PREVIEW / futures_30min / 2011-01-14

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-14.parquet
  size:    64 KB
  rows:    2,133

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
2011-01-14 00:00:00	ES	Futures	1268.56	1269.05	1268.31	1268.81	1048.0
2011-01-14 00:30:00	ES	Futures	1269.05	1269.3	1268.06	1269.05	1564.0
2011-01-14 01:00:00	ES	Futures	1269.05	1269.3	1267.32	1267.32	2346.0
2011-01-14 01:30:00	ES	Futures	1267.32	1268.56	1267.07	1268.06	1624.0
2011-01-14 02:00:00	ES	Futures	1268.31	1268.81	1267.82	1268.31	2712.0
2011-01-14 02:30:00	ES	Futures	1268.06	1268.56	1267.57	1267.82	3273.0
2011-01-14 03:00:00	ES	Futures	1267.82	1270.04	1267.82	1269.3	15196.0
2011-01-14 03:30:00	ES	Futures	1269.3	1269.8	1267.57	1268.06	9996.0
2011-01-14 04:00:00	ES	Futures	1268.31	1268.81	1267.32	1267.57	7875.0
2011-01-14 04:30:00	ES	Futures	1267.57	1268.31	1265.84	1266.33	11419.0
2011-01-14 05:00:00	ES	Futures	1266.08	1267.32	1264.85	1266.33	18415.0
2011-01-14 05:30:00	ES	Futures	1266.33	1266.58	1265.84	1266.08	3634.0
2011-01-14 06:00:00	ES	Futures	1266.08	1266.58	1265.34	1266.08	5744.0
2011-01-14 06:30:00	ES	Futures	1266.08	1267.07	1265.09	1266.33	11307.0
2011-01-14 07:00:00	ES	Futures	1266.58	1266.58	1261.88	1263.36	42200.0
2011-01-14 07:30:00	ES	Futures	1263.36	1264.85	1262.37	1263.86	17068.0
2011-01-14 08:00:00	ES	Futures	1263.86	1263.86	1261.14	1263.12	25792.0
2011-01-14 08:30:00	ES	Futures	1263.12	1264.85	1261.38	1263.86	42666.0
2011-01-14 09:00:00	ES	Futures	1263.86	1265.34	1263.61	1264.85	20458.0
2011-01-14 09:30:00	ES	Futures	1264.85	1267.82	1263.86	1267.57	196235.0
2011-01-14 10:00:00	ES	Futures	1267.32	1269.3	1265.59	1265.84	129848.0
2011-01-14 10:30:00	ES	Futures	1265.84	1270.54	1265.59	1269.3	134256.0
2011-01-14 11:00:00	ES	Futures	1269.3	1271.53	1269.05	1270.29	118121.0
2011-01-14 11:30:00	ES	Futures	1270.04	1271.53	1269.3	1270.04	73081.0
2011-01-14 12:00:00	ES	Futures	1270.29	1272.52	1270.04	1271.28	88966.0
2011-01-14 12:30:00	ES	Futures	1271.53	1273.01	1271.28	1271.53	62996.0
2011-01-14 13:00:00	ES	Futures	1271.53	1272.52	1271.28	1272.02	30202.0
2011-01-14 13:30:00	ES	Futures	1272.02	1275.24	1271.78	1274.25	71812.0
2011-01-14 14:00:00	ES	Futures	1274.25	1275.49	1274.25	1274.74	56087.0
2011-01-14 14:30:00	ES	Futures	1274.99	1274.99	1273.75	1274.5	43677.0
2011-01-14 15:00:00	ES	Futures	1274.25	1275.73	1274.0	1274.25	61634.0
2011-01-14 15:30:00	ES	Futures	1274.5	1276.23	1273.75	1275.73	177787.0
2011-01-14 16:00:00	ES	Futures	1275.73	1276.72	1274.99	1276.72	100604.0
2011-01-14 00:00:00	NQ	Futures	2649.88	2651.32	2649.31	2649.31	75.0
2011-01-14 00:30:00	NQ	Futures	2649.31	2649.31	2647.59	2649.31	126.0
2011-01-14 01:00:00	NQ	Futures	2649.02	2649.02	2647.01	2647.3	134.0
2011-01-14 01:30:00	NQ	Futures	2647.3	2648.16	2646.73	2647.59	183.0
2011-01-14 02:00:00	NQ	Futures	2647.3	2648.74	2646.73	2647.3	233.0
2011-01-14 02:30:00	NQ	Futures	2647.01	2647.87	2646.44	2647.59	130.0
2011-01-14 03:00:00	NQ	Futures	2647.59	2651.32	2647.59	2649.6	1468.0
2011-01-14 03:30:00	NQ	Futures	2649.6	2650.74	2646.73	2647.3	985.0
2011-01-14 04:00:00	NQ	Futures	2647.3	2648.74	2646.73	2647.01	573.0
2011-01-14 04:30:00	NQ	Futures	2647.01	2648.74	2643.28	2644.43	884.0
2011-01-14 05:00:00	NQ	Futures	2644.72	2646.73	2642.13	2645.58	1078.0
2011-01-14 05:30:00	NQ	Futures	2645.58	2646.15	2644.72	2645.87	318.0
2011-01-14 06:00:00	NQ	Futures	2645.58	2647.87	2645.0	2646.73	727.0
2011-01-14 06:30:00	NQ	Futures	2646.44	2648.74	2644.72	2647.59	746.0
2011-01-14 07:00:00	NQ	Futures	2647.59	2647.59	2639.26	2641.27	3286.0
2011-01-14 07:30:00	NQ	Futures	2641.27	2643.28	2640.12	2641.27	962.0
2011-01-14 08:00:00	NQ	Futures	2641.56	2642.13	2637.83	2640.99	2417.0

> showing 50 of 2,133 rows — these rows as CSV

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