PREVIEW / futures_30min / 2013-12-16

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-16.parquet
  size:    71 KB
  rows:    2,766

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
2013-12-16 00:00:00	ES	Futures	1821.44	1822.21	1820.66	1821.18	1602.0
2013-12-16 00:30:00	ES	Futures	1821.18	1821.69	1820.4	1820.66	1206.0
2013-12-16 01:00:00	ES	Futures	1820.4	1822.21	1819.88	1821.18	2409.0
2013-12-16 01:30:00	ES	Futures	1820.92	1822.21	1820.66	1822.21	1215.0
2013-12-16 02:00:00	ES	Futures	1821.95	1824.28	1821.69	1824.02	5285.0
2013-12-16 02:30:00	ES	Futures	1824.02	1824.8	1823.76	1823.76	3574.0
2013-12-16 03:00:00	ES	Futures	1824.02	1826.35	1823.25	1826.09	10711.0
2013-12-16 03:30:00	ES	Futures	1826.09	1828.42	1825.06	1828.16	11384.0
2013-12-16 04:00:00	ES	Futures	1827.9	1832.04	1827.9	1831.78	11209.0
2013-12-16 04:30:00	ES	Futures	1831.78	1832.82	1831.27	1831.78	5992.0
2013-12-16 05:00:00	ES	Futures	1831.78	1837.99	1831.52	1837.21	19137.0
2013-12-16 05:30:00	ES	Futures	1836.96	1837.73	1835.92	1837.73	7007.0
2013-12-16 06:00:00	ES	Futures	1837.73	1837.73	1836.7	1837.21	4636.0
2013-12-16 06:30:00	ES	Futures	1837.21	1840.06	1836.7	1837.47	12784.0
2013-12-16 07:00:00	ES	Futures	1837.47	1839.02	1837.21	1839.02	7226.0
2013-12-16 07:30:00	ES	Futures	1839.02	1841.09	1838.51	1840.06	7526.0
2013-12-16 08:00:00	ES	Futures	1840.32	1840.58	1839.02	1839.28	10973.0
2013-12-16 08:30:00	ES	Futures	1839.28	1841.09	1839.02	1839.54	13668.0
2013-12-16 09:00:00	ES	Futures	1839.8	1840.06	1838.51	1839.02	20599.0
2013-12-16 09:30:00	ES	Futures	1839.02	1847.82	1838.51	1846.78	239693.0
2013-12-16 10:00:00	ES	Futures	1846.78	1848.08	1844.2	1844.97	88877.0
2013-12-16 10:30:00	ES	Futures	1844.97	1845.75	1842.13	1843.16	70329.0
2013-12-16 11:00:00	ES	Futures	1843.16	1844.2	1841.09	1843.94	77465.0
2013-12-16 11:30:00	ES	Futures	1843.68	1844.2	1842.13	1843.68	58492.0
2013-12-16 12:00:00	ES	Futures	1843.94	1843.94	1840.84	1841.61	47586.0
2013-12-16 12:30:00	ES	Futures	1841.61	1843.16	1841.35	1841.61	34259.0
2013-12-16 13:00:00	ES	Futures	1841.87	1842.39	1839.28	1841.61	56883.0
2013-12-16 13:30:00	ES	Futures	1841.61	1843.94	1840.32	1843.42	46434.0
2013-12-16 14:00:00	ES	Futures	1843.42	1845.49	1843.16	1844.46	35640.0
2013-12-16 14:30:00	ES	Futures	1844.46	1844.72	1842.65	1844.2	34989.0
2013-12-16 15:00:00	ES	Futures	1843.94	1844.72	1841.87	1842.9	49395.0
2013-12-16 15:30:00	ES	Futures	1842.9	1843.68	1841.61	1841.61	93895.0
2013-12-16 16:00:00	ES	Futures	1841.61	1842.13	1840.58	1841.87	73732.0
2013-12-16 16:30:00	ES	Futures	1841.61	1841.87	1840.32	1840.58	8748.0
2013-12-16 17:00:00	ES	Futures	1840.58	1840.84	1840.06	1840.58	2060.0
2013-12-16 18:00:00	ES	Futures	1839.8	1840.84	1839.8	1840.32	1980.0
2013-12-16 18:30:00	ES	Futures	1840.32	1840.58	1840.06	1840.58	697.0
2013-12-16 19:00:00	ES	Futures	1840.32	1840.58	1839.8	1840.06	1099.0
2013-12-16 19:30:00	ES	Futures	1840.06	1840.32	1839.28	1839.54	1015.0
2013-12-16 20:00:00	ES	Futures	1839.54	1840.06	1839.28	1839.8	714.0
2013-12-16 20:30:00	ES	Futures	1839.8	1840.58	1839.54	1840.32	1137.0
2013-12-16 21:00:00	ES	Futures	1840.32	1840.32	1839.8	1840.06	278.0
2013-12-16 21:30:00	ES	Futures	1840.32	1840.58	1840.06	1840.58	419.0
2013-12-16 22:00:00	ES	Futures	1840.32	1840.84	1840.32	1840.58	1273.0
2013-12-16 22:30:00	ES	Futures	1840.84	1841.09	1840.06	1840.06	807.0
2013-12-16 23:00:00	ES	Futures	1840.32	1841.35	1840.06	1841.35	1043.0
2013-12-16 23:30:00	ES	Futures	1841.35	1841.61	1841.09	1841.35	391.0
2013-12-16 00:00:00	NQ	Futures	3997.79	4000.69	3997.21	3998.08	442.0
2013-12-16 00:30:00	NQ	Futures	3998.66	3999.24	3996.62	3997.21	325.0
2013-12-16 01:00:00	NQ	Futures	3996.92	4000.69	3996.04	3998.66	287.0

> showing 50 of 2,766 rows — these rows as CSV

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