PREVIEW / futures_30min / 2011-09-12

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-12.parquet
  size:    73 KB
  rows:    2,488

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
2011-09-12 00:00:00	ES	Futures	1144.77	1146.02	1143.77	1144.27	461.0
2011-09-12 00:30:00	ES	Futures	1144.27	1144.77	1141.53	1142.53	1459.0
2011-09-12 01:00:00	ES	Futures	1143.03	1143.77	1142.53	1142.78	1062.0
2011-09-12 01:30:00	ES	Futures	1142.78	1143.77	1141.03	1141.03	1558.0
2011-09-12 02:00:00	ES	Futures	1141.03	1143.27	1138.79	1139.53	8852.0
2011-09-12 02:30:00	ES	Futures	1139.53	1143.27	1137.29	1138.54	6520.0
2011-09-12 03:00:00	ES	Futures	1138.54	1140.03	1134.05	1134.55	19102.0
2011-09-12 03:30:00	ES	Futures	1134.3	1136.54	1132.05	1133.05	9911.0
2011-09-12 04:00:00	ES	Futures	1132.8	1138.29	1131.55	1137.79	11549.0
2011-09-12 04:30:00	ES	Futures	1137.79	1140.53	1136.29	1137.04	9458.0
2011-09-12 05:00:00	ES	Futures	1137.29	1138.29	1134.8	1136.04	3965.0
2011-09-12 05:30:00	ES	Futures	1136.04	1139.28	1133.55	1137.54	5949.0
2011-09-12 06:00:00	ES	Futures	1137.79	1138.54	1134.8	1137.04	5518.0
2011-09-12 06:30:00	ES	Futures	1136.79	1136.79	1131.05	1131.55	5700.0
2011-09-12 07:00:00	ES	Futures	1131.8	1136.54	1129.56	1135.04	8865.0
2011-09-12 07:30:00	ES	Futures	1135.04	1136.54	1131.3	1133.8	11013.0
2011-09-12 08:00:00	ES	Futures	1134.05	1134.3	1126.81	1132.3	14955.0
2011-09-12 08:30:00	ES	Futures	1132.55	1137.29	1132.3	1136.79	11382.0
2011-09-12 09:00:00	ES	Futures	1136.79	1140.28	1134.8	1136.29	18313.0
2011-09-12 09:30:00	ES	Futures	1136.29	1152.25	1135.79	1150.01	68080.0
2011-09-12 10:00:00	ES	Futures	1149.76	1154.0	1143.27	1143.27	39976.0
2011-09-12 10:30:00	ES	Futures	1143.52	1145.77	1137.54	1137.79	29414.0
2011-09-12 11:00:00	ES	Futures	1137.79	1145.52	1137.54	1144.27	23506.0
2011-09-12 11:30:00	ES	Futures	1144.02	1147.27	1142.03	1142.78	20409.0
2011-09-12 12:00:00	ES	Futures	1142.53	1144.77	1139.28	1143.03	12640.0
2011-09-12 12:30:00	ES	Futures	1143.27	1143.27	1137.79	1141.03	9093.0
2011-09-12 13:00:00	ES	Futures	1141.28	1143.52	1138.04	1138.54	11054.0
2011-09-12 13:30:00	ES	Futures	1138.54	1139.78	1134.05	1138.04	18640.0
2011-09-12 14:00:00	ES	Futures	1138.29	1138.29	1132.05	1135.54	15765.0
2011-09-12 14:30:00	ES	Futures	1135.79	1146.77	1134.55	1138.79	33562.0
2011-09-12 15:00:00	ES	Futures	1139.04	1144.02	1136.04	1143.52	22946.0
2011-09-12 15:30:00	ES	Futures	1143.77	1159.49	1143.52	1158.74	58548.0
2011-09-12 16:00:00	ES	Futures	1158.74	1161.23	1157.74	1160.73	15100.0
2011-09-12 16:30:00	ES	Futures	1159.99	1164.47	1159.24	1161.23	2689.0
2011-09-12 17:00:00	ES	Futures	1161.23	1165.97	1160.73	1164.47	1782.0
2011-09-12 18:00:00	ES	Futures	1164.47	1168.96	1163.73	1165.22	2060.0
2011-09-12 18:30:00	ES	Futures	1164.97	1165.72	1164.47	1165.72	707.0
2011-09-12 19:00:00	ES	Futures	1165.47	1165.72	1164.23	1164.47	355.0
2011-09-12 19:30:00	ES	Futures	1164.47	1164.47	1162.48	1162.48	1142.0
2011-09-12 20:00:00	ES	Futures	1162.73	1166.22	1160.48	1161.98	2259.0
2011-09-12 20:30:00	ES	Futures	1162.23	1164.72	1161.98	1164.23	941.0
2011-09-12 21:00:00	ES	Futures	1163.98	1166.22	1162.48	1166.22	1096.0
2011-09-12 21:30:00	ES	Futures	1165.97	1166.22	1162.23	1163.48	717.0
2011-09-12 22:00:00	ES	Futures	1163.23	1163.23	1160.48	1161.48	922.0
2011-09-12 22:30:00	ES	Futures	1161.23	1162.98	1160.48	1162.48	612.0
2011-09-12 23:00:00	ES	Futures	1162.48	1162.98	1161.98	1162.98	406.0
2011-09-12 23:30:00	ES	Futures	1162.98	1163.98	1162.73	1163.98	748.0
2011-09-12 00:00:00	NQ	Futures	2483.41	2483.99	2479.1	2479.1	33.0
2011-09-12 00:30:00	NQ	Futures	2480.54	2481.4	2475.64	2477.66	73.0
2011-09-12 01:00:00	NQ	Futures	2477.66	2480.25	2477.08	2478.23	66.0

> showing 50 of 2,488 rows — these rows as CSV

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