PREVIEW / futures_30min / 2013-09-23

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-23.parquet
  size:    73 KB
  rows:    2,717

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
2013-09-23 00:00:00	ES	Futures	1758.52	1758.77	1758.52	1758.52	213.0
2013-09-23 00:30:00	ES	Futures	1758.52	1759.03	1758.52	1758.77	300.0
2013-09-23 01:00:00	ES	Futures	1759.03	1760.32	1759.03	1759.81	1989.0
2013-09-23 01:30:00	ES	Futures	1759.81	1760.84	1759.81	1760.58	2343.0
2013-09-23 02:00:00	ES	Futures	1760.58	1760.84	1759.81	1760.06	2837.0
2013-09-23 02:30:00	ES	Futures	1760.06	1760.84	1759.29	1760.32	3339.0
2013-09-23 03:00:00	ES	Futures	1760.58	1761.1	1757.74	1758.0	14410.0
2013-09-23 03:30:00	ES	Futures	1758.26	1760.06	1757.74	1759.55	9800.0
2013-09-23 04:00:00	ES	Futures	1759.29	1761.87	1758.77	1761.61	10078.0
2013-09-23 04:30:00	ES	Futures	1761.61	1761.87	1759.81	1760.06	5192.0
2013-09-23 05:00:00	ES	Futures	1759.81	1760.32	1758.26	1758.77	7384.0
2013-09-23 05:30:00	ES	Futures	1759.03	1759.55	1758.26	1759.55	3758.0
2013-09-23 06:00:00	ES	Futures	1759.55	1760.06	1759.03	1759.29	2766.0
2013-09-23 06:30:00	ES	Futures	1759.29	1759.55	1758.77	1759.29	3749.0
2013-09-23 07:00:00	ES	Futures	1759.03	1759.03	1755.42	1755.68	13561.0
2013-09-23 07:30:00	ES	Futures	1755.94	1756.45	1752.58	1752.58	23467.0
2013-09-23 08:00:00	ES	Futures	1752.84	1753.87	1752.33	1753.36	26179.0
2013-09-23 08:30:00	ES	Futures	1753.36	1754.65	1751.81	1753.87	35464.0
2013-09-23 09:00:00	ES	Futures	1754.13	1754.9	1751.29	1754.65	30925.0
2013-09-23 09:30:00	ES	Futures	1754.65	1756.45	1750.26	1750.78	199454.0
2013-09-23 10:00:00	ES	Futures	1750.78	1751.81	1748.2	1748.46	147688.0
2013-09-23 10:30:00	ES	Futures	1748.46	1750.52	1744.59	1745.62	155488.0
2013-09-23 11:00:00	ES	Futures	1745.88	1746.91	1743.3	1745.88	137227.0
2013-09-23 11:30:00	ES	Futures	1745.88	1747.94	1745.36	1745.88	74749.0
2013-09-23 12:00:00	ES	Futures	1745.88	1748.97	1745.88	1748.71	60554.0
2013-09-23 12:30:00	ES	Futures	1748.71	1749.75	1747.68	1749.49	49891.0
2013-09-23 13:00:00	ES	Futures	1749.49	1750.0	1747.17	1748.97	84404.0
2013-09-23 13:30:00	ES	Futures	1748.71	1751.81	1748.2	1751.81	53702.0
2013-09-23 14:00:00	ES	Futures	1751.81	1752.33	1748.71	1749.23	97046.0
2013-09-23 14:30:00	ES	Futures	1749.23	1751.55	1748.46	1751.04	76170.0
2013-09-23 15:00:00	ES	Futures	1751.29	1751.29	1747.68	1747.68	112106.0
2013-09-23 15:30:00	ES	Futures	1747.68	1751.04	1747.42	1748.97	106961.0
2013-09-23 16:00:00	ES	Futures	1749.23	1749.49	1746.13	1746.39	76666.0
2013-09-23 16:30:00	ES	Futures	1746.65	1747.17	1746.39	1746.91	6538.0
2013-09-23 17:00:00	ES	Futures	1747.17	1747.42	1746.65	1746.91	1679.0
2013-09-23 18:00:00	ES	Futures	1747.17	1747.94	1746.91	1747.42	2289.0
2013-09-23 18:30:00	ES	Futures	1747.42	1747.68	1746.91	1747.17	1119.0
2013-09-23 19:00:00	ES	Futures	1747.17	1747.42	1746.65	1746.91	1048.0
2013-09-23 19:30:00	ES	Futures	1746.65	1747.17	1746.39	1746.39	1563.0
2013-09-23 20:00:00	ES	Futures	1746.65	1746.65	1744.59	1744.59	6103.0
2013-09-23 20:30:00	ES	Futures	1744.59	1745.36	1744.59	1744.59	2364.0
2013-09-23 21:00:00	ES	Futures	1744.84	1745.1	1744.33	1745.1	3675.0
2013-09-23 21:30:00	ES	Futures	1745.1	1745.1	1744.07	1744.33	3167.0
2013-09-23 22:00:00	ES	Futures	1744.33	1744.33	1744.07	1744.07	1322.0
2013-09-23 22:30:00	ES	Futures	1744.07	1744.33	1743.81	1744.07	1990.0
2013-09-23 23:00:00	ES	Futures	1743.81	1744.07	1743.3	1743.81	1775.0
2013-09-23 23:30:00	ES	Futures	1743.81	1744.07	1743.55	1743.55	1033.0
2013-09-23 00:00:00	NQ	Futures	3743.09	3743.68	3742.51	3743.38	115.0
2013-09-23 00:30:00	NQ	Futures	3743.38	3744.84	3743.38	3744.55	165.0
2013-09-23 01:00:00	NQ	Futures	3744.84	3746.58	3744.84	3746.0	248.0

> showing 50 of 2,717 rows — these rows as CSV

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