PREVIEW / futures_30min / 2013-12-11

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-11.parquet
  size:    72 KB
  rows:    2,738

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
2013-12-11 00:00:00	ES	Futures	1860.93	1861.44	1860.41	1861.44	2182.0
2013-12-11 00:30:00	ES	Futures	1861.18	1861.44	1860.67	1860.67	965.0
2013-12-11 01:00:00	ES	Futures	1860.67	1860.93	1860.41	1860.41	903.0
2013-12-11 01:30:00	ES	Futures	1860.41	1860.93	1859.12	1859.89	4019.0
2013-12-11 02:00:00	ES	Futures	1860.15	1860.41	1859.12	1859.38	2214.0
2013-12-11 02:30:00	ES	Futures	1859.38	1859.38	1856.8	1857.06	8441.0
2013-12-11 03:00:00	ES	Futures	1857.06	1859.12	1856.8	1858.6	11644.0
2013-12-11 03:30:00	ES	Futures	1858.6	1859.38	1857.83	1858.6	5126.0
2013-12-11 04:00:00	ES	Futures	1858.6	1858.86	1856.28	1857.83	9866.0
2013-12-11 04:30:00	ES	Futures	1857.83	1859.12	1857.32	1858.35	6469.0
2013-12-11 05:00:00	ES	Futures	1858.09	1860.41	1858.09	1860.15	5491.0
2013-12-11 05:30:00	ES	Futures	1859.89	1860.15	1858.86	1859.64	3464.0
2013-12-11 06:00:00	ES	Futures	1859.64	1860.41	1859.12	1859.38	4908.0
2013-12-11 06:30:00	ES	Futures	1859.64	1859.64	1858.35	1859.12	4123.0
2013-12-11 07:00:00	ES	Futures	1859.12	1860.41	1858.35	1860.15	7489.0
2013-12-11 07:30:00	ES	Futures	1860.15	1861.7	1860.15	1861.18	10375.0
2013-12-11 08:00:00	ES	Futures	1861.18	1862.22	1860.67	1860.93	9167.0
2013-12-11 08:30:00	ES	Futures	1860.93	1861.18	1860.41	1861.18	10528.0
2013-12-11 09:00:00	ES	Futures	1861.18	1861.7	1859.89	1860.15	8783.0
2013-12-11 09:30:00	ES	Futures	1860.15	1860.41	1851.9	1854.74	193755.0
2013-12-11 10:00:00	ES	Futures	1854.48	1854.74	1848.03	1848.29	187014.0
2013-12-11 10:30:00	ES	Futures	1848.29	1851.12	1848.03	1850.87	100149.0
2013-12-11 11:00:00	ES	Futures	1850.87	1851.38	1846.74	1848.29	98796.0
2013-12-11 11:30:00	ES	Futures	1848.29	1848.29	1845.71	1848.03	78609.0
2013-12-11 12:00:00	ES	Futures	1847.77	1848.03	1842.87	1843.13	113325.0
2013-12-11 12:30:00	ES	Futures	1843.13	1845.71	1842.61	1844.93	53639.0
2013-12-11 13:00:00	ES	Futures	1845.19	1847.51	1844.16	1844.67	57486.0
2013-12-11 13:30:00	ES	Futures	1844.42	1848.54	1843.9	1848.54	58231.0
2013-12-11 14:00:00	ES	Futures	1848.54	1848.54	1843.9	1845.45	54347.0
2013-12-11 14:30:00	ES	Futures	1845.45	1846.74	1842.61	1843.39	59059.0
2013-12-11 15:00:00	ES	Futures	1843.64	1844.42	1839.52	1840.29	122149.0
2013-12-11 15:30:00	ES	Futures	1840.29	1841.32	1835.9	1837.97	229113.0
2013-12-11 16:00:00	ES	Futures	1837.71	1839.0	1837.19	1837.45	99694.0
2013-12-11 16:30:00	ES	Futures	1837.45	1838.74	1837.19	1837.45	8756.0
2013-12-11 17:00:00	ES	Futures	1837.71	1837.71	1836.94	1837.19	5414.0
2013-12-11 18:00:00	ES	Futures	1837.45	1839.52	1837.45	1838.48	7424.0
2013-12-11 18:30:00	ES	Futures	1838.48	1838.48	1837.71	1838.23	1217.0
2013-12-11 19:00:00	ES	Futures	1838.23	1839.26	1837.97	1839.0	2468.0
2013-12-11 19:30:00	ES	Futures	1839.26	1839.26	1838.48	1838.74	1467.0
2013-12-11 20:00:00	ES	Futures	1838.74	1839.0	1837.19	1837.97	2613.0
2013-12-11 20:30:00	ES	Futures	1837.97	1839.26	1837.71	1839.0	1997.0
2013-12-11 21:00:00	ES	Futures	1839.0	1839.0	1834.61	1835.39	8394.0
2013-12-11 21:30:00	ES	Futures	1835.39	1835.39	1833.07	1834.1	8110.0
2013-12-11 22:00:00	ES	Futures	1834.36	1834.36	1832.55	1833.58	5922.0
2013-12-11 22:30:00	ES	Futures	1833.58	1834.1	1832.55	1833.07	3280.0
2013-12-11 23:00:00	ES	Futures	1833.32	1833.58	1832.81	1833.32	2222.0
2013-12-11 23:30:00	ES	Futures	1833.58	1833.84	1832.03	1833.84	3947.0
2013-12-11 00:00:00	NQ	Futures	4083.19	4083.48	4081.74	4083.48	235.0
2013-12-11 00:30:00	NQ	Futures	4083.48	4083.48	4082.32	4082.32	117.0
2013-12-11 01:00:00	NQ	Futures	4082.61	4082.61	4082.03	4082.32	83.0

> showing 50 of 2,738 rows — these rows as CSV

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