PREVIEW / futures_30min / 2011-04-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-01.parquet
  size:    65 KB
  rows:    2,194

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
2011-04-01 00:00:00	ES	Futures	1313.95	1315.19	1313.7	1313.95	1340.0
2011-04-01 00:30:00	ES	Futures	1313.95	1315.19	1313.2	1313.45	1832.0
2011-04-01 01:00:00	ES	Futures	1313.45	1315.19	1312.96	1313.2	3291.0
2011-04-01 01:30:00	ES	Futures	1313.2	1313.7	1312.71	1312.96	2612.0
2011-04-01 02:00:00	ES	Futures	1312.96	1313.7	1312.71	1313.2	4405.0
2011-04-01 02:30:00	ES	Futures	1313.2	1314.69	1312.71	1314.2	6386.0
2011-04-01 03:00:00	ES	Futures	1314.45	1316.43	1313.95	1314.2	17080.0
2011-04-01 03:30:00	ES	Futures	1313.95	1316.43	1313.95	1315.94	10123.0
2011-04-01 04:00:00	ES	Futures	1316.18	1316.43	1315.19	1315.94	6930.0
2011-04-01 04:30:00	ES	Futures	1315.69	1316.43	1315.44	1315.94	5194.0
2011-04-01 05:00:00	ES	Futures	1315.69	1315.94	1314.2	1314.69	7134.0
2011-04-01 05:30:00	ES	Futures	1314.69	1316.18	1314.45	1316.18	3289.0
2011-04-01 06:00:00	ES	Futures	1316.18	1316.68	1315.69	1316.43	4108.0
2011-04-01 06:30:00	ES	Futures	1316.43	1317.43	1315.94	1317.18	5100.0
2011-04-01 07:00:00	ES	Futures	1316.93	1318.67	1316.93	1317.68	11485.0
2011-04-01 07:30:00	ES	Futures	1317.92	1318.67	1317.43	1318.17	17766.0
2011-04-01 08:00:00	ES	Futures	1318.17	1320.66	1317.18	1319.41	27657.0
2011-04-01 08:30:00	ES	Futures	1319.41	1321.9	1318.67	1320.16	74442.0
2011-04-01 09:00:00	ES	Futures	1320.16	1322.64	1320.16	1321.65	45933.0
2011-04-01 09:30:00	ES	Futures	1321.65	1322.4	1317.43	1318.42	169202.0
2011-04-01 10:00:00	ES	Futures	1318.42	1323.89	1318.17	1323.14	189246.0
2011-04-01 10:30:00	ES	Futures	1322.89	1324.38	1321.65	1323.14	101364.0
2011-04-01 11:00:00	ES	Futures	1323.14	1324.88	1322.4	1324.38	118234.0
2011-04-01 11:30:00	ES	Futures	1324.63	1325.38	1323.64	1324.38	92816.0
2011-04-01 12:00:00	ES	Futures	1324.63	1325.13	1324.13	1324.13	28237.0
2011-04-01 12:30:00	ES	Futures	1324.13	1324.38	1322.64	1323.14	44967.0
2011-04-01 13:00:00	ES	Futures	1323.14	1323.39	1321.9	1322.4	35177.0
2011-04-01 13:30:00	ES	Futures	1322.15	1323.39	1322.15	1323.14	31386.0
2011-04-01 14:00:00	ES	Futures	1323.14	1323.89	1322.64	1323.39	25112.0
2011-04-01 14:30:00	ES	Futures	1323.14	1323.39	1318.92	1319.91	93937.0
2011-04-01 15:00:00	ES	Futures	1319.91	1319.91	1315.94	1317.68	121775.0
2011-04-01 15:30:00	ES	Futures	1317.68	1320.66	1317.43	1318.92	206798.0
2011-04-01 16:00:00	ES	Futures	1318.92	1319.66	1318.67	1319.17	98625.0
2011-04-01 00:00:00	NQ	Futures	2690.7	2692.71	2689.27	2689.55	160.0
2011-04-01 00:30:00	NQ	Futures	2690.13	2691.85	2689.55	2689.84	83.0
2011-04-01 01:00:00	NQ	Futures	2689.55	2692.43	2688.4	2689.27	108.0
2011-04-01 01:30:00	NQ	Futures	2688.69	2689.84	2687.83	2688.4	146.0
2011-04-01 02:00:00	NQ	Futures	2688.12	2689.84	2687.83	2688.4	189.0
2011-04-01 02:30:00	NQ	Futures	2688.69	2691.56	2688.12	2690.7	158.0
2011-04-01 03:00:00	NQ	Futures	2690.7	2696.16	2690.42	2692.43	1952.0
2011-04-01 03:30:00	NQ	Futures	2691.85	2696.45	2691.56	2696.16	754.0
2011-04-01 04:00:00	NQ	Futures	2696.16	2697.31	2694.73	2696.45	754.0
2011-04-01 04:30:00	NQ	Futures	2696.16	2696.74	2695.01	2695.59	402.0
2011-04-01 05:00:00	NQ	Futures	2694.73	2695.01	2692.14	2693.0	327.0
2011-04-01 05:30:00	NQ	Futures	2693.0	2695.87	2692.43	2695.3	286.0
2011-04-01 06:00:00	NQ	Futures	2695.59	2696.45	2694.73	2696.16	298.0
2011-04-01 06:30:00	NQ	Futures	2696.16	2697.89	2695.3	2697.6	240.0
2011-04-01 07:00:00	NQ	Futures	2697.6	2699.61	2697.31	2698.46	920.0
2011-04-01 07:30:00	NQ	Futures	2698.46	2699.9	2697.89	2699.04	2119.0
2011-04-01 08:00:00	NQ	Futures	2698.75	2700.18	2697.02	2697.6	2198.0

> showing 50 of 2,194 rows — these rows as CSV

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