PREVIEW / futures_30min / 2013-12-20

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-20.parquet
  size:    66 KB
  rows:    2,379

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
2013-12-20 00:00:00	ES	Futures	1867.74	1867.74	1867.22	1867.48	891.0
2013-12-20 00:30:00	ES	Futures	1867.48	1867.48	1866.96	1866.96	796.0
2013-12-20 01:00:00	ES	Futures	1867.22	1867.48	1866.96	1867.48	1118.0
2013-12-20 01:30:00	ES	Futures	1867.48	1867.48	1866.18	1866.96	1635.0
2013-12-20 02:00:00	ES	Futures	1866.7	1867.74	1866.44	1867.74	2458.0
2013-12-20 02:30:00	ES	Futures	1867.74	1867.99	1866.96	1867.22	2635.0
2013-12-20 03:00:00	ES	Futures	1867.22	1867.74	1864.89	1865.67	9661.0
2013-12-20 03:30:00	ES	Futures	1865.67	1867.48	1865.41	1866.96	5513.0
2013-12-20 04:00:00	ES	Futures	1866.96	1869.03	1866.44	1868.77	6247.0
2013-12-20 04:30:00	ES	Futures	1868.77	1869.29	1867.48	1868.25	5610.0
2013-12-20 05:00:00	ES	Futures	1867.99	1868.77	1867.48	1868.25	3974.0
2013-12-20 05:30:00	ES	Futures	1868.25	1868.51	1866.44	1866.7	7057.0
2013-12-20 06:00:00	ES	Futures	1866.96	1867.99	1866.7	1867.74	4356.0
2013-12-20 06:30:00	ES	Futures	1867.74	1867.99	1866.18	1866.44	6585.0
2013-12-20 07:00:00	ES	Futures	1866.44	1866.7	1864.89	1865.15	11489.0
2013-12-20 07:30:00	ES	Futures	1865.15	1866.44	1864.89	1866.18	6913.0
2013-12-20 08:00:00	ES	Futures	1866.18	1866.96	1865.41	1866.44	16307.0
2013-12-20 08:30:00	ES	Futures	1866.44	1869.03	1866.18	1868.25	23958.0
2013-12-20 09:00:00	ES	Futures	1868.25	1868.51	1866.7	1866.96	32286.0
2013-12-20 09:30:00	ES	Futures	1866.96	1874.72	1866.7	1873.68	204540.0
2013-12-20 10:00:00	ES	Futures	1873.68	1873.94	1871.36	1872.65	69935.0
2013-12-20 10:30:00	ES	Futures	1872.65	1876.01	1872.39	1873.94	73457.0
2013-12-20 11:00:00	ES	Futures	1873.94	1876.53	1873.43	1875.24	72963.0
2013-12-20 11:30:00	ES	Futures	1875.24	1878.6	1875.24	1878.08	85093.0
2013-12-20 12:00:00	ES	Futures	1878.08	1879.63	1876.79	1879.12	64714.0
2013-12-20 12:30:00	ES	Futures	1878.86	1879.89	1878.34	1878.34	35641.0
2013-12-20 13:00:00	ES	Futures	1878.6	1879.37	1878.34	1879.12	24659.0
2013-12-20 13:30:00	ES	Futures	1879.12	1880.41	1877.82	1880.15	46047.0
2013-12-20 14:00:00	ES	Futures	1880.15	1880.67	1878.86	1880.15	39475.0
2013-12-20 14:30:00	ES	Futures	1880.15	1880.67	1879.12	1879.63	36374.0
2013-12-20 15:00:00	ES	Futures	1879.89	1879.89	1876.79	1877.31	74967.0
2013-12-20 15:30:00	ES	Futures	1877.05	1878.86	1875.24	1876.01	182586.0
2013-12-20 16:00:00	ES	Futures	1876.01	1879.12	1875.49	1877.05	122419.0
2013-12-20 16:30:00	ES	Futures	1877.05	1879.63	1876.79	1879.37	10332.0
2013-12-20 17:00:00	ES	Futures	1879.37	1880.93	1879.12	1880.15	7308.0
2013-12-20 00:00:00	NQ	Futures	4069.0	4069.3	4068.13	4069.0	109.0
2013-12-20 00:30:00	NQ	Futures	4068.71	4069.3	4068.13	4069.3	113.0
2013-12-20 01:00:00	NQ	Futures	4069.0	4069.3	4068.13	4068.71	105.0
2013-12-20 01:30:00	NQ	Futures	4068.71	4069.0	4067.55	4068.13	91.0
2013-12-20 02:00:00	NQ	Futures	4068.13	4069.0	4067.55	4068.42	253.0
2013-12-20 02:30:00	NQ	Futures	4068.42	4069.59	4068.13	4069.0	190.0
2013-12-20 03:00:00	NQ	Futures	4069.0	4069.3	4062.61	4063.48	1268.0
2013-12-20 03:30:00	NQ	Futures	4063.77	4068.13	4063.19	4067.26	639.0
2013-12-20 04:00:00	NQ	Futures	4067.26	4071.62	4066.97	4071.04	456.0
2013-12-20 04:30:00	NQ	Futures	4071.04	4072.2	4069.0	4069.88	492.0
2013-12-20 05:00:00	NQ	Futures	4069.59	4071.33	4068.71	4070.17	644.0
2013-12-20 05:30:00	NQ	Futures	4069.88	4071.33	4065.81	4067.26	721.0
2013-12-20 06:00:00	NQ	Futures	4067.55	4070.17	4067.26	4069.59	381.0
2013-12-20 06:30:00	NQ	Futures	4069.3	4070.17	4066.68	4067.55	505.0
2013-12-20 07:00:00	NQ	Futures	4067.55	4067.84	4064.94	4065.52	839.0

> showing 50 of 2,379 rows — these rows as CSV

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