PREVIEW / futures_30min / 2011-04-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-04-18.parquet
  size:    79 KB
  rows:    2,675

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
2011-04-18 00:00:00	ES	Futures	1307.74	1308.73	1307.49	1308.73	776.0
2011-04-18 00:30:00	ES	Futures	1308.73	1308.73	1307.99	1308.24	1677.0
2011-04-18 01:00:00	ES	Futures	1308.24	1308.98	1307.99	1308.48	1384.0
2011-04-18 01:30:00	ES	Futures	1308.48	1308.73	1307.99	1308.24	1612.0
2011-04-18 02:00:00	ES	Futures	1308.24	1308.48	1306.99	1307.49	6312.0
2011-04-18 02:30:00	ES	Futures	1307.49	1307.74	1306.74	1306.74	2742.0
2011-04-18 03:00:00	ES	Futures	1306.74	1306.99	1303.52	1303.76	18250.0
2011-04-18 03:30:00	ES	Futures	1303.76	1305.01	1301.28	1304.76	30909.0
2011-04-18 04:00:00	ES	Futures	1304.51	1305.25	1303.52	1304.01	8667.0
2011-04-18 04:30:00	ES	Futures	1304.01	1304.76	1302.02	1302.27	10561.0
2011-04-18 05:00:00	ES	Futures	1302.27	1303.76	1302.02	1302.52	8991.0
2011-04-18 05:30:00	ES	Futures	1302.27	1303.27	1302.02	1302.52	4902.0
2011-04-18 06:00:00	ES	Futures	1302.52	1302.52	1300.78	1301.03	8342.0
2011-04-18 06:30:00	ES	Futures	1301.28	1301.78	1300.04	1301.28	14954.0
2011-04-18 07:00:00	ES	Futures	1301.28	1302.77	1301.03	1302.27	8750.0
2011-04-18 07:30:00	ES	Futures	1302.27	1302.52	1300.78	1301.28	18397.0
2011-04-18 08:00:00	ES	Futures	1301.28	1302.77	1301.03	1302.52	16962.0
2011-04-18 08:30:00	ES	Futures	1302.52	1303.27	1300.78	1301.03	19126.0
2011-04-18 09:00:00	ES	Futures	1301.28	1301.78	1290.6	1292.83	208580.0
2011-04-18 09:30:00	ES	Futures	1293.08	1293.58	1287.12	1287.37	362120.0
2011-04-18 10:00:00	ES	Futures	1287.62	1289.85	1283.14	1287.86	280254.0
2011-04-18 10:30:00	ES	Futures	1287.86	1289.85	1283.39	1284.14	167904.0
2011-04-18 11:00:00	ES	Futures	1284.39	1286.87	1282.15	1286.37	142321.0
2011-04-18 11:30:00	ES	Futures	1286.37	1288.36	1284.88	1287.62	81591.0
2011-04-18 12:00:00	ES	Futures	1287.62	1288.61	1285.63	1286.62	47118.0
2011-04-18 12:30:00	ES	Futures	1286.62	1287.37	1285.88	1286.87	30339.0
2011-04-18 13:00:00	ES	Futures	1286.87	1287.12	1284.88	1285.88	32721.0
2011-04-18 13:30:00	ES	Futures	1286.12	1289.6	1285.63	1289.11	55137.0
2011-04-18 14:00:00	ES	Futures	1289.35	1290.1	1287.86	1289.11	50809.0
2011-04-18 14:30:00	ES	Futures	1289.35	1294.07	1288.86	1292.58	138713.0
2011-04-18 15:00:00	ES	Futures	1292.58	1295.57	1290.35	1293.58	113220.0
2011-04-18 15:30:00	ES	Futures	1293.83	1295.32	1290.85	1292.83	206092.0
2011-04-18 16:00:00	ES	Futures	1292.83	1294.32	1292.09	1292.83	113802.0
2011-04-18 16:30:00	ES	Futures	1292.83	1293.08	1290.6	1291.09	9570.0
2011-04-18 17:00:00	ES	Futures	1291.09	1291.34	1290.85	1291.09	1639.0
2011-04-18 18:00:00	ES	Futures	1291.59	1292.09	1290.85	1291.09	1814.0
2011-04-18 18:30:00	ES	Futures	1291.09	1291.09	1289.6	1289.85	4094.0
2011-04-18 19:00:00	ES	Futures	1289.85	1290.1	1289.35	1289.35	1889.0
2011-04-18 19:30:00	ES	Futures	1289.6	1290.85	1289.11	1290.1	3208.0
2011-04-18 20:00:00	ES	Futures	1290.35	1290.6	1289.11	1289.85	4906.0
2011-04-18 20:30:00	ES	Futures	1289.85	1289.85	1288.36	1289.11	3178.0
2011-04-18 21:00:00	ES	Futures	1289.35	1289.6	1288.11	1288.61	2926.0
2011-04-18 21:30:00	ES	Futures	1288.36	1289.11	1286.37	1287.12	6320.0
2011-04-18 22:00:00	ES	Futures	1287.12	1288.11	1286.12	1286.87	3902.0
2011-04-18 22:30:00	ES	Futures	1286.87	1287.37	1286.12	1286.12	2796.0
2011-04-18 23:00:00	ES	Futures	1286.37	1286.87	1285.88	1286.37	3185.0
2011-04-18 23:30:00	ES	Futures	1286.62	1288.11	1286.62	1287.86	3031.0
2011-04-18 00:00:00	NQ	Futures	2651.34	2653.06	2651.05	2653.06	120.0
2011-04-18 00:30:00	NQ	Futures	2652.78	2653.64	2652.49	2652.78	56.0
2011-04-18 01:00:00	NQ	Futures	2652.2	2653.64	2651.63	2653.06	68.0

> showing 50 of 2,675 rows — these rows as CSV

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