PREVIEW / futures_30min / 2013-10-31

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-10-31.parquet
  size:    78 KB
  rows:    2,902

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
2013-10-31 00:00:00	ES	Futures	1810.37	1810.37	1809.33	1809.59	713.0
2013-10-31 00:30:00	ES	Futures	1809.59	1810.62	1809.08	1809.33	1454.0
2013-10-31 01:00:00	ES	Futures	1809.33	1809.59	1808.56	1809.08	1453.0
2013-10-31 01:30:00	ES	Futures	1808.82	1809.08	1807.53	1808.3	3259.0
2013-10-31 02:00:00	ES	Futures	1808.3	1809.33	1808.04	1808.56	2168.0
2013-10-31 02:30:00	ES	Futures	1808.56	1810.62	1808.3	1810.37	2017.0
2013-10-31 03:00:00	ES	Futures	1810.37	1811.14	1809.85	1809.85	2734.0
2013-10-31 03:30:00	ES	Futures	1809.85	1810.37	1809.33	1809.59	3647.0
2013-10-31 04:00:00	ES	Futures	1809.85	1812.17	1809.33	1810.88	15559.0
2013-10-31 04:30:00	ES	Futures	1810.88	1811.4	1810.11	1810.88	7887.0
2013-10-31 05:00:00	ES	Futures	1810.62	1811.14	1809.59	1810.88	5571.0
2013-10-31 05:30:00	ES	Futures	1810.88	1812.69	1810.88	1811.91	7404.0
2013-10-31 06:00:00	ES	Futures	1811.91	1812.95	1811.14	1811.66	7641.0
2013-10-31 06:30:00	ES	Futures	1811.66	1812.43	1811.4	1811.91	3742.0
2013-10-31 07:00:00	ES	Futures	1811.91	1813.46	1810.88	1813.2	10875.0
2013-10-31 07:30:00	ES	Futures	1812.95	1814.75	1812.43	1813.46	14689.0
2013-10-31 08:00:00	ES	Futures	1813.46	1815.53	1813.2	1815.27	16555.0
2013-10-31 08:30:00	ES	Futures	1815.27	1815.53	1812.95	1813.46	18508.0
2013-10-31 09:00:00	ES	Futures	1813.46	1813.98	1812.17	1812.69	20946.0
2013-10-31 09:30:00	ES	Futures	1812.69	1818.11	1809.33	1810.37	244238.0
2013-10-31 10:00:00	ES	Futures	1810.11	1810.88	1806.75	1809.33	161543.0
2013-10-31 10:30:00	ES	Futures	1809.08	1811.66	1805.98	1810.37	163560.0
2013-10-31 11:00:00	ES	Futures	1810.37	1814.49	1809.59	1813.98	118492.0
2013-10-31 11:30:00	ES	Futures	1813.72	1815.78	1812.69	1813.46	81560.0
2013-10-31 12:00:00	ES	Futures	1813.2	1815.01	1812.43	1813.98	64390.0
2013-10-31 12:30:00	ES	Futures	1814.24	1816.82	1813.72	1814.49	71018.0
2013-10-31 13:00:00	ES	Futures	1814.49	1816.3	1814.24	1816.04	35387.0
2013-10-31 13:30:00	ES	Futures	1816.04	1816.56	1814.75	1815.78	39933.0
2013-10-31 14:00:00	ES	Futures	1815.53	1820.17	1814.75	1819.39	87378.0
2013-10-31 14:30:00	ES	Futures	1819.39	1820.17	1815.78	1815.78	91996.0
2013-10-31 15:00:00	ES	Futures	1815.78	1816.3	1812.69	1812.69	108214.0
2013-10-31 15:30:00	ES	Futures	1812.69	1814.75	1808.04	1808.04	261206.0
2013-10-31 16:00:00	ES	Futures	1808.04	1811.4	1807.53	1810.88	124642.0
2013-10-31 16:30:00	ES	Futures	1810.88	1811.91	1810.37	1811.66	9976.0
2013-10-31 17:00:00	ES	Futures	1811.66	1811.91	1811.14	1811.14	1948.0
2013-10-31 18:00:00	ES	Futures	1811.4	1811.66	1808.56	1809.33	5504.0
2013-10-31 18:30:00	ES	Futures	1809.59	1810.88	1809.08	1810.62	1640.0
2013-10-31 19:00:00	ES	Futures	1810.88	1810.88	1808.82	1809.33	1431.0
2013-10-31 19:30:00	ES	Futures	1809.59	1810.37	1809.33	1810.11	1168.0
2013-10-31 20:00:00	ES	Futures	1809.85	1810.88	1809.59	1810.62	3335.0
2013-10-31 20:30:00	ES	Futures	1810.62	1810.62	1809.85	1810.37	2337.0
2013-10-31 21:00:00	ES	Futures	1810.37	1810.62	1809.85	1810.62	1558.0
2013-10-31 21:30:00	ES	Futures	1810.62	1810.62	1809.08	1809.59	2246.0
2013-10-31 22:00:00	ES	Futures	1809.33	1810.11	1808.82	1809.33	3840.0
2013-10-31 22:30:00	ES	Futures	1809.33	1809.59	1808.56	1809.08	1349.0
2013-10-31 23:00:00	ES	Futures	1809.08	1810.11	1809.08	1809.85	1835.0
2013-10-31 23:30:00	ES	Futures	1809.85	1809.85	1807.27	1807.27	5285.0
2013-10-31 00:00:00	NQ	Futures	3919.68	3919.97	3916.77	3917.35	140.0
2013-10-31 00:30:00	NQ	Futures	3917.35	3919.68	3916.77	3916.77	166.0
2013-10-31 01:00:00	NQ	Futures	3917.06	3917.64	3915.61	3916.48	195.0

> showing 50 of 2,902 rows — these rows as CSV

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