PREVIEW / futures_30min / 2011-03-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-03-24.parquet
  size:    75 KB
  rows:    2,667

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
2011-03-24 00:00:00	ES	Futures	1283.39	1283.89	1282.65	1282.9	1455.0
2011-03-24 00:30:00	ES	Futures	1282.9	1283.39	1282.15	1282.65	1273.0
2011-03-24 01:00:00	ES	Futures	1282.9	1283.89	1282.4	1283.14	1066.0
2011-03-24 01:30:00	ES	Futures	1283.39	1284.39	1282.9	1283.64	1291.0
2011-03-24 02:00:00	ES	Futures	1283.64	1284.88	1283.39	1284.88	1370.0
2011-03-24 02:30:00	ES	Futures	1284.63	1285.13	1283.89	1283.89	1227.0
2011-03-24 03:00:00	ES	Futures	1283.89	1284.39	1281.9	1282.65	6617.0
2011-03-24 03:30:00	ES	Futures	1282.65	1282.9	1281.16	1282.9	8806.0
2011-03-24 04:00:00	ES	Futures	1282.9	1284.63	1281.16	1283.39	16199.0
2011-03-24 04:30:00	ES	Futures	1283.39	1286.62	1282.65	1285.88	15513.0
2011-03-24 05:00:00	ES	Futures	1285.88	1287.86	1285.38	1286.12	12656.0
2011-03-24 05:30:00	ES	Futures	1286.12	1291.34	1284.88	1289.35	38955.0
2011-03-24 06:00:00	ES	Futures	1289.6	1290.6	1288.61	1290.1	10121.0
2011-03-24 06:30:00	ES	Futures	1290.1	1291.34	1289.11	1290.85	10232.0
2011-03-24 07:00:00	ES	Futures	1290.85	1291.09	1289.35	1290.1	9324.0
2011-03-24 07:30:00	ES	Futures	1290.1	1292.83	1290.1	1292.34	30450.0
2011-03-24 08:00:00	ES	Futures	1292.34	1294.57	1292.09	1293.33	48433.0
2011-03-24 08:30:00	ES	Futures	1293.58	1293.58	1289.85	1290.85	58059.0
2011-03-24 09:00:00	ES	Futures	1290.6	1291.84	1290.1	1291.59	26733.0
2011-03-24 09:30:00	ES	Futures	1291.59	1292.09	1285.88	1286.62	202725.0
2011-03-24 10:00:00	ES	Futures	1286.62	1288.61	1284.39	1288.11	152093.0
2011-03-24 10:30:00	ES	Futures	1288.11	1293.83	1288.11	1293.08	142928.0
2011-03-24 11:00:00	ES	Futures	1293.08	1294.57	1292.58	1293.33	128813.0
2011-03-24 11:30:00	ES	Futures	1293.08	1294.82	1293.08	1294.07	84416.0
2011-03-24 12:00:00	ES	Futures	1294.07	1296.56	1293.83	1296.06	124805.0
2011-03-24 12:30:00	ES	Futures	1296.06	1296.06	1292.09	1293.08	93691.0
2011-03-24 13:00:00	ES	Futures	1292.83	1294.57	1292.34	1294.32	50136.0
2011-03-24 13:30:00	ES	Futures	1294.07	1294.82	1291.84	1293.58	62782.0
2011-03-24 14:00:00	ES	Futures	1293.83	1295.57	1293.58	1295.07	45691.0
2011-03-24 14:30:00	ES	Futures	1295.07	1296.56	1294.82	1295.57	51094.0
2011-03-24 15:00:00	ES	Futures	1295.57	1298.55	1294.82	1297.8	121583.0
2011-03-24 15:30:00	ES	Futures	1297.8	1298.05	1295.81	1296.56	150638.0
2011-03-24 16:00:00	ES	Futures	1296.56	1297.3	1296.31	1297.06	76036.0
2011-03-24 16:30:00	ES	Futures	1296.31	1297.3	1295.81	1297.3	5615.0
2011-03-24 17:00:00	ES	Futures	1297.06	1305.75	1296.81	1300.29	18543.0
2011-03-24 18:00:00	ES	Futures	1299.79	1301.78	1299.79	1300.78	5677.0
2011-03-24 18:30:00	ES	Futures	1301.03	1301.53	1300.29	1300.78	2437.0
2011-03-24 19:00:00	ES	Futures	1300.78	1300.78	1299.79	1299.79	1429.0
2011-03-24 19:30:00	ES	Futures	1299.79	1300.53	1299.54	1299.79	1833.0
2011-03-24 20:00:00	ES	Futures	1299.54	1299.79	1298.79	1299.04	2457.0
2011-03-24 20:30:00	ES	Futures	1299.04	1300.04	1298.79	1299.79	1759.0
2011-03-24 21:00:00	ES	Futures	1299.79	1300.29	1298.79	1300.29	1292.0
2011-03-24 21:30:00	ES	Futures	1300.29	1300.53	1299.29	1299.79	1637.0
2011-03-24 22:00:00	ES	Futures	1299.79	1300.53	1299.54	1300.04	1690.0
2011-03-24 22:30:00	ES	Futures	1300.04	1300.78	1300.04	1300.53	933.0
2011-03-24 23:00:00	ES	Futures	1300.53	1301.03	1300.04	1300.04	808.0
2011-03-24 23:30:00	ES	Futures	1300.04	1301.78	1300.04	1301.28	3507.0
2011-03-24 00:00:00	NQ	Futures	2603.07	2603.93	2601.92	2602.21	95.0
2011-03-24 00:30:00	NQ	Futures	2602.5	2602.5	2600.49	2601.64	79.0
2011-03-24 01:00:00	NQ	Futures	2601.64	2603.07	2601.06	2601.64	106.0

> showing 50 of 2,667 rows — these rows as CSV

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