PREVIEW / futures_30min / 2013-06-04

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-04.parquet
  size:    74 KB
  rows:    2,799

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
2013-06-04 00:00:00	ES	Futures	1683.83	1683.83	1683.06	1683.57	1023.0
2013-06-04 00:30:00	ES	Futures	1683.83	1685.12	1683.06	1684.6	2370.0
2013-06-04 01:00:00	ES	Futures	1684.86	1685.63	1684.34	1684.86	1478.0
2013-06-04 01:30:00	ES	Futures	1685.12	1686.92	1684.6	1685.37	5549.0
2013-06-04 02:00:00	ES	Futures	1685.63	1687.69	1685.37	1686.92	9471.0
2013-06-04 02:30:00	ES	Futures	1686.92	1687.18	1684.86	1686.15	7882.0
2013-06-04 03:00:00	ES	Futures	1686.15	1688.72	1684.6	1685.63	25982.0
2013-06-04 03:30:00	ES	Futures	1685.63	1686.92	1684.34	1685.63	15918.0
2013-06-04 04:00:00	ES	Futures	1685.37	1686.66	1684.34	1685.12	13301.0
2013-06-04 04:30:00	ES	Futures	1685.37	1687.18	1683.83	1684.09	7827.0
2013-06-04 05:00:00	ES	Futures	1684.34	1685.89	1683.83	1684.6	8435.0
2013-06-04 05:30:00	ES	Futures	1684.6	1685.63	1684.09	1685.37	5316.0
2013-06-04 06:00:00	ES	Futures	1685.63	1687.43	1685.37	1686.15	14438.0
2013-06-04 06:30:00	ES	Futures	1686.15	1686.66	1683.83	1686.4	14361.0
2013-06-04 07:00:00	ES	Futures	1686.15	1686.66	1684.6	1686.15	8171.0
2013-06-04 07:30:00	ES	Futures	1686.15	1687.18	1685.63	1686.15	9538.0
2013-06-04 08:00:00	ES	Futures	1686.15	1689.24	1685.63	1689.24	19765.0
2013-06-04 08:30:00	ES	Futures	1688.98	1690.27	1687.43	1688.47	25515.0
2013-06-04 09:00:00	ES	Futures	1688.21	1688.72	1687.18	1688.47	24627.0
2013-06-04 09:30:00	ES	Futures	1688.47	1694.65	1686.92	1692.84	221007.0
2013-06-04 10:00:00	ES	Futures	1693.1	1693.62	1690.01	1693.1	130818.0
2013-06-04 10:30:00	ES	Futures	1693.36	1695.68	1687.69	1687.95	146411.0
2013-06-04 11:00:00	ES	Futures	1687.95	1689.75	1685.89	1689.24	121382.0
2013-06-04 11:30:00	ES	Futures	1688.98	1690.53	1686.15	1689.5	99017.0
2013-06-04 12:00:00	ES	Futures	1689.24	1689.75	1682.28	1682.54	118545.0
2013-06-04 12:30:00	ES	Futures	1682.54	1685.37	1682.03	1684.6	90975.0
2013-06-04 13:00:00	ES	Futures	1684.34	1686.66	1677.65	1679.19	125062.0
2013-06-04 13:30:00	ES	Futures	1679.19	1679.45	1673.53	1676.62	146324.0
2013-06-04 14:00:00	ES	Futures	1676.36	1676.87	1670.69	1675.33	158023.0
2013-06-04 14:30:00	ES	Futures	1675.33	1679.71	1675.07	1676.87	110522.0
2013-06-04 15:00:00	ES	Futures	1676.87	1680.48	1675.59	1678.16	103146.0
2013-06-04 15:30:00	ES	Futures	1678.16	1685.37	1677.9	1678.93	197565.0
2013-06-04 16:00:00	ES	Futures	1678.93	1682.28	1678.93	1680.48	72845.0
2013-06-04 16:30:00	ES	Futures	1680.22	1681.51	1679.71	1680.48	5042.0
2013-06-04 17:00:00	ES	Futures	1680.22	1680.48	1679.19	1679.45	2831.0
2013-06-04 18:00:00	ES	Futures	1678.68	1680.74	1677.9	1680.74	3307.0
2013-06-04 18:30:00	ES	Futures	1680.74	1680.74	1679.45	1680.22	649.0
2013-06-04 19:00:00	ES	Futures	1680.22	1680.74	1679.71	1680.22	543.0
2013-06-04 19:30:00	ES	Futures	1680.22	1680.22	1678.93	1679.45	785.0
2013-06-04 20:00:00	ES	Futures	1679.19	1680.48	1678.42	1679.97	3295.0
2013-06-04 20:30:00	ES	Futures	1680.22	1681.77	1679.97	1680.74	3531.0
2013-06-04 21:00:00	ES	Futures	1680.74	1680.74	1678.93	1679.45	4029.0
2013-06-04 21:30:00	ES	Futures	1679.45	1681.0	1678.68	1680.22	4053.0
2013-06-04 22:00:00	ES	Futures	1680.22	1680.48	1678.93	1679.45	1468.0
2013-06-04 22:30:00	ES	Futures	1679.45	1679.97	1679.19	1679.45	1390.0
2013-06-04 23:00:00	ES	Futures	1679.71	1679.97	1679.19	1679.71	1515.0
2013-06-04 23:30:00	ES	Futures	1679.71	1681.25	1678.93	1679.71	4025.0
2013-06-04 00:00:00	NQ	Futures	3481.35	3481.93	3480.18	3481.35	334.0
2013-06-04 00:30:00	NQ	Futures	3481.35	3483.97	3480.47	3483.39	267.0
2013-06-04 01:00:00	NQ	Futures	3483.39	3484.85	3482.52	3483.97	140.0

> showing 50 of 2,799 rows — these rows as CSV

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