PREVIEW / futures_30min / 2011-01-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-12.parquet
  size:    76 KB
  rows:    2,699

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
2011-01-12 00:00:00	ES	Futures	1257.67	1257.92	1257.42	1257.42	460.0
2011-01-12 00:30:00	ES	Futures	1257.67	1258.17	1256.93	1256.93	1898.0
2011-01-12 01:00:00	ES	Futures	1256.93	1257.67	1256.19	1257.67	2256.0
2011-01-12 01:30:00	ES	Futures	1257.42	1258.66	1257.42	1257.92	1687.0
2011-01-12 02:00:00	ES	Futures	1257.92	1259.16	1257.67	1259.16	4489.0
2011-01-12 02:30:00	ES	Futures	1259.16	1260.15	1258.91	1259.4	4024.0
2011-01-12 03:00:00	ES	Futures	1259.4	1263.86	1259.4	1263.36	36331.0
2011-01-12 03:30:00	ES	Futures	1263.36	1263.86	1262.62	1263.36	15835.0
2011-01-12 04:00:00	ES	Futures	1263.12	1264.6	1263.12	1263.86	12957.0
2011-01-12 04:30:00	ES	Futures	1263.86	1266.33	1263.86	1266.08	18411.0
2011-01-12 05:00:00	ES	Futures	1266.33	1266.33	1265.09	1265.34	7962.0
2011-01-12 05:30:00	ES	Futures	1265.34	1265.84	1263.36	1264.6	15381.0
2011-01-12 06:00:00	ES	Futures	1264.6	1265.34	1263.86	1264.6	9701.0
2011-01-12 06:30:00	ES	Futures	1264.35	1264.85	1263.61	1264.35	5741.0
2011-01-12 07:00:00	ES	Futures	1264.6	1265.09	1263.86	1264.35	7502.0
2011-01-12 07:30:00	ES	Futures	1264.1	1265.34	1263.61	1265.09	9089.0
2011-01-12 08:00:00	ES	Futures	1265.09	1265.59	1264.6	1264.85	12519.0
2011-01-12 08:30:00	ES	Futures	1264.85	1267.07	1264.85	1265.09	30257.0
2011-01-12 09:00:00	ES	Futures	1265.34	1265.84	1264.35	1265.34	29327.0
2011-01-12 09:30:00	ES	Futures	1265.34	1265.84	1262.87	1263.86	152873.0
2011-01-12 10:00:00	ES	Futures	1264.1	1266.58	1263.36	1265.84	115350.0
2011-01-12 10:30:00	ES	Futures	1266.08	1267.57	1265.34	1267.32	116686.0
2011-01-12 11:00:00	ES	Futures	1267.32	1269.8	1266.83	1268.81	175843.0
2011-01-12 11:30:00	ES	Futures	1268.56	1269.55	1268.31	1268.81	51032.0
2011-01-12 12:00:00	ES	Futures	1268.81	1270.04	1268.31	1270.04	79026.0
2011-01-12 12:30:00	ES	Futures	1270.04	1270.29	1268.06	1268.31	79428.0
2011-01-12 13:00:00	ES	Futures	1268.31	1269.05	1267.57	1268.56	53691.0
2011-01-12 13:30:00	ES	Futures	1268.56	1269.3	1268.31	1269.05	24009.0
2011-01-12 14:00:00	ES	Futures	1269.05	1269.05	1267.82	1268.56	49439.0
2011-01-12 14:30:00	ES	Futures	1268.56	1269.05	1267.82	1268.56	55206.0
2011-01-12 15:00:00	ES	Futures	1268.56	1268.56	1265.84	1266.33	111222.0
2011-01-12 15:30:00	ES	Futures	1266.33	1269.05	1266.08	1269.05	171119.0
2011-01-12 16:00:00	ES	Futures	1269.05	1271.03	1268.81	1270.29	121347.0
2011-01-12 16:30:00	ES	Futures	1270.04	1270.04	1269.3	1269.55	4221.0
2011-01-12 17:00:00	ES	Futures	1269.55	1269.8	1269.3	1269.55	1317.0
2011-01-12 18:00:00	ES	Futures	1269.55	1269.8	1269.05	1269.05	1609.0
2011-01-12 18:30:00	ES	Futures	1269.3	1269.8	1269.05	1269.3	1531.0
2011-01-12 19:00:00	ES	Futures	1269.55	1269.8	1269.05	1269.8	1199.0
2011-01-12 19:30:00	ES	Futures	1269.8	1270.04	1269.05	1269.8	1594.0
2011-01-12 20:00:00	ES	Futures	1269.8	1270.04	1269.3	1269.55	1281.0
2011-01-12 20:30:00	ES	Futures	1269.55	1269.8	1268.81	1269.05	1122.0
2011-01-12 21:00:00	ES	Futures	1269.05	1269.3	1268.56	1269.05	1306.0
2011-01-12 21:30:00	ES	Futures	1269.3	1269.55	1268.06	1268.56	2201.0
2011-01-12 22:00:00	ES	Futures	1268.56	1268.56	1268.31	1268.31	674.0
2011-01-12 22:30:00	ES	Futures	1268.31	1269.3	1268.31	1268.56	1065.0
2011-01-12 23:00:00	ES	Futures	1268.56	1268.81	1268.31	1268.31	576.0
2011-01-12 23:30:00	ES	Futures	1268.31	1269.05	1268.06	1268.81	1356.0
2011-01-12 00:00:00	NQ	Futures	2627.21	2627.78	2626.92	2627.21	14.0
2011-01-12 00:30:00	NQ	Futures	2627.21	2627.78	2626.35	2626.35	47.0
2011-01-12 01:00:00	NQ	Futures	2626.35	2627.21	2624.91	2626.92	111.0

> showing 50 of 2,699 rows — these rows as CSV

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