PREVIEW / futures_30min / 2013-08-19

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-08-19.parquet
  size:    74 KB
  rows:    2,768

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
2013-08-19 00:00:00	ES	Futures	1707.62	1708.39	1707.36	1707.88	668.0
2013-08-19 00:30:00	ES	Futures	1707.88	1708.13	1706.58	1706.84	1249.0
2013-08-19 01:00:00	ES	Futures	1707.1	1707.1	1706.58	1706.84	1424.0
2013-08-19 01:30:00	ES	Futures	1707.1	1708.91	1706.58	1708.65	1917.0
2013-08-19 02:00:00	ES	Futures	1708.65	1710.2	1708.39	1709.94	5155.0
2013-08-19 02:30:00	ES	Futures	1710.2	1711.24	1709.68	1710.2	5410.0
2013-08-19 03:00:00	ES	Futures	1710.2	1710.46	1707.62	1708.13	11134.0
2013-08-19 03:30:00	ES	Futures	1708.13	1709.17	1706.32	1708.13	12398.0
2013-08-19 04:00:00	ES	Futures	1708.39	1708.39	1706.32	1707.36	9279.0
2013-08-19 04:30:00	ES	Futures	1707.36	1708.13	1706.58	1707.62	5361.0
2013-08-19 05:00:00	ES	Futures	1707.62	1708.91	1707.1	1708.91	5779.0
2013-08-19 05:30:00	ES	Futures	1708.91	1709.68	1707.62	1708.13	7058.0
2013-08-19 06:00:00	ES	Futures	1708.13	1709.68	1707.62	1708.13	6145.0
2013-08-19 06:30:00	ES	Futures	1707.88	1708.39	1706.84	1707.62	7012.0
2013-08-19 07:00:00	ES	Futures	1707.62	1707.88	1705.81	1706.58	16298.0
2013-08-19 07:30:00	ES	Futures	1706.32	1706.58	1704.77	1705.29	15213.0
2013-08-19 08:00:00	ES	Futures	1705.29	1706.84	1704.51	1706.32	16869.0
2013-08-19 08:30:00	ES	Futures	1706.07	1708.65	1704.77	1707.36	19999.0
2013-08-19 09:00:00	ES	Futures	1707.36	1707.88	1705.81	1707.36	26817.0
2013-08-19 09:30:00	ES	Futures	1707.36	1712.01	1704.77	1711.75	217259.0
2013-08-19 10:00:00	ES	Futures	1711.49	1713.3	1709.43	1710.2	137100.0
2013-08-19 10:30:00	ES	Futures	1709.94	1712.53	1709.17	1710.46	91198.0
2013-08-19 11:00:00	ES	Futures	1710.2	1710.72	1708.13	1708.65	84520.0
2013-08-19 11:30:00	ES	Futures	1708.39	1709.68	1707.1	1707.88	79789.0
2013-08-19 12:00:00	ES	Futures	1708.13	1708.91	1706.84	1707.62	45051.0
2013-08-19 12:30:00	ES	Futures	1707.88	1709.17	1706.58	1708.13	51087.0
2013-08-19 13:00:00	ES	Futures	1708.13	1708.39	1705.29	1705.81	40859.0
2013-08-19 13:30:00	ES	Futures	1705.55	1706.07	1703.22	1705.55	76045.0
2013-08-19 14:00:00	ES	Futures	1705.81	1706.58	1704.0	1705.03	55832.0
2013-08-19 14:30:00	ES	Futures	1704.77	1705.03	1702.71	1704.51	69103.0
2013-08-19 15:00:00	ES	Futures	1704.77	1704.77	1701.15	1701.67	86289.0
2013-08-19 15:30:00	ES	Futures	1701.67	1702.71	1698.05	1698.05	150347.0
2013-08-19 16:00:00	ES	Futures	1698.31	1700.9	1698.05	1700.38	67342.0
2013-08-19 16:30:00	ES	Futures	1700.38	1700.38	1699.6	1699.86	6221.0
2013-08-19 17:00:00	ES	Futures	1699.86	1700.38	1699.6	1699.6	1419.0
2013-08-19 18:00:00	ES	Futures	1700.12	1701.93	1699.86	1700.64	4756.0
2013-08-19 18:30:00	ES	Futures	1700.9	1700.9	1700.12	1700.38	2135.0
2013-08-19 19:00:00	ES	Futures	1700.38	1700.64	1700.12	1700.38	412.0
2013-08-19 19:30:00	ES	Futures	1700.38	1700.9	1700.12	1700.64	1060.0
2013-08-19 20:00:00	ES	Futures	1700.64	1701.93	1700.64	1701.67	3286.0
2013-08-19 20:30:00	ES	Futures	1701.93	1703.22	1701.41	1702.96	6026.0
2013-08-19 21:00:00	ES	Futures	1702.96	1703.74	1702.19	1702.96	3825.0
2013-08-19 21:30:00	ES	Futures	1703.22	1704.26	1702.96	1703.74	4371.0
2013-08-19 22:00:00	ES	Futures	1703.74	1703.74	1701.15	1701.41	2984.0
2013-08-19 22:30:00	ES	Futures	1701.67	1702.19	1701.41	1701.93	1461.0
2013-08-19 23:00:00	ES	Futures	1702.19	1702.19	1700.64	1700.9	1422.0
2013-08-19 23:30:00	ES	Futures	1700.64	1700.64	1699.86	1700.12	3019.0
2013-08-19 00:00:00	NQ	Futures	3589.53	3590.41	3589.24	3589.24	102.0
2013-08-19 00:30:00	NQ	Futures	3589.53	3590.41	3587.49	3587.49	95.0
2013-08-19 01:00:00	NQ	Futures	3587.49	3588.07	3586.9	3587.49	114.0

> showing 50 of 2,768 rows — these rows as CSV

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