PREVIEW / futures_30min / 2013-08-27

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-08-27.parquet
  size:    80 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
2013-08-27 00:00:00	ES	Futures	1709.17	1709.43	1707.88	1708.13	1149.0
2013-08-27 00:30:00	ES	Futures	1708.13	1708.13	1706.32	1706.58	3143.0
2013-08-27 01:00:00	ES	Futures	1706.32	1706.84	1706.07	1706.84	3556.0
2013-08-27 01:30:00	ES	Futures	1706.84	1707.36	1706.07	1707.1	3081.0
2013-08-27 02:00:00	ES	Futures	1707.1	1708.91	1706.84	1708.91	4353.0
2013-08-27 02:30:00	ES	Futures	1708.91	1709.17	1707.62	1707.88	3785.0
2013-08-27 03:00:00	ES	Futures	1708.13	1710.98	1706.32	1707.62	12749.0
2013-08-27 03:30:00	ES	Futures	1707.62	1708.65	1701.93	1703.48	32687.0
2013-08-27 04:00:00	ES	Futures	1703.48	1704.26	1699.34	1701.93	32712.0
2013-08-27 04:30:00	ES	Futures	1701.93	1703.48	1700.9	1701.93	9842.0
2013-08-27 05:00:00	ES	Futures	1701.93	1702.19	1700.64	1701.41	7980.0
2013-08-27 05:30:00	ES	Futures	1701.41	1702.71	1700.64	1702.71	8968.0
2013-08-27 06:00:00	ES	Futures	1702.71	1702.96	1700.9	1701.15	7392.0
2013-08-27 06:30:00	ES	Futures	1701.15	1701.15	1697.28	1698.31	23353.0
2013-08-27 07:00:00	ES	Futures	1698.31	1699.86	1697.54	1699.86	13710.0
2013-08-27 07:30:00	ES	Futures	1699.86	1701.93	1698.05	1700.9	19732.0
2013-08-27 08:00:00	ES	Futures	1700.9	1700.9	1695.73	1695.98	28466.0
2013-08-27 08:30:00	ES	Futures	1695.98	1696.24	1691.33	1693.66	68038.0
2013-08-27 09:00:00	ES	Futures	1693.4	1694.43	1691.85	1693.66	35297.0
2013-08-27 09:30:00	ES	Futures	1693.66	1700.12	1692.88	1697.79	222028.0
2013-08-27 10:00:00	ES	Futures	1698.05	1699.6	1691.33	1692.11	177720.0
2013-08-27 10:30:00	ES	Futures	1692.37	1696.5	1690.81	1695.98	172916.0
2013-08-27 11:00:00	ES	Futures	1695.98	1697.79	1693.4	1696.76	120937.0
2013-08-27 11:30:00	ES	Futures	1697.02	1697.54	1693.14	1694.95	116749.0
2013-08-27 12:00:00	ES	Futures	1694.95	1694.95	1690.56	1691.85	96778.0
2013-08-27 12:30:00	ES	Futures	1691.85	1693.92	1689.52	1690.81	97440.0
2013-08-27 13:00:00	ES	Futures	1690.56	1691.07	1686.94	1687.97	97182.0
2013-08-27 13:30:00	ES	Futures	1687.97	1691.85	1687.71	1689.78	88523.0
2013-08-27 14:00:00	ES	Futures	1689.78	1689.78	1684.61	1686.16	110758.0
2013-08-27 14:30:00	ES	Futures	1686.16	1688.23	1684.09	1686.68	99363.0
2013-08-27 15:00:00	ES	Futures	1686.68	1688.75	1682.54	1684.35	134008.0
2013-08-27 15:30:00	ES	Futures	1684.35	1685.9	1681.51	1683.06	221825.0
2013-08-27 16:00:00	ES	Futures	1682.8	1684.35	1682.28	1683.58	126539.0
2013-08-27 16:30:00	ES	Futures	1683.32	1684.61	1683.06	1684.09	9502.0
2013-08-27 17:00:00	ES	Futures	1684.09	1684.09	1683.06	1683.32	2028.0
2013-08-27 18:00:00	ES	Futures	1683.58	1684.35	1683.06	1683.32	2418.0
2013-08-27 18:30:00	ES	Futures	1683.32	1684.09	1682.8	1683.58	2039.0
2013-08-27 19:00:00	ES	Futures	1683.84	1684.09	1683.58	1684.09	930.0
2013-08-27 19:30:00	ES	Futures	1684.09	1684.35	1682.28	1682.54	4177.0
2013-08-27 20:00:00	ES	Futures	1682.8	1685.9	1682.54	1685.64	6563.0
2013-08-27 20:30:00	ES	Futures	1685.64	1686.94	1685.13	1686.68	5550.0
2013-08-27 21:00:00	ES	Futures	1686.68	1688.49	1686.42	1688.23	7016.0
2013-08-27 21:30:00	ES	Futures	1687.97	1689.01	1687.2	1687.45	5500.0
2013-08-27 22:00:00	ES	Futures	1687.45	1687.45	1686.42	1686.94	2491.0
2013-08-27 22:30:00	ES	Futures	1686.94	1687.97	1686.68	1687.71	1745.0
2013-08-27 23:00:00	ES	Futures	1687.71	1687.71	1686.42	1686.94	1659.0
2013-08-27 23:30:00	ES	Futures	1686.94	1686.94	1684.61	1685.13	3722.0
2013-08-27 00:00:00	NQ	Futures	3648.27	3648.86	3646.52	3646.52	242.0
2013-08-27 00:30:00	NQ	Futures	3646.23	3646.52	3643.3	3643.6	396.0
2013-08-27 01:00:00	NQ	Futures	3643.89	3643.89	3641.84	3643.6	597.0

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

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