PREVIEW / futures_30min / 2013-11-12

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-11-12.parquet
  size:    75 KB
  rows:    2,889

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
2013-11-12 00:00:00	ES	Futures	1825.07	1826.1	1824.81	1825.59	3851.0
2013-11-12 00:30:00	ES	Futures	1825.33	1826.1	1825.07	1825.84	1709.0
2013-11-12 01:00:00	ES	Futures	1825.59	1826.1	1825.07	1825.33	1652.0
2013-11-12 01:30:00	ES	Futures	1825.33	1825.33	1824.04	1824.3	2045.0
2013-11-12 02:00:00	ES	Futures	1824.3	1824.55	1823.78	1824.04	3257.0
2013-11-12 02:30:00	ES	Futures	1824.04	1824.04	1822.75	1823.01	3363.0
2013-11-12 03:00:00	ES	Futures	1822.75	1824.55	1821.72	1823.52	13323.0
2013-11-12 03:30:00	ES	Futures	1823.78	1823.78	1820.94	1821.46	12086.0
2013-11-12 04:00:00	ES	Futures	1821.46	1821.97	1819.14	1819.39	16494.0
2013-11-12 04:30:00	ES	Futures	1819.39	1820.43	1818.88	1819.91	12493.0
2013-11-12 05:00:00	ES	Futures	1819.91	1820.94	1819.65	1820.94	6446.0
2013-11-12 05:30:00	ES	Futures	1820.94	1821.2	1819.91	1820.17	7628.0
2013-11-12 06:00:00	ES	Futures	1820.17	1821.46	1819.65	1821.46	7175.0
2013-11-12 06:30:00	ES	Futures	1821.2	1821.46	1819.39	1820.17	8042.0
2013-11-12 07:00:00	ES	Futures	1820.43	1821.46	1820.17	1820.68	9913.0
2013-11-12 07:30:00	ES	Futures	1820.68	1822.23	1820.43	1820.68	15179.0
2013-11-12 08:00:00	ES	Futures	1820.68	1821.46	1818.62	1819.39	19151.0
2013-11-12 08:30:00	ES	Futures	1819.65	1820.43	1818.88	1819.39	10431.0
2013-11-12 09:00:00	ES	Futures	1819.14	1820.94	1818.88	1820.17	12624.0
2013-11-12 09:30:00	ES	Futures	1820.43	1823.52	1818.36	1822.49	147955.0
2013-11-12 10:00:00	ES	Futures	1822.75	1824.81	1819.65	1823.78	142853.0
2013-11-12 10:30:00	ES	Futures	1823.78	1824.55	1820.68	1821.2	84888.0
2013-11-12 11:00:00	ES	Futures	1821.2	1822.49	1819.91	1821.72	77446.0
2013-11-12 11:30:00	ES	Futures	1821.97	1823.26	1817.59	1819.39	115593.0
2013-11-12 12:00:00	ES	Futures	1819.14	1820.17	1816.04	1817.59	76797.0
2013-11-12 12:30:00	ES	Futures	1817.59	1818.88	1816.3	1818.36	55905.0
2013-11-12 13:00:00	ES	Futures	1818.36	1819.39	1817.07	1817.07	43819.0
2013-11-12 13:30:00	ES	Futures	1817.33	1817.85	1814.49	1816.04	69787.0
2013-11-12 14:00:00	ES	Futures	1816.04	1817.85	1815.53	1815.53	37028.0
2013-11-12 14:30:00	ES	Futures	1815.53	1820.94	1815.53	1820.43	69433.0
2013-11-12 15:00:00	ES	Futures	1820.43	1821.97	1818.88	1819.14	68229.0
2013-11-12 15:30:00	ES	Futures	1819.14	1821.46	1818.11	1820.94	129375.0
2013-11-12 16:00:00	ES	Futures	1820.68	1821.46	1819.91	1821.2	60648.0
2013-11-12 16:30:00	ES	Futures	1821.46	1821.72	1821.2	1821.46	5944.0
2013-11-12 17:00:00	ES	Futures	1821.46	1821.72	1820.68	1820.94	2428.0
2013-11-12 18:00:00	ES	Futures	1820.94	1821.46	1820.17	1821.2	3215.0
2013-11-12 18:30:00	ES	Futures	1821.2	1821.46	1820.68	1820.68	789.0
2013-11-12 19:00:00	ES	Futures	1820.94	1821.97	1820.43	1821.72	2730.0
2013-11-12 19:30:00	ES	Futures	1821.97	1822.23	1821.72	1821.97	2290.0
2013-11-12 20:00:00	ES	Futures	1821.97	1821.97	1819.39	1819.91	4412.0
2013-11-12 20:30:00	ES	Futures	1819.91	1819.91	1819.14	1819.39	2346.0
2013-11-12 21:00:00	ES	Futures	1819.65	1820.43	1819.14	1819.65	1989.0
2013-11-12 21:30:00	ES	Futures	1819.65	1819.65	1818.88	1818.88	1400.0
2013-11-12 22:00:00	ES	Futures	1819.14	1819.39	1817.59	1817.59	1872.0
2013-11-12 22:30:00	ES	Futures	1817.59	1818.11	1816.82	1817.07	2638.0
2013-11-12 23:00:00	ES	Futures	1817.33	1817.33	1813.98	1814.24	10422.0
2013-11-12 23:30:00	ES	Futures	1814.24	1815.27	1813.72	1814.49	4125.0
2013-11-12 00:00:00	NQ	Futures	3898.19	3901.09	3897.89	3899.93	851.0
2013-11-12 00:30:00	NQ	Futures	3899.64	3900.51	3899.64	3900.22	178.0
2013-11-12 01:00:00	NQ	Futures	3899.93	3901.09	3899.35	3899.35	192.0

> showing 50 of 2,889 rows — these rows as CSV

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