PREVIEW / futures_30min / 2011-06-28

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-06-28.parquet
  size:    77 KB
  rows:    2,723

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
2011-06-28 00:00:00	ES	Futures	1274.71	1274.71	1273.96	1273.96	1247.0
2011-06-28 00:30:00	ES	Futures	1274.21	1274.96	1273.46	1273.46	2466.0
2011-06-28 01:00:00	ES	Futures	1273.46	1274.71	1272.22	1272.72	4270.0
2011-06-28 01:30:00	ES	Futures	1272.72	1272.97	1272.22	1272.47	2553.0
2011-06-28 02:00:00	ES	Futures	1272.72	1274.21	1272.22	1273.96	4310.0
2011-06-28 02:30:00	ES	Futures	1273.96	1274.21	1272.47	1272.47	3741.0
2011-06-28 03:00:00	ES	Futures	1272.47	1273.71	1271.22	1272.97	18110.0
2011-06-28 03:30:00	ES	Futures	1272.97	1275.71	1272.72	1274.46	13094.0
2011-06-28 04:00:00	ES	Futures	1274.46	1275.21	1272.22	1273.96	10215.0
2011-06-28 04:30:00	ES	Futures	1273.96	1274.71	1270.72	1271.47	14472.0
2011-06-28 05:00:00	ES	Futures	1271.22	1271.97	1269.47	1271.22	17060.0
2011-06-28 05:30:00	ES	Futures	1270.97	1271.72	1269.97	1270.47	7348.0
2011-06-28 06:00:00	ES	Futures	1270.47	1271.97	1269.97	1271.47	9366.0
2011-06-28 06:30:00	ES	Futures	1271.47	1272.47	1270.22	1270.72	8017.0
2011-06-28 07:00:00	ES	Futures	1270.72	1271.72	1268.48	1269.47	11580.0
2011-06-28 07:30:00	ES	Futures	1269.22	1273.22	1269.22	1271.72	34703.0
2011-06-28 08:00:00	ES	Futures	1271.72	1275.21	1271.22	1274.21	35638.0
2011-06-28 08:30:00	ES	Futures	1274.21	1279.45	1274.21	1278.45	85475.0
2011-06-28 09:00:00	ES	Futures	1278.45	1280.2	1276.46	1276.96	36730.0
2011-06-28 09:30:00	ES	Futures	1276.46	1280.7	1274.96	1279.7	214938.0
2011-06-28 10:00:00	ES	Futures	1279.7	1283.19	1278.95	1282.94	162913.0
2011-06-28 10:30:00	ES	Futures	1282.69	1284.94	1282.19	1282.44	171661.0
2011-06-28 11:00:00	ES	Futures	1282.44	1283.44	1281.45	1282.19	95027.0
2011-06-28 11:30:00	ES	Futures	1282.44	1284.19	1281.94	1283.19	77934.0
2011-06-28 12:00:00	ES	Futures	1283.44	1285.44	1283.19	1283.94	60736.0
2011-06-28 12:30:00	ES	Futures	1283.94	1285.44	1283.44	1284.94	50955.0
2011-06-28 13:00:00	ES	Futures	1284.94	1286.43	1284.44	1285.93	68400.0
2011-06-28 13:30:00	ES	Futures	1285.69	1286.43	1284.19	1285.69	68963.0
2011-06-28 14:00:00	ES	Futures	1285.93	1287.43	1284.94	1287.43	73488.0
2011-06-28 14:30:00	ES	Futures	1287.43	1288.68	1286.43	1287.43	108287.0
2011-06-28 15:00:00	ES	Futures	1287.43	1288.18	1285.93	1286.43	112682.0
2011-06-28 15:30:00	ES	Futures	1286.43	1288.93	1285.19	1288.68	163411.0
2011-06-28 16:00:00	ES	Futures	1288.68	1291.92	1288.43	1291.42	128053.0
2011-06-28 16:30:00	ES	Futures	1290.42	1291.42	1289.68	1291.17	9420.0
2011-06-28 17:00:00	ES	Futures	1291.17	1291.92	1290.67	1291.92	5313.0
2011-06-28 18:00:00	ES	Futures	1291.42	1291.42	1289.68	1290.42	5363.0
2011-06-28 18:30:00	ES	Futures	1290.42	1290.92	1289.93	1289.93	2177.0
2011-06-28 19:00:00	ES	Futures	1289.93	1290.17	1289.68	1290.17	1709.0
2011-06-28 19:30:00	ES	Futures	1290.17	1290.92	1289.93	1290.92	1937.0
2011-06-28 20:00:00	ES	Futures	1290.67	1290.92	1289.18	1289.18	3501.0
2011-06-28 20:30:00	ES	Futures	1289.18	1290.17	1289.18	1289.68	2713.0
2011-06-28 21:00:00	ES	Futures	1289.68	1290.17	1289.18	1289.18	2618.0
2011-06-28 21:30:00	ES	Futures	1289.18	1289.68	1288.68	1289.68	3944.0
2011-06-28 22:00:00	ES	Futures	1289.68	1290.17	1289.18	1289.43	1973.0
2011-06-28 22:30:00	ES	Futures	1289.43	1289.93	1289.18	1289.43	2015.0
2011-06-28 23:00:00	ES	Futures	1289.43	1290.17	1288.68	1288.93	1672.0
2011-06-28 23:30:00	ES	Futures	1288.93	1289.43	1288.43	1288.93	1774.0
2011-06-28 00:00:00	NQ	Futures	2593.92	2594.49	2592.19	2593.05	123.0
2011-06-28 00:30:00	NQ	Futures	2592.77	2594.78	2588.74	2589.6	807.0
2011-06-28 01:00:00	NQ	Futures	2589.89	2591.9	2585.86	2586.43	419.0

> showing 50 of 2,723 rows — these rows as CSV

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