PREVIEW / futures_30min / 2013-09-03

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-03.parquet
  size:    74 KB
  rows:    2,721

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
2013-09-03 00:00:00	ES	Futures	1703.74	1704.0	1703.48	1704.0	2482.0
2013-09-03 00:30:00	ES	Futures	1703.74	1704.0	1702.19	1702.71	3854.0
2013-09-03 01:00:00	ES	Futures	1702.71	1704.0	1702.71	1704.0	1074.0
2013-09-03 01:30:00	ES	Futures	1704.0	1704.51	1704.0	1704.26	1388.0
2013-09-03 02:00:00	ES	Futures	1704.26	1705.03	1704.0	1704.51	6497.0
2013-09-03 02:30:00	ES	Futures	1704.77	1704.77	1704.26	1704.51	1781.0
2013-09-03 03:00:00	ES	Futures	1704.26	1704.51	1702.19	1704.26	17182.0
2013-09-03 03:30:00	ES	Futures	1704.26	1704.51	1702.96	1704.51	9566.0
2013-09-03 04:00:00	ES	Futures	1704.26	1704.51	1703.22	1703.74	6068.0
2013-09-03 04:30:00	ES	Futures	1703.74	1703.74	1698.31	1699.09	38941.0
2013-09-03 05:00:00	ES	Futures	1699.09	1702.71	1698.05	1701.15	39233.0
2013-09-03 05:30:00	ES	Futures	1701.15	1701.41	1698.57	1698.83	8253.0
2013-09-03 06:00:00	ES	Futures	1698.83	1702.45	1698.83	1702.19	7014.0
2013-09-03 06:30:00	ES	Futures	1702.19	1702.96	1701.41	1701.93	9008.0
2013-09-03 07:00:00	ES	Futures	1701.93	1702.96	1700.9	1701.15	7862.0
2013-09-03 07:30:00	ES	Futures	1701.15	1701.15	1698.31	1700.64	17662.0
2013-09-03 08:00:00	ES	Futures	1700.64	1701.41	1699.34	1700.64	13981.0
2013-09-03 08:30:00	ES	Futures	1700.38	1702.71	1700.12	1701.93	18921.0
2013-09-03 09:00:00	ES	Futures	1701.93	1702.96	1701.41	1702.45	19436.0
2013-09-03 09:30:00	ES	Futures	1702.45	1706.07	1701.67	1702.45	237333.0
2013-09-03 10:00:00	ES	Futures	1702.71	1704.77	1699.6	1701.41	180936.0
2013-09-03 10:30:00	ES	Futures	1701.15	1703.74	1700.38	1700.64	102408.0
2013-09-03 11:00:00	ES	Futures	1700.64	1702.71	1693.4	1693.92	178276.0
2013-09-03 11:30:00	ES	Futures	1693.92	1695.73	1691.85	1693.92	152491.0
2013-09-03 12:00:00	ES	Futures	1693.92	1695.21	1691.85	1693.4	94158.0
2013-09-03 12:30:00	ES	Futures	1693.14	1693.92	1688.75	1689.52	106634.0
2013-09-03 13:00:00	ES	Futures	1689.52	1691.07	1687.45	1690.3	104682.0
2013-09-03 13:30:00	ES	Futures	1690.56	1691.07	1686.94	1687.97	74416.0
2013-09-03 14:00:00	ES	Futures	1688.23	1691.07	1686.68	1689.01	92252.0
2013-09-03 14:30:00	ES	Futures	1689.26	1690.56	1686.16	1690.56	108811.0
2013-09-03 15:00:00	ES	Futures	1690.56	1694.69	1689.78	1692.37	140261.0
2013-09-03 15:30:00	ES	Futures	1692.62	1695.21	1690.56	1693.66	177797.0
2013-09-03 16:00:00	ES	Futures	1693.66	1695.73	1692.62	1695.21	88201.0
2013-09-03 16:30:00	ES	Futures	1695.21	1695.47	1693.14	1694.17	9467.0
2013-09-03 17:00:00	ES	Futures	1694.43	1694.69	1693.14	1693.4	2012.0
2013-09-03 18:00:00	ES	Futures	1693.66	1693.66	1691.59	1692.11	5500.0
2013-09-03 18:30:00	ES	Futures	1692.11	1693.4	1692.11	1693.4	873.0
2013-09-03 19:00:00	ES	Futures	1693.4	1693.4	1692.62	1692.88	538.0
2013-09-03 19:30:00	ES	Futures	1693.14	1693.92	1692.37	1693.14	1228.0
2013-09-03 20:00:00	ES	Futures	1693.14	1693.66	1692.88	1692.88	1150.0
2013-09-03 20:30:00	ES	Futures	1693.14	1693.4	1692.62	1692.88	733.0
2013-09-03 21:00:00	ES	Futures	1693.14	1693.92	1692.62	1693.4	1417.0
2013-09-03 21:30:00	ES	Futures	1693.4	1694.43	1693.4	1694.43	4421.0
2013-09-03 22:00:00	ES	Futures	1694.17	1694.43	1693.66	1693.92	1907.0
2013-09-03 22:30:00	ES	Futures	1694.17	1694.17	1693.92	1694.17	788.0
2013-09-03 23:00:00	ES	Futures	1694.17	1694.43	1693.92	1694.17	969.0
2013-09-03 23:30:00	ES	Futures	1694.43	1695.47	1694.17	1695.47	1997.0
2013-09-03 00:00:00	NQ	Futures	3635.71	3636.0	3634.83	3635.41	149.0
2013-09-03 00:30:00	NQ	Futures	3635.41	3635.41	3632.78	3633.37	288.0
2013-09-03 01:00:00	NQ	Futures	3633.66	3635.41	3633.37	3635.12	116.0

> showing 50 of 2,721 rows — these rows as CSV

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