PREVIEW / futures_30min / 2013-09-06

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-06.parquet
  size:    67 KB
  rows:    2,290

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
2013-09-06 00:00:00	ES	Futures	1707.62	1708.91	1707.36	1708.13	2949.0
2013-09-06 00:30:00	ES	Futures	1708.13	1708.65	1707.62	1708.39	1943.0
2013-09-06 01:00:00	ES	Futures	1708.39	1708.65	1706.84	1708.13	3096.0
2013-09-06 01:30:00	ES	Futures	1708.13	1708.39	1706.84	1707.36	3500.0
2013-09-06 02:00:00	ES	Futures	1707.36	1709.94	1707.1	1709.68	3803.0
2013-09-06 02:30:00	ES	Futures	1709.68	1710.2	1709.17	1709.94	2447.0
2013-09-06 03:00:00	ES	Futures	1709.94	1712.01	1709.17	1710.2	13851.0
2013-09-06 03:30:00	ES	Futures	1710.2	1710.72	1708.13	1709.17	11676.0
2013-09-06 04:00:00	ES	Futures	1709.17	1709.68	1708.13	1708.91	6934.0
2013-09-06 04:30:00	ES	Futures	1708.65	1710.46	1708.65	1709.94	10628.0
2013-09-06 05:00:00	ES	Futures	1709.94	1710.2	1709.17	1709.68	4918.0
2013-09-06 05:30:00	ES	Futures	1709.68	1709.68	1708.13	1708.39	6141.0
2013-09-06 06:00:00	ES	Futures	1708.39	1709.17	1708.13	1708.91	4885.0
2013-09-06 06:30:00	ES	Futures	1708.65	1709.94	1708.65	1709.68	5345.0
2013-09-06 07:00:00	ES	Futures	1709.43	1711.49	1709.17	1711.24	11081.0
2013-09-06 07:30:00	ES	Futures	1711.49	1712.79	1711.24	1712.27	17225.0
2013-09-06 08:00:00	ES	Futures	1712.27	1716.15	1712.01	1715.63	37581.0
2013-09-06 08:30:00	ES	Futures	1715.63	1720.02	1712.53	1718.99	148555.0
2013-09-06 09:00:00	ES	Futures	1718.99	1719.25	1715.37	1715.63	42859.0
2013-09-06 09:30:00	ES	Futures	1715.63	1717.44	1698.05	1701.67	502378.0
2013-09-06 10:00:00	ES	Futures	1701.67	1705.55	1694.43	1704.77	344617.0
2013-09-06 10:30:00	ES	Futures	1704.51	1713.56	1704.51	1712.79	226084.0
2013-09-06 11:00:00	ES	Futures	1712.79	1716.66	1712.79	1715.63	178904.0
2013-09-06 11:30:00	ES	Futures	1715.63	1716.92	1714.34	1715.63	106980.0
2013-09-06 12:00:00	ES	Futures	1715.89	1716.92	1714.85	1715.89	65754.0
2013-09-06 12:30:00	ES	Futures	1715.63	1715.89	1712.27	1714.34	64310.0
2013-09-06 13:00:00	ES	Futures	1714.34	1717.18	1714.08	1715.89	59563.0
2013-09-06 13:30:00	ES	Futures	1715.63	1719.77	1715.37	1718.47	81406.0
2013-09-06 14:00:00	ES	Futures	1718.47	1720.54	1717.7	1718.73	73131.0
2013-09-06 14:30:00	ES	Futures	1718.99	1719.77	1716.41	1717.18	63339.0
2013-09-06 15:00:00	ES	Futures	1716.92	1717.96	1712.53	1714.85	137877.0
2013-09-06 15:30:00	ES	Futures	1715.11	1715.11	1708.91	1710.2	178347.0
2013-09-06 16:00:00	ES	Futures	1709.94	1710.98	1708.65	1710.72	77128.0
2013-09-06 16:30:00	ES	Futures	1710.46	1710.72	1709.94	1710.2	5123.0
2013-09-06 17:00:00	ES	Futures	1710.2	1710.72	1709.94	1710.2	715.0
2013-09-06 00:00:00	NQ	Futures	3654.99	3656.16	3654.41	3654.41	335.0
2013-09-06 00:30:00	NQ	Futures	3654.7	3655.87	3654.41	3654.99	193.0
2013-09-06 01:00:00	NQ	Futures	3654.99	3656.16	3653.53	3655.87	292.0
2013-09-06 01:30:00	NQ	Futures	3655.29	3655.87	3653.53	3655.29	200.0
2013-09-06 02:00:00	NQ	Futures	3655.29	3660.55	3654.41	3659.96	536.0
2013-09-06 02:30:00	NQ	Futures	3659.96	3661.13	3659.67	3660.55	213.0
2013-09-06 03:00:00	NQ	Futures	3660.84	3664.64	3659.67	3661.72	1592.0
2013-09-06 03:30:00	NQ	Futures	3661.72	3662.59	3657.04	3658.79	1363.0
2013-09-06 04:00:00	NQ	Futures	3658.79	3659.67	3656.75	3658.21	755.0
2013-09-06 04:30:00	NQ	Futures	3657.92	3662.01	3657.92	3661.42	871.0
2013-09-06 05:00:00	NQ	Futures	3661.42	3662.01	3659.09	3660.84	547.0
2013-09-06 05:30:00	NQ	Futures	3660.84	3661.13	3657.04	3657.62	636.0
2013-09-06 06:00:00	NQ	Futures	3657.33	3658.79	3656.75	3657.92	722.0
2013-09-06 06:30:00	NQ	Futures	3657.92	3662.01	3657.62	3662.01	902.0
2013-09-06 07:00:00	NQ	Futures	3661.72	3665.22	3661.42	3664.05	1583.0

> showing 50 of 2,290 rows — these rows as CSV

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