PREVIEW / futures_30min / 2013-12-05

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-05.parquet
  size:    76 KB
  rows:    2,855

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
2013-12-05 00:00:00	ES	Futures	1848.29	1848.54	1847.51	1848.03	1907.0
2013-12-05 00:30:00	ES	Futures	1847.77	1847.77	1846.48	1847.0	3677.0
2013-12-05 01:00:00	ES	Futures	1847.0	1847.77	1846.74	1847.51	1152.0
2013-12-05 01:30:00	ES	Futures	1847.51	1847.77	1846.48	1846.74	1758.0
2013-12-05 02:00:00	ES	Futures	1846.48	1847.25	1845.71	1847.25	4412.0
2013-12-05 02:30:00	ES	Futures	1847.25	1847.51	1846.22	1846.48	2910.0
2013-12-05 03:00:00	ES	Futures	1846.48	1848.29	1845.19	1848.29	11921.0
2013-12-05 03:30:00	ES	Futures	1848.29	1848.29	1847.0	1848.29	7776.0
2013-12-05 04:00:00	ES	Futures	1848.29	1849.32	1848.03	1848.54	6836.0
2013-12-05 04:30:00	ES	Futures	1848.54	1849.83	1848.29	1849.58	5076.0
2013-12-05 05:00:00	ES	Futures	1849.32	1849.83	1848.03	1848.29	3612.0
2013-12-05 05:30:00	ES	Futures	1848.54	1848.8	1847.77	1848.03	2219.0
2013-12-05 06:00:00	ES	Futures	1847.77	1849.83	1847.77	1848.54	7039.0
2013-12-05 06:30:00	ES	Futures	1848.8	1848.8	1847.25	1848.29	12130.0
2013-12-05 07:00:00	ES	Futures	1848.29	1850.09	1848.03	1849.06	13614.0
2013-12-05 07:30:00	ES	Futures	1848.8	1849.32	1848.29	1849.32	11102.0
2013-12-05 08:00:00	ES	Futures	1849.06	1851.38	1849.06	1851.12	18199.0
2013-12-05 08:30:00	ES	Futures	1851.12	1851.38	1845.96	1846.22	47866.0
2013-12-05 09:00:00	ES	Futures	1846.48	1847.25	1843.13	1845.45	50599.0
2013-12-05 09:30:00	ES	Futures	1845.71	1847.51	1841.84	1845.19	215262.0
2013-12-05 10:00:00	ES	Futures	1845.19	1849.06	1842.35	1843.9	137890.0
2013-12-05 10:30:00	ES	Futures	1843.9	1845.71	1840.81	1842.1	121033.0
2013-12-05 11:00:00	ES	Futures	1842.1	1844.67	1840.03	1842.35	119783.0
2013-12-05 11:30:00	ES	Futures	1842.61	1844.42	1840.81	1844.16	77757.0
2013-12-05 12:00:00	ES	Futures	1844.16	1847.0	1843.9	1845.71	72026.0
2013-12-05 12:30:00	ES	Futures	1845.71	1846.48	1843.9	1845.45	39859.0
2013-12-05 13:00:00	ES	Futures	1845.71	1845.96	1841.84	1842.61	41581.0
2013-12-05 13:30:00	ES	Futures	1842.61	1843.9	1841.58	1842.87	39275.0
2013-12-05 14:00:00	ES	Futures	1842.61	1844.93	1839.77	1842.1	56278.0
2013-12-05 14:30:00	ES	Futures	1842.1	1843.64	1839.0	1840.03	55049.0
2013-12-05 15:00:00	ES	Futures	1840.03	1842.61	1838.74	1841.06	82679.0
2013-12-05 15:30:00	ES	Futures	1841.06	1844.67	1839.26	1841.32	173858.0
2013-12-05 16:00:00	ES	Futures	1841.06	1842.1	1839.77	1841.06	68208.0
2013-12-05 16:30:00	ES	Futures	1840.81	1841.06	1840.29	1840.55	3380.0
2013-12-05 17:00:00	ES	Futures	1840.55	1840.55	1840.03	1840.55	2272.0
2013-12-05 18:00:00	ES	Futures	1841.32	1842.61	1841.06	1841.58	5579.0
2013-12-05 18:30:00	ES	Futures	1841.58	1841.84	1841.06	1841.32	1064.0
2013-12-05 19:00:00	ES	Futures	1841.58	1842.35	1841.32	1842.1	2052.0
2013-12-05 19:30:00	ES	Futures	1842.35	1843.39	1842.1	1842.87	2030.0
2013-12-05 20:00:00	ES	Futures	1842.61	1843.13	1842.35	1842.35	1778.0
2013-12-05 20:30:00	ES	Futures	1842.35	1843.64	1842.35	1843.64	1711.0
2013-12-05 21:00:00	ES	Futures	1843.64	1843.64	1843.13	1843.13	1198.0
2013-12-05 21:30:00	ES	Futures	1843.39	1843.9	1842.87	1842.87	1218.0
2013-12-05 22:00:00	ES	Futures	1843.13	1845.45	1842.61	1844.93	4886.0
2013-12-05 22:30:00	ES	Futures	1845.19	1845.45	1843.9	1844.42	2386.0
2013-12-05 23:00:00	ES	Futures	1844.42	1844.42	1843.64	1843.9	1007.0
2013-12-05 23:30:00	ES	Futures	1843.9	1845.19	1843.9	1844.67	1882.0
2013-12-05 00:00:00	NQ	Futures	4044.56	4045.14	4043.4	4043.69	128.0
2013-12-05 00:30:00	NQ	Futures	4043.69	4043.69	4041.95	4042.53	423.0
2013-12-05 01:00:00	NQ	Futures	4042.53	4044.56	4042.24	4044.27	99.0

> showing 50 of 2,855 rows — these rows as CSV

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