PREVIEW / futures_30min / 2011-05-31

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-05-31.parquet
  size:    73 KB
  rows:    2,668

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
2011-05-31 00:00:00	ES	Futures	1329.35	1329.35	1328.61	1329.35	944.0
2011-05-31 00:30:00	ES	Futures	1329.1	1330.59	1329.1	1329.85	2312.0
2011-05-31 01:00:00	ES	Futures	1329.85	1330.84	1329.85	1330.1	2264.0
2011-05-31 01:30:00	ES	Futures	1330.1	1330.59	1329.1	1330.35	2130.0
2011-05-31 02:00:00	ES	Futures	1330.59	1330.84	1329.6	1330.59	4231.0
2011-05-31 02:30:00	ES	Futures	1330.59	1330.84	1329.85	1330.35	3013.0
2011-05-31 03:00:00	ES	Futures	1330.59	1332.33	1330.35	1331.59	18709.0
2011-05-31 03:30:00	ES	Futures	1331.59	1334.07	1330.84	1333.82	21839.0
2011-05-31 04:00:00	ES	Futures	1333.82	1335.56	1333.33	1334.82	17551.0
2011-05-31 04:30:00	ES	Futures	1334.82	1335.31	1334.07	1334.82	12844.0
2011-05-31 05:00:00	ES	Futures	1335.07	1335.31	1334.07	1334.57	8941.0
2011-05-31 05:30:00	ES	Futures	1334.82	1335.56	1334.57	1335.31	9607.0
2011-05-31 06:00:00	ES	Futures	1335.56	1335.56	1334.32	1334.57	6274.0
2011-05-31 06:30:00	ES	Futures	1334.57	1334.82	1334.07	1334.32	5912.0
2011-05-31 07:00:00	ES	Futures	1334.32	1334.82	1333.33	1333.82	9623.0
2011-05-31 07:30:00	ES	Futures	1333.82	1334.32	1332.08	1332.33	14546.0
2011-05-31 08:00:00	ES	Futures	1332.33	1333.33	1331.34	1332.58	18099.0
2011-05-31 08:30:00	ES	Futures	1332.83	1333.33	1332.08	1332.83	8918.0
2011-05-31 09:00:00	ES	Futures	1332.83	1334.57	1332.58	1334.32	24020.0
2011-05-31 09:30:00	ES	Futures	1334.07	1335.56	1330.84	1331.34	177237.0
2011-05-31 10:00:00	ES	Futures	1331.34	1331.84	1327.61	1329.35	182618.0
2011-05-31 10:30:00	ES	Futures	1329.35	1329.6	1327.36	1327.61	156580.0
2011-05-31 11:00:00	ES	Futures	1327.61	1329.35	1327.36	1328.11	110601.0
2011-05-31 11:30:00	ES	Futures	1328.36	1329.85	1326.37	1326.87	93615.0
2011-05-31 12:00:00	ES	Futures	1326.87	1328.11	1325.63	1327.12	88457.0
2011-05-31 12:30:00	ES	Futures	1327.12	1327.61	1324.88	1326.37	64049.0
2011-05-31 13:00:00	ES	Futures	1326.37	1329.1	1326.37	1328.36	46318.0
2011-05-31 13:30:00	ES	Futures	1328.36	1330.35	1328.11	1329.85	52170.0
2011-05-31 14:00:00	ES	Futures	1329.85	1330.59	1329.1	1329.35	42332.0
2011-05-31 14:30:00	ES	Futures	1329.35	1330.1	1328.36	1329.85	31363.0
2011-05-31 15:00:00	ES	Futures	1329.6	1331.34	1328.36	1330.59	76694.0
2011-05-31 15:30:00	ES	Futures	1330.84	1335.81	1329.35	1335.56	318968.0
2011-05-31 16:00:00	ES	Futures	1335.31	1337.3	1335.07	1336.06	190162.0
2011-05-31 16:30:00	ES	Futures	1336.31	1336.8	1335.56	1335.56	8234.0
2011-05-31 17:00:00	ES	Futures	1335.56	1336.31	1335.56	1335.56	1945.0
2011-05-31 18:00:00	ES	Futures	1335.81	1336.8	1335.81	1336.31	2273.0
2011-05-31 18:30:00	ES	Futures	1336.31	1337.8	1336.31	1337.55	3699.0
2011-05-31 19:00:00	ES	Futures	1337.8	1339.29	1337.3	1338.79	5461.0
2011-05-31 19:30:00	ES	Futures	1338.79	1339.04	1337.05	1337.3	3198.0
2011-05-31 20:00:00	ES	Futures	1337.3	1337.3	1335.81	1336.31	5018.0
2011-05-31 20:30:00	ES	Futures	1336.31	1336.56	1335.56	1336.06	2526.0
2011-05-31 21:00:00	ES	Futures	1336.31	1338.79	1336.06	1338.3	8748.0
2011-05-31 21:30:00	ES	Futures	1338.3	1338.79	1338.05	1338.3	1983.0
2011-05-31 22:00:00	ES	Futures	1338.05	1338.3	1337.55	1337.8	3021.0
2011-05-31 22:30:00	ES	Futures	1337.8	1338.54	1337.8	1338.3	1732.0
2011-05-31 23:00:00	ES	Futures	1338.05	1338.79	1337.8	1338.54	1498.0
2011-05-31 23:30:00	ES	Futures	1338.54	1339.04	1338.05	1338.54	2125.0
2011-05-31 00:00:00	NQ	Futures	2697.02	2697.31	2696.45	2697.02	48.0
2011-05-31 00:30:00	NQ	Futures	2697.02	2699.04	2697.02	2698.17	78.0
2011-05-31 01:00:00	NQ	Futures	2698.17	2699.32	2697.89	2698.46	84.0

> showing 50 of 2,668 rows — these rows as CSV

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