PREVIEW / futures_30min / 2013-07-24

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-07-24.parquet
  size:    79 KB
  rows:    2,852

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
2013-07-24 00:00:00	ES	Futures	1746.13	1746.39	1745.62	1746.13	940.0
2013-07-24 00:30:00	ES	Futures	1746.13	1746.13	1745.36	1745.36	886.0
2013-07-24 01:00:00	ES	Futures	1745.36	1746.39	1745.36	1745.87	850.0
2013-07-24 01:30:00	ES	Futures	1745.87	1746.39	1745.36	1745.87	1418.0
2013-07-24 02:00:00	ES	Futures	1745.87	1746.65	1745.62	1746.39	2517.0
2013-07-24 02:30:00	ES	Futures	1746.13	1746.65	1745.87	1746.65	1023.0
2013-07-24 03:00:00	ES	Futures	1746.39	1749.75	1746.13	1749.23	10459.0
2013-07-24 03:30:00	ES	Futures	1749.23	1750.53	1748.98	1748.98	12715.0
2013-07-24 04:00:00	ES	Futures	1748.98	1749.49	1748.2	1749.23	5379.0
2013-07-24 04:30:00	ES	Futures	1749.23	1750.27	1748.98	1750.01	4434.0
2013-07-24 05:00:00	ES	Futures	1750.01	1751.04	1749.23	1749.75	10737.0
2013-07-24 05:30:00	ES	Futures	1749.49	1749.75	1747.94	1748.2	9783.0
2013-07-24 06:00:00	ES	Futures	1747.94	1749.23	1747.68	1749.23	5854.0
2013-07-24 06:30:00	ES	Futures	1749.23	1751.04	1748.98	1750.53	8182.0
2013-07-24 07:00:00	ES	Futures	1750.53	1752.34	1750.27	1752.08	12107.0
2013-07-24 07:30:00	ES	Futures	1752.08	1752.85	1751.56	1751.56	14412.0
2013-07-24 08:00:00	ES	Futures	1751.82	1752.34	1750.79	1750.79	12019.0
2013-07-24 08:30:00	ES	Futures	1751.04	1751.56	1749.23	1750.27	21082.0
2013-07-24 09:00:00	ES	Futures	1750.01	1751.3	1748.72	1751.04	29828.0
2013-07-24 09:30:00	ES	Futures	1751.3	1752.08	1744.06	1744.06	173646.0
2013-07-24 10:00:00	ES	Futures	1744.32	1745.87	1739.41	1740.7	206403.0
2013-07-24 10:30:00	ES	Futures	1740.7	1743.29	1739.93	1741.48	87093.0
2013-07-24 11:00:00	ES	Futures	1741.74	1743.29	1740.19	1743.03	80472.0
2013-07-24 11:30:00	ES	Futures	1743.29	1744.32	1741.48	1741.74	72876.0
2013-07-24 12:00:00	ES	Futures	1741.48	1742.26	1737.86	1738.38	70702.0
2013-07-24 12:30:00	ES	Futures	1738.38	1739.67	1737.09	1738.12	62351.0
2013-07-24 13:00:00	ES	Futures	1738.12	1739.41	1735.28	1736.57	84644.0
2013-07-24 13:30:00	ES	Futures	1736.31	1736.57	1734.24	1736.31	73372.0
2013-07-24 14:00:00	ES	Futures	1736.31	1738.89	1736.31	1738.12	56375.0
2013-07-24 14:30:00	ES	Futures	1738.12	1738.64	1736.05	1737.86	51172.0
2013-07-24 15:00:00	ES	Futures	1737.86	1738.12	1734.76	1737.34	78413.0
2013-07-24 15:30:00	ES	Futures	1737.6	1738.64	1735.53	1738.12	134164.0
2013-07-24 16:00:00	ES	Futures	1738.12	1741.22	1737.86	1740.96	78625.0
2013-07-24 16:30:00	ES	Futures	1740.96	1741.74	1740.7	1741.22	7624.0
2013-07-24 17:00:00	ES	Futures	1741.22	1741.48	1740.96	1741.22	1856.0
2013-07-24 18:00:00	ES	Futures	1741.22	1741.48	1740.19	1740.96	3320.0
2013-07-24 18:30:00	ES	Futures	1740.96	1741.22	1740.19	1740.45	1170.0
2013-07-24 19:00:00	ES	Futures	1740.19	1740.7	1740.19	1740.45	574.0
2013-07-24 19:30:00	ES	Futures	1740.45	1740.7	1739.67	1739.93	1490.0
2013-07-24 20:00:00	ES	Futures	1739.93	1739.93	1738.38	1738.38	2942.0
2013-07-24 20:30:00	ES	Futures	1738.64	1739.15	1738.38	1738.64	2010.0
2013-07-24 21:00:00	ES	Futures	1738.64	1739.67	1737.86	1739.67	3352.0
2013-07-24 21:30:00	ES	Futures	1739.67	1740.19	1739.15	1739.41	1546.0
2013-07-24 22:00:00	ES	Futures	1739.41	1739.93	1739.15	1739.41	1716.0
2013-07-24 22:30:00	ES	Futures	1739.41	1739.67	1738.64	1738.89	934.0
2013-07-24 23:00:00	ES	Futures	1738.89	1739.93	1738.64	1739.93	758.0
2013-07-24 23:30:00	ES	Futures	1739.93	1740.19	1739.41	1740.19	789.0
2013-07-24 00:00:00	NQ	Futures	3553.3	3553.88	3552.71	3553.59	95.0
2013-07-24 00:30:00	NQ	Futures	3553.3	3553.88	3552.71	3552.71	134.0
2013-07-24 01:00:00	NQ	Futures	3552.71	3553.59	3552.42	3553.59	192.0

> showing 50 of 2,852 rows — these rows as CSV

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