PREVIEW / futures_30min / 2011-09-05

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-05.parquet
  size:    52 KB
  rows:    1,688

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
2011-09-05 00:00:00	ES	Futures	1160.98	1161.48	1159.99	1159.99	727.0
2011-09-05 00:30:00	ES	Futures	1159.99	1160.23	1158.24	1158.49	1087.0
2011-09-05 01:00:00	ES	Futures	1158.49	1159.24	1157.99	1158.74	2718.0
2011-09-05 01:30:00	ES	Futures	1158.74	1159.99	1157.49	1158.74	3376.0
2011-09-05 02:00:00	ES	Futures	1158.74	1159.24	1155.25	1157.24	12702.0
2011-09-05 02:30:00	ES	Futures	1157.24	1159.49	1155.5	1155.75	11354.0
2011-09-05 03:00:00	ES	Futures	1155.99	1159.74	1154.75	1156.74	19971.0
2011-09-05 03:30:00	ES	Futures	1156.99	1158.74	1155.25	1158.24	15555.0
2011-09-05 04:00:00	ES	Futures	1158.24	1159.24	1156.49	1156.99	12146.0
2011-09-05 04:30:00	ES	Futures	1156.99	1157.49	1154.0	1154.25	11005.0
2011-09-05 05:00:00	ES	Futures	1154.25	1155.5	1153.25	1154.75	13059.0
2011-09-05 05:30:00	ES	Futures	1154.75	1155.75	1153.0	1153.25	9655.0
2011-09-05 06:00:00	ES	Futures	1153.5	1155.25	1151.75	1152.0	13913.0
2011-09-05 06:30:00	ES	Futures	1151.75	1152.75	1150.51	1151.01	12174.0
2011-09-05 07:00:00	ES	Futures	1151.01	1151.75	1150.26	1151.26	8136.0
2011-09-05 07:30:00	ES	Futures	1151.01	1151.75	1149.51	1150.76	6596.0
2011-09-05 08:00:00	ES	Futures	1150.76	1151.01	1149.51	1150.76	5958.0
2011-09-05 08:30:00	ES	Futures	1150.76	1153.0	1150.51	1152.25	9446.0
2011-09-05 09:00:00	ES	Futures	1152.0	1152.75	1149.51	1149.76	9495.0
2011-09-05 09:30:00	ES	Futures	1149.76	1151.01	1137.79	1139.04	57049.0
2011-09-05 10:00:00	ES	Futures	1138.79	1141.28	1135.54	1138.54	32979.0
2011-09-05 10:30:00	ES	Futures	1138.54	1142.78	1138.29	1142.53	22666.0
2011-09-05 11:00:00	ES	Futures	1142.78	1145.27	1142.28	1142.78	27074.0
2011-09-05 18:00:00	ES	Futures	1140.28	1141.78	1138.54	1139.04	9360.0
2011-09-05 18:30:00	ES	Futures	1138.79	1140.03	1133.55	1134.05	11037.0
2011-09-05 19:00:00	ES	Futures	1134.05	1137.04	1133.8	1136.79	3787.0
2011-09-05 19:30:00	ES	Futures	1136.54	1137.04	1135.54	1136.29	2084.0
2011-09-05 20:00:00	ES	Futures	1136.29	1138.54	1135.54	1136.54	7885.0
2011-09-05 20:30:00	ES	Futures	1136.29	1139.04	1135.04	1138.29	6329.0
2011-09-05 21:00:00	ES	Futures	1138.29	1140.78	1137.29	1139.78	6076.0
2011-09-05 21:30:00	ES	Futures	1139.78	1141.78	1138.04	1140.53	4985.0
2011-09-05 22:00:00	ES	Futures	1140.53	1140.53	1138.29	1139.28	4917.0
2011-09-05 22:30:00	ES	Futures	1139.28	1139.78	1137.29	1139.28	2157.0
2011-09-05 23:00:00	ES	Futures	1139.28	1141.78	1138.54	1140.28	3216.0
2011-09-05 23:30:00	ES	Futures	1140.28	1141.03	1139.53	1140.03	1182.0
2011-09-05 00:00:00	NQ	Futures	2480.82	2481.4	2479.1	2479.39	21.0
2011-09-05 00:30:00	NQ	Futures	2478.52	2478.52	2476.51	2476.8	63.0
2011-09-05 01:00:00	NQ	Futures	2477.08	2477.95	2475.07	2476.22	75.0
2011-09-05 01:30:00	NQ	Futures	2475.64	2477.08	2471.04	2475.93	204.0
2011-09-05 02:00:00	NQ	Futures	2475.64	2476.51	2468.16	2469.6	1404.0
2011-09-05 02:30:00	NQ	Futures	2469.6	2474.21	2466.72	2470.18	1548.0
2011-09-05 03:00:00	NQ	Futures	2469.89	2474.78	2464.13	2471.62	2623.0
2011-09-05 03:30:00	NQ	Futures	2470.75	2474.78	2466.15	2471.62	1113.0
2011-09-05 04:00:00	NQ	Futures	2471.62	2475.36	2470.18	2472.77	955.0
2011-09-05 04:30:00	NQ	Futures	2471.9	2473.05	2465.0	2466.44	781.0
2011-09-05 05:00:00	NQ	Futures	2465.86	2466.72	2462.12	2463.85	924.0
2011-09-05 05:30:00	NQ	Futures	2463.56	2465.0	2459.24	2459.82	1028.0
2011-09-05 06:00:00	NQ	Futures	2459.82	2462.7	2456.36	2457.23	591.0
2011-09-05 06:30:00	NQ	Futures	2457.23	2458.95	2454.06	2455.79	726.0
2011-09-05 07:00:00	NQ	Futures	2456.36	2456.36	2453.2	2454.35	761.0

> showing 50 of 1,688 rows — these rows as CSV

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