PREVIEW / futures_30min / 2013-09-24

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-24.parquet
  size:    74 KB
  rows:    2,837

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
2013-09-24 00:00:00	ES	Futures	1743.81	1744.07	1743.55	1744.07	557.0
2013-09-24 00:30:00	ES	Futures	1744.07	1744.07	1743.81	1744.07	1048.0
2013-09-24 01:00:00	ES	Futures	1743.81	1744.84	1743.81	1744.33	1310.0
2013-09-24 01:30:00	ES	Futures	1744.59	1745.36	1744.33	1745.36	2066.0
2013-09-24 02:00:00	ES	Futures	1745.1	1746.39	1745.1	1745.88	4001.0
2013-09-24 02:30:00	ES	Futures	1746.13	1746.39	1745.62	1745.62	1716.0
2013-09-24 03:00:00	ES	Futures	1745.62	1747.68	1745.36	1746.65	16349.0
2013-09-24 03:30:00	ES	Futures	1746.65	1747.17	1745.62	1746.13	8394.0
2013-09-24 04:00:00	ES	Futures	1746.13	1746.39	1744.07	1745.88	12859.0
2013-09-24 04:30:00	ES	Futures	1745.62	1746.91	1745.36	1746.65	9173.0
2013-09-24 05:00:00	ES	Futures	1746.39	1747.42	1744.84	1745.36	8148.0
2013-09-24 05:30:00	ES	Futures	1745.36	1745.62	1743.81	1744.59	9245.0
2013-09-24 06:00:00	ES	Futures	1744.84	1746.65	1744.07	1746.39	6385.0
2013-09-24 06:30:00	ES	Futures	1746.39	1746.65	1745.62	1745.62	5372.0
2013-09-24 07:00:00	ES	Futures	1745.62	1747.17	1745.1	1746.91	11277.0
2013-09-24 07:30:00	ES	Futures	1747.17	1747.17	1743.55	1743.81	19180.0
2013-09-24 08:00:00	ES	Futures	1744.07	1746.39	1743.81	1746.13	11999.0
2013-09-24 08:30:00	ES	Futures	1746.39	1747.42	1745.36	1747.17	15518.0
2013-09-24 09:00:00	ES	Futures	1747.42	1749.23	1746.91	1748.46	41949.0
2013-09-24 09:30:00	ES	Futures	1748.71	1748.71	1745.1	1745.88	160824.0
2013-09-24 10:00:00	ES	Futures	1745.88	1746.13	1741.23	1746.13	164030.0
2013-09-24 10:30:00	ES	Futures	1745.88	1751.29	1745.36	1750.26	179600.0
2013-09-24 11:00:00	ES	Futures	1750.0	1752.58	1750.0	1750.78	102916.0
2013-09-24 11:30:00	ES	Futures	1750.52	1751.81	1750.26	1751.81	54605.0
2013-09-24 12:00:00	ES	Futures	1751.81	1752.33	1750.26	1752.33	52988.0
2013-09-24 12:30:00	ES	Futures	1752.33	1754.13	1751.81	1752.84	57835.0
2013-09-24 13:00:00	ES	Futures	1752.84	1753.87	1752.33	1753.61	35519.0
2013-09-24 13:30:00	ES	Futures	1753.61	1755.16	1753.1	1753.1	55121.0
2013-09-24 14:00:00	ES	Futures	1753.36	1753.87	1750.52	1751.29	53958.0
2013-09-24 14:30:00	ES	Futures	1751.04	1752.07	1750.52	1750.52	54068.0
2013-09-24 15:00:00	ES	Futures	1750.52	1751.55	1748.46	1748.97	75269.0
2013-09-24 15:30:00	ES	Futures	1748.71	1748.97	1743.04	1745.1	164902.0
2013-09-24 16:00:00	ES	Futures	1744.84	1746.65	1744.33	1746.39	66934.0
2013-09-24 16:30:00	ES	Futures	1746.39	1746.65	1745.62	1746.13	7899.0
2013-09-24 17:00:00	ES	Futures	1746.39	1746.65	1745.88	1746.13	1282.0
2013-09-24 18:00:00	ES	Futures	1746.13	1746.39	1745.1	1745.1	3808.0
2013-09-24 18:30:00	ES	Futures	1745.36	1745.62	1744.84	1744.84	1886.0
2013-09-24 19:00:00	ES	Futures	1744.84	1745.62	1744.84	1745.1	1536.0
2013-09-24 19:30:00	ES	Futures	1745.1	1745.36	1744.59	1745.1	2034.0
2013-09-24 20:00:00	ES	Futures	1745.1	1745.62	1744.84	1744.84	2589.0
2013-09-24 20:30:00	ES	Futures	1745.1	1745.88	1744.84	1745.62	2835.0
2013-09-24 21:00:00	ES	Futures	1745.62	1746.39	1745.62	1745.88	2296.0
2013-09-24 21:30:00	ES	Futures	1745.88	1746.65	1745.62	1746.65	2184.0
2013-09-24 22:00:00	ES	Futures	1746.65	1746.91	1745.88	1746.39	2784.0
2013-09-24 22:30:00	ES	Futures	1746.13	1746.39	1746.13	1746.13	676.0
2013-09-24 23:00:00	ES	Futures	1746.39	1746.39	1745.88	1746.39	1037.0
2013-09-24 23:30:00	ES	Futures	1746.39	1746.39	1745.36	1745.62	1180.0
2013-09-24 00:00:00	NQ	Futures	3725.38	3726.83	3725.09	3725.38	124.0
2013-09-24 00:30:00	NQ	Futures	3725.67	3726.54	3725.38	3726.25	121.0
2013-09-24 01:00:00	NQ	Futures	3726.25	3727.7	3725.67	3727.12	206.0

> showing 50 of 2,837 rows — these rows as CSV

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