PREVIEW / futures_30min / 2013-12-18

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-18.parquet
  size:    79 KB
  rows:    2,931

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
2013-12-18 00:00:00	ES	Futures	1837.21	1838.25	1836.96	1837.73	1228.0
2013-12-18 00:30:00	ES	Futures	1837.99	1838.51	1837.73	1837.99	2269.0
2013-12-18 01:00:00	ES	Futures	1837.99	1838.77	1837.73	1838.77	1158.0
2013-12-18 01:30:00	ES	Futures	1838.77	1839.28	1838.25	1839.28	1480.0
2013-12-18 02:00:00	ES	Futures	1839.02	1840.06	1839.02	1839.8	4177.0
2013-12-18 02:30:00	ES	Futures	1839.8	1840.32	1839.28	1839.28	2915.0
2013-12-18 03:00:00	ES	Futures	1839.28	1840.58	1837.99	1838.77	8036.0
2013-12-18 03:30:00	ES	Futures	1838.77	1840.32	1838.25	1839.28	6789.0
2013-12-18 04:00:00	ES	Futures	1839.28	1841.61	1838.25	1839.02	11544.0
2013-12-18 04:30:00	ES	Futures	1839.28	1840.06	1838.51	1840.06	5029.0
2013-12-18 05:00:00	ES	Futures	1839.8	1841.35	1839.02	1841.09	8698.0
2013-12-18 05:30:00	ES	Futures	1841.09	1841.61	1840.58	1841.09	4194.0
2013-12-18 06:00:00	ES	Futures	1840.84	1841.35	1839.28	1839.28	6924.0
2013-12-18 06:30:00	ES	Futures	1839.54	1840.06	1837.73	1839.28	10112.0
2013-12-18 07:00:00	ES	Futures	1839.28	1839.28	1836.96	1837.73	8881.0
2013-12-18 07:30:00	ES	Futures	1837.73	1837.99	1837.47	1837.73	5073.0
2013-12-18 08:00:00	ES	Futures	1837.99	1837.99	1836.44	1837.47	8255.0
2013-12-18 08:30:00	ES	Futures	1837.21	1838.25	1836.96	1837.99	9170.0
2013-12-18 09:00:00	ES	Futures	1837.99	1839.02	1837.47	1838.77	18738.0
2013-12-18 09:30:00	ES	Futures	1838.77	1840.58	1836.7	1838.51	133153.0
2013-12-18 10:00:00	ES	Futures	1838.51	1840.32	1837.21	1838.51	48303.0
2013-12-18 10:30:00	ES	Futures	1838.77	1840.06	1835.66	1837.47	71459.0
2013-12-18 11:00:00	ES	Futures	1837.47	1838.25	1836.7	1836.7	42645.0
2013-12-18 11:30:00	ES	Futures	1836.7	1837.47	1833.33	1834.37	80388.0
2013-12-18 12:00:00	ES	Futures	1834.11	1835.4	1833.08	1835.4	37680.0
2013-12-18 12:30:00	ES	Futures	1835.4	1835.4	1832.3	1832.82	44051.0
2013-12-18 13:00:00	ES	Futures	1832.56	1832.82	1827.64	1830.49	125504.0
2013-12-18 13:30:00	ES	Futures	1830.49	1837.21	1829.2	1833.33	61119.0
2013-12-18 14:00:00	ES	Futures	1833.08	1850.92	1821.69	1848.08	507735.0
2013-12-18 14:30:00	ES	Futures	1847.82	1858.17	1847.3	1855.32	277873.0
2013-12-18 15:00:00	ES	Futures	1855.32	1863.08	1853.51	1859.46	234702.0
2013-12-18 15:30:00	ES	Futures	1859.46	1868.25	1858.94	1867.48	319899.0
2013-12-18 16:00:00	ES	Futures	1867.74	1869.29	1866.18	1866.96	135010.0
2013-12-18 16:30:00	ES	Futures	1866.7	1867.74	1865.67	1866.18	9514.0
2013-12-18 17:00:00	ES	Futures	1866.18	1866.7	1866.18	1866.44	1156.0
2013-12-18 18:00:00	ES	Futures	1866.44	1869.29	1866.18	1867.74	5555.0
2013-12-18 18:30:00	ES	Futures	1867.48	1868.51	1867.22	1867.48	2170.0
2013-12-18 19:00:00	ES	Futures	1867.22	1867.48	1866.44	1866.7	2780.0
2013-12-18 19:30:00	ES	Futures	1866.7	1866.7	1865.41	1865.67	1996.0
2013-12-18 20:00:00	ES	Futures	1865.41	1865.67	1864.63	1865.41	2677.0
2013-12-18 20:30:00	ES	Futures	1865.41	1865.67	1863.86	1863.86	2248.0
2013-12-18 21:00:00	ES	Futures	1864.11	1865.15	1863.86	1864.37	2308.0
2013-12-18 21:30:00	ES	Futures	1864.37	1864.37	1863.6	1863.86	1995.0
2013-12-18 22:00:00	ES	Futures	1863.86	1864.63	1863.86	1863.86	1279.0
2013-12-18 22:30:00	ES	Futures	1863.86	1864.89	1863.86	1864.37	1555.0
2013-12-18 23:00:00	ES	Futures	1864.37	1864.37	1863.6	1863.86	2162.0
2013-12-18 23:30:00	ES	Futures	1863.6	1863.86	1862.82	1863.08	1682.0
2013-12-18 00:00:00	NQ	Futures	4029.76	4031.8	4029.47	4031.22	228.0
2013-12-18 00:30:00	NQ	Futures	4031.51	4032.67	4030.93	4032.67	268.0
2013-12-18 01:00:00	NQ	Futures	4032.09	4032.67	4031.51	4032.38	66.0

> showing 50 of 2,931 rows — these rows as CSV

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