PREVIEW / futures_30min / 2013-12-12

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-12.parquet
  size:    75 KB
  rows:    2,814

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
2013-12-12 00:00:00	ES	Futures	1833.84	1835.39	1833.07	1834.61	4919.0
2013-12-12 00:30:00	ES	Futures	1834.61	1835.39	1834.36	1835.13	2051.0
2013-12-12 01:00:00	ES	Futures	1835.39	1835.39	1834.61	1835.13	1959.0
2013-12-12 01:30:00	ES	Futures	1835.39	1835.65	1833.84	1834.1	2165.0
2013-12-12 02:00:00	ES	Futures	1833.84	1835.9	1833.84	1835.65	3811.0
2013-12-12 02:30:00	ES	Futures	1835.9	1837.71	1835.65	1837.45	5471.0
2013-12-12 03:00:00	ES	Futures	1837.45	1838.74	1837.19	1838.23	10733.0
2013-12-12 03:30:00	ES	Futures	1838.23	1839.52	1836.42	1839.52	11233.0
2013-12-12 04:00:00	ES	Futures	1839.52	1840.55	1838.74	1839.52	9635.0
2013-12-12 04:30:00	ES	Futures	1839.77	1839.77	1838.74	1839.52	9784.0
2013-12-12 05:00:00	ES	Futures	1839.52	1839.77	1837.71	1838.23	4968.0
2013-12-12 05:30:00	ES	Futures	1838.23	1838.23	1834.87	1836.16	11947.0
2013-12-12 06:00:00	ES	Futures	1836.16	1836.42	1834.1	1834.61	9606.0
2013-12-12 06:30:00	ES	Futures	1834.87	1835.13	1833.84	1834.61	6697.0
2013-12-12 07:00:00	ES	Futures	1834.87	1836.94	1834.36	1836.68	8639.0
2013-12-12 07:30:00	ES	Futures	1836.42	1836.94	1834.87	1836.68	16460.0
2013-12-12 08:00:00	ES	Futures	1836.42	1837.45	1834.87	1835.9	17147.0
2013-12-12 08:30:00	ES	Futures	1835.9	1840.81	1834.36	1840.29	62033.0
2013-12-12 09:00:00	ES	Futures	1840.29	1840.55	1835.9	1837.45	31797.0
2013-12-12 09:30:00	ES	Futures	1837.19	1840.03	1833.84	1835.39	163192.0
2013-12-12 10:00:00	ES	Futures	1835.39	1837.19	1831.78	1834.61	109425.0
2013-12-12 10:30:00	ES	Futures	1834.36	1836.42	1833.84	1835.39	84691.0
2013-12-12 11:00:00	ES	Futures	1835.65	1838.48	1832.81	1834.1	76105.0
2013-12-12 11:30:00	ES	Futures	1834.1	1835.65	1833.32	1833.58	60946.0
2013-12-12 12:00:00	ES	Futures	1833.58	1834.36	1828.17	1829.97	113098.0
2013-12-12 12:30:00	ES	Futures	1829.71	1832.03	1828.42	1831.0	61729.0
2013-12-12 13:00:00	ES	Futures	1831.0	1834.1	1830.75	1833.32	41233.0
2013-12-12 13:30:00	ES	Futures	1833.58	1835.39	1832.55	1834.1	31148.0
2013-12-12 14:00:00	ES	Futures	1834.36	1838.23	1834.1	1837.45	49528.0
2013-12-12 14:30:00	ES	Futures	1837.45	1839.52	1835.65	1838.23	51637.0
2013-12-12 15:00:00	ES	Futures	1838.23	1838.74	1834.61	1837.19	59839.0
2013-12-12 15:30:00	ES	Futures	1837.19	1837.97	1831.0	1832.55	130436.0
2013-12-12 16:00:00	ES	Futures	1832.55	1832.81	1829.97	1831.26	70761.0
2013-12-12 16:30:00	ES	Futures	1831.52	1831.78	1829.97	1830.23	9853.0
2013-12-12 17:00:00	ES	Futures	1830.23	1830.23	1829.71	1829.97	2258.0
2013-12-12 18:00:00	ES	Futures	1829.97	1832.03	1829.71	1831.78	5571.0
2013-12-12 18:30:00	ES	Futures	1831.78	1832.29	1830.75	1830.75	2349.0
2013-12-12 19:00:00	ES	Futures	1831.0	1831.52	1829.97	1831.26	1914.0
2013-12-12 19:30:00	ES	Futures	1831.52	1832.03	1830.49	1831.52	2117.0
2013-12-12 20:00:00	ES	Futures	1831.52	1832.29	1830.75	1831.26	1484.0
2013-12-12 20:30:00	ES	Futures	1831.26	1833.84	1831.0	1833.84	2021.0
2013-12-12 21:00:00	ES	Futures	1833.58	1834.36	1833.32	1834.1	1175.0
2013-12-12 21:30:00	ES	Futures	1834.36	1834.36	1833.32	1833.58	786.0
2013-12-12 22:00:00	ES	Futures	1833.58	1835.9	1833.32	1835.13	2157.0
2013-12-12 22:30:00	ES	Futures	1835.13	1836.42	1834.61	1836.16	2262.0
2013-12-12 23:00:00	ES	Futures	1836.16	1836.42	1835.65	1835.65	1011.0
2013-12-12 23:30:00	ES	Futures	1835.65	1835.9	1834.87	1835.9	907.0
2013-12-12 00:00:00	NQ	Futures	4027.43	4031.2	4025.98	4029.75	695.0
2013-12-12 00:30:00	NQ	Futures	4029.46	4031.49	4029.17	4030.62	213.0
2013-12-12 01:00:00	NQ	Futures	4031.2	4031.49	4030.33	4031.2	95.0

> showing 50 of 2,814 rows — these rows as CSV

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