PREVIEW / futures_30min / 2013-11-20

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-11-20.parquet
  size:    78 KB
  rows:    2,865

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
2013-11-20 00:00:00	ES	Futures	1842.61	1842.61	1841.06	1841.32	1616.0
2013-11-20 00:30:00	ES	Futures	1841.58	1842.1	1840.81	1841.06	1058.0
2013-11-20 01:00:00	ES	Futures	1840.81	1841.58	1840.81	1840.81	1211.0
2013-11-20 01:30:00	ES	Futures	1840.81	1842.35	1840.29	1841.06	2986.0
2013-11-20 02:00:00	ES	Futures	1841.06	1842.87	1841.06	1842.61	3044.0
2013-11-20 02:30:00	ES	Futures	1842.35	1842.87	1841.58	1841.84	2604.0
2013-11-20 03:00:00	ES	Futures	1841.84	1844.16	1841.06	1842.87	15868.0
2013-11-20 03:30:00	ES	Futures	1842.61	1844.42	1842.35	1843.39	8878.0
2013-11-20 04:00:00	ES	Futures	1843.13	1843.39	1841.84	1842.1	5346.0
2013-11-20 04:30:00	ES	Futures	1842.1	1843.13	1841.84	1842.61	7697.0
2013-11-20 05:00:00	ES	Futures	1842.35	1843.13	1841.32	1842.35	16367.0
2013-11-20 05:30:00	ES	Futures	1842.1	1842.35	1838.74	1839.52	13326.0
2013-11-20 06:00:00	ES	Futures	1839.52	1839.77	1838.74	1839.52	18641.0
2013-11-20 06:30:00	ES	Futures	1839.26	1841.32	1839.26	1841.06	11969.0
2013-11-20 07:00:00	ES	Futures	1841.06	1841.58	1840.55	1840.81	12768.0
2013-11-20 07:30:00	ES	Futures	1840.81	1842.1	1840.81	1840.81	19051.0
2013-11-20 08:00:00	ES	Futures	1840.81	1842.61	1840.55	1842.35	21735.0
2013-11-20 08:30:00	ES	Futures	1842.35	1846.22	1841.06	1846.22	32994.0
2013-11-20 09:00:00	ES	Futures	1845.96	1846.48	1844.67	1845.96	29508.0
2013-11-20 09:30:00	ES	Futures	1845.96	1847.25	1842.61	1845.19	198268.0
2013-11-20 10:00:00	ES	Futures	1845.45	1851.38	1842.61	1848.29	210005.0
2013-11-20 10:30:00	ES	Futures	1848.03	1848.8	1843.13	1847.25	185462.0
2013-11-20 11:00:00	ES	Futures	1847.25	1848.03	1844.93	1847.0	95382.0
2013-11-20 11:30:00	ES	Futures	1846.74	1848.03	1845.45	1846.48	51261.0
2013-11-20 12:00:00	ES	Futures	1846.22	1848.03	1845.96	1846.74	40454.0
2013-11-20 12:30:00	ES	Futures	1847.0	1847.25	1844.93	1844.93	43050.0
2013-11-20 13:00:00	ES	Futures	1844.93	1845.96	1844.16	1844.93	55379.0
2013-11-20 13:30:00	ES	Futures	1844.67	1846.74	1844.67	1845.45	23013.0
2013-11-20 14:00:00	ES	Futures	1845.71	1845.96	1836.94	1841.06	326597.0
2013-11-20 14:30:00	ES	Futures	1841.06	1841.58	1835.13	1837.45	137084.0
2013-11-20 15:00:00	ES	Futures	1837.45	1837.45	1831.0	1834.61	175286.0
2013-11-20 15:30:00	ES	Futures	1834.61	1837.19	1832.55	1835.9	166844.0
2013-11-20 16:00:00	ES	Futures	1836.16	1837.71	1835.65	1836.42	85546.0
2013-11-20 16:30:00	ES	Futures	1836.68	1837.19	1836.42	1836.94	5751.0
2013-11-20 17:00:00	ES	Futures	1837.19	1837.19	1836.42	1836.42	2261.0
2013-11-20 18:00:00	ES	Futures	1836.16	1837.19	1835.39	1836.42	4704.0
2013-11-20 18:30:00	ES	Futures	1836.42	1836.94	1836.16	1836.94	1379.0
2013-11-20 19:00:00	ES	Futures	1836.68	1836.94	1835.13	1835.9	3233.0
2013-11-20 19:30:00	ES	Futures	1835.9	1837.19	1835.65	1836.68	4075.0
2013-11-20 20:00:00	ES	Futures	1836.42	1837.45	1835.9	1836.16	3149.0
2013-11-20 20:30:00	ES	Futures	1835.9	1836.68	1834.87	1835.65	3569.0
2013-11-20 21:00:00	ES	Futures	1835.65	1835.65	1834.36	1834.87	2669.0
2013-11-20 21:30:00	ES	Futures	1835.13	1835.9	1834.61	1834.61	1656.0
2013-11-20 22:00:00	ES	Futures	1834.87	1835.39	1834.61	1834.87	1407.0
2013-11-20 22:30:00	ES	Futures	1835.13	1835.65	1834.61	1834.87	1907.0
2013-11-20 23:00:00	ES	Futures	1834.87	1835.39	1833.07	1833.58	3482.0
2013-11-20 23:30:00	ES	Futures	1833.58	1833.84	1832.81	1832.81	1680.0
2013-11-20 00:00:00	NQ	Futures	3925.2	3925.2	3922.58	3923.45	224.0
2013-11-20 00:30:00	NQ	Futures	3924.32	3925.49	3922.58	3922.58	204.0
2013-11-20 01:00:00	NQ	Futures	3922.29	3923.16	3921.42	3921.42	175.0

> showing 50 of 2,865 rows — these rows as CSV

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