PREVIEW / futures_30min / 2013-06-13

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-13.parquet
  size:    80 KB
  rows:    2,806

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
2013-06-13 00:00:00	ES	Futures	1653.18	1653.69	1652.15	1653.18	4067.0
2013-06-13 00:30:00	ES	Futures	1653.43	1653.43	1651.12	1651.89	2533.0
2013-06-13 01:00:00	ES	Futures	1652.15	1652.66	1649.57	1650.09	6517.0
2013-06-13 01:30:00	ES	Futures	1649.83	1650.34	1648.02	1648.8	13342.0
2013-06-13 02:00:00	ES	Futures	1648.54	1649.83	1645.96	1646.99	21078.0
2013-06-13 02:30:00	ES	Futures	1646.74	1651.12	1646.74	1649.83	10673.0
2013-06-13 03:00:00	ES	Futures	1649.83	1651.12	1646.74	1649.57	20972.0
2013-06-13 03:30:00	ES	Futures	1649.57	1653.95	1649.57	1652.66	23232.0
2013-06-13 04:00:00	ES	Futures	1652.66	1652.92	1646.99	1648.02	18774.0
2013-06-13 04:30:00	ES	Futures	1647.77	1651.37	1647.77	1651.12	11326.0
2013-06-13 05:00:00	ES	Futures	1650.86	1652.15	1648.8	1652.15	8109.0
2013-06-13 05:30:00	ES	Futures	1652.15	1652.92	1650.34	1651.37	10069.0
2013-06-13 06:00:00	ES	Futures	1651.12	1653.69	1651.12	1653.69	11022.0
2013-06-13 06:30:00	ES	Futures	1653.43	1656.01	1653.43	1653.95	25326.0
2013-06-13 07:00:00	ES	Futures	1653.95	1655.24	1652.66	1654.21	17096.0
2013-06-13 07:30:00	ES	Futures	1653.95	1655.24	1652.4	1654.46	14117.0
2013-06-13 08:00:00	ES	Futures	1654.21	1656.27	1653.69	1654.46	19373.0
2013-06-13 08:30:00	ES	Futures	1654.72	1661.16	1653.18	1659.87	84370.0
2013-06-13 09:00:00	ES	Futures	1660.13	1662.45	1659.62	1659.62	55712.0
2013-06-13 09:30:00	ES	Futures	1659.62	1663.74	1656.01	1663.22	282532.0
2013-06-13 10:00:00	ES	Futures	1663.22	1665.54	1660.39	1663.22	188891.0
2013-06-13 10:30:00	ES	Futures	1662.96	1667.6	1662.96	1664.77	97864.0
2013-06-13 11:00:00	ES	Futures	1664.77	1667.86	1663.74	1667.09	75807.0
2013-06-13 11:30:00	ES	Futures	1667.09	1668.89	1664.77	1668.12	69790.0
2013-06-13 12:00:00	ES	Futures	1668.37	1669.15	1667.09	1667.6	48804.0
2013-06-13 12:30:00	ES	Futures	1667.86	1674.04	1667.6	1674.04	89917.0
2013-06-13 13:00:00	ES	Futures	1674.04	1674.3	1671.46	1673.01	67022.0
2013-06-13 13:30:00	ES	Futures	1673.01	1673.53	1670.43	1673.01	47548.0
2013-06-13 14:00:00	ES	Futures	1673.27	1678.93	1673.01	1677.65	110936.0
2013-06-13 14:30:00	ES	Futures	1677.65	1679.19	1676.36	1679.19	49075.0
2013-06-13 15:00:00	ES	Futures	1678.93	1683.57	1678.93	1682.54	110554.0
2013-06-13 15:30:00	ES	Futures	1682.8	1689.24	1681.0	1686.15	230300.0
2013-06-13 16:00:00	ES	Futures	1686.15	1686.92	1685.37	1686.4	80073.0
2013-06-13 16:30:00	ES	Futures	1686.15	1686.92	1685.63	1686.4	6363.0
2013-06-13 17:00:00	ES	Futures	1686.4	1687.18	1686.15	1687.18	3190.0
2013-06-13 18:00:00	ES	Futures	1687.43	1689.75	1686.92	1689.24	5278.0
2013-06-13 18:30:00	ES	Futures	1689.24	1689.5	1686.92	1686.92	1817.0
2013-06-13 19:00:00	ES	Futures	1686.92	1688.72	1686.92	1688.21	902.0
2013-06-13 19:30:00	ES	Futures	1687.95	1688.72	1687.69	1687.95	1728.0
2013-06-13 20:00:00	ES	Futures	1687.69	1688.21	1685.89	1686.66	2475.0
2013-06-13 20:30:00	ES	Futures	1686.4	1686.66	1683.83	1683.83	6321.0
2013-06-13 21:00:00	ES	Futures	1683.83	1684.86	1682.28	1682.8	5589.0
2013-06-13 21:30:00	ES	Futures	1682.8	1683.31	1682.03	1683.06	3271.0
2013-06-13 22:00:00	ES	Futures	1683.06	1684.34	1682.54	1683.06	1449.0
2013-06-13 22:30:00	ES	Futures	1682.8	1683.06	1681.77	1682.28	1958.0
2013-06-13 23:00:00	ES	Futures	1682.28	1682.54	1681.51	1681.77	1414.0
2013-06-13 23:30:00	ES	Futures	1681.77	1683.31	1681.51	1682.03	1798.0
2013-06-13 00:00:00	NQ	Futures	3396.18	3397.93	3395.02	3397.35	425.0
2013-06-13 00:30:00	NQ	Futures	3397.93	3397.93	3392.97	3394.14	265.0
2013-06-13 01:00:00	NQ	Futures	3394.14	3395.02	3387.72	3387.72	966.0

> showing 50 of 2,806 rows — these rows as CSV

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