PREVIEW / futures_30min / 2013-12-24

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-24.parquet
  size:    42 KB
  rows:    1,470

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
2013-12-24 00:00:00	ES	Futures	1885.84	1886.36	1885.32	1885.32	958.0
2013-12-24 00:30:00	ES	Futures	1885.58	1885.58	1884.55	1884.81	1320.0
2013-12-24 01:00:00	ES	Futures	1884.81	1885.84	1884.81	1885.07	589.0
2013-12-24 01:30:00	ES	Futures	1884.81	1885.84	1884.81	1885.84	1020.0
2013-12-24 02:00:00	ES	Futures	1885.58	1886.1	1884.81	1885.32	1650.0
2013-12-24 02:30:00	ES	Futures	1885.32	1885.84	1884.81	1885.58	999.0
2013-12-24 03:00:00	ES	Futures	1885.58	1886.36	1885.58	1885.84	2211.0
2013-12-24 03:30:00	ES	Futures	1885.84	1887.39	1885.58	1886.88	2811.0
2013-12-24 04:00:00	ES	Futures	1887.13	1887.39	1886.62	1886.88	1369.0
2013-12-24 04:30:00	ES	Futures	1886.88	1887.65	1886.62	1886.88	1660.0
2013-12-24 05:00:00	ES	Futures	1886.88	1887.65	1886.88	1887.65	1034.0
2013-12-24 05:30:00	ES	Futures	1887.39	1887.65	1886.62	1886.88	2081.0
2013-12-24 06:00:00	ES	Futures	1886.88	1887.39	1886.62	1886.62	1454.0
2013-12-24 06:30:00	ES	Futures	1886.62	1886.88	1885.84	1886.1	1452.0
2013-12-24 07:00:00	ES	Futures	1886.1	1886.1	1884.81	1884.81	5181.0
2013-12-24 07:30:00	ES	Futures	1884.81	1886.1	1884.55	1885.58	2319.0
2013-12-24 08:00:00	ES	Futures	1885.32	1886.1	1885.07	1885.84	2470.0
2013-12-24 08:30:00	ES	Futures	1885.84	1886.88	1885.84	1886.62	4548.0
2013-12-24 09:00:00	ES	Futures	1886.62	1887.13	1885.84	1886.36	4757.0
2013-12-24 09:30:00	ES	Futures	1886.62	1887.91	1886.1	1887.39	46363.0
2013-12-24 10:00:00	ES	Futures	1887.13	1889.72	1887.13	1889.2	35228.0
2013-12-24 10:30:00	ES	Futures	1889.46	1890.24	1888.43	1889.98	28663.0
2013-12-24 11:00:00	ES	Futures	1889.98	1891.01	1889.2	1890.24	22310.0
2013-12-24 11:30:00	ES	Futures	1890.24	1891.27	1889.98	1891.01	23652.0
2013-12-24 12:00:00	ES	Futures	1890.76	1891.27	1890.24	1890.5	24406.0
2013-12-24 12:30:00	ES	Futures	1890.76	1891.53	1889.98	1890.76	50287.0
2013-12-24 13:00:00	ES	Futures	1891.01	1892.82	1890.5	1892.57	30505.0
2013-12-24 00:00:00	NQ	Futures	4149.23	4149.23	4146.62	4146.91	383.0
2013-12-24 00:30:00	NQ	Futures	4146.91	4147.2	4144.0	4145.46	288.0
2013-12-24 01:00:00	NQ	Futures	4145.16	4145.75	4143.42	4143.42	160.0
2013-12-24 01:30:00	NQ	Futures	4144.0	4145.75	4144.0	4145.46	90.0
2013-12-24 02:00:00	NQ	Futures	4145.16	4145.75	4143.42	4145.16	119.0
2013-12-24 02:30:00	NQ	Futures	4145.16	4146.04	4143.42	4145.16	95.0
2013-12-24 03:00:00	NQ	Futures	4145.46	4147.2	4144.87	4146.91	152.0
2013-12-24 03:30:00	NQ	Futures	4146.33	4148.65	4145.75	4146.91	178.0
2013-12-24 04:00:00	NQ	Futures	4146.91	4148.36	4146.62	4148.07	66.0
2013-12-24 04:30:00	NQ	Futures	4148.07	4148.36	4144.0	4144.29	246.0
2013-12-24 05:00:00	NQ	Futures	4144.29	4146.33	4144.29	4146.04	169.0
2013-12-24 05:30:00	NQ	Futures	4145.75	4145.75	4144.58	4144.87	29.0
2013-12-24 06:00:00	NQ	Futures	4144.87	4145.75	4144.87	4145.16	92.0
2013-12-24 06:30:00	NQ	Futures	4144.87	4144.87	4143.42	4144.0	41.0
2013-12-24 07:00:00	NQ	Futures	4144.29	4144.58	4142.84	4144.58	189.0
2013-12-24 07:30:00	NQ	Futures	4144.0	4145.75	4144.0	4145.46	116.0
2013-12-24 08:00:00	NQ	Futures	4145.16	4146.33	4144.58	4145.75	313.0
2013-12-24 08:30:00	NQ	Futures	4146.04	4147.49	4146.04	4147.49	493.0
2013-12-24 09:00:00	NQ	Futures	4147.2	4149.82	4146.33	4147.49	1037.0
2013-12-24 09:30:00	NQ	Futures	4148.07	4151.85	4143.42	4148.07	10306.0
2013-12-24 10:00:00	NQ	Futures	4147.78	4149.23	4142.84	4145.75	5702.0
2013-12-24 10:30:00	NQ	Futures	4145.75	4146.04	4140.51	4144.58	5325.0
2013-12-24 11:00:00	NQ	Futures	4144.29	4147.78	4143.13	4144.87	3840.0

> showing 50 of 1,470 rows — these rows as CSV

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