PREVIEW / futures_30min / 2011-07-21

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-21.parquet
  size:    77 KB
  rows:    2,677

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
2011-07-21 00:00:00	ES	Futures	1319.11	1319.85	1318.86	1319.36	724.0
2011-07-21 00:30:00	ES	Futures	1319.6	1321.35	1319.36	1321.35	1257.0
2011-07-21 01:00:00	ES	Futures	1321.35	1322.1	1320.85	1321.35	2369.0
2011-07-21 01:30:00	ES	Futures	1321.35	1322.35	1321.1	1321.85	2212.0
2011-07-21 02:00:00	ES	Futures	1321.6	1323.1	1321.1	1322.6	7026.0
2011-07-21 02:30:00	ES	Futures	1322.6	1323.1	1321.6	1322.85	5505.0
2011-07-21 03:00:00	ES	Futures	1322.6	1324.59	1319.85	1320.1	21984.0
2011-07-21 03:30:00	ES	Futures	1320.1	1321.35	1316.11	1317.11	22621.0
2011-07-21 04:00:00	ES	Futures	1316.86	1319.85	1316.11	1319.11	11266.0
2011-07-21 04:30:00	ES	Futures	1318.86	1319.6	1316.36	1317.86	10198.0
2011-07-21 05:00:00	ES	Futures	1317.86	1318.11	1313.87	1314.12	25892.0
2011-07-21 05:30:00	ES	Futures	1314.12	1315.61	1312.37	1314.37	18851.0
2011-07-21 06:00:00	ES	Futures	1314.37	1314.62	1311.87	1313.87	13901.0
2011-07-21 06:30:00	ES	Futures	1313.87	1318.61	1312.87	1317.86	14613.0
2011-07-21 07:00:00	ES	Futures	1317.86	1320.1	1317.86	1319.36	16695.0
2011-07-21 07:30:00	ES	Futures	1319.36	1322.1	1317.36	1321.6	26052.0
2011-07-21 08:00:00	ES	Futures	1321.85	1326.59	1320.35	1324.59	72325.0
2011-07-21 08:30:00	ES	Futures	1324.09	1328.33	1323.35	1326.84	72083.0
2011-07-21 09:00:00	ES	Futures	1327.09	1327.84	1325.34	1325.84	38478.0
2011-07-21 09:30:00	ES	Futures	1325.84	1331.58	1323.35	1330.33	240222.0
2011-07-21 10:00:00	ES	Futures	1330.58	1338.31	1328.83	1337.81	297319.0
2011-07-21 10:30:00	ES	Futures	1337.81	1338.31	1335.57	1335.82	157914.0
2011-07-21 11:00:00	ES	Futures	1336.07	1336.56	1332.57	1333.32	128020.0
2011-07-21 11:30:00	ES	Futures	1333.57	1333.82	1331.33	1332.82	103675.0
2011-07-21 12:00:00	ES	Futures	1332.82	1334.32	1331.33	1332.57	64095.0
2011-07-21 12:30:00	ES	Futures	1332.57	1340.31	1332.32	1337.81	261011.0
2011-07-21 13:00:00	ES	Futures	1337.56	1340.06	1336.31	1339.81	78516.0
2011-07-21 13:30:00	ES	Futures	1339.81	1339.81	1336.31	1338.31	58358.0
2011-07-21 14:00:00	ES	Futures	1338.31	1338.81	1335.82	1337.06	44637.0
2011-07-21 14:30:00	ES	Futures	1337.06	1339.06	1336.07	1338.56	55756.0
2011-07-21 15:00:00	ES	Futures	1338.56	1339.56	1335.82	1338.56	99781.0
2011-07-21 15:30:00	ES	Futures	1338.56	1338.81	1336.07	1337.06	164311.0
2011-07-21 16:00:00	ES	Futures	1337.06	1340.31	1336.81	1339.56	88945.0
2011-07-21 16:30:00	ES	Futures	1338.06	1341.3	1337.56	1340.06	19094.0
2011-07-21 17:00:00	ES	Futures	1339.81	1341.05	1339.56	1341.05	1996.0
2011-07-21 18:00:00	ES	Futures	1340.8	1341.05	1340.06	1340.55	1490.0
2011-07-21 18:30:00	ES	Futures	1340.8	1341.3	1340.06	1340.55	1080.0
2011-07-21 19:00:00	ES	Futures	1340.55	1340.8	1340.06	1340.55	707.0
2011-07-21 19:30:00	ES	Futures	1340.31	1341.3	1340.31	1341.05	1389.0
2011-07-21 20:00:00	ES	Futures	1341.05	1341.3	1340.06	1340.31	2165.0
2011-07-21 20:30:00	ES	Futures	1340.31	1340.8	1339.56	1340.06	2251.0
2011-07-21 21:00:00	ES	Futures	1340.06	1340.06	1339.06	1339.56	1809.0
2011-07-21 21:30:00	ES	Futures	1339.81	1341.05	1339.56	1339.81	1943.0
2011-07-21 22:00:00	ES	Futures	1339.56	1340.31	1339.56	1340.06	676.0
2011-07-21 22:30:00	ES	Futures	1340.06	1341.05	1340.06	1340.8	1465.0
2011-07-21 23:00:00	ES	Futures	1340.8	1341.3	1340.55	1341.05	675.0
2011-07-21 23:30:00	ES	Futures	1341.05	1343.05	1340.8	1342.55	4321.0
2011-07-21 00:00:00	NQ	Futures	2734.06	2734.63	2732.33	2732.91	210.0
2011-07-21 00:30:00	NQ	Futures	2733.19	2737.22	2733.19	2737.22	112.0
2011-07-21 01:00:00	NQ	Futures	2736.94	2738.66	2736.65	2737.8	163.0

> showing 50 of 2,677 rows — these rows as CSV

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