PREVIEW / futures_30min / 2013-09-27

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-09-27.parquet
  size:    65 KB
  rows:    2,314

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
2013-09-27 00:00:00	ES	Futures	1746.39	1746.39	1746.13	1746.13	263.0
2013-09-27 00:30:00	ES	Futures	1746.13	1746.65	1745.88	1746.39	1276.0
2013-09-27 01:00:00	ES	Futures	1746.39	1746.65	1745.88	1746.13	1026.0
2013-09-27 01:30:00	ES	Futures	1745.88	1746.39	1744.84	1745.36	3287.0
2013-09-27 02:00:00	ES	Futures	1745.36	1745.62	1745.1	1745.36	2403.0
2013-09-27 02:30:00	ES	Futures	1745.36	1746.13	1745.1	1745.88	1876.0
2013-09-27 03:00:00	ES	Futures	1746.13	1746.65	1743.81	1744.07	11355.0
2013-09-27 03:30:00	ES	Futures	1743.81	1744.07	1742.01	1742.52	10183.0
2013-09-27 04:00:00	ES	Futures	1742.26	1743.04	1742.26	1742.26	4632.0
2013-09-27 04:30:00	ES	Futures	1742.26	1742.52	1741.49	1741.75	6061.0
2013-09-27 05:00:00	ES	Futures	1741.75	1742.26	1739.43	1740.2	15113.0
2013-09-27 05:30:00	ES	Futures	1740.2	1740.46	1738.91	1739.69	8821.0
2013-09-27 06:00:00	ES	Futures	1739.69	1741.49	1739.43	1739.94	9927.0
2013-09-27 06:30:00	ES	Futures	1739.94	1740.2	1738.14	1738.4	16334.0
2013-09-27 07:00:00	ES	Futures	1738.65	1739.94	1738.4	1739.17	9275.0
2013-09-27 07:30:00	ES	Futures	1739.17	1739.69	1737.88	1739.17	17403.0
2013-09-27 08:00:00	ES	Futures	1739.17	1739.69	1738.14	1738.4	14697.0
2013-09-27 08:30:00	ES	Futures	1738.4	1739.94	1738.4	1739.94	15627.0
2013-09-27 09:00:00	ES	Futures	1739.94	1740.2	1736.33	1737.11	36944.0
2013-09-27 09:30:00	ES	Futures	1737.36	1739.17	1734.78	1736.33	220448.0
2013-09-27 10:00:00	ES	Futures	1736.33	1737.62	1733.49	1736.85	153666.0
2013-09-27 10:30:00	ES	Futures	1736.85	1739.43	1736.07	1737.88	99236.0
2013-09-27 11:00:00	ES	Futures	1738.14	1738.65	1735.3	1737.36	101094.0
2013-09-27 11:30:00	ES	Futures	1737.36	1740.46	1736.85	1738.65	90167.0
2013-09-27 12:00:00	ES	Futures	1738.65	1739.94	1737.36	1739.43	53907.0
2013-09-27 12:30:00	ES	Futures	1739.43	1740.46	1738.14	1739.17	46572.0
2013-09-27 13:00:00	ES	Futures	1739.43	1740.46	1738.14	1738.14	35717.0
2013-09-27 13:30:00	ES	Futures	1738.4	1739.17	1737.62	1738.14	28862.0
2013-09-27 14:00:00	ES	Futures	1738.14	1738.65	1735.82	1737.36	48004.0
2013-09-27 14:30:00	ES	Futures	1737.36	1737.88	1735.82	1736.59	52299.0
2013-09-27 15:00:00	ES	Futures	1736.59	1737.62	1735.3	1737.36	56353.0
2013-09-27 15:30:00	ES	Futures	1737.36	1740.2	1736.85	1738.4	135851.0
2013-09-27 16:00:00	ES	Futures	1738.4	1740.72	1738.14	1740.2	93241.0
2013-09-27 16:30:00	ES	Futures	1739.69	1739.94	1738.91	1738.91	7534.0
2013-09-27 17:00:00	ES	Futures	1738.91	1739.69	1738.65	1738.91	3478.0
2013-09-27 00:00:00	NQ	Futures	3750.06	3750.65	3750.06	3750.35	24.0
2013-09-27 00:30:00	NQ	Futures	3750.06	3750.94	3750.06	3750.94	161.0
2013-09-27 01:00:00	NQ	Futures	3751.23	3751.23	3750.35	3750.94	183.0
2013-09-27 01:30:00	NQ	Futures	3750.94	3751.23	3749.19	3749.77	317.0
2013-09-27 02:00:00	NQ	Futures	3749.77	3750.06	3749.19	3749.48	184.0
2013-09-27 02:30:00	NQ	Futures	3749.19	3750.35	3749.19	3750.06	219.0
2013-09-27 03:00:00	NQ	Futures	3750.35	3752.97	3747.45	3747.74	1670.0
2013-09-27 03:30:00	NQ	Futures	3747.74	3748.03	3743.38	3743.97	1422.0
2013-09-27 04:00:00	NQ	Futures	3743.97	3746.29	3743.68	3744.55	625.0
2013-09-27 04:30:00	NQ	Futures	3744.55	3745.13	3742.8	3742.8	691.0
2013-09-27 05:00:00	NQ	Futures	3743.09	3744.26	3734.96	3736.12	2534.0
2013-09-27 05:30:00	NQ	Futures	3736.12	3736.7	3733.22	3735.25	1341.0
2013-09-27 06:00:00	NQ	Futures	3735.54	3739.32	3734.67	3737.29	1591.0
2013-09-27 06:30:00	NQ	Futures	3737.0	3737.0	3733.22	3734.09	2187.0
2013-09-27 07:00:00	NQ	Futures	3733.8	3737.29	3733.8	3735.54	1283.0

> showing 50 of 2,314 rows — these rows as CSV

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