PREVIEW / futures_30min / 2011-08-23

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-08-23.parquet
  size:    76 KB
  rows:    2,606

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
2011-08-23 00:00:00	ES	Futures	1128.56	1129.31	1127.56	1127.81	2659.0
2011-08-23 00:30:00	ES	Futures	1127.81	1131.3	1126.56	1130.56	4543.0
2011-08-23 01:00:00	ES	Futures	1130.56	1132.05	1130.06	1130.31	3466.0
2011-08-23 01:30:00	ES	Futures	1130.31	1131.8	1129.81	1131.3	3368.0
2011-08-23 02:00:00	ES	Futures	1131.05	1135.04	1130.56	1134.05	16671.0
2011-08-23 02:30:00	ES	Futures	1134.3	1136.79	1132.05	1136.04	18319.0
2011-08-23 03:00:00	ES	Futures	1136.29	1141.28	1134.8	1140.53	37957.0
2011-08-23 03:30:00	ES	Futures	1140.53	1143.03	1139.04	1141.78	29365.0
2011-08-23 04:00:00	ES	Futures	1142.03	1143.03	1138.79	1139.53	28438.0
2011-08-23 04:30:00	ES	Futures	1139.28	1139.78	1136.54	1137.54	22114.0
2011-08-23 05:00:00	ES	Futures	1137.54	1139.04	1133.3	1138.29	26341.0
2011-08-23 05:30:00	ES	Futures	1138.29	1140.03	1137.29	1139.04	14289.0
2011-08-23 06:00:00	ES	Futures	1139.04	1139.53	1134.55	1136.04	15576.0
2011-08-23 06:30:00	ES	Futures	1136.04	1138.04	1134.3	1135.54	14773.0
2011-08-23 07:00:00	ES	Futures	1135.79	1138.79	1135.54	1138.29	14590.0
2011-08-23 07:30:00	ES	Futures	1138.29	1138.29	1130.06	1130.56	38317.0
2011-08-23 08:00:00	ES	Futures	1130.56	1134.3	1128.81	1132.05	39278.0
2011-08-23 08:30:00	ES	Futures	1132.05	1132.8	1124.07	1125.32	60162.0
2011-08-23 09:00:00	ES	Futures	1125.07	1128.06	1122.57	1123.07	60560.0
2011-08-23 09:30:00	ES	Futures	1123.32	1128.06	1117.59	1123.57	345101.0
2011-08-23 10:00:00	ES	Futures	1123.57	1135.54	1122.82	1133.05	287125.0
2011-08-23 10:30:00	ES	Futures	1133.05	1136.79	1130.31	1130.56	173061.0
2011-08-23 11:00:00	ES	Futures	1130.31	1134.55	1129.06	1134.55	184650.0
2011-08-23 11:30:00	ES	Futures	1134.55	1145.02	1134.05	1144.02	244973.0
2011-08-23 12:00:00	ES	Futures	1144.27	1144.52	1140.03	1141.03	131799.0
2011-08-23 12:30:00	ES	Futures	1141.28	1147.02	1141.03	1145.27	113707.0
2011-08-23 13:00:00	ES	Futures	1145.52	1147.76	1142.03	1143.27	108314.0
2011-08-23 13:30:00	ES	Futures	1143.27	1144.27	1135.29	1139.04	178643.0
2011-08-23 14:00:00	ES	Futures	1139.28	1142.78	1135.29	1142.53	145904.0
2011-08-23 14:30:00	ES	Futures	1142.53	1146.77	1141.28	1146.02	109222.0
2011-08-23 15:00:00	ES	Futures	1146.02	1156.24	1145.77	1150.76	298430.0
2011-08-23 15:30:00	ES	Futures	1150.51	1157.24	1148.76	1156.24	348209.0
2011-08-23 16:00:00	ES	Futures	1156.49	1157.99	1155.25	1155.75	137022.0
2011-08-23 16:30:00	ES	Futures	1156.24	1157.99	1155.5	1157.74	9442.0
2011-08-23 17:00:00	ES	Futures	1157.74	1158.99	1156.99	1157.24	3923.0
2011-08-23 18:00:00	ES	Futures	1157.24	1157.24	1155.25	1155.25	3440.0
2011-08-23 18:30:00	ES	Futures	1155.0	1155.5	1154.25	1154.5	2045.0
2011-08-23 19:00:00	ES	Futures	1154.5	1155.0	1152.25	1153.25	4530.0
2011-08-23 19:30:00	ES	Futures	1153.25	1154.75	1153.0	1153.25	3193.0
2011-08-23 20:00:00	ES	Futures	1153.0	1153.75	1149.51	1150.51	9946.0
2011-08-23 20:30:00	ES	Futures	1150.51	1152.0	1149.76	1150.26	4574.0
2011-08-23 21:00:00	ES	Futures	1150.26	1152.25	1148.76	1151.01	6139.0
2011-08-23 21:30:00	ES	Futures	1151.26	1152.0	1146.27	1147.27	9937.0
2011-08-23 22:00:00	ES	Futures	1147.27	1148.51	1146.02	1146.27	4417.0
2011-08-23 22:30:00	ES	Futures	1146.52	1148.01	1143.77	1145.52	7244.0
2011-08-23 23:00:00	ES	Futures	1145.77	1148.01	1144.77	1147.02	3599.0
2011-08-23 23:30:00	ES	Futures	1146.77	1147.76	1145.52	1147.27	2460.0
2011-08-23 00:00:00	NQ	Futures	2370.32	2371.47	2368.02	2368.02	218.0
2011-08-23 00:30:00	NQ	Futures	2368.02	2375.5	2366.01	2374.06	287.0
2011-08-23 01:00:00	NQ	Futures	2374.35	2376.65	2373.2	2373.78	154.0

> showing 50 of 2,606 rows — these rows as CSV

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