PREVIEW / futures_30min / 2013-11-29

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-11-29.parquet
  size:    49 KB
  rows:    1,723

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
2013-11-29 00:00:00	ES	Futures	1864.28	1864.54	1864.02	1864.54	856.0
2013-11-29 00:30:00	ES	Futures	1864.54	1864.8	1864.28	1864.8	756.0
2013-11-29 01:00:00	ES	Futures	1864.8	1865.83	1864.54	1865.57	818.0
2013-11-29 01:30:00	ES	Futures	1865.83	1865.83	1864.8	1865.05	659.0
2013-11-29 02:00:00	ES	Futures	1864.8	1865.83	1864.8	1865.83	767.0
2013-11-29 02:30:00	ES	Futures	1865.57	1865.83	1865.31	1865.57	742.0
2013-11-29 03:00:00	ES	Futures	1865.31	1866.86	1865.31	1866.09	4162.0
2013-11-29 03:30:00	ES	Futures	1866.09	1866.09	1864.8	1865.05	2562.0
2013-11-29 04:00:00	ES	Futures	1865.05	1866.34	1864.8	1865.57	3743.0
2013-11-29 04:30:00	ES	Futures	1865.57	1866.34	1865.31	1865.83	3353.0
2013-11-29 05:00:00	ES	Futures	1865.83	1866.09	1865.31	1865.83	3099.0
2013-11-29 05:30:00	ES	Futures	1865.83	1865.83	1865.05	1865.05	2119.0
2013-11-29 06:00:00	ES	Futures	1865.05	1865.57	1865.05	1865.05	1989.0
2013-11-29 06:30:00	ES	Futures	1865.05	1866.09	1864.8	1865.83	3782.0
2013-11-29 07:00:00	ES	Futures	1865.83	1866.86	1865.31	1865.83	15004.0
2013-11-29 07:30:00	ES	Futures	1865.83	1866.86	1865.83	1866.34	10217.0
2013-11-29 08:00:00	ES	Futures	1866.34	1866.6	1865.57	1865.57	8116.0
2013-11-29 08:30:00	ES	Futures	1865.57	1865.83	1865.05	1865.57	7469.0
2013-11-29 09:00:00	ES	Futures	1865.57	1866.09	1864.8	1865.57	9322.0
2013-11-29 09:30:00	ES	Futures	1865.83	1868.41	1864.54	1868.15	98015.0
2013-11-29 10:00:00	ES	Futures	1868.15	1869.44	1867.38	1869.44	64158.0
2013-11-29 10:30:00	ES	Futures	1869.44	1870.21	1867.89	1868.92	50757.0
2013-11-29 11:00:00	ES	Futures	1868.92	1869.7	1867.89	1868.15	40652.0
2013-11-29 11:30:00	ES	Futures	1867.89	1869.18	1867.63	1868.67	40934.0
2013-11-29 12:00:00	ES	Futures	1868.41	1869.18	1867.63	1868.41	36984.0
2013-11-29 12:30:00	ES	Futures	1868.67	1868.67	1860.15	1861.44	190048.0
2013-11-29 13:00:00	ES	Futures	1861.44	1862.99	1860.41	1861.7	86158.0
2013-11-29 00:00:00	NQ	Futures	4044.85	4045.43	4044.27	4045.14	143.0
2013-11-29 00:30:00	NQ	Futures	4045.43	4045.72	4043.98	4045.14	77.0
2013-11-29 01:00:00	NQ	Futures	4045.43	4046.6	4045.14	4046.31	39.0
2013-11-29 01:30:00	NQ	Futures	4046.31	4046.6	4045.14	4045.14	90.0
2013-11-29 02:00:00	NQ	Futures	4044.85	4046.02	4044.85	4045.43	100.0
2013-11-29 02:30:00	NQ	Futures	4045.14	4045.72	4045.14	4045.72	38.0
2013-11-29 03:00:00	NQ	Futures	4045.43	4047.47	4044.85	4046.31	744.0
2013-11-29 03:30:00	NQ	Futures	4046.02	4046.31	4044.27	4044.27	390.0
2013-11-29 04:00:00	NQ	Futures	4044.56	4048.92	4043.98	4047.18	921.0
2013-11-29 04:30:00	NQ	Futures	4047.18	4049.5	4047.18	4048.05	782.0
2013-11-29 05:00:00	NQ	Futures	4048.34	4049.21	4047.18	4048.34	450.0
2013-11-29 05:30:00	NQ	Futures	4048.63	4048.92	4047.47	4047.76	369.0
2013-11-29 06:00:00	NQ	Futures	4047.76	4048.34	4047.47	4047.76	235.0
2013-11-29 06:30:00	NQ	Futures	4047.76	4049.5	4047.47	4047.76	861.0
2013-11-29 07:00:00	NQ	Futures	4047.76	4050.95	4047.47	4048.63	1224.0
2013-11-29 07:30:00	NQ	Futures	4048.63	4050.08	4047.76	4048.34	942.0
2013-11-29 08:00:00	NQ	Futures	4048.34	4048.92	4046.89	4046.89	722.0
2013-11-29 08:30:00	NQ	Futures	4046.89	4047.47	4043.4	4044.56	1342.0
2013-11-29 09:00:00	NQ	Futures	4044.85	4049.21	4043.4	4047.76	2323.0
2013-11-29 09:30:00	NQ	Futures	4048.05	4052.7	4044.85	4050.95	19002.0
2013-11-29 10:00:00	NQ	Futures	4050.95	4056.18	4048.05	4055.02	8111.0
2013-11-29 10:30:00	NQ	Futures	4055.6	4057.34	4052.7	4055.02	7301.0
2013-11-29 11:00:00	NQ	Futures	4055.31	4060.25	4053.28	4057.63	5445.0

> showing 50 of 1,723 rows — these rows as CSV

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