PREVIEW / futures_30min / 2011-01-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-09.parquet
  size:    18 KB
  rows:    452

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
2011-01-09 18:00:00	ES	Futures	1253.22	1253.71	1251.49	1252.23	6443.0
2011-01-09 18:30:00	ES	Futures	1252.48	1252.48	1251.73	1251.73	1057.0
2011-01-09 19:00:00	ES	Futures	1251.98	1251.98	1250.5	1251.49	3082.0
2011-01-09 19:30:00	ES	Futures	1251.49	1253.47	1251.24	1253.22	2085.0
2011-01-09 20:00:00	ES	Futures	1253.47	1253.71	1252.72	1252.72	1603.0
2011-01-09 20:30:00	ES	Futures	1252.72	1253.96	1251.49	1252.97	2424.0
2011-01-09 21:00:00	ES	Futures	1253.22	1254.7	1252.97	1254.46	4112.0
2011-01-09 21:30:00	ES	Futures	1254.46	1254.7	1253.47	1253.71	1473.0
2011-01-09 22:00:00	ES	Futures	1253.47	1254.46	1252.97	1254.46	1619.0
2011-01-09 22:30:00	ES	Futures	1254.46	1254.95	1253.71	1254.21	1307.0
2011-01-09 23:00:00	ES	Futures	1253.96	1254.7	1253.71	1254.46	800.0
2011-01-09 23:30:00	ES	Futures	1254.46	1254.7	1254.21	1254.7	406.0
2011-01-09 18:00:00	NQ	Futures	2608.84	2609.12	2604.53	2605.97	649.0
2011-01-09 18:30:00	NQ	Futures	2605.97	2607.12	2605.68	2605.68	50.0
2011-01-09 19:00:00	NQ	Futures	2605.97	2605.97	2603.1	2605.11	322.0
2011-01-09 19:30:00	NQ	Futures	2605.11	2608.84	2605.11	2608.84	254.0
2011-01-09 20:00:00	NQ	Futures	2609.12	2609.7	2607.69	2608.84	350.0
2011-01-09 20:30:00	NQ	Futures	2608.26	2611.42	2606.25	2610.27	223.0
2011-01-09 21:00:00	NQ	Futures	2610.27	2612.86	2610.27	2612.0	318.0
2011-01-09 21:30:00	NQ	Futures	2612.0	2612.28	2609.41	2609.7	88.0
2011-01-09 22:00:00	NQ	Futures	2609.12	2610.56	2608.55	2609.99	117.0
2011-01-09 22:30:00	NQ	Futures	2610.56	2611.71	2609.7	2609.7	77.0
2011-01-09 23:00:00	NQ	Futures	2609.99	2611.13	2609.7	2610.85	22.0
2011-01-09 23:30:00	NQ	Futures	2610.85	2610.85	2610.27	2610.85	22.0
2011-01-09 18:00:00	YM	Futures	11123.7	11126.6	11106.4	11115.1	269.0
2011-01-09 18:30:00	YM	Futures	11111.2	11117.9	11110.3	11114.1	141.0
2011-01-09 19:00:00	YM	Futures	11112.2	11114.1	11101.7	11110.3	172.0
2011-01-09 19:30:00	YM	Futures	11110.3	11125.6	11110.3	11125.6	170.0
2011-01-09 20:00:00	YM	Futures	11126.6	11128.5	11121.8	11122.7	229.0
2011-01-09 20:30:00	YM	Futures	11121.8	11132.3	11114.1	11124.6	178.0
2011-01-09 21:00:00	YM	Futures	11123.7	11137.1	11123.7	11137.1	229.0
2011-01-09 21:30:00	YM	Futures	11136.1	11136.1	11129.4	11129.4	68.0
2011-01-09 22:00:00	YM	Futures	11128.5	11134.2	11124.6	11132.3	166.0
2011-01-09 22:30:00	YM	Futures	11133.3	11137.1	11131.3	11131.3	100.0
2011-01-09 23:00:00	YM	Futures	11131.3	11136.1	11130.4	11136.1	25.0
2011-01-09 23:30:00	YM	Futures	11136.1	11136.1	11133.3	11135.2	19.0
2011-01-09 18:00:00	CL	Futures	165.08	166.9	164.71	166.64	6048.0
2011-01-09 18:30:00	CL	Futures	166.64	166.64	165.97	165.99	1136.0
2011-01-09 19:00:00	CL	Futures	166.01	166.27	165.79	165.79	907.0
2011-01-09 19:30:00	CL	Futures	165.77	166.4	165.6	166.12	783.0
2011-01-09 20:00:00	CL	Futures	166.12	166.44	165.97	166.03	772.0
2011-01-09 20:30:00	CL	Futures	166.01	166.16	165.84	165.94	446.0
2011-01-09 21:00:00	CL	Futures	165.97	166.12	165.57	165.77	980.0
2011-01-09 21:30:00	CL	Futures	165.75	166.01	165.6	165.64	377.0
2011-01-09 22:00:00	CL	Futures	165.66	165.73	165.46	165.72	421.0
2011-01-09 22:30:00	CL	Futures	165.73	165.81	165.64	165.64	219.0
2011-01-09 23:00:00	CL	Futures	165.66	165.79	165.62	165.66	224.0
2011-01-09 23:30:00	CL	Futures	165.66	165.68	165.18	165.21	954.0
2011-01-09 18:00:00	GC	Futures	1913.3	1918.4	1912.9	1915.6	820.0
2011-01-09 18:30:00	GC	Futures	1915.6	1916.0	1910.3	1914.4	1150.0

> showing 50 of 452 rows — these rows as CSV

> unlock the full archive -- $79 one-time