PREVIEW / futures_30min / 2013-10-29

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-10-29.parquet
  size:    74 KB
  rows:    2,869

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
2013-10-29 00:00:00	ES	Futures	1812.69	1813.2	1811.91	1812.69	1444.0
2013-10-29 00:30:00	ES	Futures	1812.69	1813.72	1812.69	1813.46	503.0
2013-10-29 01:00:00	ES	Futures	1813.2	1813.72	1812.17	1813.72	1428.0
2013-10-29 01:30:00	ES	Futures	1813.72	1813.98	1812.95	1813.72	1406.0
2013-10-29 02:00:00	ES	Futures	1813.98	1813.98	1813.46	1813.46	342.0
2013-10-29 02:30:00	ES	Futures	1813.72	1814.24	1813.46	1813.98	936.0
2013-10-29 03:00:00	ES	Futures	1814.24	1814.24	1812.43	1813.46	2294.0
2013-10-29 03:30:00	ES	Futures	1813.46	1813.46	1812.17	1812.43	1762.0
2013-10-29 04:00:00	ES	Futures	1812.43	1815.78	1812.43	1815.27	8522.0
2013-10-29 04:30:00	ES	Futures	1815.27	1817.33	1815.01	1816.56	9676.0
2013-10-29 05:00:00	ES	Futures	1816.56	1816.82	1815.01	1815.27	5956.0
2013-10-29 05:30:00	ES	Futures	1815.27	1815.27	1813.98	1815.01	4940.0
2013-10-29 06:00:00	ES	Futures	1815.01	1815.78	1813.98	1814.49	5243.0
2013-10-29 06:30:00	ES	Futures	1814.49	1815.01	1813.98	1814.75	5147.0
2013-10-29 07:00:00	ES	Futures	1814.49	1816.82	1814.49	1816.3	9497.0
2013-10-29 07:30:00	ES	Futures	1816.3	1817.33	1816.04	1816.56	8825.0
2013-10-29 08:00:00	ES	Futures	1816.3	1816.82	1815.27	1815.78	9958.0
2013-10-29 08:30:00	ES	Futures	1815.78	1817.85	1815.53	1816.3	14807.0
2013-10-29 09:00:00	ES	Futures	1816.3	1818.36	1816.3	1817.59	24708.0
2013-10-29 09:30:00	ES	Futures	1817.59	1820.17	1816.3	1817.33	164457.0
2013-10-29 10:00:00	ES	Futures	1817.07	1818.36	1815.01	1818.11	101553.0
2013-10-29 10:30:00	ES	Futures	1818.11	1819.65	1815.53	1815.78	84854.0
2013-10-29 11:00:00	ES	Futures	1816.04	1819.14	1815.78	1818.36	60404.0
2013-10-29 11:30:00	ES	Futures	1818.36	1818.62	1816.56	1818.36	61378.0
2013-10-29 12:00:00	ES	Futures	1818.36	1821.2	1817.85	1820.94	73068.0
2013-10-29 12:30:00	ES	Futures	1820.68	1821.97	1819.91	1820.68	60714.0
2013-10-29 13:00:00	ES	Futures	1820.68	1822.23	1819.65	1819.91	40522.0
2013-10-29 13:30:00	ES	Futures	1819.91	1820.94	1819.65	1820.94	39510.0
2013-10-29 14:00:00	ES	Futures	1820.94	1821.97	1820.43	1821.2	49832.0
2013-10-29 14:30:00	ES	Futures	1821.2	1822.23	1820.94	1821.72	36633.0
2013-10-29 15:00:00	ES	Futures	1821.46	1821.72	1819.39	1820.68	63126.0
2013-10-29 15:30:00	ES	Futures	1820.68	1824.04	1819.14	1823.78	123127.0
2013-10-29 16:00:00	ES	Futures	1823.78	1824.3	1822.49	1823.78	69649.0
2013-10-29 16:30:00	ES	Futures	1823.78	1824.55	1823.52	1824.04	9771.0
2013-10-29 17:00:00	ES	Futures	1824.04	1825.07	1823.52	1824.81	3069.0
2013-10-29 18:00:00	ES	Futures	1824.55	1824.55	1823.52	1824.04	3773.0
2013-10-29 18:30:00	ES	Futures	1824.04	1824.55	1823.26	1823.26	1722.0
2013-10-29 19:00:00	ES	Futures	1823.26	1823.52	1822.75	1823.01	1128.0
2013-10-29 19:30:00	ES	Futures	1823.26	1823.52	1823.01	1823.01	897.0
2013-10-29 20:00:00	ES	Futures	1823.26	1823.52	1821.97	1822.23	3842.0
2013-10-29 20:30:00	ES	Futures	1821.97	1822.49	1821.97	1822.23	1014.0
2013-10-29 21:00:00	ES	Futures	1822.23	1823.52	1821.97	1823.01	2010.0
2013-10-29 21:30:00	ES	Futures	1822.75	1823.78	1822.49	1823.52	1273.0
2013-10-29 22:00:00	ES	Futures	1823.52	1824.3	1823.26	1823.78	1221.0
2013-10-29 22:30:00	ES	Futures	1823.52	1823.78	1823.01	1823.78	742.0
2013-10-29 23:00:00	ES	Futures	1823.52	1823.78	1823.01	1823.52	456.0
2013-10-29 23:30:00	ES	Futures	1823.26	1824.3	1823.01	1824.04	926.0
2013-10-29 00:00:00	NQ	Futures	3918.52	3920.55	3917.93	3920.26	188.0
2013-10-29 00:30:00	NQ	Futures	3920.55	3921.71	3920.55	3921.42	87.0
2013-10-29 01:00:00	NQ	Futures	3920.84	3922.0	3918.81	3922.0	239.0

> showing 50 of 2,869 rows — these rows as CSV

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