PREVIEW / futures_30min / 2013-09-11

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-11.parquet
  size:    71 KB
  rows:    2,645

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
2013-09-11 00:00:00	ES	Futures	1738.38	1738.89	1738.12	1738.38	730.0
2013-09-11 00:30:00	ES	Futures	1738.64	1738.64	1737.6	1737.86	1169.0
2013-09-11 01:00:00	ES	Futures	1737.86	1738.38	1737.86	1738.12	1113.0
2013-09-11 01:30:00	ES	Futures	1738.12	1738.89	1737.6	1738.64	1844.0
2013-09-11 02:00:00	ES	Futures	1738.64	1738.89	1737.34	1737.6	2893.0
2013-09-11 02:30:00	ES	Futures	1737.6	1737.86	1736.83	1737.6	2693.0
2013-09-11 03:00:00	ES	Futures	1737.6	1739.67	1736.83	1738.89	12203.0
2013-09-11 03:30:00	ES	Futures	1739.15	1739.15	1737.09	1737.6	6570.0
2013-09-11 04:00:00	ES	Futures	1737.6	1739.41	1737.6	1739.15	7604.0
2013-09-11 04:30:00	ES	Futures	1738.89	1740.7	1738.64	1740.45	8830.0
2013-09-11 05:00:00	ES	Futures	1740.19	1740.45	1739.15	1739.41	5077.0
2013-09-11 05:30:00	ES	Futures	1739.41	1739.67	1737.6	1737.86	5888.0
2013-09-11 06:00:00	ES	Futures	1737.86	1740.19	1737.6	1739.93	7444.0
2013-09-11 06:30:00	ES	Futures	1739.93	1740.19	1738.64	1739.41	7318.0
2013-09-11 07:00:00	ES	Futures	1739.15	1740.19	1738.64	1739.15	5620.0
2013-09-11 07:30:00	ES	Futures	1739.15	1739.93	1736.83	1737.34	15705.0
2013-09-11 08:00:00	ES	Futures	1737.6	1738.89	1737.34	1737.6	11754.0
2013-09-11 08:30:00	ES	Futures	1737.6	1738.64	1737.34	1738.38	12607.0
2013-09-11 09:00:00	ES	Futures	1738.12	1738.38	1736.31	1737.86	22222.0
2013-09-11 09:30:00	ES	Futures	1737.86	1739.93	1735.53	1736.57	180953.0
2013-09-11 10:00:00	ES	Futures	1736.57	1738.64	1734.76	1735.28	165569.0
2013-09-11 10:30:00	ES	Futures	1735.02	1737.34	1734.76	1737.09	98589.0
2013-09-11 11:00:00	ES	Futures	1737.34	1739.41	1737.09	1738.64	109404.0
2013-09-11 11:30:00	ES	Futures	1738.89	1743.03	1738.64	1741.74	137565.0
2013-09-11 12:00:00	ES	Futures	1742.0	1743.03	1740.7	1743.03	112160.0
2013-09-11 12:30:00	ES	Futures	1742.77	1743.55	1741.74	1743.29	74029.0
2013-09-11 13:00:00	ES	Futures	1743.03	1743.29	1742.0	1743.03	64009.0
2013-09-11 13:30:00	ES	Futures	1743.03	1744.84	1742.77	1744.32	76179.0
2013-09-11 14:00:00	ES	Futures	1744.06	1745.1	1742.77	1743.55	64705.0
2013-09-11 14:30:00	ES	Futures	1743.81	1744.32	1742.26	1742.77	58524.0
2013-09-11 15:00:00	ES	Futures	1742.77	1743.55	1741.48	1741.74	73312.0
2013-09-11 15:30:00	ES	Futures	1741.74	1745.87	1741.48	1745.87	110891.0
2013-09-11 16:00:00	ES	Futures	1745.87	1746.39	1744.84	1745.87	63067.0
2013-09-11 16:30:00	ES	Futures	1746.13	1747.42	1745.87	1747.42	9383.0
2013-09-11 17:00:00	ES	Futures	1747.17	1747.94	1747.17	1747.68	3977.0
2013-09-11 18:00:00	ES	Futures	1747.17	1747.42	1746.39	1746.91	2737.0
2013-09-11 18:30:00	ES	Futures	1746.91	1746.91	1746.13	1746.65	963.0
2013-09-11 19:00:00	ES	Futures	1746.65	1746.91	1746.13	1746.39	781.0
2013-09-11 19:30:00	ES	Futures	1746.39	1746.91	1745.62	1746.13	3625.0
2013-09-11 20:00:00	ES	Futures	1745.87	1746.91	1745.62	1745.87	4211.0
2013-09-11 20:30:00	ES	Futures	1745.87	1746.13	1744.84	1745.1	3869.0
2013-09-11 21:00:00	ES	Futures	1745.36	1747.42	1745.1	1745.62	5566.0
2013-09-11 21:30:00	ES	Futures	1745.62	1745.87	1744.58	1744.58	3539.0
2013-09-11 22:00:00	ES	Futures	1744.58	1745.36	1744.58	1744.84	2261.0
2013-09-11 22:30:00	ES	Futures	1744.84	1745.87	1744.84	1745.36	1213.0
2013-09-11 23:00:00	ES	Futures	1745.36	1745.62	1744.84	1744.84	710.0
2013-09-11 23:30:00	ES	Futures	1745.1	1745.87	1745.1	1745.62	1006.0
2013-09-11 00:00:00	NQ	Futures	3719.58	3720.45	3719.58	3719.87	145.0
2013-09-11 00:30:00	NQ	Futures	3719.58	3719.87	3716.95	3717.24	414.0
2013-09-11 01:00:00	NQ	Futures	3717.53	3718.7	3717.53	3718.12	52.0

> showing 50 of 2,645 rows — these rows as CSV

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