PREVIEW / futures_30min / 2011-08-08

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-08.parquet
  size:    89 KB
  rows:    2,806

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
2011-08-08 00:00:00	ES	Futures	1166.97	1167.22	1162.23	1162.73	10719.0
2011-08-08 00:30:00	ES	Futures	1162.73	1168.46	1162.48	1168.22	10757.0
2011-08-08 01:00:00	ES	Futures	1167.97	1169.46	1163.73	1164.23	7593.0
2011-08-08 01:30:00	ES	Futures	1163.98	1166.47	1161.73	1161.98	9657.0
2011-08-08 02:00:00	ES	Futures	1161.98	1168.96	1160.23	1168.71	37259.0
2011-08-08 02:30:00	ES	Futures	1168.71	1174.7	1166.22	1171.96	29205.0
2011-08-08 03:00:00	ES	Futures	1171.71	1185.67	1170.46	1185.18	94312.0
2011-08-08 03:30:00	ES	Futures	1185.18	1186.17	1179.94	1180.69	46700.0
2011-08-08 04:00:00	ES	Futures	1180.69	1181.18	1173.7	1176.94	52749.0
2011-08-08 04:30:00	ES	Futures	1176.94	1178.44	1169.71	1170.46	35438.0
2011-08-08 05:00:00	ES	Futures	1170.21	1172.95	1159.49	1166.22	52586.0
2011-08-08 05:30:00	ES	Futures	1166.22	1169.46	1161.98	1166.22	41679.0
2011-08-08 06:00:00	ES	Futures	1166.22	1167.22	1160.23	1162.98	40644.0
2011-08-08 06:30:00	ES	Futures	1162.73	1167.97	1162.73	1164.97	25433.0
2011-08-08 07:00:00	ES	Futures	1164.72	1171.96	1163.98	1169.46	38502.0
2011-08-08 07:30:00	ES	Futures	1169.46	1170.71	1164.72	1169.96	26380.0
2011-08-08 08:00:00	ES	Futures	1169.71	1171.96	1168.46	1170.71	26740.0
2011-08-08 08:30:00	ES	Futures	1170.46	1171.71	1162.23	1162.98	67834.0
2011-08-08 09:00:00	ES	Futures	1162.98	1167.72	1160.73	1161.23	83459.0
2011-08-08 09:30:00	ES	Futures	1161.23	1175.45	1159.49	1167.47	607931.0
2011-08-08 10:00:00	ES	Futures	1167.47	1170.46	1148.26	1150.01	430794.0
2011-08-08 10:30:00	ES	Futures	1150.01	1156.99	1144.77	1150.01	487971.0
2011-08-08 11:00:00	ES	Futures	1150.01	1165.22	1148.01	1156.24	422660.0
2011-08-08 11:30:00	ES	Futures	1155.99	1158.49	1151.51	1155.25	283488.0
2011-08-08 12:00:00	ES	Futures	1155.25	1155.25	1146.52	1147.27	196317.0
2011-08-08 12:30:00	ES	Futures	1147.51	1153.0	1146.02	1148.01	180835.0
2011-08-08 13:00:00	ES	Futures	1148.01	1152.0	1142.28	1146.77	179036.0
2011-08-08 13:30:00	ES	Futures	1147.02	1147.76	1132.8	1133.3	305027.0
2011-08-08 14:00:00	ES	Futures	1133.3	1140.28	1112.1	1124.07	479475.0
2011-08-08 14:30:00	ES	Futures	1124.07	1132.55	1120.83	1123.57	322987.0
2011-08-08 15:00:00	ES	Futures	1123.82	1146.27	1123.07	1132.55	391856.0
2011-08-08 15:30:00	ES	Futures	1132.55	1134.3	1114.34	1114.34	597141.0
2011-08-08 16:00:00	ES	Futures	1114.59	1115.59	1106.86	1109.11	257158.0
2011-08-08 16:30:00	ES	Futures	1110.35	1112.85	1108.11	1110.85	20406.0
2011-08-08 17:00:00	ES	Futures	1110.6	1111.85	1106.61	1107.86	9102.0
2011-08-08 18:00:00	ES	Futures	1107.86	1109.11	1097.38	1101.37	27007.0
2011-08-08 18:30:00	ES	Futures	1101.37	1103.12	1097.88	1099.63	7102.0
2011-08-08 19:00:00	ES	Futures	1099.63	1104.62	1099.63	1104.37	6803.0
2011-08-08 19:30:00	ES	Futures	1104.12	1104.37	1101.13	1102.37	7053.0
2011-08-08 20:00:00	ES	Futures	1102.12	1103.37	1098.13	1100.88	13627.0
2011-08-08 20:30:00	ES	Futures	1101.13	1102.12	1094.14	1095.64	19431.0
2011-08-08 21:00:00	ES	Futures	1095.64	1097.38	1088.41	1089.65	25489.0
2011-08-08 21:30:00	ES	Futures	1089.65	1092.9	1077.93	1083.67	44304.0
2011-08-08 22:00:00	ES	Futures	1083.92	1086.41	1074.44	1081.42	35596.0
2011-08-08 22:30:00	ES	Futures	1081.42	1086.41	1079.18	1084.91	16033.0
2011-08-08 23:00:00	ES	Futures	1085.16	1085.16	1079.43	1083.42	15110.0
2011-08-08 23:30:00	ES	Futures	1083.17	1089.4	1079.68	1082.17	21779.0
2011-08-08 00:00:00	NQ	Futures	2461.26	2461.83	2452.62	2453.49	974.0
2011-08-08 00:30:00	NQ	Futures	2453.2	2463.27	2452.62	2462.41	1440.0
2011-08-08 01:00:00	NQ	Futures	2462.7	2464.42	2454.06	2454.64	920.0

> showing 50 of 2,806 rows — these rows as CSV

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