PREVIEW / futures_30min / 2011-07-26

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-07-26.parquet
  size:    73 KB
  rows:    2,675

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
2011-07-26 00:00:00	ES	Futures	1332.32	1332.82	1332.07	1332.32	1305.0
2011-07-26 00:30:00	ES	Futures	1332.32	1333.32	1332.32	1332.82	871.0
2011-07-26 01:00:00	ES	Futures	1332.82	1333.82	1332.32	1333.07	2606.0
2011-07-26 01:30:00	ES	Futures	1333.07	1333.07	1332.07	1332.32	3013.0
2011-07-26 02:00:00	ES	Futures	1332.32	1333.32	1331.83	1332.57	6538.0
2011-07-26 02:30:00	ES	Futures	1332.57	1335.57	1332.57	1334.82	9281.0
2011-07-26 03:00:00	ES	Futures	1335.07	1336.56	1334.07	1335.07	22444.0
2011-07-26 03:30:00	ES	Futures	1334.82	1335.32	1332.82	1333.57	16036.0
2011-07-26 04:00:00	ES	Futures	1333.32	1334.82	1332.32	1332.82	9897.0
2011-07-26 04:30:00	ES	Futures	1332.82	1334.07	1331.58	1332.07	9970.0
2011-07-26 05:00:00	ES	Futures	1332.07	1332.07	1328.08	1328.83	20251.0
2011-07-26 05:30:00	ES	Futures	1329.08	1330.58	1328.58	1330.08	9208.0
2011-07-26 06:00:00	ES	Futures	1329.83	1331.83	1329.58	1331.08	8239.0
2011-07-26 06:30:00	ES	Futures	1331.08	1333.07	1329.83	1332.57	15722.0
2011-07-26 07:00:00	ES	Futures	1332.82	1334.32	1332.82	1333.57	13698.0
2011-07-26 07:30:00	ES	Futures	1333.57	1334.32	1332.07	1332.57	10687.0
2011-07-26 08:00:00	ES	Futures	1332.57	1333.57	1332.07	1333.32	13741.0
2011-07-26 08:30:00	ES	Futures	1333.57	1334.07	1331.58	1331.83	15197.0
2011-07-26 09:00:00	ES	Futures	1331.83	1331.83	1329.33	1329.33	36953.0
2011-07-26 09:30:00	ES	Futures	1329.33	1331.08	1323.1	1324.09	249798.0
2011-07-26 10:00:00	ES	Futures	1324.59	1326.59	1322.35	1324.84	218555.0
2011-07-26 10:30:00	ES	Futures	1324.84	1328.08	1323.84	1327.09	114683.0
2011-07-26 11:00:00	ES	Futures	1327.09	1329.58	1326.84	1328.33	141817.0
2011-07-26 11:30:00	ES	Futures	1328.33	1328.83	1326.34	1327.34	63008.0
2011-07-26 12:00:00	ES	Futures	1327.59	1329.58	1326.84	1329.08	48525.0
2011-07-26 12:30:00	ES	Futures	1329.08	1329.33	1327.09	1328.08	27627.0
2011-07-26 13:00:00	ES	Futures	1328.33	1328.83	1326.09	1326.84	38422.0
2011-07-26 13:30:00	ES	Futures	1327.09	1327.84	1325.84	1327.84	32205.0
2011-07-26 14:00:00	ES	Futures	1327.84	1331.83	1327.09	1330.33	93210.0
2011-07-26 14:30:00	ES	Futures	1330.33	1331.58	1328.33	1328.58	55479.0
2011-07-26 15:00:00	ES	Futures	1328.58	1329.33	1327.09	1328.08	51481.0
2011-07-26 15:30:00	ES	Futures	1327.84	1328.08	1323.1	1325.34	183492.0
2011-07-26 16:00:00	ES	Futures	1325.34	1326.09	1322.6	1323.1	88547.0
2011-07-26 16:30:00	ES	Futures	1322.85	1323.35	1322.35	1322.85	4611.0
2011-07-26 17:00:00	ES	Futures	1322.85	1323.6	1322.6	1322.85	2484.0
2011-07-26 18:00:00	ES	Futures	1322.35	1322.35	1321.85	1322.1	2419.0
2011-07-26 18:30:00	ES	Futures	1322.1	1323.6	1322.1	1323.6	1380.0
2011-07-26 19:00:00	ES	Futures	1323.6	1323.84	1323.1	1323.6	3065.0
2011-07-26 19:30:00	ES	Futures	1323.6	1323.6	1322.85	1323.1	717.0
2011-07-26 20:00:00	ES	Futures	1323.1	1323.35	1321.6	1321.85	3599.0
2011-07-26 20:30:00	ES	Futures	1321.85	1323.6	1321.6	1323.35	3045.0
2011-07-26 21:00:00	ES	Futures	1323.35	1324.34	1322.85	1322.85	3299.0
2011-07-26 21:30:00	ES	Futures	1323.1	1324.59	1323.1	1323.84	2687.0
2011-07-26 22:00:00	ES	Futures	1324.09	1324.59	1323.6	1324.59	1670.0
2011-07-26 22:30:00	ES	Futures	1324.59	1324.84	1324.34	1324.59	914.0
2011-07-26 23:00:00	ES	Futures	1324.59	1325.34	1324.59	1325.34	1456.0
2011-07-26 23:30:00	ES	Futures	1324.84	1325.09	1324.34	1324.84	815.0
2011-07-26 00:00:00	NQ	Futures	2794.2	2795.93	2794.2	2795.06	77.0
2011-07-26 00:30:00	NQ	Futures	2795.06	2796.5	2795.06	2796.22	47.0
2011-07-26 01:00:00	NQ	Futures	2796.22	2797.37	2795.06	2796.22	179.0

> showing 50 of 2,675 rows — these rows as CSV

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