PREVIEW / futures_30min / 2013-12-27

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-12-27.parquet
  size:    64 KB
  rows:    2,357

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
2013-12-27 00:00:00	ES	Futures	1898.52	1898.77	1898.26	1898.52	690.0
2013-12-27 00:30:00	ES	Futures	1898.77	1899.29	1898.52	1899.03	483.0
2013-12-27 01:00:00	ES	Futures	1898.77	1900.07	1898.77	1900.07	979.0
2013-12-27 01:30:00	ES	Futures	1900.07	1900.58	1899.81	1900.07	1199.0
2013-12-27 02:00:00	ES	Futures	1899.81	1900.33	1898.77	1899.03	2251.0
2013-12-27 02:30:00	ES	Futures	1899.29	1899.29	1898.26	1898.77	1764.0
2013-12-27 03:00:00	ES	Futures	1898.77	1899.55	1897.74	1897.74	5087.0
2013-12-27 03:30:00	ES	Futures	1898.0	1899.03	1897.48	1899.03	3349.0
2013-12-27 04:00:00	ES	Futures	1898.77	1899.55	1898.77	1899.03	3371.0
2013-12-27 04:30:00	ES	Futures	1899.03	1899.55	1898.0	1898.0	2928.0
2013-12-27 05:00:00	ES	Futures	1898.26	1898.77	1897.48	1897.48	3397.0
2013-12-27 05:30:00	ES	Futures	1897.48	1898.0	1896.7	1897.74	3315.0
2013-12-27 06:00:00	ES	Futures	1898.0	1899.03	1897.74	1899.03	2067.0
2013-12-27 06:30:00	ES	Futures	1899.03	1899.55	1898.77	1899.03	2141.0
2013-12-27 07:00:00	ES	Futures	1898.77	1899.55	1898.52	1899.03	2618.0
2013-12-27 07:30:00	ES	Futures	1899.03	1901.36	1898.77	1901.36	5581.0
2013-12-27 08:00:00	ES	Futures	1901.36	1901.36	1900.33	1900.84	3501.0
2013-12-27 08:30:00	ES	Futures	1900.84	1901.1	1900.07	1900.84	4325.0
2013-12-27 09:00:00	ES	Futures	1900.84	1903.17	1900.84	1902.65	12462.0
2013-12-27 09:30:00	ES	Futures	1902.91	1903.69	1901.36	1901.62	83159.0
2013-12-27 10:00:00	ES	Futures	1901.88	1902.91	1901.36	1901.36	52855.0
2013-12-27 10:30:00	ES	Futures	1901.36	1901.62	1897.74	1898.0	58483.0
2013-12-27 11:00:00	ES	Futures	1898.0	1900.33	1898.0	1900.07	46808.0
2013-12-27 11:30:00	ES	Futures	1900.33	1901.36	1899.03	1900.07	36288.0
2013-12-27 12:00:00	ES	Futures	1900.33	1900.58	1899.29	1900.33	26697.0
2013-12-27 12:30:00	ES	Futures	1900.33	1900.33	1898.26	1898.77	19957.0
2013-12-27 13:00:00	ES	Futures	1898.77	1899.55	1898.52	1899.03	15721.0
2013-12-27 13:30:00	ES	Futures	1899.29	1899.55	1898.26	1899.29	13728.0
2013-12-27 14:00:00	ES	Futures	1899.29	1900.84	1899.03	1900.58	22597.0
2013-12-27 14:30:00	ES	Futures	1900.58	1900.84	1898.77	1899.03	18489.0
2013-12-27 15:00:00	ES	Futures	1898.77	1899.81	1898.77	1899.55	18619.0
2013-12-27 15:30:00	ES	Futures	1899.55	1900.58	1899.03	1899.55	87418.0
2013-12-27 16:00:00	ES	Futures	1899.81	1901.1	1899.29	1900.07	41512.0
2013-12-27 16:30:00	ES	Futures	1900.33	1900.58	1900.07	1900.33	2651.0
2013-12-27 17:00:00	ES	Futures	1900.33	1900.58	1899.81	1900.33	1150.0
2013-12-27 00:00:00	NQ	Futures	4164.35	4164.64	4163.48	4164.35	146.0
2013-12-27 00:30:00	NQ	Futures	4164.06	4166.09	4163.77	4165.51	162.0
2013-12-27 01:00:00	NQ	Futures	4165.51	4166.97	4165.51	4166.97	82.0
2013-12-27 01:30:00	NQ	Futures	4166.38	4167.84	4166.09	4167.26	108.0
2013-12-27 02:00:00	NQ	Futures	4166.38	4167.84	4165.22	4166.09	252.0
2013-12-27 02:30:00	NQ	Futures	4166.38	4166.38	4163.77	4164.93	208.0
2013-12-27 03:00:00	NQ	Futures	4164.93	4166.97	4162.61	4163.48	525.0
2013-12-27 03:30:00	NQ	Futures	4163.19	4165.8	4162.9	4164.93	405.0
2013-12-27 04:00:00	NQ	Futures	4164.93	4165.22	4163.77	4164.35	220.0
2013-12-27 04:30:00	NQ	Futures	4164.93	4165.22	4162.02	4162.02	239.0
2013-12-27 05:00:00	NQ	Futures	4162.61	4163.77	4160.86	4161.15	293.0
2013-12-27 05:30:00	NQ	Futures	4161.15	4162.31	4159.7	4161.73	360.0
2013-12-27 06:00:00	NQ	Futures	4162.31	4163.19	4161.44	4162.9	264.0
2013-12-27 06:30:00	NQ	Futures	4163.19	4165.22	4162.9	4164.93	491.0
2013-12-27 07:00:00	NQ	Futures	4164.64	4166.68	4164.06	4165.51	289.0

> showing 50 of 2,357 rows — these rows as CSV

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