PREVIEW / futures_30min / 2011-07-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-25.parquet
  size:    72 KB
  rows:    2,614

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
2011-07-25 00:00:00	ES	Futures	1324.34	1325.34	1324.09	1325.09	2068.0
2011-07-25 00:30:00	ES	Futures	1325.09	1325.34	1322.6	1323.84	2652.0
2011-07-25 01:00:00	ES	Futures	1324.09	1324.34	1322.35	1323.35	3167.0
2011-07-25 01:30:00	ES	Futures	1323.35	1325.34	1323.35	1325.09	2737.0
2011-07-25 02:00:00	ES	Futures	1325.09	1325.59	1324.09	1325.34	6850.0
2011-07-25 02:30:00	ES	Futures	1325.34	1326.34	1323.6	1324.09	8183.0
2011-07-25 03:00:00	ES	Futures	1324.09	1325.84	1323.35	1325.09	16263.0
2011-07-25 03:30:00	ES	Futures	1325.34	1327.34	1324.09	1326.84	16033.0
2011-07-25 04:00:00	ES	Futures	1326.59	1327.84	1325.59	1326.34	11948.0
2011-07-25 04:30:00	ES	Futures	1326.34	1329.08	1325.84	1327.84	11147.0
2011-07-25 05:00:00	ES	Futures	1327.84	1328.58	1327.09	1327.59	7501.0
2011-07-25 05:30:00	ES	Futures	1327.34	1328.33	1326.84	1327.84	3539.0
2011-07-25 06:00:00	ES	Futures	1327.84	1328.33	1325.84	1326.59	7403.0
2011-07-25 06:30:00	ES	Futures	1326.34	1327.59	1325.59	1326.84	6452.0
2011-07-25 07:00:00	ES	Futures	1327.09	1328.83	1326.84	1328.83	10089.0
2011-07-25 07:30:00	ES	Futures	1328.83	1328.83	1327.09	1327.59	12029.0
2011-07-25 08:00:00	ES	Futures	1327.84	1329.33	1327.59	1328.58	19096.0
2011-07-25 08:30:00	ES	Futures	1328.58	1328.58	1326.84	1327.34	26526.0
2011-07-25 09:00:00	ES	Futures	1327.09	1327.34	1324.84	1325.09	27180.0
2011-07-25 09:30:00	ES	Futures	1325.09	1329.08	1323.6	1328.83	251916.0
2011-07-25 10:00:00	ES	Futures	1328.58	1333.32	1328.58	1331.83	152939.0
2011-07-25 10:30:00	ES	Futures	1331.58	1333.57	1329.08	1331.33	123583.0
2011-07-25 11:00:00	ES	Futures	1331.08	1334.32	1330.08	1333.57	112556.0
2011-07-25 11:30:00	ES	Futures	1333.57	1334.57	1331.83	1333.07	73231.0
2011-07-25 12:00:00	ES	Futures	1333.07	1334.32	1332.57	1334.32	38978.0
2011-07-25 12:30:00	ES	Futures	1334.32	1336.31	1334.07	1335.32	49099.0
2011-07-25 13:00:00	ES	Futures	1335.32	1337.06	1335.07	1335.82	47890.0
2011-07-25 13:30:00	ES	Futures	1336.07	1336.31	1334.32	1334.32	26815.0
2011-07-25 14:00:00	ES	Futures	1334.57	1336.56	1334.32	1336.07	29496.0
2011-07-25 14:30:00	ES	Futures	1335.82	1336.07	1332.57	1333.32	84299.0
2011-07-25 15:00:00	ES	Futures	1333.07	1333.57	1330.33	1331.33	99458.0
2011-07-25 15:30:00	ES	Futures	1331.58	1333.07	1329.83	1330.58	174928.0
2011-07-25 16:00:00	ES	Futures	1330.58	1333.82	1329.83	1330.08	85800.0
2011-07-25 16:30:00	ES	Futures	1330.33	1330.83	1329.08	1330.33	6024.0
2011-07-25 17:00:00	ES	Futures	1330.33	1331.08	1329.33	1329.58	1800.0
2011-07-25 18:00:00	ES	Futures	1330.08	1330.58	1329.58	1329.83	2211.0
2011-07-25 18:30:00	ES	Futures	1329.83	1329.83	1327.84	1328.33	4887.0
2011-07-25 19:00:00	ES	Futures	1328.33	1329.08	1328.08	1328.58	1426.0
2011-07-25 19:30:00	ES	Futures	1328.58	1329.08	1328.33	1328.83	1629.0
2011-07-25 20:00:00	ES	Futures	1328.83	1328.83	1326.34	1326.59	4175.0
2011-07-25 20:30:00	ES	Futures	1326.59	1328.83	1326.34	1328.33	3397.0
2011-07-25 21:00:00	ES	Futures	1328.33	1328.58	1323.84	1324.59	13505.0
2011-07-25 21:30:00	ES	Futures	1324.34	1326.59	1323.84	1325.59	6204.0
2011-07-25 22:00:00	ES	Futures	1325.59	1328.08	1325.34	1327.34	5060.0
2011-07-25 22:30:00	ES	Futures	1327.34	1329.83	1326.84	1328.83	4019.0
2011-07-25 23:00:00	ES	Futures	1328.83	1333.07	1328.08	1332.82	5201.0
2011-07-25 23:30:00	ES	Futures	1332.57	1333.57	1331.58	1332.32	5278.0
2011-07-25 00:00:00	NQ	Futures	2764.85	2766.58	2764.27	2765.71	121.0
2011-07-25 00:30:00	NQ	Futures	2766.0	2766.29	2760.82	2764.27	230.0
2011-07-25 01:00:00	NQ	Futures	2764.56	2764.85	2760.53	2762.83	231.0

> showing 50 of 2,614 rows — these rows as CSV

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