PREVIEW / futures_30min / 2013-09-19

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-19.parquet
  size:    78 KB
  rows:    2,850

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
2013-09-19 00:00:00	ES	Futures	1773.48	1774.51	1773.48	1774.25	1194.0
2013-09-19 00:30:00	ES	Futures	1774.25	1774.51	1773.99	1773.99	782.0
2013-09-19 01:00:00	ES	Futures	1773.99	1774.51	1773.74	1774.25	2118.0
2013-09-19 01:30:00	ES	Futures	1774.25	1775.54	1774.25	1775.28	3865.0
2013-09-19 02:00:00	ES	Futures	1775.28	1775.8	1773.74	1775.28	5824.0
2013-09-19 02:30:00	ES	Futures	1775.03	1776.06	1774.77	1775.54	7321.0
2013-09-19 03:00:00	ES	Futures	1775.8	1776.57	1775.03	1776.32	24977.0
2013-09-19 03:30:00	ES	Futures	1776.32	1778.64	1776.32	1777.61	20420.0
2013-09-19 04:00:00	ES	Futures	1777.61	1778.12	1777.09	1777.35	11978.0
2013-09-19 04:30:00	ES	Futures	1777.35	1778.38	1777.09	1778.38	10272.0
2013-09-19 05:00:00	ES	Futures	1778.38	1779.67	1778.12	1779.67	15021.0
2013-09-19 05:30:00	ES	Futures	1779.41	1781.73	1779.41	1780.44	24953.0
2013-09-19 06:00:00	ES	Futures	1780.7	1781.47	1779.93	1780.7	8898.0
2013-09-19 06:30:00	ES	Futures	1780.96	1781.22	1779.93	1780.18	8639.0
2013-09-19 07:00:00	ES	Futures	1779.93	1780.7	1778.64	1778.64	10823.0
2013-09-19 07:30:00	ES	Futures	1778.64	1778.64	1776.57	1777.86	12520.0
2013-09-19 08:00:00	ES	Futures	1777.86	1777.86	1776.06	1776.83	18479.0
2013-09-19 08:30:00	ES	Futures	1776.83	1777.86	1775.8	1776.57	31773.0
2013-09-19 09:00:00	ES	Futures	1776.57	1778.38	1776.32	1777.86	27976.0
2013-09-19 09:30:00	ES	Futures	1777.86	1778.64	1772.96	1776.57	236197.0
2013-09-19 10:00:00	ES	Futures	1776.83	1777.61	1772.45	1774.77	202208.0
2013-09-19 10:30:00	ES	Futures	1774.51	1775.28	1772.96	1774.51	88357.0
2013-09-19 11:00:00	ES	Futures	1774.51	1774.77	1772.19	1772.96	89640.0
2013-09-19 11:30:00	ES	Futures	1773.22	1773.48	1770.12	1771.41	105883.0
2013-09-19 12:00:00	ES	Futures	1771.41	1773.48	1771.16	1772.7	62318.0
2013-09-19 12:30:00	ES	Futures	1772.7	1772.96	1770.64	1770.64	37229.0
2013-09-19 13:00:00	ES	Futures	1770.64	1771.67	1768.58	1770.38	77091.0
2013-09-19 13:30:00	ES	Futures	1770.38	1770.64	1768.06	1768.32	61714.0
2013-09-19 14:00:00	ES	Futures	1768.32	1771.16	1767.8	1769.61	60871.0
2013-09-19 14:30:00	ES	Futures	1769.35	1770.38	1768.32	1770.38	37613.0
2013-09-19 15:00:00	ES	Futures	1770.12	1772.19	1770.12	1771.41	71707.0
2013-09-19 15:30:00	ES	Futures	1771.41	1771.67	1769.09	1770.12	110394.0
2013-09-19 16:00:00	ES	Futures	1770.12	1772.45	1769.61	1772.19	71340.0
2013-09-19 16:30:00	ES	Futures	1771.93	1771.93	1770.9	1771.16	4790.0
2013-09-19 17:00:00	ES	Futures	1771.16	1772.19	1770.9	1771.67	3601.0
2013-09-19 18:00:00	ES	Futures	1771.93	1772.19	1770.64	1771.41	3964.0
2013-09-19 18:30:00	ES	Futures	1771.16	1771.41	1770.64	1771.16	1358.0
2013-09-19 19:00:00	ES	Futures	1771.16	1771.41	1770.12	1770.64	919.0
2013-09-19 19:30:00	ES	Futures	1770.64	1771.16	1770.38	1770.64	638.0
2013-09-19 20:00:00	ES	Futures	1770.38	1770.64	1769.87	1770.12	1608.0
2013-09-19 20:30:00	ES	Futures	1770.12	1770.64	1769.87	1770.38	1066.0
2013-09-19 21:00:00	ES	Futures	1770.12	1770.38	1768.83	1769.61	2659.0
2013-09-19 21:30:00	ES	Futures	1769.35	1770.38	1769.35	1769.61	1398.0
2013-09-19 22:00:00	ES	Futures	1769.61	1770.12	1769.61	1770.12	508.0
2013-09-19 22:30:00	ES	Futures	1770.12	1770.38	1769.87	1770.12	604.0
2013-09-19 23:00:00	ES	Futures	1770.12	1770.12	1769.61	1769.87	462.0
2013-09-19 23:30:00	ES	Futures	1770.12	1770.38	1769.61	1769.87	1325.0
2013-09-19 00:00:00	NQ	Futures	3748.9	3750.35	3748.9	3750.06	88.0
2013-09-19 00:30:00	NQ	Futures	3750.35	3750.94	3750.06	3750.35	61.0
2013-09-19 01:00:00	NQ	Futures	3750.06	3751.81	3750.06	3751.23	279.0

> showing 50 of 2,850 rows — these rows as CSV

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