PREVIEW / futures_30min / 2013-10-28

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-10-28.parquet
  size:    71 KB
  rows:    2,801

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
2013-10-28 00:00:00	ES	Futures	1815.78	1816.04	1815.27	1815.53	386.0
2013-10-28 00:30:00	ES	Futures	1815.78	1816.56	1815.53	1815.78	1126.0
2013-10-28 01:00:00	ES	Futures	1815.53	1816.82	1815.53	1816.04	1130.0
2013-10-28 01:30:00	ES	Futures	1816.04	1816.82	1815.78	1816.82	1536.0
2013-10-28 02:00:00	ES	Futures	1816.82	1817.07	1815.53	1815.53	1647.0
2013-10-28 02:30:00	ES	Futures	1815.53	1815.78	1814.75	1815.27	2026.0
2013-10-28 03:00:00	ES	Futures	1815.27	1815.78	1814.24	1814.75	2388.0
2013-10-28 03:30:00	ES	Futures	1814.75	1815.01	1813.98	1815.01	2533.0
2013-10-28 04:00:00	ES	Futures	1815.01	1815.01	1813.72	1814.24	6133.0
2013-10-28 04:30:00	ES	Futures	1814.24	1814.24	1813.2	1813.2	6074.0
2013-10-28 05:00:00	ES	Futures	1813.2	1814.49	1813.2	1814.24	3710.0
2013-10-28 05:30:00	ES	Futures	1814.49	1814.49	1813.46	1814.24	3547.0
2013-10-28 06:00:00	ES	Futures	1814.24	1814.49	1812.95	1813.46	5539.0
2013-10-28 06:30:00	ES	Futures	1813.46	1813.72	1811.66	1812.17	9109.0
2013-10-28 07:00:00	ES	Futures	1812.17	1812.43	1811.4	1812.17	6447.0
2013-10-28 07:30:00	ES	Futures	1811.91	1812.17	1810.62	1811.4	7841.0
2013-10-28 08:00:00	ES	Futures	1811.4	1811.66	1807.27	1808.04	28586.0
2013-10-28 08:30:00	ES	Futures	1808.3	1809.08	1807.79	1809.08	12697.0
2013-10-28 09:00:00	ES	Futures	1808.82	1810.11	1808.56	1809.59	12259.0
2013-10-28 09:30:00	ES	Futures	1809.85	1811.66	1808.04	1810.11	108591.0
2013-10-28 10:00:00	ES	Futures	1810.11	1813.72	1809.08	1811.91	98933.0
2013-10-28 10:30:00	ES	Futures	1812.17	1812.43	1807.79	1808.82	102947.0
2013-10-28 11:00:00	ES	Futures	1808.82	1810.88	1808.04	1810.88	85048.0
2013-10-28 11:30:00	ES	Futures	1810.88	1812.43	1809.85	1811.91	63628.0
2013-10-28 12:00:00	ES	Futures	1812.17	1813.46	1811.66	1812.95	58976.0
2013-10-28 12:30:00	ES	Futures	1812.69	1815.01	1811.91	1814.49	54420.0
2013-10-28 13:00:00	ES	Futures	1814.49	1815.01	1813.46	1813.98	28824.0
2013-10-28 13:30:00	ES	Futures	1814.24	1814.75	1813.2	1813.72	21377.0
2013-10-28 14:00:00	ES	Futures	1813.98	1815.78	1813.2	1815.53	45881.0
2013-10-28 14:30:00	ES	Futures	1815.27	1816.04	1815.01	1815.53	34524.0
2013-10-28 15:00:00	ES	Futures	1815.53	1815.53	1812.43	1812.95	82442.0
2013-10-28 15:30:00	ES	Futures	1813.2	1813.72	1810.11	1813.46	119848.0
2013-10-28 16:00:00	ES	Futures	1813.46	1815.78	1812.95	1814.24	69612.0
2013-10-28 16:30:00	ES	Futures	1814.75	1816.3	1812.43	1813.72	19250.0
2013-10-28 17:00:00	ES	Futures	1813.72	1814.75	1812.95	1813.46	3251.0
2013-10-28 18:00:00	ES	Futures	1815.01	1815.27	1813.2	1813.98	2793.0
2013-10-28 18:30:00	ES	Futures	1813.72	1814.75	1811.91	1812.69	3454.0
2013-10-28 19:00:00	ES	Futures	1812.69	1812.95	1812.17	1812.69	874.0
2013-10-28 19:30:00	ES	Futures	1812.69	1813.2	1812.17	1812.69	928.0
2013-10-28 20:00:00	ES	Futures	1812.69	1812.95	1810.37	1811.91	4188.0
2013-10-28 20:30:00	ES	Futures	1811.91	1812.17	1811.14	1811.4	1338.0
2013-10-28 21:00:00	ES	Futures	1811.66	1813.46	1810.88	1813.2	3481.0
2013-10-28 21:30:00	ES	Futures	1813.2	1814.24	1813.2	1813.98	2224.0
2013-10-28 22:00:00	ES	Futures	1813.98	1814.49	1813.72	1813.98	695.0
2013-10-28 22:30:00	ES	Futures	1814.24	1814.24	1812.43	1812.43	2107.0
2013-10-28 23:00:00	ES	Futures	1812.43	1813.2	1811.91	1812.43	1585.0
2013-10-28 23:30:00	ES	Futures	1812.43	1813.46	1812.17	1812.95	1343.0
2013-10-28 00:00:00	NQ	Futures	3933.33	3934.49	3933.33	3933.91	58.0
2013-10-28 00:30:00	NQ	Futures	3933.33	3935.94	3933.33	3934.49	260.0
2013-10-28 01:00:00	NQ	Futures	3934.49	3936.52	3934.2	3934.49	275.0

> showing 50 of 2,801 rows — these rows as CSV

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