01:00:00	ES	Futures	1664.97	1665.74	1663.93	1665.22	2689.0
2013-06-28 01:30:00	ES	Futures	1665.22	1665.74	1664.19	1664.97	2722.0
2013-06-28 02:00:00	ES	Futures	1664.97	1665.22	1663.16	1663.67	5505.0
2013-06-28 02:30:00	ES	Futures	1663.67	1666.52	1663.41	1666.52	5067.0
2013-06-28 03:00:00	ES	Futures	1666.26	1669.36	1665.48	1667.03	20487.0
2013-06-28 03:30:00	ES	Futures	1667.29	1668.58	1665.74	1668.07	8921.0
2013-06-28 04:00:00	ES	Futures	1667.81	1668.07	1664.97	1666.0	10079.0
2013-06-28 04:30:00	ES	Futures	1665.74	1667.03	1665.48	1666.0	5437.0
2013-06-28 05:00:00	ES	Futures	1666.26	1667.81	1665.22	1667.55	7478.0
2013-06-28 05:30:00	ES	Futures	1667.81	1668.58	1666.52	1666.77	7614.0
2013-06-28 06:00:00	ES	Futures	1666.77	1667.03	1664.45	1664.71	8363.0
2013-06-28 06:30:00	ES	Futures	1664.71	1665.74	1663.16	1664.19	8610.0
2013-06-28 07:00:00	ES	Futures	1664.19	1665.48	1662.9	1664.71	12568.0
2013-06-28 07:30:00	ES	Futures	1664.97	1667.29	1664.71	1666.77	13456.0
2013-06-28 08:00:00	ES	Futures	1666.77	1666.77	1660.57	1662.12	35600.0
2013-06-28 08:30:00	ES	Futures	1662.38	1662.64	1658.24	1660.05	34929.0
2013-06-28 09:00:00	ES	Futures	1660.05	1660.05	1655.14	1656.43	57508.0
2013-06-28 09:30:00	ES	Futures	1656.18	1658.5	1649.71	1649.97	197335.0
2013-06-28 10:00:00	ES	Futures	1649.97	1654.37	1648.42	1654.37	167929.0
2013-06-28 10:30:00	ES	Futures	1654.11	1660.83	1654.11	1659.54	150287.0
2013-06-28 11:00:00	ES	Futures	1659.54	1664.45	1659.28	1659.54	178794.0
2013-06-28 11:30:00	ES	Futures	1659.8	1662.9	1658.24	1661.6	109933.0
2013-06-28 12:00:00	ES	Futures	1661.6	1661.86	1654.88	1657.73	97006.0
2013-06-28 12:30:00	ES	Futures	1657.73	1660.57	1656.43	1658.76	53686.0
2013-06-28 13:00:00	ES	Futures	1659.02	1661.86	1657.47	1660.31	67019.0
2013-06-28 13:30:00	ES	Futures	1660.05	1663.16	1659.8	1662.38	56652.0
2013-06-28 14:00:00	ES	Futures	1662.38	1664.45	1660.83	1661.6	62520.0
2013-06-28 14:30:00	ES	Futures	1661.86	1662.9	1660.05	1661.35	52181.0
2013-06-28 15:00:00	ES	Futures	1661.35	1661.86	1656.95	1661.6	89813.0
2013-06-28 15:30:00	ES	Futures	1661.86	1664.19	1651.26	1651.78	367310.0
2013-06-28 16:00:00	ES	Futures	1651.52	1655.14	1648.68	1652.3	186964.0
2013-06-28 16:30:00	ES	Futures	1652.56	1653.07	1650.75	1651.26	17642.0
2013-06-28 17:00:00	ES	Futures	1651.26	1653.07	1649.97	1650.49	8563.0
2013-06-28 00:00:00	NQ	Futures	3394.61	3396.95	3393.15	3396.37	291.0
2013-06-28 00:30:00	NQ	Futures	3396.37	3397.83	3394.9	3397.83	210.0
2013-06-28 01:00:00	NQ	Futures	3397.83	3399.0	3395.49	3398.41	238.0
2013-06-28 01:30:00	NQ	Futures	3398.12	3399.87	3395.78	3397.24	278.0
2013-06-28 02:00:00	NQ	Futures	3396.95	3397.83	3394.9	3395.49	278.0
2013-06-28 02:30:00	NQ	Futures	3395.78	3399.58	3395.49	3399.58	272.0
2013-06-28 03:00:00	NQ	Futures	3399.58	3405.13	3397.53	3401.04	2502.0
2013-06-28 03:30:00	NQ	Futures	3400.75	3405.13	3397.83	3403.96	1127.0
2013-06-28 04:00:00	NQ	Futures	3403.67	3403.67	3399.29	3400.75	1233.0
2013-06-28 04:30:00	NQ	Futures	3400.46	3403.09	3400.16	3401.04	625.0
2013-06-28 05:00:00	NQ	Futures	3401.33	3403.38	3398.7	3401.92	1052.0
2013-06-28 05:30:00	NQ	Futures	3401.63	3403.67	3399.0	3400.16	621.0
2013-06-28 06:00:00	NQ	Futures	3400.16	3400.46	3395.49	3396.07	944.0
2013-06-28 06:30:00	NQ	Futures	3395.78	3397.53	3392.27	3394.03	870.0
2013-06-28 07:00:00	NQ	Futures	3394.03	3395.78	3391.69	3394.61	754.0

> showing 50 of 2,370 rows — these rows as CSV

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