PREVIEW / futures_30min / 2013-06-24

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-06-24.parquet
  size:    84 KB
  rows:    2,864

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
2013-06-24 00:00:00	ES	Futures	1631.1	1631.62	1630.07	1631.36	1428.0
2013-06-24 00:30:00	ES	Futures	1631.36	1633.17	1630.84	1632.65	1679.0
2013-06-24 01:00:00	ES	Futures	1632.91	1633.43	1630.59	1630.84	1991.0
2013-06-24 01:30:00	ES	Futures	1630.84	1631.36	1628.26	1628.78	4017.0
2013-06-24 02:00:00	ES	Futures	1628.78	1629.55	1626.71	1629.29	7852.0
2013-06-24 02:30:00	ES	Futures	1629.29	1629.29	1625.93	1627.48	7998.0
2013-06-24 03:00:00	ES	Futures	1627.48	1632.65	1627.22	1632.39	16834.0
2013-06-24 03:30:00	ES	Futures	1632.39	1633.95	1630.59	1631.1	14332.0
2013-06-24 04:00:00	ES	Futures	1630.84	1631.88	1625.93	1626.19	26355.0
2013-06-24 04:30:00	ES	Futures	1626.45	1628.26	1623.35	1625.93	36031.0
2013-06-24 05:00:00	ES	Futures	1625.67	1628.78	1624.12	1627.22	13550.0
2013-06-24 05:30:00	ES	Futures	1627.48	1628.52	1625.67	1626.19	6819.0
2013-06-24 06:00:00	ES	Futures	1626.19	1626.97	1623.61	1623.86	11007.0
2013-06-24 06:30:00	ES	Futures	1623.86	1625.16	1622.31	1623.61	22737.0
2013-06-24 07:00:00	ES	Futures	1623.35	1624.64	1619.73	1620.25	25492.0
2013-06-24 07:30:00	ES	Futures	1619.99	1621.8	1618.18	1621.8	31896.0
2013-06-24 08:00:00	ES	Futures	1621.8	1622.83	1619.99	1621.54	28789.0
2013-06-24 08:30:00	ES	Futures	1621.28	1628.78	1620.5	1628.0	55555.0
2013-06-24 09:00:00	ES	Futures	1628.26	1628.26	1623.09	1623.35	49230.0
2013-06-24 09:30:00	ES	Futures	1623.35	1624.38	1612.49	1613.27	342477.0
2013-06-24 10:00:00	ES	Futures	1613.52	1615.08	1609.65	1611.46	248106.0
2013-06-24 10:30:00	ES	Futures	1611.46	1618.18	1608.87	1614.82	207230.0
2013-06-24 11:00:00	ES	Futures	1614.82	1616.37	1606.55	1606.8	172189.0
2013-06-24 11:30:00	ES	Futures	1606.55	1612.49	1606.29	1611.2	149546.0
2013-06-24 12:00:00	ES	Futures	1611.46	1613.52	1606.03	1610.68	141608.0
2013-06-24 12:30:00	ES	Futures	1610.68	1615.33	1610.42	1614.82	112793.0
2013-06-24 13:00:00	ES	Futures	1614.82	1619.73	1612.23	1618.95	135377.0
2013-06-24 13:30:00	ES	Futures	1618.95	1623.09	1617.66	1622.31	118780.0
2013-06-24 14:00:00	ES	Futures	1622.31	1630.84	1620.5	1629.81	183906.0
2013-06-24 14:30:00	ES	Futures	1629.55	1633.95	1626.97	1628.52	156520.0
2013-06-24 15:00:00	ES	Futures	1628.52	1631.88	1624.64	1625.16	132702.0
2013-06-24 15:30:00	ES	Futures	1625.42	1629.55	1619.21	1619.47	221226.0
2013-06-24 16:00:00	ES	Futures	1619.47	1620.76	1618.69	1619.21	81729.0
2013-06-24 16:30:00	ES	Futures	1619.47	1620.76	1619.21	1620.25	8446.0
2013-06-24 17:00:00	ES	Futures	1620.25	1620.25	1618.95	1619.21	1781.0
2013-06-24 18:00:00	ES	Futures	1619.73	1621.8	1619.47	1621.02	5336.0
2013-06-24 18:30:00	ES	Futures	1621.02	1623.86	1620.76	1623.09	4420.0
2013-06-24 19:00:00	ES	Futures	1623.09	1623.09	1619.73	1620.76	3483.0
2013-06-24 19:30:00	ES	Futures	1620.76	1623.35	1619.99	1623.35	2930.0
2013-06-24 20:00:00	ES	Futures	1623.35	1624.12	1621.02	1621.28	4083.0
2013-06-24 20:30:00	ES	Futures	1621.28	1623.61	1621.02	1623.61	2160.0
2013-06-24 21:00:00	ES	Futures	1623.61	1624.9	1622.31	1623.09	4883.0
2013-06-24 21:30:00	ES	Futures	1622.83	1626.19	1622.57	1625.93	4762.0
2013-06-24 22:00:00	ES	Futures	1625.93	1627.22	1623.61	1623.86	5916.0
2013-06-24 22:30:00	ES	Futures	1623.86	1624.38	1622.31	1622.83	2809.0
2013-06-24 23:00:00	ES	Futures	1622.83	1622.83	1615.33	1615.33	8000.0
2013-06-24 23:30:00	ES	Futures	1615.33	1616.37	1613.78	1614.3	9039.0
2013-06-24 00:00:00	NQ	Futures	3338.5	3339.67	3336.46	3338.5	377.0
2013-06-24 00:30:00	NQ	Futures	3338.5	3342.3	3337.92	3342.01	344.0
2013-06-24 01:00:00	NQ	Futures	3342.01	3343.47	3337.04	3337.92	267.0

> showing 50 of 2,864 rows — these rows as CSV

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