PREVIEW / futures_30min / 2013-07-10

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-07-10.parquet
  size:    83 KB
  rows:    2,892

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
2013-07-10 00:00:00	ES	Futures	1700.38	1700.64	1699.6	1700.38	711.0
2013-07-10 00:30:00	ES	Futures	1700.38	1700.64	1699.09	1699.34	1134.0
2013-07-10 01:00:00	ES	Futures	1699.6	1699.6	1698.05	1698.31	2957.0
2013-07-10 01:30:00	ES	Futures	1698.57	1700.12	1698.31	1699.6	3635.0
2013-07-10 02:00:00	ES	Futures	1699.6	1700.9	1699.09	1700.9	4472.0
2013-07-10 02:30:00	ES	Futures	1700.64	1700.9	1699.86	1700.38	2184.0
2013-07-10 03:00:00	ES	Futures	1700.64	1703.22	1700.12	1701.67	13883.0
2013-07-10 03:30:00	ES	Futures	1701.67	1702.96	1700.12	1700.64	8539.0
2013-07-10 04:00:00	ES	Futures	1700.64	1701.41	1698.05	1698.83	15966.0
2013-07-10 04:30:00	ES	Futures	1698.83	1698.83	1697.02	1698.31	14719.0
2013-07-10 05:00:00	ES	Futures	1698.05	1700.12	1697.79	1698.05	8784.0
2013-07-10 05:30:00	ES	Futures	1698.05	1699.86	1697.79	1699.6	4920.0
2013-07-10 06:00:00	ES	Futures	1699.34	1700.38	1698.83	1699.09	4741.0
2013-07-10 06:30:00	ES	Futures	1699.09	1700.64	1698.05	1698.31	10161.0
2013-07-10 07:00:00	ES	Futures	1698.31	1699.86	1697.79	1698.57	8214.0
2013-07-10 07:30:00	ES	Futures	1698.83	1701.15	1698.05	1700.64	9560.0
2013-07-10 08:00:00	ES	Futures	1700.64	1701.41	1699.34	1701.15	17916.0
2013-07-10 08:30:00	ES	Futures	1700.9	1702.45	1700.9	1701.67	13481.0
2013-07-10 09:00:00	ES	Futures	1701.41	1701.67	1699.34	1701.15	20133.0
2013-07-10 09:30:00	ES	Futures	1701.15	1703.74	1700.9	1703.22	116947.0
2013-07-10 10:00:00	ES	Futures	1703.22	1704.26	1699.86	1700.64	105820.0
2013-07-10 10:30:00	ES	Futures	1700.64	1701.15	1698.83	1700.38	74481.0
2013-07-10 11:00:00	ES	Futures	1700.12	1700.9	1698.05	1698.57	61691.0
2013-07-10 11:30:00	ES	Futures	1698.31	1701.93	1698.31	1699.6	59721.0
2013-07-10 12:00:00	ES	Futures	1699.34	1700.64	1698.57	1699.34	32049.0
2013-07-10 12:30:00	ES	Futures	1699.09	1701.67	1699.09	1700.64	27496.0
2013-07-10 13:00:00	ES	Futures	1700.9	1700.9	1699.6	1700.38	26829.0
2013-07-10 13:30:00	ES	Futures	1700.12	1702.19	1700.12	1700.9	32621.0
2013-07-10 14:00:00	ES	Futures	1700.38	1709.17	1699.6	1703.74	254211.0
2013-07-10 14:30:00	ES	Futures	1703.48	1705.29	1697.28	1700.12	149421.0
2013-07-10 15:00:00	ES	Futures	1699.86	1704.0	1697.79	1702.19	98283.0
2013-07-10 15:30:00	ES	Futures	1701.93	1703.48	1700.12	1702.96	112527.0
2013-07-10 16:00:00	ES	Futures	1702.71	1705.29	1702.19	1704.77	61925.0
2013-07-10 16:30:00	ES	Futures	1705.03	1710.72	1704.26	1710.2	28687.0
2013-07-10 17:00:00	ES	Futures	1709.94	1715.11	1709.68	1712.27	21042.0
2013-07-10 18:00:00	ES	Futures	1714.6	1717.96	1713.82	1716.92	24715.0
2013-07-10 18:30:00	ES	Futures	1717.18	1720.28	1716.92	1719.25	11027.0
2013-07-10 19:00:00	ES	Futures	1719.25	1719.25	1716.92	1718.21	7945.0
2013-07-10 19:30:00	ES	Futures	1718.21	1718.73	1717.44	1718.47	3755.0
2013-07-10 20:00:00	ES	Futures	1718.21	1719.25	1716.92	1718.21	6504.0
2013-07-10 20:30:00	ES	Futures	1718.21	1720.28	1717.7	1719.25	6634.0
2013-07-10 21:00:00	ES	Futures	1719.51	1720.28	1718.73	1718.99	3450.0
2013-07-10 21:30:00	ES	Futures	1718.99	1719.77	1718.21	1718.47	3414.0
2013-07-10 22:00:00	ES	Futures	1718.73	1720.28	1718.47	1720.02	4769.0
2013-07-10 22:30:00	ES	Futures	1719.77	1720.54	1719.51	1719.77	2401.0
2013-07-10 23:00:00	ES	Futures	1719.77	1722.87	1719.77	1722.09	8959.0
2013-07-10 23:30:00	ES	Futures	1722.35	1723.13	1721.06	1721.58	3514.0
2013-07-10 00:00:00	NQ	Futures	3476.44	3477.02	3475.85	3476.44	107.0
2013-07-10 00:30:00	NQ	Futures	3476.44	3476.73	3474.1	3474.98	178.0
2013-07-10 01:00:00	NQ	Futures	3474.98	3475.56	3473.52	3474.39	408.0

> showing 50 of 2,892 rows — these rows as CSV

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