PREVIEW / futures_30min / 2011-06-01

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-01.parquet
  size:    79 KB
  rows:    2,746

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
2011-06-01 00:00:00	ES	Futures	1338.54	1339.04	1338.54	1339.04	341.0
2011-06-01 00:30:00	ES	Futures	1339.04	1339.04	1338.3	1338.79	682.0
2011-06-01 01:00:00	ES	Futures	1338.79	1338.79	1337.8	1338.05	1634.0
2011-06-01 01:30:00	ES	Futures	1337.8	1338.79	1337.8	1338.79	2546.0
2011-06-01 02:00:00	ES	Futures	1338.79	1338.79	1337.55	1337.8	4508.0
2011-06-01 02:30:00	ES	Futures	1337.8	1337.8	1335.56	1336.8	18816.0
2011-06-01 03:00:00	ES	Futures	1336.56	1336.8	1334.57	1336.8	21306.0
2011-06-01 03:30:00	ES	Futures	1336.8	1337.55	1334.57	1334.82	15148.0
2011-06-01 04:00:00	ES	Futures	1334.82	1336.8	1334.82	1335.31	7728.0
2011-06-01 04:30:00	ES	Futures	1335.31	1335.56	1333.33	1334.07	16671.0
2011-06-01 05:00:00	ES	Futures	1334.07	1336.06	1334.07	1335.31	9478.0
2011-06-01 05:30:00	ES	Futures	1335.31	1335.81	1334.57	1334.82	9640.0
2011-06-01 06:00:00	ES	Futures	1334.82	1335.07	1333.33	1333.58	13060.0
2011-06-01 06:30:00	ES	Futures	1333.82	1334.32	1332.83	1334.07	9935.0
2011-06-01 07:00:00	ES	Futures	1334.07	1334.57	1333.08	1334.57	13148.0
2011-06-01 07:30:00	ES	Futures	1334.57	1335.07	1334.32	1334.82	7645.0
2011-06-01 08:00:00	ES	Futures	1335.07	1335.31	1329.1	1331.09	78420.0
2011-06-01 08:30:00	ES	Futures	1331.34	1331.34	1329.6	1330.59	28511.0
2011-06-01 09:00:00	ES	Futures	1330.59	1331.84	1329.6	1331.84	30798.0
2011-06-01 09:30:00	ES	Futures	1331.84	1332.58	1329.1	1329.1	176776.0
2011-06-01 10:00:00	ES	Futures	1329.1	1329.35	1322.89	1323.14	329495.0
2011-06-01 10:30:00	ES	Futures	1323.14	1324.13	1318.42	1321.15	246660.0
2011-06-01 11:00:00	ES	Futures	1321.4	1323.14	1320.66	1322.89	145116.0
2011-06-01 11:30:00	ES	Futures	1323.14	1323.39	1319.91	1320.16	89779.0
2011-06-01 12:00:00	ES	Futures	1320.16	1321.15	1314.69	1315.94	181947.0
2011-06-01 12:30:00	ES	Futures	1315.94	1318.17	1315.69	1316.43	63817.0
2011-06-01 13:00:00	ES	Futures	1316.18	1317.43	1311.46	1312.46	146837.0
2011-06-01 13:30:00	ES	Futures	1312.71	1315.19	1311.71	1314.69	81140.0
2011-06-01 14:00:00	ES	Futures	1314.69	1314.69	1311.71	1312.21	88288.0
2011-06-01 14:30:00	ES	Futures	1311.96	1312.21	1308.98	1311.71	160544.0
2011-06-01 15:00:00	ES	Futures	1311.71	1312.96	1307.24	1308.98	154731.0
2011-06-01 15:30:00	ES	Futures	1308.73	1309.73	1304.01	1305.01	287655.0
2011-06-01 16:00:00	ES	Futures	1305.01	1305.5	1303.02	1305.01	170506.0
2011-06-01 16:30:00	ES	Futures	1305.01	1305.25	1303.76	1304.76	6566.0
2011-06-01 17:00:00	ES	Futures	1304.51	1304.76	1302.27	1302.52	5033.0
2011-06-01 18:00:00	ES	Futures	1302.77	1304.01	1301.28	1302.02	7597.0
2011-06-01 18:30:00	ES	Futures	1301.78	1303.76	1301.78	1303.76	3844.0
2011-06-01 19:00:00	ES	Futures	1303.52	1305.01	1303.52	1304.76	3544.0
2011-06-01 19:30:00	ES	Futures	1304.76	1305.75	1303.76	1303.76	7173.0
2011-06-01 20:00:00	ES	Futures	1303.76	1304.51	1302.02	1302.27	9276.0
2011-06-01 20:30:00	ES	Futures	1302.27	1305.5	1302.02	1305.01	6259.0
2011-06-01 21:00:00	ES	Futures	1305.25	1306.5	1304.76	1306.5	7206.0
2011-06-01 21:30:00	ES	Futures	1306.5	1307.24	1305.75	1306.5	5599.0
2011-06-01 22:00:00	ES	Futures	1306.5	1306.74	1304.51	1304.76	2453.0
2011-06-01 22:30:00	ES	Futures	1304.51	1305.5	1304.01	1304.76	1920.0
2011-06-01 23:00:00	ES	Futures	1305.01	1306.0	1304.26	1304.26	1134.0
2011-06-01 23:30:00	ES	Futures	1304.26	1304.26	1303.02	1304.01	2242.0
2011-06-01 00:00:00	NQ	Futures	2734.95	2734.95	2733.8	2734.37	109.0
2011-06-01 00:30:00	NQ	Futures	2734.37	2735.52	2734.37	2734.95	78.0
2011-06-01 01:00:00	NQ	Futures	2734.66	2734.95	2732.36	2732.65	337.0

> showing 50 of 2,746 rows — these rows as CSV

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