PREVIEW / futures_30min / 2011-06-09

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-09.parquet
  size:    75 KB
  rows:    2,682

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
2011-06-09 00:00:00	ES	Futures	1271.72	1271.72	1269.98	1270.47	2603.0
2011-06-09 00:30:00	ES	Futures	1270.47	1270.97	1270.23	1270.97	1609.0
2011-06-09 01:00:00	ES	Futures	1270.97	1272.71	1270.97	1272.71	2122.0
2011-06-09 01:30:00	ES	Futures	1272.46	1273.21	1271.47	1271.96	2448.0
2011-06-09 02:00:00	ES	Futures	1271.96	1272.96	1271.96	1272.46	2401.0
2011-06-09 02:30:00	ES	Futures	1272.46	1272.71	1271.72	1272.21	3934.0
2011-06-09 03:00:00	ES	Futures	1272.21	1277.18	1271.96	1276.19	25212.0
2011-06-09 03:30:00	ES	Futures	1276.44	1276.44	1275.19	1275.44	7995.0
2011-06-09 04:00:00	ES	Futures	1275.44	1275.44	1273.45	1274.45	10688.0
2011-06-09 04:30:00	ES	Futures	1274.7	1275.94	1272.46	1272.71	12275.0
2011-06-09 05:00:00	ES	Futures	1272.71	1272.96	1270.23	1272.46	13581.0
2011-06-09 05:30:00	ES	Futures	1272.46	1273.7	1271.47	1272.96	8511.0
2011-06-09 06:00:00	ES	Futures	1272.96	1273.21	1271.72	1272.46	6098.0
2011-06-09 06:30:00	ES	Futures	1272.46	1273.7	1271.96	1272.71	7670.0
2011-06-09 07:00:00	ES	Futures	1272.71	1274.7	1272.21	1274.2	12641.0
2011-06-09 07:30:00	ES	Futures	1274.2	1274.7	1273.45	1273.95	9303.0
2011-06-09 08:00:00	ES	Futures	1274.2	1274.2	1272.46	1273.7	12690.0
2011-06-09 08:30:00	ES	Futures	1273.45	1276.19	1271.22	1273.21	83966.0
2011-06-09 09:00:00	ES	Futures	1273.21	1275.19	1273.21	1274.2	39476.0
2011-06-09 09:30:00	ES	Futures	1274.2	1276.93	1270.97	1276.68	152365.0
2011-06-09 10:00:00	ES	Futures	1276.93	1279.91	1276.68	1278.42	135277.0
2011-06-09 10:30:00	ES	Futures	1278.67	1281.9	1278.18	1280.66	104814.0
2011-06-09 11:00:00	ES	Futures	1280.41	1281.4	1278.42	1279.42	79944.0
2011-06-09 11:30:00	ES	Futures	1279.42	1283.89	1279.17	1282.65	78340.0
2011-06-09 12:00:00	ES	Futures	1282.65	1284.88	1282.15	1282.65	61784.0
2011-06-09 12:30:00	ES	Futures	1282.65	1283.89	1281.65	1282.9	33089.0
2011-06-09 13:00:00	ES	Futures	1282.65	1284.14	1282.65	1283.14	31055.0
2011-06-09 13:30:00	ES	Futures	1282.9	1284.63	1282.15	1283.39	24316.0
2011-06-09 14:00:00	ES	Futures	1283.39	1284.88	1282.9	1284.39	26137.0
2011-06-09 14:30:00	ES	Futures	1284.14	1285.88	1282.9	1285.88	35903.0
2011-06-09 15:00:00	ES	Futures	1285.63	1285.88	1283.14	1283.64	34810.0
2011-06-09 15:30:00	ES	Futures	1283.64	1284.14	1279.91	1280.16	115628.0
2011-06-09 16:00:00	ES	Futures	1280.41	1280.66	1278.67	1279.42	59935.0
2011-06-09 16:30:00	ES	Futures	1279.67	1279.91	1278.67	1279.42	4821.0
2011-06-09 17:00:00	ES	Futures	1279.17	1280.16	1279.17	1279.67	1231.0
2011-06-09 18:00:00	ES	Futures	1279.67	1280.66	1279.17	1280.41	2621.0
2011-06-09 18:30:00	ES	Futures	1280.41	1280.66	1280.16	1280.16	239.0
2011-06-09 19:00:00	ES	Futures	1280.16	1280.41	1279.91	1279.91	362.0
2011-06-09 19:30:00	ES	Futures	1279.91	1280.16	1278.92	1279.17	3864.0
2011-06-09 20:00:00	ES	Futures	1279.17	1280.66	1278.92	1280.16	2338.0
2011-06-09 20:30:00	ES	Futures	1279.91	1280.41	1278.92	1278.92	1310.0
2011-06-09 21:00:00	ES	Futures	1278.92	1278.92	1278.18	1278.67	2203.0
2011-06-09 21:30:00	ES	Futures	1278.67	1278.67	1277.43	1277.68	2771.0
2011-06-09 22:00:00	ES	Futures	1277.68	1277.68	1276.44	1276.93	3907.0
2011-06-09 22:30:00	ES	Futures	1276.93	1277.18	1276.68	1276.93	1108.0
2011-06-09 23:00:00	ES	Futures	1276.93	1277.68	1276.19	1277.18	2047.0
2011-06-09 23:30:00	ES	Futures	1277.18	1277.18	1274.95	1275.44	3588.0
2011-06-09 00:00:00	NQ	Futures	2587.84	2587.84	2584.97	2585.83	131.0
2011-06-09 00:30:00	NQ	Futures	2585.83	2587.56	2585.83	2587.27	212.0
2011-06-09 01:00:00	NQ	Futures	2587.56	2590.43	2587.56	2589.86	191.0

> showing 50 of 2,682 rows — these rows as CSV

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