PREVIEW / futures_30min / 2013-04-18

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-04-18.parquet
  size:    79 KB
  rows:    2,926

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
2013-04-18 00:00:00	ES	Futures	1594.19	1594.45	1592.9	1593.42	2218.0
2013-04-18 00:30:00	ES	Futures	1593.67	1594.19	1593.16	1594.19	1549.0
2013-04-18 01:00:00	ES	Futures	1594.19	1594.19	1592.64	1592.64	3308.0
2013-04-18 01:30:00	ES	Futures	1592.64	1594.19	1592.39	1593.67	3250.0
2013-04-18 02:00:00	ES	Futures	1593.67	1593.93	1592.39	1593.67	3945.0
2013-04-18 02:30:00	ES	Futures	1593.67	1594.19	1592.9	1593.93	4571.0
2013-04-18 03:00:00	ES	Futures	1593.93	1594.96	1591.36	1594.45	22293.0
2013-04-18 03:30:00	ES	Futures	1594.19	1594.7	1593.16	1594.45	11132.0
2013-04-18 04:00:00	ES	Futures	1594.45	1595.22	1593.67	1594.96	10412.0
2013-04-18 04:30:00	ES	Futures	1594.7	1596.77	1594.45	1596.25	12962.0
2013-04-18 05:00:00	ES	Futures	1596.51	1597.8	1595.73	1597.8	11969.0
2013-04-18 05:30:00	ES	Futures	1597.8	1600.11	1597.28	1598.05	17962.0
2013-04-18 06:00:00	ES	Futures	1598.05	1599.08	1597.02	1597.8	13533.0
2013-04-18 06:30:00	ES	Futures	1597.8	1599.08	1596.51	1597.8	11665.0
2013-04-18 07:00:00	ES	Futures	1597.54	1600.37	1597.54	1599.6	14753.0
2013-04-18 07:30:00	ES	Futures	1599.6	1600.63	1597.54	1598.31	19135.0
2013-04-18 08:00:00	ES	Futures	1598.31	1599.34	1597.54	1597.8	16875.0
2013-04-18 08:30:00	ES	Futures	1597.54	1599.6	1597.28	1597.28	23545.0
2013-04-18 09:00:00	ES	Futures	1597.28	1597.8	1595.22	1596.25	28975.0
2013-04-18 09:30:00	ES	Futures	1596.25	1596.51	1586.98	1588.52	273940.0
2013-04-18 10:00:00	ES	Futures	1588.52	1588.52	1582.08	1586.98	307734.0
2013-04-18 10:30:00	ES	Futures	1586.98	1594.19	1586.72	1592.39	247910.0
2013-04-18 11:00:00	ES	Futures	1592.13	1592.64	1588.01	1588.27	141991.0
2013-04-18 11:30:00	ES	Futures	1588.27	1590.07	1583.63	1586.72	123791.0
2013-04-18 12:00:00	ES	Futures	1586.72	1588.01	1584.4	1586.2	69578.0
2013-04-18 12:30:00	ES	Futures	1586.2	1589.3	1584.92	1588.27	67221.0
2013-04-18 13:00:00	ES	Futures	1588.52	1590.84	1587.23	1588.52	64034.0
2013-04-18 13:30:00	ES	Futures	1588.78	1588.78	1584.92	1586.46	48387.0
2013-04-18 14:00:00	ES	Futures	1586.46	1586.72	1580.28	1583.37	129005.0
2013-04-18 14:30:00	ES	Futures	1583.63	1584.14	1577.19	1578.99	154266.0
2013-04-18 15:00:00	ES	Futures	1578.99	1583.37	1578.73	1582.6	122291.0
2013-04-18 15:30:00	ES	Futures	1582.6	1585.95	1582.34	1583.37	152514.0
2013-04-18 16:00:00	ES	Futures	1583.63	1584.92	1579.76	1581.57	99100.0
2013-04-18 16:30:00	ES	Futures	1580.8	1584.66	1579.76	1584.4	24295.0
2013-04-18 17:00:00	ES	Futures	1584.14	1584.66	1583.63	1583.89	2854.0
2013-04-18 18:00:00	ES	Futures	1583.63	1585.43	1581.83	1585.17	7333.0
2013-04-18 18:30:00	ES	Futures	1585.17	1585.17	1583.11	1584.4	2946.0
2013-04-18 19:00:00	ES	Futures	1584.4	1584.92	1583.89	1584.92	1560.0
2013-04-18 19:30:00	ES	Futures	1584.92	1585.69	1584.4	1585.43	2611.0
2013-04-18 20:00:00	ES	Futures	1585.43	1586.72	1584.14	1586.46	5496.0
2013-04-18 20:30:00	ES	Futures	1586.72	1586.72	1585.17	1585.43	2713.0
2013-04-18 21:00:00	ES	Futures	1585.43	1586.72	1585.17	1586.2	4443.0
2013-04-18 21:30:00	ES	Futures	1586.46	1588.52	1586.2	1588.27	5277.0
2013-04-18 22:00:00	ES	Futures	1588.27	1589.81	1587.49	1589.55	8236.0
2013-04-18 22:30:00	ES	Futures	1589.81	1589.81	1587.75	1587.75	3473.0
2013-04-18 23:00:00	ES	Futures	1587.75	1588.78	1587.49	1587.75	2643.0
2013-04-18 23:30:00	ES	Futures	1588.01	1588.01	1586.98	1587.49	2566.0
2013-04-18 00:00:00	NQ	Futures	3242.76	3243.06	3238.97	3240.72	459.0
2013-04-18 00:30:00	NQ	Futures	3241.01	3241.6	3239.56	3240.72	206.0
2013-04-18 01:00:00	NQ	Futures	3240.43	3240.72	3238.68	3238.68	272.0

> showing 50 of 2,926 rows — these rows as CSV

> unlock the full archive -- $79 one-time