PREVIEW / futures_30min / 2013-11-06

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-11-06.parquet
  size:    72 KB
  rows:    2,886

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
2013-11-06 00:00:00	ES	Futures	1821.2	1821.46	1820.94	1820.94	1347.0
2013-11-06 00:30:00	ES	Futures	1820.94	1821.2	1819.14	1819.65	3062.0
2013-11-06 01:00:00	ES	Futures	1819.39	1820.17	1819.14	1819.65	2276.0
2013-11-06 01:30:00	ES	Futures	1819.65	1820.43	1819.39	1819.91	1607.0
2013-11-06 02:00:00	ES	Futures	1819.91	1821.2	1819.65	1819.91	3809.0
2013-11-06 02:30:00	ES	Futures	1819.65	1820.94	1819.65	1820.17	2457.0
2013-11-06 03:00:00	ES	Futures	1819.91	1821.97	1819.91	1820.43	13179.0
2013-11-06 03:30:00	ES	Futures	1820.43	1820.94	1819.65	1820.43	5033.0
2013-11-06 04:00:00	ES	Futures	1820.17	1820.94	1819.14	1820.43	7131.0
2013-11-06 04:30:00	ES	Futures	1820.43	1821.2	1819.91	1820.94	6021.0
2013-11-06 05:00:00	ES	Futures	1820.68	1821.97	1820.17	1821.46	8038.0
2013-11-06 05:30:00	ES	Futures	1821.72	1823.01	1821.46	1822.49	7163.0
2013-11-06 06:00:00	ES	Futures	1822.75	1823.26	1821.97	1822.75	4600.0
2013-11-06 06:30:00	ES	Futures	1823.01	1823.01	1820.68	1821.72	7137.0
2013-11-06 07:00:00	ES	Futures	1821.46	1822.23	1820.17	1821.97	8638.0
2013-11-06 07:30:00	ES	Futures	1821.97	1822.49	1820.94	1821.2	8202.0
2013-11-06 08:00:00	ES	Futures	1820.94	1821.46	1820.17	1820.94	11097.0
2013-11-06 08:30:00	ES	Futures	1820.94	1821.46	1819.91	1820.17	12031.0
2013-11-06 09:00:00	ES	Futures	1820.17	1821.97	1820.17	1821.46	14706.0
2013-11-06 09:30:00	ES	Futures	1821.72	1826.36	1819.65	1824.55	201034.0
2013-11-06 10:00:00	ES	Futures	1824.81	1826.1	1821.2	1821.2	129069.0
2013-11-06 10:30:00	ES	Futures	1821.2	1821.72	1817.85	1819.39	138602.0
2013-11-06 11:00:00	ES	Futures	1819.39	1820.17	1816.04	1819.91	126200.0
2013-11-06 11:30:00	ES	Futures	1819.91	1820.94	1818.36	1818.88	84429.0
2013-11-06 12:00:00	ES	Futures	1818.62	1820.94	1818.62	1820.68	42710.0
2013-11-06 12:30:00	ES	Futures	1820.94	1822.23	1820.17	1820.43	49794.0
2013-11-06 13:00:00	ES	Futures	1820.43	1822.49	1819.91	1822.23	37921.0
2013-11-06 13:30:00	ES	Futures	1822.23	1822.75	1820.94	1821.46	36318.0
2013-11-06 14:00:00	ES	Futures	1821.2	1821.97	1819.65	1820.43	37273.0
2013-11-06 14:30:00	ES	Futures	1820.17	1822.23	1820.17	1821.46	34583.0
2013-11-06 15:00:00	ES	Futures	1821.46	1823.01	1820.68	1821.46	49815.0
2013-11-06 15:30:00	ES	Futures	1821.46	1823.78	1819.65	1822.75	116623.0
2013-11-06 16:00:00	ES	Futures	1822.75	1823.01	1821.46	1821.97	55001.0
2013-11-06 16:30:00	ES	Futures	1821.72	1821.97	1821.2	1821.46	5585.0
2013-11-06 17:00:00	ES	Futures	1821.46	1821.46	1820.17	1820.17	3076.0
2013-11-06 18:00:00	ES	Futures	1819.91	1820.68	1818.62	1818.88	4507.0
2013-11-06 18:30:00	ES	Futures	1818.88	1819.14	1817.85	1818.62	2121.0
2013-11-06 19:00:00	ES	Futures	1818.62	1818.88	1817.85	1818.36	1815.0
2013-11-06 19:30:00	ES	Futures	1818.36	1819.14	1818.11	1818.88	879.0
2013-11-06 20:00:00	ES	Futures	1819.14	1820.68	1818.62	1818.62	2932.0
2013-11-06 20:30:00	ES	Futures	1818.62	1818.88	1817.85	1818.36	2760.0
2013-11-06 21:00:00	ES	Futures	1818.36	1819.14	1817.85	1818.36	1624.0
2013-11-06 21:30:00	ES	Futures	1818.36	1819.65	1818.36	1819.65	787.0
2013-11-06 22:00:00	ES	Futures	1819.39	1819.91	1819.14	1819.14	703.0
2013-11-06 22:30:00	ES	Futures	1819.39	1819.91	1818.62	1819.14	1256.0
2013-11-06 23:00:00	ES	Futures	1818.88	1819.14	1818.62	1818.88	492.0
2013-11-06 23:30:00	ES	Futures	1818.88	1820.17	1818.88	1819.65	931.0
2013-11-06 00:00:00	NQ	Futures	3944.65	3944.94	3943.2	3943.49	255.0
2013-11-06 00:30:00	NQ	Futures	3943.2	3944.07	3940.3	3940.3	394.0
2013-11-06 01:00:00	NQ	Futures	3940.59	3941.46	3939.43	3940.88	177.0

> showing 50 of 2,886 rows — these rows as CSV

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