PREVIEW / futures_30min / 2011-03-16

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-16.parquet
  size:    88 KB
  rows:    2,834

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
2011-03-16 00:00:00	ES	Futures	1265.51	1267.74	1265.01	1265.75	2468.0
2011-03-16 00:30:00	ES	Futures	1265.75	1267.0	1265.51	1265.75	1289.0
2011-03-16 01:00:00	ES	Futures	1265.75	1268.73	1264.76	1268.49	3309.0
2011-03-16 01:30:00	ES	Futures	1268.73	1269.73	1268.24	1269.23	3305.0
2011-03-16 02:00:00	ES	Futures	1269.23	1269.23	1264.26	1266.0	5546.0
2011-03-16 02:30:00	ES	Futures	1266.0	1268.24	1265.75	1267.0	2386.0
2011-03-16 03:00:00	ES	Futures	1267.0	1270.47	1266.5	1269.73	11145.0
2011-03-16 03:30:00	ES	Futures	1269.73	1271.72	1268.98	1270.97	16630.0
2011-03-16 04:00:00	ES	Futures	1270.97	1271.47	1268.24	1269.48	24953.0
2011-03-16 04:30:00	ES	Futures	1269.48	1271.47	1267.74	1270.97	15677.0
2011-03-16 05:00:00	ES	Futures	1270.97	1270.97	1268.24	1269.23	12778.0
2011-03-16 05:30:00	ES	Futures	1268.98	1268.98	1264.01	1266.5	28046.0
2011-03-16 06:00:00	ES	Futures	1266.5	1266.5	1261.03	1263.52	29048.0
2011-03-16 06:30:00	ES	Futures	1263.52	1264.51	1260.04	1263.52	20909.0
2011-03-16 07:00:00	ES	Futures	1263.27	1265.51	1262.28	1265.26	16575.0
2011-03-16 07:30:00	ES	Futures	1265.26	1266.25	1263.02	1265.75	20279.0
2011-03-16 08:00:00	ES	Futures	1265.75	1269.73	1265.51	1269.23	47608.0
2011-03-16 08:30:00	ES	Futures	1269.23	1269.48	1264.51	1267.74	57003.0
2011-03-16 09:00:00	ES	Futures	1267.74	1268.49	1263.77	1264.01	45421.0
2011-03-16 09:30:00	ES	Futures	1264.01	1265.51	1259.05	1263.52	310869.0
2011-03-16 10:00:00	ES	Futures	1263.27	1266.5	1262.77	1265.26	185628.0
2011-03-16 10:30:00	ES	Futures	1265.51	1268.24	1260.29	1260.78	205760.0
2011-03-16 11:00:00	ES	Futures	1260.54	1261.03	1247.62	1258.3	553674.0
2011-03-16 11:30:00	ES	Futures	1258.3	1260.54	1253.08	1254.08	209892.0
2011-03-16 12:00:00	ES	Futures	1254.33	1255.07	1248.36	1254.33	265678.0
2011-03-16 12:30:00	ES	Futures	1254.33	1255.57	1250.35	1254.08	178546.0
2011-03-16 13:00:00	ES	Futures	1253.83	1255.82	1249.61	1250.85	125275.0
2011-03-16 13:30:00	ES	Futures	1250.85	1251.59	1246.62	1248.12	164600.0
2011-03-16 14:00:00	ES	Futures	1248.12	1248.12	1235.45	1242.65	396759.0
2011-03-16 14:30:00	ES	Futures	1242.65	1254.82	1241.66	1251.84	310623.0
2011-03-16 15:00:00	ES	Futures	1251.84	1254.57	1246.38	1248.36	244627.0
2011-03-16 15:30:00	ES	Futures	1248.36	1249.36	1243.64	1244.64	293592.0
2011-03-16 16:00:00	ES	Futures	1244.64	1247.62	1243.15	1247.12	162813.0
2011-03-16 16:30:00	ES	Futures	1246.87	1248.36	1244.64	1244.89	16047.0
2011-03-16 17:00:00	ES	Futures	1244.89	1245.38	1238.18	1240.91	24068.0
2011-03-16 18:00:00	ES	Futures	1240.17	1240.41	1233.46	1238.43	28540.0
2011-03-16 18:30:00	ES	Futures	1238.67	1240.41	1234.7	1238.43	11197.0
2011-03-16 19:00:00	ES	Futures	1238.43	1240.41	1236.44	1237.93	7305.0
2011-03-16 19:30:00	ES	Futures	1237.93	1244.89	1237.93	1243.89	14257.0
2011-03-16 20:00:00	ES	Futures	1243.64	1249.11	1239.67	1245.63	31129.0
2011-03-16 20:30:00	ES	Futures	1245.63	1249.11	1241.9	1248.61	21183.0
2011-03-16 21:00:00	ES	Futures	1248.61	1250.6	1246.38	1248.86	13674.0
2011-03-16 21:30:00	ES	Futures	1248.86	1250.35	1247.37	1249.61	9526.0
2011-03-16 22:00:00	ES	Futures	1249.85	1249.85	1245.63	1246.13	6224.0
2011-03-16 22:30:00	ES	Futures	1246.13	1247.87	1245.63	1245.88	4604.0
2011-03-16 23:00:00	ES	Futures	1246.13	1248.61	1244.64	1248.61	3492.0
2011-03-16 23:30:00	ES	Futures	1248.61	1251.34	1247.87	1250.85	7930.0
2011-03-16 00:00:00	NQ	Futures	2576.93	2581.81	2576.35	2578.65	522.0
2011-03-16 00:30:00	NQ	Futures	2578.65	2581.24	2576.93	2577.21	246.0
2011-03-16 01:00:00	NQ	Futures	2577.21	2583.25	2576.35	2583.25	216.0

> showing 50 of 2,834 rows — these rows as CSV

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