PREVIEW / futures_30min / 2013-09-16

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-16.parquet
  size:    75 KB
  rows:    2,750

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
2013-09-16 00:00:00	ES	Futures	1754.65	1755.16	1754.39	1754.65	1425.0
2013-09-16 00:30:00	ES	Futures	1754.65	1754.9	1754.13	1754.39	1787.0
2013-09-16 01:00:00	ES	Futures	1754.39	1754.65	1753.87	1754.39	1706.0
2013-09-16 01:30:00	ES	Futures	1754.13	1754.39	1753.36	1753.87	2935.0
2013-09-16 02:00:00	ES	Futures	1753.87	1753.87	1752.58	1752.84	6290.0
2013-09-16 02:30:00	ES	Futures	1752.84	1753.87	1752.84	1753.36	5759.0
2013-09-16 03:00:00	ES	Futures	1753.36	1753.61	1751.55	1751.55	18515.0
2013-09-16 03:30:00	ES	Futures	1751.55	1753.87	1751.55	1753.36	9125.0
2013-09-16 04:00:00	ES	Futures	1753.36	1756.71	1753.1	1756.71	16959.0
2013-09-16 04:30:00	ES	Futures	1756.71	1756.71	1754.9	1754.9	6341.0
2013-09-16 05:00:00	ES	Futures	1754.9	1755.94	1754.39	1755.68	4657.0
2013-09-16 05:30:00	ES	Futures	1755.68	1755.94	1753.87	1754.39	4472.0
2013-09-16 06:00:00	ES	Futures	1754.39	1755.68	1754.39	1754.65	6176.0
2013-09-16 06:30:00	ES	Futures	1754.39	1754.9	1753.61	1753.61	6191.0
2013-09-16 07:00:00	ES	Futures	1753.61	1754.65	1753.1	1753.87	8962.0
2013-09-16 07:30:00	ES	Futures	1753.87	1754.39	1753.36	1753.87	7024.0
2013-09-16 08:00:00	ES	Futures	1753.87	1754.13	1752.58	1752.84	7557.0
2013-09-16 08:30:00	ES	Futures	1752.58	1753.1	1751.55	1751.81	18167.0
2013-09-16 09:00:00	ES	Futures	1752.07	1754.13	1752.07	1753.36	25266.0
2013-09-16 09:30:00	ES	Futures	1753.61	1754.65	1747.42	1748.71	211291.0
2013-09-16 10:00:00	ES	Futures	1748.71	1750.0	1745.62	1748.97	126522.0
2013-09-16 10:30:00	ES	Futures	1748.97	1750.78	1747.68	1748.46	88112.0
2013-09-16 11:00:00	ES	Futures	1748.46	1750.26	1747.68	1750.0	63946.0
2013-09-16 11:30:00	ES	Futures	1750.26	1751.29	1749.75	1751.04	44229.0
2013-09-16 12:00:00	ES	Futures	1751.04	1752.58	1750.52	1751.55	55406.0
2013-09-16 12:30:00	ES	Futures	1751.55	1751.81	1748.97	1749.23	40521.0
2013-09-16 13:00:00	ES	Futures	1748.97	1750.0	1748.2	1748.71	27985.0
2013-09-16 13:30:00	ES	Futures	1748.97	1749.23	1743.81	1746.65	76741.0
2013-09-16 14:00:00	ES	Futures	1746.65	1747.17	1744.84	1745.36	47412.0
2013-09-16 14:30:00	ES	Futures	1745.36	1745.88	1742.78	1743.81	80877.0
2013-09-16 15:00:00	ES	Futures	1743.55	1746.39	1743.55	1743.81	54372.0
2013-09-16 15:30:00	ES	Futures	1744.07	1744.84	1741.75	1744.59	135403.0
2013-09-16 16:00:00	ES	Futures	1744.59	1745.62	1743.3	1745.1	57425.0
2013-09-16 16:30:00	ES	Futures	1744.84	1746.13	1744.59	1744.59	7513.0
2013-09-16 17:00:00	ES	Futures	1744.59	1744.84	1742.78	1743.04	3899.0
2013-09-16 18:00:00	ES	Futures	1742.78	1744.59	1742.52	1744.59	3505.0
2013-09-16 18:30:00	ES	Futures	1744.33	1744.59	1743.81	1744.59	1582.0
2013-09-16 19:00:00	ES	Futures	1744.33	1744.33	1743.81	1744.07	697.0
2013-09-16 19:30:00	ES	Futures	1744.07	1744.33	1742.01	1742.26	2504.0
2013-09-16 20:00:00	ES	Futures	1742.26	1742.78	1741.75	1742.26	2232.0
2013-09-16 20:30:00	ES	Futures	1742.26	1743.81	1742.26	1742.78	2711.0
2013-09-16 21:00:00	ES	Futures	1743.04	1743.81	1742.78	1743.81	1451.0
2013-09-16 21:30:00	ES	Futures	1743.81	1744.07	1742.52	1742.52	905.0
2013-09-16 22:00:00	ES	Futures	1742.78	1743.55	1742.52	1743.3	913.0
2013-09-16 22:30:00	ES	Futures	1743.55	1744.07	1743.04	1744.07	864.0
2013-09-16 23:00:00	ES	Futures	1744.07	1744.59	1743.81	1744.07	1149.0
2013-09-16 23:30:00	ES	Futures	1744.07	1744.07	1743.04	1743.3	2041.0
2013-09-16 00:00:00	NQ	Futures	3723.64	3724.22	3723.34	3723.64	210.0
2013-09-16 00:30:00	NQ	Futures	3723.93	3724.22	3723.34	3723.64	252.0
2013-09-16 01:00:00	NQ	Futures	3723.34	3723.93	3722.18	3722.47	201.0

> showing 50 of 2,750 rows — these rows as CSV

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