PREVIEW / futures_30min / 2013-12-26

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-26.parquet
  size:    48 KB
  rows:    1,747

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
2013-12-26 06:00:00	ES	Futures	1893.34	1896.96	1893.08	1896.19	7732.0
2013-12-26 06:30:00	ES	Futures	1895.93	1896.19	1894.89	1895.15	2116.0
2013-12-26 07:00:00	ES	Futures	1894.89	1895.93	1894.89	1895.41	1227.0
2013-12-26 07:30:00	ES	Futures	1895.67	1895.67	1893.6	1894.89	1997.0
2013-12-26 08:00:00	ES	Futures	1894.89	1895.41	1894.38	1894.64	1969.0
2013-12-26 08:30:00	ES	Futures	1894.64	1896.45	1894.12	1896.45	6608.0
2013-12-26 09:00:00	ES	Futures	1896.19	1896.7	1894.38	1894.38	6478.0
2013-12-26 09:30:00	ES	Futures	1894.38	1896.45	1894.38	1894.89	62533.0
2013-12-26 10:00:00	ES	Futures	1894.89	1896.96	1894.89	1896.7	30563.0
2013-12-26 10:30:00	ES	Futures	1896.7	1897.22	1895.15	1895.93	27452.0
2013-12-26 11:00:00	ES	Futures	1896.19	1896.96	1895.15	1896.7	22521.0
2013-12-26 11:30:00	ES	Futures	1896.7	1898.0	1896.45	1897.22	22716.0
2013-12-26 12:00:00	ES	Futures	1896.96	1897.48	1896.19	1897.48	17206.0
2013-12-26 12:30:00	ES	Futures	1897.48	1898.77	1897.22	1898.26	30311.0
2013-12-26 13:00:00	ES	Futures	1898.26	1899.29	1898.0	1899.03	18951.0
2013-12-26 13:30:00	ES	Futures	1899.03	1900.33	1898.52	1900.07	17506.0
2013-12-26 14:00:00	ES	Futures	1900.33	1900.58	1899.55	1900.33	20258.0
2013-12-26 14:30:00	ES	Futures	1900.33	1900.58	1898.77	1900.07	18472.0
2013-12-26 15:00:00	ES	Futures	1899.81	1901.1	1899.55	1900.84	21670.0
2013-12-26 15:30:00	ES	Futures	1900.84	1901.36	1899.29	1900.07	64087.0
2013-12-26 16:00:00	ES	Futures	1900.33	1900.33	1899.29	1900.33	31062.0
2013-12-26 16:30:00	ES	Futures	1900.07	1900.33	1899.55	1900.07	3396.0
2013-12-26 17:00:00	ES	Futures	1900.07	1900.33	1900.07	1900.07	888.0
2013-12-26 18:00:00	ES	Futures	1900.07	1900.07	1898.77	1899.29	1847.0
2013-12-26 18:30:00	ES	Futures	1899.29	1899.55	1898.77	1898.77	291.0
2013-12-26 19:00:00	ES	Futures	1898.77	1899.55	1898.52	1899.29	1424.0
2013-12-26 19:30:00	ES	Futures	1899.29	1899.29	1897.74	1898.0	2424.0
2013-12-26 20:00:00	ES	Futures	1898.0	1898.0	1896.96	1897.74	2104.0
2013-12-26 20:30:00	ES	Futures	1897.74	1898.0	1896.96	1898.0	1176.0
2013-12-26 21:00:00	ES	Futures	1898.0	1898.77	1897.74	1898.52	1585.0
2013-12-26 21:30:00	ES	Futures	1898.52	1898.77	1898.0	1898.26	763.0
2013-12-26 22:00:00	ES	Futures	1898.26	1898.77	1898.0	1898.77	572.0
2013-12-26 22:30:00	ES	Futures	1898.52	1899.03	1898.52	1898.77	950.0
2013-12-26 23:00:00	ES	Futures	1898.77	1899.03	1898.52	1899.03	1105.0
2013-12-26 23:30:00	ES	Futures	1898.77	1899.03	1898.26	1898.52	576.0
2013-12-26 06:00:00	NQ	Futures	4154.18	4161.15	4151.56	4160.28	757.0
2013-12-26 06:30:00	NQ	Futures	4159.99	4159.99	4155.92	4155.92	393.0
2013-12-26 07:00:00	NQ	Futures	4155.92	4158.25	4154.76	4158.25	210.0
2013-12-26 07:30:00	NQ	Futures	4158.25	4158.25	4155.34	4157.08	125.0
2013-12-26 08:00:00	NQ	Futures	4157.66	4158.54	4156.21	4156.5	294.0
2013-12-26 08:30:00	NQ	Futures	4156.5	4159.99	4156.5	4159.12	573.0
2013-12-26 09:00:00	NQ	Futures	4159.12	4160.28	4157.08	4157.08	600.0
2013-12-26 09:30:00	NQ	Futures	4157.08	4160.57	4148.94	4149.52	9871.0
2013-12-26 10:00:00	NQ	Futures	4149.23	4159.41	4149.23	4159.12	5730.0
2013-12-26 10:30:00	NQ	Futures	4159.12	4159.7	4156.21	4157.95	3484.0
2013-12-26 11:00:00	NQ	Futures	4157.95	4162.02	4157.08	4161.44	2402.0
2013-12-26 11:30:00	NQ	Futures	4161.73	4163.77	4159.12	4160.28	3686.0
2013-12-26 12:00:00	NQ	Futures	4160.28	4161.15	4158.54	4160.86	2307.0
2013-12-26 12:30:00	NQ	Futures	4160.86	4163.19	4159.99	4162.9	2565.0
2013-12-26 13:00:00	NQ	Futures	4163.19	4164.64	4161.44	4163.19	2851.0

> showing 50 of 1,747 rows — these rows as CSV

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