PREVIEW / futures_30min / 2013-09-05

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-05.parquet
  size:    74 KB
  rows:    2,762

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
2013-09-05 00:00:00	ES	Futures	1710.2	1711.24	1709.94	1710.72	1452.0
2013-09-05 00:30:00	ES	Futures	1710.98	1711.75	1710.72	1711.49	1104.0
2013-09-05 01:00:00	ES	Futures	1711.49	1712.01	1710.72	1710.72	2610.0
2013-09-05 01:30:00	ES	Futures	1710.72	1710.98	1709.94	1710.46	1844.0
2013-09-05 02:00:00	ES	Futures	1710.46	1710.72	1709.43	1709.43	4049.0
2013-09-05 02:30:00	ES	Futures	1709.43	1709.68	1708.39	1708.65	2941.0
2013-09-05 03:00:00	ES	Futures	1708.65	1711.24	1708.13	1710.72	9052.0
2013-09-05 03:30:00	ES	Futures	1710.72	1712.79	1710.46	1711.75	14557.0
2013-09-05 04:00:00	ES	Futures	1711.49	1712.27	1709.68	1709.94	11355.0
2013-09-05 04:30:00	ES	Futures	1709.94	1710.98	1707.1	1709.17	21808.0
2013-09-05 05:00:00	ES	Futures	1708.91	1709.68	1707.62	1708.13	8340.0
2013-09-05 05:30:00	ES	Futures	1708.13	1708.13	1706.58	1707.88	8092.0
2013-09-05 06:00:00	ES	Futures	1707.62	1709.68	1707.36	1708.91	10859.0
2013-09-05 06:30:00	ES	Futures	1709.17	1710.72	1709.17	1709.68	8084.0
2013-09-05 07:00:00	ES	Futures	1709.68	1710.46	1708.13	1708.91	10680.0
2013-09-05 07:30:00	ES	Futures	1708.91	1709.94	1708.39	1709.17	5810.0
2013-09-05 08:00:00	ES	Futures	1709.17	1710.72	1708.65	1708.65	14114.0
2013-09-05 08:30:00	ES	Futures	1708.91	1712.27	1708.91	1710.2	30799.0
2013-09-05 09:00:00	ES	Futures	1710.2	1710.72	1708.13	1708.91	32467.0
2013-09-05 09:30:00	ES	Futures	1708.91	1714.6	1707.36	1713.56	178128.0
2013-09-05 10:00:00	ES	Futures	1713.56	1714.34	1711.49	1712.79	97534.0
2013-09-05 10:30:00	ES	Futures	1713.05	1713.3	1708.65	1709.17	137690.0
2013-09-05 11:00:00	ES	Futures	1709.17	1711.24	1708.91	1710.2	97510.0
2013-09-05 11:30:00	ES	Futures	1710.2	1712.53	1710.2	1712.01	60082.0
2013-09-05 12:00:00	ES	Futures	1711.75	1712.27	1709.94	1710.46	54434.0
2013-09-05 12:30:00	ES	Futures	1710.46	1711.24	1709.94	1710.72	31635.0
2013-09-05 13:00:00	ES	Futures	1710.72	1711.49	1709.43	1710.98	48672.0
2013-09-05 13:30:00	ES	Futures	1710.72	1712.53	1709.94	1710.2	40633.0
2013-09-05 14:00:00	ES	Futures	1710.2	1711.75	1709.68	1710.98	37130.0
2013-09-05 14:30:00	ES	Futures	1710.98	1713.05	1710.72	1712.27	43815.0
2013-09-05 15:00:00	ES	Futures	1712.27	1712.27	1710.2	1710.98	39097.0
2013-09-05 15:30:00	ES	Futures	1710.98	1711.24	1708.91	1709.43	87874.0
2013-09-05 16:00:00	ES	Futures	1709.43	1709.68	1708.65	1709.17	59544.0
2013-09-05 16:30:00	ES	Futures	1709.43	1709.68	1708.13	1708.39	3968.0
2013-09-05 17:00:00	ES	Futures	1708.65	1708.91	1707.88	1708.13	1755.0
2013-09-05 18:00:00	ES	Futures	1708.13	1709.43	1708.13	1709.17	1586.0
2013-09-05 18:30:00	ES	Futures	1709.43	1710.2	1709.43	1709.68	1046.0
2013-09-05 19:00:00	ES	Futures	1709.68	1709.94	1709.17	1709.68	360.0
2013-09-05 19:30:00	ES	Futures	1709.68	1710.2	1709.43	1709.94	659.0
2013-09-05 20:00:00	ES	Futures	1710.2	1710.2	1707.62	1707.88	3067.0
2013-09-05 20:30:00	ES	Futures	1708.13	1708.13	1704.51	1705.03	6444.0
2013-09-05 21:00:00	ES	Futures	1705.03	1705.81	1704.51	1705.55	5396.0
2013-09-05 21:30:00	ES	Futures	1705.29	1706.32	1705.03	1706.07	3014.0
2013-09-05 22:00:00	ES	Futures	1705.81	1706.07	1705.55	1706.07	862.0
2013-09-05 22:30:00	ES	Futures	1706.07	1707.36	1706.07	1707.36	1650.0
2013-09-05 23:00:00	ES	Futures	1707.36	1707.62	1707.1	1707.36	1157.0
2013-09-05 23:30:00	ES	Futures	1707.62	1707.88	1707.36	1707.88	1393.0
2013-09-05 00:00:00	NQ	Futures	3659.09	3661.42	3658.79	3661.13	135.0
2013-09-05 00:30:00	NQ	Futures	3660.55	3661.72	3660.55	3661.72	103.0
2013-09-05 01:00:00	NQ	Futures	3661.72	3663.47	3661.42	3662.3	451.0

> showing 50 of 2,762 rows — these rows as CSV

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