PREVIEW / futures_30min / 2011-02-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-02-01.parquet
  size:    78 KB
  rows:    2,814

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
2011-02-01 00:00:00	ES	Futures	1272.76	1273.01	1269.55	1270.04	4344.0
2011-02-01 00:30:00	ES	Futures	1270.04	1272.27	1269.8	1272.02	2319.0
2011-02-01 01:00:00	ES	Futures	1272.02	1273.26	1272.02	1272.52	1959.0
2011-02-01 01:30:00	ES	Futures	1272.52	1272.76	1271.78	1272.02	1028.0
2011-02-01 02:00:00	ES	Futures	1272.02	1273.75	1271.53	1273.75	5144.0
2011-02-01 02:30:00	ES	Futures	1273.75	1274.0	1273.26	1273.51	5060.0
2011-02-01 03:00:00	ES	Futures	1273.26	1274.25	1271.53	1271.53	11544.0
2011-02-01 03:30:00	ES	Futures	1271.53	1273.01	1271.28	1272.02	11911.0
2011-02-01 04:00:00	ES	Futures	1272.02	1272.76	1271.28	1272.52	11237.0
2011-02-01 04:30:00	ES	Futures	1272.76	1274.5	1272.52	1274.25	10808.0
2011-02-01 05:00:00	ES	Futures	1274.5	1275.24	1273.75	1274.74	12023.0
2011-02-01 05:30:00	ES	Futures	1274.74	1275.49	1274.25	1275.24	7068.0
2011-02-01 06:00:00	ES	Futures	1275.24	1275.73	1274.5	1275.49	7956.0
2011-02-01 06:30:00	ES	Futures	1275.49	1275.98	1275.24	1275.49	8003.0
2011-02-01 07:00:00	ES	Futures	1275.49	1275.73	1274.74	1274.99	7622.0
2011-02-01 07:30:00	ES	Futures	1274.99	1276.72	1274.0	1276.23	20641.0
2011-02-01 08:00:00	ES	Futures	1275.98	1277.71	1275.49	1276.72	24320.0
2011-02-01 08:30:00	ES	Futures	1276.97	1277.22	1275.98	1276.97	15117.0
2011-02-01 09:00:00	ES	Futures	1276.97	1277.96	1276.48	1277.22	25364.0
2011-02-01 09:30:00	ES	Futures	1277.22	1281.42	1276.48	1281.18	233577.0
2011-02-01 10:00:00	ES	Futures	1281.42	1284.15	1279.45	1282.91	247160.0
2011-02-01 10:30:00	ES	Futures	1283.16	1285.63	1282.41	1285.14	147292.0
2011-02-01 11:00:00	ES	Futures	1285.14	1286.13	1283.65	1284.15	98027.0
2011-02-01 11:30:00	ES	Futures	1284.39	1287.86	1284.15	1286.37	141537.0
2011-02-01 12:00:00	ES	Futures	1286.37	1289.84	1286.13	1288.85	136765.0
2011-02-01 12:30:00	ES	Futures	1288.85	1291.57	1288.11	1291.57	144940.0
2011-02-01 13:00:00	ES	Futures	1291.57	1292.06	1290.08	1291.07	93767.0
2011-02-01 13:30:00	ES	Futures	1291.07	1291.32	1289.34	1289.34	72246.0
2011-02-01 14:00:00	ES	Futures	1289.34	1290.58	1289.1	1289.34	56157.0
2011-02-01 14:30:00	ES	Futures	1289.59	1290.83	1288.6	1290.83	97576.0
2011-02-01 15:00:00	ES	Futures	1290.83	1291.32	1289.59	1290.83	73394.0
2011-02-01 15:30:00	ES	Futures	1290.83	1292.56	1289.84	1290.08	200009.0
2011-02-01 16:00:00	ES	Futures	1290.08	1290.58	1288.85	1288.85	103538.0
2011-02-01 16:30:00	ES	Futures	1288.85	1289.1	1287.61	1288.85	10727.0
2011-02-01 17:00:00	ES	Futures	1288.85	1289.1	1288.11	1288.6	1520.0
2011-02-01 18:00:00	ES	Futures	1289.1	1289.34	1286.62	1287.36	7853.0
2011-02-01 18:30:00	ES	Futures	1287.36	1288.85	1287.12	1288.6	2628.0
2011-02-01 19:00:00	ES	Futures	1288.85	1289.34	1288.11	1289.1	2783.0
2011-02-01 19:30:00	ES	Futures	1289.1	1289.59	1288.6	1289.34	2784.0
2011-02-01 20:00:00	ES	Futures	1289.34	1289.34	1287.86	1288.11	3805.0
2011-02-01 20:30:00	ES	Futures	1288.11	1289.59	1288.11	1289.1	2726.0
2011-02-01 21:00:00	ES	Futures	1289.34	1289.84	1288.85	1289.59	2781.0
2011-02-01 21:30:00	ES	Futures	1289.59	1289.84	1289.34	1289.34	865.0
2011-02-01 22:00:00	ES	Futures	1289.34	1289.84	1289.1	1289.34	1072.0
2011-02-01 22:30:00	ES	Futures	1289.34	1289.59	1288.6	1289.1	2049.0
2011-02-01 23:00:00	ES	Futures	1289.1	1289.84	1288.85	1289.59	860.0
2011-02-01 23:30:00	ES	Futures	1289.59	1290.08	1288.6	1289.34	2280.0
2011-02-01 00:00:00	NQ	Futures	2628.93	2628.93	2624.34	2625.77	583.0
2011-02-01 00:30:00	NQ	Futures	2625.77	2630.37	2624.91	2629.79	520.0
2011-02-01 01:00:00	NQ	Futures	2630.08	2630.37	2629.22	2629.5	384.0

> showing 50 of 2,814 rows — these rows as CSV

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