PREVIEW / futures_30min / 2013-11-05

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-11-05.parquet
  size:    75 KB
  rows:    2,866

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
2013-11-05 00:00:00	ES	Futures	1818.36	1818.88	1818.11	1818.62	1106.0
2013-11-05 00:30:00	ES	Futures	1818.62	1819.65	1818.36	1819.65	1136.0
2013-11-05 01:00:00	ES	Futures	1819.39	1819.91	1819.14	1819.39	1115.0
2013-11-05 01:30:00	ES	Futures	1819.14	1819.91	1819.14	1819.91	666.0
2013-11-05 02:00:00	ES	Futures	1819.91	1820.17	1818.88	1819.14	4376.0
2013-11-05 02:30:00	ES	Futures	1819.14	1820.17	1819.14	1819.65	3112.0
2013-11-05 03:00:00	ES	Futures	1819.65	1819.91	1817.07	1817.59	9708.0
2013-11-05 03:30:00	ES	Futures	1817.59	1817.59	1816.04	1816.82	6054.0
2013-11-05 04:00:00	ES	Futures	1816.56	1817.33	1816.04	1816.56	4040.0
2013-11-05 04:30:00	ES	Futures	1816.56	1816.82	1813.2	1813.98	15589.0
2013-11-05 05:00:00	ES	Futures	1813.72	1815.01	1813.2	1814.75	6911.0
2013-11-05 05:30:00	ES	Futures	1814.75	1815.27	1813.46	1813.98	5029.0
2013-11-05 06:00:00	ES	Futures	1813.98	1815.53	1813.72	1815.01	3656.0
2013-11-05 06:30:00	ES	Futures	1815.01	1815.53	1813.2	1813.72	12738.0
2013-11-05 07:00:00	ES	Futures	1813.72	1814.49	1812.69	1813.98	8956.0
2013-11-05 07:30:00	ES	Futures	1813.72	1814.49	1812.95	1813.98	7844.0
2013-11-05 08:00:00	ES	Futures	1813.98	1814.75	1813.2	1814.49	11313.0
2013-11-05 08:30:00	ES	Futures	1814.49	1814.75	1811.14	1811.91	29473.0
2013-11-05 09:00:00	ES	Futures	1811.91	1812.69	1811.14	1811.91	29076.0
2013-11-05 09:30:00	ES	Futures	1812.17	1813.2	1807.27	1808.82	210468.0
2013-11-05 10:00:00	ES	Futures	1808.82	1810.62	1806.24	1809.85	169674.0
2013-11-05 10:30:00	ES	Futures	1809.85	1815.01	1809.59	1814.24	128694.0
2013-11-05 11:00:00	ES	Futures	1814.24	1815.78	1812.95	1813.2	96625.0
2013-11-05 11:30:00	ES	Futures	1813.46	1815.78	1813.2	1815.27	54750.0
2013-11-05 12:00:00	ES	Futures	1815.27	1818.36	1814.75	1817.85	70693.0
2013-11-05 12:30:00	ES	Futures	1817.85	1818.11	1816.04	1816.3	50345.0
2013-11-05 13:00:00	ES	Futures	1816.3	1817.85	1816.3	1817.33	43080.0
2013-11-05 13:30:00	ES	Futures	1817.33	1817.85	1814.24	1814.49	44868.0
2013-11-05 14:00:00	ES	Futures	1814.49	1817.33	1814.24	1816.56	42693.0
2013-11-05 14:30:00	ES	Futures	1816.56	1818.11	1816.3	1816.56	39038.0
2013-11-05 15:00:00	ES	Futures	1816.56	1818.11	1815.01	1815.53	89083.0
2013-11-05 15:30:00	ES	Futures	1815.27	1816.82	1813.2	1813.72	145440.0
2013-11-05 16:00:00	ES	Futures	1813.98	1815.01	1812.17	1812.69	87281.0
2013-11-05 16:30:00	ES	Futures	1812.43	1813.2	1812.17	1813.2	9343.0
2013-11-05 17:00:00	ES	Futures	1813.2	1813.46	1812.69	1812.95	2908.0
2013-11-05 18:00:00	ES	Futures	1813.2	1813.72	1811.66	1812.69	3011.0
2013-11-05 18:30:00	ES	Futures	1812.69	1812.95	1812.43	1812.69	574.0
2013-11-05 19:00:00	ES	Futures	1812.69	1815.01	1812.69	1815.01	2484.0
2013-11-05 19:30:00	ES	Futures	1815.01	1815.53	1814.24	1814.49	1544.0
2013-11-05 20:00:00	ES	Futures	1814.49	1816.82	1814.24	1815.78	5462.0
2013-11-05 20:30:00	ES	Futures	1815.78	1816.04	1815.01	1815.53	1807.0
2013-11-05 21:00:00	ES	Futures	1815.53	1815.78	1815.27	1815.53	595.0
2013-11-05 21:30:00	ES	Futures	1815.78	1816.82	1815.53	1816.3	1648.0
2013-11-05 22:00:00	ES	Futures	1816.56	1816.56	1815.53	1816.04	1168.0
2013-11-05 22:30:00	ES	Futures	1816.04	1819.91	1815.78	1819.39	8609.0
2013-11-05 23:00:00	ES	Futures	1819.39	1819.65	1818.88	1819.14	2018.0
2013-11-05 23:30:00	ES	Futures	1819.39	1823.78	1819.39	1821.46	14861.0
2013-11-05 00:00:00	NQ	Futures	3922.29	3924.61	3922.0	3923.45	184.0
2013-11-05 00:30:00	NQ	Futures	3923.16	3925.2	3922.58	3924.9	228.0
2013-11-05 01:00:00	NQ	Futures	3924.9	3925.2	3924.03	3924.03	103.0

> showing 50 of 2,866 rows — these rows as CSV

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