PREVIEW / futures_30min / 2013-08-23

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-08-23.parquet
  size:    65 KB
  rows:    2,294

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
2013-08-23 00:00:00	ES	Futures	1713.3	1713.82	1713.3	1713.56	506.0
2013-08-23 00:30:00	ES	Futures	1713.82	1713.82	1713.05	1713.82	832.0
2013-08-23 01:00:00	ES	Futures	1713.56	1714.08	1712.53	1712.53	2259.0
2013-08-23 01:30:00	ES	Futures	1712.53	1712.79	1710.98	1711.75	6851.0
2013-08-23 02:00:00	ES	Futures	1711.75	1712.01	1710.2	1711.49	5806.0
2013-08-23 02:30:00	ES	Futures	1711.49	1712.01	1710.98	1711.49	3424.0
2013-08-23 03:00:00	ES	Futures	1711.49	1711.49	1706.58	1708.39	21078.0
2013-08-23 03:30:00	ES	Futures	1708.13	1709.17	1707.1	1708.91	6979.0
2013-08-23 04:00:00	ES	Futures	1708.65	1710.98	1708.13	1710.46	9258.0
2013-08-23 04:30:00	ES	Futures	1710.72	1710.98	1707.62	1707.88	7811.0
2013-08-23 05:00:00	ES	Futures	1707.88	1709.43	1707.62	1708.65	6401.0
2013-08-23 05:30:00	ES	Futures	1708.91	1709.68	1708.13	1709.68	4447.0
2013-08-23 06:00:00	ES	Futures	1709.68	1709.94	1708.65	1709.17	2835.0
2013-08-23 06:30:00	ES	Futures	1709.17	1710.2	1708.91	1709.94	4473.0
2013-08-23 07:00:00	ES	Futures	1709.68	1710.46	1709.43	1709.94	4852.0
2013-08-23 07:30:00	ES	Futures	1710.2	1712.27	1710.2	1712.01	14343.0
2013-08-23 08:00:00	ES	Futures	1712.01	1713.3	1710.98	1713.05	16616.0
2013-08-23 08:30:00	ES	Futures	1712.79	1713.05	1711.24	1712.53	15138.0
2013-08-23 09:00:00	ES	Futures	1712.27	1717.7	1711.75	1716.41	62781.0
2013-08-23 09:30:00	ES	Futures	1716.41	1716.66	1710.72	1712.27	198391.0
2013-08-23 10:00:00	ES	Futures	1712.01	1713.05	1708.39	1710.2	170693.0
2013-08-23 10:30:00	ES	Futures	1710.2	1716.15	1709.94	1714.85	129900.0
2013-08-23 11:00:00	ES	Futures	1714.85	1716.15	1711.75	1712.53	103641.0
2013-08-23 11:30:00	ES	Futures	1712.79	1714.6	1712.01	1713.05	54556.0
2013-08-23 12:00:00	ES	Futures	1713.05	1714.08	1712.79	1713.56	34537.0
2013-08-23 12:30:00	ES	Futures	1713.3	1715.37	1713.05	1715.11	44174.0
2013-08-23 13:00:00	ES	Futures	1715.11	1715.11	1713.56	1714.6	22400.0
2013-08-23 13:30:00	ES	Futures	1714.34	1715.89	1714.08	1714.85	27430.0
2013-08-23 14:00:00	ES	Futures	1714.85	1715.11	1713.56	1714.08	28650.0
2013-08-23 14:30:00	ES	Futures	1714.08	1715.63	1714.08	1715.11	24053.0
2013-08-23 15:00:00	ES	Futures	1715.11	1716.41	1714.34	1716.41	35794.0
2013-08-23 15:30:00	ES	Futures	1716.41	1719.25	1715.11	1716.92	142112.0
2013-08-23 16:00:00	ES	Futures	1716.66	1718.73	1716.66	1717.7	63801.0
2013-08-23 16:30:00	ES	Futures	1717.7	1718.21	1717.18	1717.96	4213.0
2013-08-23 17:00:00	ES	Futures	1717.7	1718.21	1717.44	1717.7	1145.0
2013-08-23 00:00:00	NQ	Futures	3634.25	3635.12	3634.25	3635.12	76.0
2013-08-23 00:30:00	NQ	Futures	3635.12	3635.12	3633.66	3634.83	59.0
2013-08-23 01:00:00	NQ	Futures	3634.54	3635.12	3632.49	3632.49	186.0
2013-08-23 01:30:00	NQ	Futures	3632.2	3632.2	3629.28	3630.15	667.0
2013-08-23 02:00:00	NQ	Futures	3630.15	3630.15	3628.11	3629.86	568.0
2013-08-23 02:30:00	NQ	Futures	3629.57	3631.03	3628.69	3628.98	336.0
2013-08-23 03:00:00	NQ	Futures	3628.98	3628.98	3619.63	3622.56	3073.0
2013-08-23 03:30:00	NQ	Futures	3622.26	3623.43	3620.51	3623.43	1143.0
2013-08-23 04:00:00	NQ	Futures	3623.72	3628.98	3622.26	3627.82	1459.0
2013-08-23 04:30:00	NQ	Futures	3627.82	3628.98	3621.09	3621.09	1270.0
2013-08-23 05:00:00	NQ	Futures	3621.09	3624.31	3620.22	3623.43	1155.0
2013-08-23 05:30:00	NQ	Futures	3623.72	3625.77	3622.56	3625.48	932.0
2013-08-23 06:00:00	NQ	Futures	3625.77	3626.06	3623.14	3624.89	733.0
2013-08-23 06:30:00	NQ	Futures	3624.89	3625.48	3624.02	3625.48	649.0
2013-08-23 07:00:00	NQ	Futures	3625.48	3626.65	3624.89	3626.35	710.0

> showing 50 of 2,294 rows — these rows as CSV

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