PREVIEW / futures_30min / 2013-09-09

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-09.parquet
  size:    72 KB
  rows:    2,724

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
2013-09-09 00:00:00	ES	Futures	1714.34	1714.6	1714.08	1714.6	558.0
2013-09-09 00:30:00	ES	Futures	1714.6	1714.6	1713.82	1714.08	442.0
2013-09-09 01:00:00	ES	Futures	1714.08	1714.6	1713.82	1714.34	932.0
2013-09-09 01:30:00	ES	Futures	1714.34	1714.85	1713.56	1714.85	1251.0
2013-09-09 02:00:00	ES	Futures	1714.85	1715.37	1714.08	1715.37	3509.0
2013-09-09 02:30:00	ES	Futures	1715.37	1715.63	1714.08	1715.11	2912.0
2013-09-09 03:00:00	ES	Futures	1714.85	1715.37	1713.05	1714.34	10839.0
2013-09-09 03:30:00	ES	Futures	1714.34	1715.11	1712.79	1714.08	8860.0
2013-09-09 04:00:00	ES	Futures	1714.34	1716.15	1714.08	1715.11	9488.0
2013-09-09 04:30:00	ES	Futures	1715.11	1715.89	1713.56	1715.63	8266.0
2013-09-09 05:00:00	ES	Futures	1715.89	1715.89	1713.3	1713.3	8388.0
2013-09-09 05:30:00	ES	Futures	1713.3	1714.08	1712.79	1713.05	6653.0
2013-09-09 06:00:00	ES	Futures	1713.05	1714.34	1712.79	1714.08	4972.0
2013-09-09 06:30:00	ES	Futures	1714.34	1715.37	1712.53	1712.53	8558.0
2013-09-09 07:00:00	ES	Futures	1712.53	1714.85	1712.27	1714.6	10479.0
2013-09-09 07:30:00	ES	Futures	1714.6	1714.85	1713.05	1713.3	6999.0
2013-09-09 08:00:00	ES	Futures	1713.56	1714.6	1713.05	1713.82	9094.0
2013-09-09 08:30:00	ES	Futures	1713.56	1714.6	1712.79	1714.6	10678.0
2013-09-09 09:00:00	ES	Futures	1714.6	1715.63	1714.08	1714.6	14263.0
2013-09-09 09:30:00	ES	Futures	1714.85	1721.32	1714.6	1720.54	180216.0
2013-09-09 10:00:00	ES	Futures	1720.28	1721.83	1716.92	1717.18	129194.0
2013-09-09 10:30:00	ES	Futures	1716.92	1719.51	1716.66	1718.47	76507.0
2013-09-09 11:00:00	ES	Futures	1718.47	1719.77	1717.44	1718.47	88988.0
2013-09-09 11:30:00	ES	Futures	1718.47	1721.32	1718.21	1720.54	92447.0
2013-09-09 12:00:00	ES	Futures	1720.54	1723.64	1720.28	1723.13	82229.0
2013-09-09 12:30:00	ES	Futures	1723.13	1723.38	1721.58	1722.61	55037.0
2013-09-09 13:00:00	ES	Futures	1722.35	1723.38	1721.83	1722.35	38691.0
2013-09-09 13:30:00	ES	Futures	1722.35	1725.19	1722.09	1724.94	55210.0
2013-09-09 14:00:00	ES	Futures	1724.94	1728.55	1724.94	1727.26	118738.0
2013-09-09 14:30:00	ES	Futures	1727.0	1727.78	1726.23	1726.49	56737.0
2013-09-09 15:00:00	ES	Futures	1726.49	1728.3	1725.71	1726.75	69592.0
2013-09-09 15:30:00	ES	Futures	1726.75	1727.52	1725.45	1727.26	113114.0
2013-09-09 16:00:00	ES	Futures	1727.26	1728.04	1724.94	1726.23	96436.0
2013-09-09 16:30:00	ES	Futures	1726.49	1727.26	1726.23	1727.26	5295.0
2013-09-09 17:00:00	ES	Futures	1727.0	1728.04	1727.0	1727.78	4251.0
2013-09-09 18:00:00	ES	Futures	1727.78	1729.07	1727.26	1728.81	4582.0
2013-09-09 18:30:00	ES	Futures	1728.81	1729.07	1728.04	1728.04	2311.0
2013-09-09 19:00:00	ES	Futures	1728.04	1728.3	1727.78	1728.04	1003.0
2013-09-09 19:30:00	ES	Futures	1728.04	1729.07	1728.04	1728.81	2054.0
2013-09-09 20:00:00	ES	Futures	1728.55	1728.55	1727.52	1728.3	2332.0
2013-09-09 20:30:00	ES	Futures	1728.04	1728.55	1727.52	1727.78	1866.0
2013-09-09 21:00:00	ES	Futures	1727.52	1727.78	1726.23	1726.49	3468.0
2013-09-09 21:30:00	ES	Futures	1726.49	1726.75	1725.71	1726.23	2445.0
2013-09-09 22:00:00	ES	Futures	1726.23	1727.78	1726.23	1727.52	2190.0
2013-09-09 22:30:00	ES	Futures	1727.52	1728.04	1726.75	1726.75	914.0
2013-09-09 23:00:00	ES	Futures	1726.75	1727.0	1725.71	1726.23	2392.0
2013-09-09 23:30:00	ES	Futures	1726.49	1727.0	1726.23	1726.49	2694.0
2013-09-09 00:00:00	NQ	Futures	3671.65	3672.24	3671.36	3671.94	91.0
2013-09-09 00:30:00	NQ	Futures	3671.94	3672.24	3670.77	3671.07	106.0
2013-09-09 01:00:00	NQ	Futures	3671.36	3672.53	3671.07	3672.24	143.0

> showing 50 of 2,724 rows — these rows as CSV

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