PREVIEW / futures_30min / 2013-08-20

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-08-20.parquet
  size:    75 KB
  rows:    2,844

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
2013-08-20 00:00:00	ES	Futures	1700.12	1700.38	1699.34	1699.6	1930.0
2013-08-20 00:30:00	ES	Futures	1699.6	1700.38	1699.6	1700.12	1059.0
2013-08-20 01:00:00	ES	Futures	1699.86	1700.38	1698.83	1699.34	6311.0
2013-08-20 01:30:00	ES	Futures	1699.34	1699.6	1697.79	1698.05	6851.0
2013-08-20 02:00:00	ES	Futures	1698.05	1699.6	1696.76	1699.09	9466.0
2013-08-20 02:30:00	ES	Futures	1699.09	1701.67	1698.31	1701.41	7840.0
2013-08-20 03:00:00	ES	Futures	1701.67	1701.67	1697.28	1698.31	24684.0
2013-08-20 03:30:00	ES	Futures	1698.31	1699.86	1697.54	1698.83	12758.0
2013-08-20 04:00:00	ES	Futures	1699.09	1699.09	1697.28	1697.54	10613.0
2013-08-20 04:30:00	ES	Futures	1697.54	1701.15	1697.02	1700.12	15765.0
2013-08-20 05:00:00	ES	Futures	1700.12	1700.38	1698.83	1699.09	8997.0
2013-08-20 05:30:00	ES	Futures	1699.09	1699.6	1697.54	1699.6	8441.0
2013-08-20 06:00:00	ES	Futures	1699.34	1699.86	1698.05	1699.09	5625.0
2013-08-20 06:30:00	ES	Futures	1699.34	1701.93	1699.09	1700.38	14967.0
2013-08-20 07:00:00	ES	Futures	1700.38	1704.0	1700.38	1703.48	19795.0
2013-08-20 07:30:00	ES	Futures	1703.48	1705.03	1703.22	1704.0	17836.0
2013-08-20 08:00:00	ES	Futures	1704.0	1705.81	1703.48	1705.03	26470.0
2013-08-20 08:30:00	ES	Futures	1705.03	1705.29	1701.93	1703.48	31779.0
2013-08-20 09:00:00	ES	Futures	1703.22	1703.74	1700.9	1700.9	30110.0
2013-08-20 09:30:00	ES	Futures	1701.15	1702.19	1699.09	1701.41	200202.0
2013-08-20 10:00:00	ES	Futures	1701.41	1705.29	1700.9	1704.26	159350.0
2013-08-20 10:30:00	ES	Futures	1704.0	1708.13	1703.74	1706.58	142116.0
2013-08-20 11:00:00	ES	Futures	1706.58	1708.91	1706.58	1707.88	85810.0
2013-08-20 11:30:00	ES	Futures	1707.88	1711.75	1707.88	1710.72	107462.0
2013-08-20 12:00:00	ES	Futures	1710.98	1712.27	1710.46	1711.49	65590.0
2013-08-20 12:30:00	ES	Futures	1711.24	1711.75	1708.91	1711.24	81617.0
2013-08-20 13:00:00	ES	Futures	1711.24	1713.05	1709.68	1710.46	44604.0
2013-08-20 13:30:00	ES	Futures	1710.46	1711.75	1709.68	1710.72	60632.0
2013-08-20 14:00:00	ES	Futures	1710.72	1711.49	1709.17	1710.98	43984.0
2013-08-20 14:30:00	ES	Futures	1710.98	1711.49	1708.91	1709.94	49838.0
2013-08-20 15:00:00	ES	Futures	1709.94	1711.24	1709.43	1711.24	46205.0
2013-08-20 15:30:00	ES	Futures	1710.98	1712.01	1706.07	1706.58	124912.0
2013-08-20 16:00:00	ES	Futures	1706.58	1707.62	1706.07	1706.58	62673.0
2013-08-20 16:30:00	ES	Futures	1706.58	1707.36	1706.32	1706.84	4612.0
2013-08-20 17:00:00	ES	Futures	1706.58	1707.36	1706.58	1707.1	1113.0
2013-08-20 18:00:00	ES	Futures	1707.1	1707.62	1706.58	1707.1	2162.0
2013-08-20 18:30:00	ES	Futures	1707.1	1707.62	1706.58	1706.84	858.0
2013-08-20 19:00:00	ES	Futures	1707.1	1707.36	1706.58	1707.36	623.0
2013-08-20 19:30:00	ES	Futures	1707.36	1707.62	1706.84	1706.84	572.0
2013-08-20 20:00:00	ES	Futures	1706.84	1707.36	1706.58	1706.84	2329.0
2013-08-20 20:30:00	ES	Futures	1707.1	1707.1	1705.81	1706.32	3095.0
2013-08-20 21:00:00	ES	Futures	1706.58	1706.84	1705.81	1706.32	2127.0
2013-08-20 21:30:00	ES	Futures	1706.32	1706.32	1703.74	1703.74	7069.0
2013-08-20 22:00:00	ES	Futures	1704.0	1704.51	1703.48	1704.0	3121.0
2013-08-20 22:30:00	ES	Futures	1704.0	1704.26	1703.48	1703.74	1877.0
2013-08-20 23:00:00	ES	Futures	1704.0	1704.51	1703.48	1703.74	2171.0
2013-08-20 23:30:00	ES	Futures	1703.74	1704.0	1702.96	1703.22	3628.0
2013-08-20 00:00:00	NQ	Futures	3590.12	3590.12	3588.36	3588.95	491.0
2013-08-20 00:30:00	NQ	Futures	3589.24	3590.41	3588.95	3590.41	151.0
2013-08-20 01:00:00	NQ	Futures	3590.12	3590.12	3587.49	3588.07	409.0

> showing 50 of 2,844 rows — these rows as CSV

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