PREVIEW / futures_30min / 2011-05-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-05.parquet
  size:    84 KB
  rows:    2,792

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
2011-05-05 00:00:00	ES	Futures	1339.04	1339.29	1338.54	1339.29	1287.0
2011-05-05 00:30:00	ES	Futures	1339.04	1340.03	1339.04	1339.79	3724.0
2011-05-05 01:00:00	ES	Futures	1339.79	1340.28	1339.29	1340.03	1957.0
2011-05-05 01:30:00	ES	Futures	1340.03	1340.03	1339.04	1339.54	1462.0
2011-05-05 02:00:00	ES	Futures	1339.54	1339.79	1337.8	1338.05	3793.0
2011-05-05 02:30:00	ES	Futures	1337.8	1338.3	1336.8	1337.3	5629.0
2011-05-05 03:00:00	ES	Futures	1337.05	1339.04	1336.31	1338.79	11048.0
2011-05-05 03:30:00	ES	Futures	1339.04	1339.04	1337.55	1337.8	9258.0
2011-05-05 04:00:00	ES	Futures	1337.8	1339.29	1334.82	1335.56	17286.0
2011-05-05 04:30:00	ES	Futures	1335.31	1336.31	1334.32	1335.31	13925.0
2011-05-05 05:00:00	ES	Futures	1335.31	1335.81	1334.32	1335.56	15879.0
2011-05-05 05:30:00	ES	Futures	1335.81	1335.81	1331.84	1332.33	20972.0
2011-05-05 06:00:00	ES	Futures	1332.08	1332.83	1329.85	1330.1	28946.0
2011-05-05 06:30:00	ES	Futures	1330.35	1330.84	1327.86	1328.85	28518.0
2011-05-05 07:00:00	ES	Futures	1328.85	1330.59	1328.11	1328.36	15871.0
2011-05-05 07:30:00	ES	Futures	1328.61	1330.35	1328.11	1329.85	13732.0
2011-05-05 08:00:00	ES	Futures	1329.85	1330.35	1328.85	1329.85	14800.0
2011-05-05 08:30:00	ES	Futures	1329.6	1329.6	1324.38	1326.62	88540.0
2011-05-05 09:00:00	ES	Futures	1326.87	1328.11	1323.64	1327.61	65128.0
2011-05-05 09:30:00	ES	Futures	1327.61	1330.35	1324.38	1329.1	245848.0
2011-05-05 10:00:00	ES	Futures	1329.35	1331.84	1326.62	1327.86	199502.0
2011-05-05 10:30:00	ES	Futures	1327.86	1330.59	1326.37	1328.61	166352.0
2011-05-05 11:00:00	ES	Futures	1328.61	1329.35	1323.64	1327.36	242534.0
2011-05-05 11:30:00	ES	Futures	1327.36	1333.82	1326.87	1333.08	214204.0
2011-05-05 12:00:00	ES	Futures	1332.83	1336.31	1332.83	1335.56	179431.0
2011-05-05 12:30:00	ES	Futures	1335.31	1335.56	1331.84	1333.08	68765.0
2011-05-05 13:00:00	ES	Futures	1333.08	1334.82	1332.58	1333.58	38847.0
2011-05-05 13:30:00	ES	Futures	1333.33	1333.82	1330.35	1331.84	77103.0
2011-05-05 14:00:00	ES	Futures	1331.84	1333.33	1328.85	1333.08	84843.0
2011-05-05 14:30:00	ES	Futures	1333.08	1334.32	1328.36	1328.61	100805.0
2011-05-05 15:00:00	ES	Futures	1328.61	1329.1	1316.93	1317.18	411976.0
2011-05-05 15:30:00	ES	Futures	1317.18	1324.38	1316.93	1323.14	358179.0
2011-05-05 16:00:00	ES	Futures	1323.14	1327.12	1323.14	1326.62	130803.0
2011-05-05 16:30:00	ES	Futures	1325.87	1326.87	1324.88	1326.62	6444.0
2011-05-05 17:00:00	ES	Futures	1326.87	1328.11	1326.37	1327.86	2732.0
2011-05-05 17:30:00	ES	Futures	1327.86	1327.86	1327.86	1327.86	1.0
2011-05-05 18:00:00	ES	Futures	1327.61	1328.85	1327.36	1327.61	4367.0
2011-05-05 18:30:00	ES	Futures	1327.86	1328.11	1326.87	1327.12	985.0
2011-05-05 19:00:00	ES	Futures	1327.12	1327.36	1324.88	1325.38	4362.0
2011-05-05 19:30:00	ES	Futures	1325.38	1325.63	1324.38	1325.38	3172.0
2011-05-05 20:00:00	ES	Futures	1325.63	1327.36	1325.13	1327.12	5103.0
2011-05-05 20:30:00	ES	Futures	1326.87	1328.61	1325.38	1326.87	5594.0
2011-05-05 21:00:00	ES	Futures	1327.12	1328.11	1326.12	1326.12	2906.0
2011-05-05 21:30:00	ES	Futures	1326.12	1327.86	1325.38	1327.61	3909.0
2011-05-05 22:00:00	ES	Futures	1327.36	1328.85	1327.36	1328.61	4143.0
2011-05-05 22:30:00	ES	Futures	1328.36	1328.61	1327.12	1327.61	1651.0
2011-05-05 23:00:00	ES	Futures	1327.36	1328.36	1326.87	1328.11	1876.0
2011-05-05 23:30:00	ES	Futures	1327.86	1328.36	1326.62	1326.87	2297.0
2011-05-05 00:00:00	NQ	Futures	2748.17	2750.46	2747.3	2749.32	485.0
2011-05-05 00:30:00	NQ	Futures	2749.89	2751.33	2749.6	2750.18	139.0

> showing 50 of 2,792 rows — these rows as CSV

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