PREVIEW / futures_30min / 2013-10-23

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-10-23.parquet
  size:    75 KB
  rows:    2,912

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
2013-10-23 00:00:00	ES	Futures	1800.82	1801.34	1799.27	1799.53	6201.0
2013-10-23 00:30:00	ES	Futures	1799.79	1800.56	1798.76	1799.53	5558.0
2013-10-23 01:00:00	ES	Futures	1799.27	1799.79	1797.98	1798.24	5236.0
2013-10-23 01:30:00	ES	Futures	1798.24	1798.76	1797.73	1797.73	2932.0
2013-10-23 02:00:00	ES	Futures	1797.73	1799.02	1797.21	1798.24	6274.0
2013-10-23 02:30:00	ES	Futures	1798.24	1798.24	1795.66	1796.44	7876.0
2013-10-23 03:00:00	ES	Futures	1796.44	1797.98	1795.15	1796.44	15382.0
2013-10-23 03:30:00	ES	Futures	1796.44	1797.47	1793.34	1794.37	15295.0
2013-10-23 04:00:00	ES	Futures	1794.11	1794.89	1792.57	1794.37	14060.0
2013-10-23 04:30:00	ES	Futures	1794.63	1796.18	1794.11	1795.92	9329.0
2013-10-23 05:00:00	ES	Futures	1795.92	1796.95	1795.15	1795.4	8748.0
2013-10-23 05:30:00	ES	Futures	1795.15	1796.18	1794.37	1794.37	7220.0
2013-10-23 06:00:00	ES	Futures	1794.37	1795.15	1793.6	1794.11	8540.0
2013-10-23 06:30:00	ES	Futures	1794.11	1796.69	1793.34	1795.92	14567.0
2013-10-23 07:00:00	ES	Futures	1795.92	1796.44	1794.89	1795.4	9421.0
2013-10-23 07:30:00	ES	Futures	1795.66	1796.95	1794.37	1795.92	19809.0
2013-10-23 08:00:00	ES	Futures	1795.92	1797.21	1795.4	1796.69	17076.0
2013-10-23 08:30:00	ES	Futures	1796.69	1798.76	1795.92	1798.5	24031.0
2013-10-23 09:00:00	ES	Futures	1798.5	1798.76	1797.21	1798.76	27130.0
2013-10-23 09:30:00	ES	Futures	1798.76	1799.53	1792.31	1792.82	216243.0
2013-10-23 10:00:00	ES	Futures	1792.82	1797.73	1791.28	1792.82	172801.0
2013-10-23 10:30:00	ES	Futures	1792.82	1796.18	1789.73	1792.82	128300.0
2013-10-23 11:00:00	ES	Futures	1792.82	1797.21	1792.31	1794.11	89974.0
2013-10-23 11:30:00	ES	Futures	1794.37	1796.95	1794.11	1795.66	66265.0
2013-10-23 12:00:00	ES	Futures	1795.4	1795.92	1792.57	1792.82	66078.0
2013-10-23 12:30:00	ES	Futures	1792.82	1796.18	1792.05	1795.92	49102.0
2013-10-23 13:00:00	ES	Futures	1795.92	1796.95	1794.63	1796.69	45004.0
2013-10-23 13:30:00	ES	Futures	1796.69	1796.69	1793.86	1795.15	54589.0
2013-10-23 14:00:00	ES	Futures	1795.15	1796.44	1794.63	1795.66	46636.0
2013-10-23 14:30:00	ES	Futures	1795.66	1799.02	1795.15	1797.47	69192.0
2013-10-23 15:00:00	ES	Futures	1797.73	1798.76	1794.37	1794.89	78384.0
2013-10-23 15:30:00	ES	Futures	1794.89	1796.95	1794.63	1796.69	107459.0
2013-10-23 16:00:00	ES	Futures	1796.69	1797.47	1796.44	1797.21	68008.0
2013-10-23 16:30:00	ES	Futures	1798.24	1798.76	1797.98	1798.24	5462.0
2013-10-23 17:00:00	ES	Futures	1797.98	1799.02	1797.98	1797.98	3208.0
2013-10-23 18:00:00	ES	Futures	1798.24	1798.76	1796.18	1796.44	3190.0
2013-10-23 18:30:00	ES	Futures	1796.44	1797.73	1796.18	1797.47	867.0
2013-10-23 19:00:00	ES	Futures	1797.73	1797.73	1796.95	1797.21	398.0
2013-10-23 19:30:00	ES	Futures	1796.95	1798.5	1796.95	1797.98	1265.0
2013-10-23 20:00:00	ES	Futures	1797.98	1800.82	1797.98	1799.53	6377.0
2013-10-23 20:30:00	ES	Futures	1799.27	1800.31	1798.76	1799.02	2457.0
2013-10-23 21:00:00	ES	Futures	1799.02	1801.6	1798.76	1800.05	5296.0
2013-10-23 21:30:00	ES	Futures	1800.05	1802.37	1798.5	1801.6	7780.0
2013-10-23 22:00:00	ES	Futures	1801.34	1802.89	1801.08	1801.85	5975.0
2013-10-23 22:30:00	ES	Futures	1801.85	1802.37	1800.05	1801.6	4737.0
2013-10-23 23:00:00	ES	Futures	1801.34	1801.85	1801.08	1801.85	1048.0
2013-10-23 23:30:00	ES	Futures	1801.85	1802.11	1801.08	1801.85	1400.0
2013-10-23 00:00:00	NQ	Futures	3890.34	3891.21	3885.7	3886.28	931.0
2013-10-23 00:30:00	NQ	Futures	3886.28	3887.44	3883.95	3885.7	1036.0
2013-10-23 01:00:00	NQ	Futures	3885.7	3886.57	3882.79	3883.08	730.0

> showing 50 of 2,912 rows — these rows as CSV

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