PREVIEW / futures_30min / 2013-11-28

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-11-28.parquet
  size:    47 KB
  rows:    1,823

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
2013-11-28 00:00:00	ES	Futures	1863.51	1863.51	1863.25	1863.51	330.0
2013-11-28 00:30:00	ES	Futures	1863.51	1864.28	1863.51	1864.02	573.0
2013-11-28 01:00:00	ES	Futures	1864.28	1864.54	1864.02	1864.28	745.0
2013-11-28 01:30:00	ES	Futures	1864.28	1864.54	1863.51	1863.51	776.0
2013-11-28 02:00:00	ES	Futures	1863.76	1863.76	1863.25	1863.25	1650.0
2013-11-28 02:30:00	ES	Futures	1863.51	1863.51	1862.73	1862.73	1448.0
2013-11-28 03:00:00	ES	Futures	1862.73	1863.76	1862.73	1863.25	2248.0
2013-11-28 03:30:00	ES	Futures	1863.25	1864.28	1862.73	1864.02	2696.0
2013-11-28 04:00:00	ES	Futures	1864.02	1866.6	1863.25	1866.09	7005.0
2013-11-28 04:30:00	ES	Futures	1866.09	1867.38	1866.09	1866.6	17475.0
2013-11-28 05:00:00	ES	Futures	1866.86	1867.38	1866.34	1866.86	6475.0
2013-11-28 05:30:00	ES	Futures	1866.86	1867.12	1866.34	1866.34	9543.0
2013-11-28 06:00:00	ES	Futures	1866.34	1866.86	1865.83	1866.34	8337.0
2013-11-28 06:30:00	ES	Futures	1866.6	1866.86	1866.09	1866.6	2530.0
2013-11-28 07:00:00	ES	Futures	1866.6	1866.6	1865.83	1865.83	11410.0
2013-11-28 07:30:00	ES	Futures	1866.09	1866.34	1865.83	1866.09	4167.0
2013-11-28 08:00:00	ES	Futures	1866.09	1867.38	1866.09	1866.86	2425.0
2013-11-28 08:30:00	ES	Futures	1866.86	1867.63	1866.6	1867.12	1665.0
2013-11-28 09:00:00	ES	Futures	1867.12	1867.38	1866.6	1866.6	2718.0
2013-11-28 09:30:00	ES	Futures	1866.6	1867.12	1865.83	1866.09	3370.0
2013-11-28 10:00:00	ES	Futures	1866.09	1866.6	1866.09	1866.34	2032.0
2013-11-28 10:30:00	ES	Futures	1866.34	1866.86	1866.09	1866.34	1192.0
2013-11-28 11:00:00	ES	Futures	1866.09	1866.6	1865.83	1866.09	2961.0
2013-11-28 18:00:00	ES	Futures	1866.09	1866.09	1865.31	1865.31	1003.0
2013-11-28 18:30:00	ES	Futures	1865.57	1865.83	1864.8	1865.05	722.0
2013-11-28 19:00:00	ES	Futures	1865.31	1865.57	1865.05	1865.31	613.0
2013-11-28 19:30:00	ES	Futures	1865.57	1865.57	1865.05	1865.31	563.0
2013-11-28 20:00:00	ES	Futures	1865.31	1865.57	1864.8	1865.31	1044.0
2013-11-28 20:30:00	ES	Futures	1865.31	1866.09	1865.05	1866.09	1064.0
2013-11-28 21:00:00	ES	Futures	1866.09	1866.34	1865.57	1865.83	862.0
2013-11-28 21:30:00	ES	Futures	1865.57	1866.09	1865.31	1865.83	568.0
2013-11-28 22:00:00	ES	Futures	1865.83	1866.09	1865.83	1865.83	147.0
2013-11-28 22:30:00	ES	Futures	1866.09	1866.09	1865.57	1866.09	471.0
2013-11-28 23:00:00	ES	Futures	1865.83	1865.83	1864.02	1864.54	2520.0
2013-11-28 23:30:00	ES	Futures	1864.28	1864.8	1863.76	1864.02	1805.0
2013-11-28 00:00:00	NQ	Futures	4036.14	4037.01	4036.14	4036.72	96.0
2013-11-28 00:30:00	NQ	Futures	4036.72	4039.34	4036.43	4039.34	430.0
2013-11-28 01:00:00	NQ	Futures	4039.63	4041.66	4039.34	4039.63	590.0
2013-11-28 01:30:00	NQ	Futures	4039.63	4039.63	4038.17	4038.46	108.0
2013-11-28 02:00:00	NQ	Futures	4038.46	4038.75	4037.3	4037.88	181.0
2013-11-28 02:30:00	NQ	Futures	4037.88	4038.17	4036.72	4037.01	143.0
2013-11-28 03:00:00	NQ	Futures	4037.3	4039.04	4037.01	4037.88	785.0
2013-11-28 03:30:00	NQ	Futures	4037.59	4040.21	4037.01	4039.92	1253.0
2013-11-28 04:00:00	NQ	Futures	4040.21	4045.43	4039.04	4044.56	786.0
2013-11-28 04:30:00	NQ	Futures	4044.56	4046.02	4043.98	4043.98	1091.0
2013-11-28 05:00:00	NQ	Futures	4044.27	4045.14	4043.4	4043.98	745.0
2013-11-28 05:30:00	NQ	Futures	4043.98	4045.14	4042.82	4043.69	533.0
2013-11-28 06:00:00	NQ	Futures	4043.4	4045.43	4043.11	4045.14	429.0
2013-11-28 06:30:00	NQ	Futures	4045.14	4046.31	4043.4	4044.27	351.0
2013-11-28 07:00:00	NQ	Futures	4044.85	4044.85	4043.4	4044.27	261.0

> showing 50 of 1,823 rows — these rows as CSV

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