PREVIEW / futures_30min / 2013-08-21

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-08-21.parquet
  size:    80 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
2013-08-21 00:00:00	ES	Futures	1703.22	1704.0	1702.96	1703.74	1243.0
2013-08-21 00:30:00	ES	Futures	1703.48	1704.0	1703.48	1704.0	1148.0
2013-08-21 01:00:00	ES	Futures	1703.74	1705.29	1703.74	1705.03	3277.0
2013-08-21 01:30:00	ES	Futures	1705.29	1705.55	1704.77	1705.03	2319.0
2013-08-21 02:00:00	ES	Futures	1705.03	1705.81	1704.77	1705.29	3296.0
2013-08-21 02:30:00	ES	Futures	1705.29	1706.07	1705.03	1705.29	1674.0
2013-08-21 03:00:00	ES	Futures	1705.29	1706.07	1702.71	1703.22	13504.0
2013-08-21 03:30:00	ES	Futures	1703.22	1704.51	1702.71	1703.22	8861.0
2013-08-21 04:00:00	ES	Futures	1702.96	1704.0	1702.45	1704.0	10538.0
2013-08-21 04:30:00	ES	Futures	1704.0	1704.0	1702.19	1702.71	6040.0
2013-08-21 05:00:00	ES	Futures	1702.45	1702.71	1699.6	1700.9	15539.0
2013-08-21 05:30:00	ES	Futures	1700.9	1701.93	1700.12	1701.67	6805.0
2013-08-21 06:00:00	ES	Futures	1701.93	1702.45	1701.15	1701.41	4224.0
2013-08-21 06:30:00	ES	Futures	1701.41	1701.41	1700.38	1700.9	7548.0
2013-08-21 07:00:00	ES	Futures	1701.15	1702.45	1700.64	1702.19	8388.0
2013-08-21 07:30:00	ES	Futures	1702.19	1704.26	1701.67	1703.48	13583.0
2013-08-21 08:00:00	ES	Futures	1703.48	1704.77	1703.22	1703.48	11496.0
2013-08-21 08:30:00	ES	Futures	1703.48	1704.0	1701.93	1702.45	10283.0
2013-08-21 09:00:00	ES	Futures	1702.71	1703.22	1701.67	1701.67	16164.0
2013-08-21 09:30:00	ES	Futures	1701.67	1704.77	1699.34	1702.19	195544.0
2013-08-21 10:00:00	ES	Futures	1702.71	1705.03	1699.86	1702.19	159211.0
2013-08-21 10:30:00	ES	Futures	1702.45	1704.26	1700.12	1701.93	97133.0
2013-08-21 11:00:00	ES	Futures	1702.19	1702.45	1699.09	1699.6	77816.0
2013-08-21 11:30:00	ES	Futures	1699.6	1701.15	1695.98	1697.79	113678.0
2013-08-21 12:00:00	ES	Futures	1698.05	1699.86	1697.28	1699.34	72541.0
2013-08-21 12:30:00	ES	Futures	1699.34	1700.9	1698.31	1700.64	34985.0
2013-08-21 13:00:00	ES	Futures	1700.64	1701.93	1699.09	1700.64	48856.0
2013-08-21 13:30:00	ES	Futures	1700.64	1702.45	1700.38	1702.19	30207.0
2013-08-21 14:00:00	ES	Futures	1701.93	1702.19	1691.85	1699.86	338894.0
2013-08-21 14:30:00	ES	Futures	1699.86	1710.98	1699.34	1707.62	261525.0
2013-08-21 15:00:00	ES	Futures	1707.88	1708.39	1702.71	1703.74	151061.0
2013-08-21 15:30:00	ES	Futures	1703.74	1705.55	1694.95	1696.24	228495.0
2013-08-21 16:00:00	ES	Futures	1695.98	1696.24	1691.59	1692.11	109736.0
2013-08-21 16:30:00	ES	Futures	1692.11	1692.62	1690.56	1691.07	13836.0
2013-08-21 17:00:00	ES	Futures	1690.81	1691.07	1689.52	1690.3	3151.0
2013-08-21 18:00:00	ES	Futures	1690.56	1691.33	1689.52	1690.56	4639.0
2013-08-21 18:30:00	ES	Futures	1690.81	1691.07	1688.75	1689.01	3610.0
2013-08-21 19:00:00	ES	Futures	1689.26	1690.04	1689.01	1689.52	2940.0
2013-08-21 19:30:00	ES	Futures	1689.78	1690.04	1687.45	1688.23	5416.0
2013-08-21 20:00:00	ES	Futures	1688.23	1688.49	1686.94	1687.71	9034.0
2013-08-21 20:30:00	ES	Futures	1687.97	1688.75	1687.2	1688.49	4976.0
2013-08-21 21:00:00	ES	Futures	1688.49	1690.3	1688.23	1690.3	3933.0
2013-08-21 21:30:00	ES	Futures	1690.3	1693.4	1689.78	1691.07	15851.0
2013-08-21 22:00:00	ES	Futures	1690.81	1691.85	1689.52	1689.78	6211.0
2013-08-21 22:30:00	ES	Futures	1689.78	1690.04	1688.75	1689.78	2852.0
2013-08-21 23:00:00	ES	Futures	1689.52	1690.3	1689.52	1689.78	1182.0
2013-08-21 23:30:00	ES	Futures	1689.52	1689.78	1688.49	1689.52	2604.0
2013-08-21 00:00:00	NQ	Futures	3596.84	3598.01	3596.84	3598.01	122.0
2013-08-21 00:30:00	NQ	Futures	3597.72	3598.3	3596.84	3598.01	70.0
2013-08-21 01:00:00	NQ	Futures	3598.3	3600.93	3598.01	3600.64	251.0

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

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