PREVIEW / futures_30min / 2011-01-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-01-24.parquet
  size:    75 KB
  rows:    2,690

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
2011-01-24 00:00:00	ES	Futures	1269.8	1270.29	1269.55	1270.29	902.0
2011-01-24 00:30:00	ES	Futures	1270.04	1270.79	1270.04	1270.54	1606.0
2011-01-24 01:00:00	ES	Futures	1270.79	1272.02	1270.54	1271.03	4010.0
2011-01-24 01:30:00	ES	Futures	1271.28	1271.53	1270.29	1271.03	2109.0
2011-01-24 02:00:00	ES	Futures	1271.28	1271.28	1269.8	1270.79	3870.0
2011-01-24 02:30:00	ES	Futures	1270.79	1270.79	1269.05	1269.3	2906.0
2011-01-24 03:00:00	ES	Futures	1269.55	1271.28	1267.57	1268.31	13166.0
2011-01-24 03:30:00	ES	Futures	1268.06	1269.55	1266.08	1267.57	15123.0
2011-01-24 04:00:00	ES	Futures	1267.57	1268.06	1265.34	1266.58	10454.0
2011-01-24 04:30:00	ES	Futures	1266.58	1268.06	1266.33	1267.32	7666.0
2011-01-24 05:00:00	ES	Futures	1267.32	1267.82	1266.33	1266.33	5248.0
2011-01-24 05:30:00	ES	Futures	1266.33	1267.32	1265.59	1266.83	6031.0
2011-01-24 06:00:00	ES	Futures	1266.83	1267.32	1265.84	1266.08	5190.0
2011-01-24 06:30:00	ES	Futures	1266.08	1266.33	1265.09	1265.34	5434.0
2011-01-24 07:00:00	ES	Futures	1265.59	1266.83	1265.09	1266.33	6990.0
2011-01-24 07:30:00	ES	Futures	1266.08	1268.06	1266.08	1267.82	8112.0
2011-01-24 08:00:00	ES	Futures	1268.06	1268.06	1266.58	1267.82	11323.0
2011-01-24 08:30:00	ES	Futures	1267.82	1268.81	1267.32	1267.82	14217.0
2011-01-24 09:00:00	ES	Futures	1267.82	1268.56	1265.59	1265.84	27139.0
2011-01-24 09:30:00	ES	Futures	1265.84	1269.55	1265.59	1266.33	191241.0
2011-01-24 10:00:00	ES	Futures	1266.58	1269.8	1265.59	1268.81	127950.0
2011-01-24 10:30:00	ES	Futures	1269.05	1270.79	1268.06	1270.29	103883.0
2011-01-24 11:00:00	ES	Futures	1270.54	1273.01	1269.55	1272.52	148431.0
2011-01-24 11:30:00	ES	Futures	1272.27	1273.51	1271.53	1272.27	93393.0
2011-01-24 12:00:00	ES	Futures	1272.52	1274.74	1272.27	1273.01	112460.0
2011-01-24 12:30:00	ES	Futures	1273.01	1274.25	1272.52	1272.52	51723.0
2011-01-24 13:00:00	ES	Futures	1272.76	1274.0	1272.27	1273.26	56965.0
2011-01-24 13:30:00	ES	Futures	1273.51	1274.74	1272.76	1273.51	70561.0
2011-01-24 14:00:00	ES	Futures	1273.75	1275.49	1273.26	1273.51	80798.0
2011-01-24 14:30:00	ES	Futures	1273.75	1274.25	1272.27	1272.76	60588.0
2011-01-24 15:00:00	ES	Futures	1272.52	1273.26	1270.54	1270.79	99354.0
2011-01-24 15:30:00	ES	Futures	1271.03	1274.5	1270.79	1274.25	154313.0
2011-01-24 16:00:00	ES	Futures	1274.0	1276.48	1273.75	1275.49	103173.0
2011-01-24 16:30:00	ES	Futures	1275.24	1275.49	1274.0	1274.5	4474.0
2011-01-24 17:00:00	ES	Futures	1274.5	1274.74	1274.25	1274.74	685.0
2011-01-24 18:00:00	ES	Futures	1274.74	1274.74	1274.5	1274.74	1299.0
2011-01-24 18:30:00	ES	Futures	1274.74	1275.24	1274.25	1274.5	1848.0
2011-01-24 19:00:00	ES	Futures	1274.25	1275.24	1274.25	1274.99	1539.0
2011-01-24 19:30:00	ES	Futures	1274.99	1275.49	1274.25	1275.24	2884.0
2011-01-24 20:00:00	ES	Futures	1275.24	1275.49	1274.5	1275.24	1855.0
2011-01-24 20:30:00	ES	Futures	1275.49	1275.73	1274.25	1274.74	1997.0
2011-01-24 21:00:00	ES	Futures	1274.99	1274.99	1274.25	1274.5	1259.0
2011-01-24 21:30:00	ES	Futures	1274.25	1274.99	1274.25	1274.99	1875.0
2011-01-24 22:00:00	ES	Futures	1274.99	1275.73	1274.74	1275.73	2067.0
2011-01-24 22:30:00	ES	Futures	1275.49	1275.73	1274.74	1274.99	1038.0
2011-01-24 23:00:00	ES	Futures	1274.99	1275.49	1274.74	1275.24	710.0
2011-01-24 23:30:00	ES	Futures	1275.24	1275.49	1274.99	1275.49	638.0
2011-01-24 00:00:00	NQ	Futures	2610.56	2611.13	2609.99	2611.13	55.0
2011-01-24 00:30:00	NQ	Futures	2611.13	2613.14	2611.13	2612.28	299.0
2011-01-24 01:00:00	NQ	Futures	2612.86	2616.01	2612.28	2614.29	334.0

> showing 50 of 2,690 rows — these rows as CSV

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