PREVIEW / futures_30min / 2011-09-22

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-09-22.parquet
  size:    86 KB
  rows:    2,832

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
2011-09-22 00:00:00	ES	Futures	1152.23	1153.49	1151.48	1152.48	1897.0
2011-09-22 00:30:00	ES	Futures	1152.73	1152.99	1150.23	1150.48	3349.0
2011-09-22 01:00:00	ES	Futures	1150.48	1153.99	1149.98	1153.99	3710.0
2011-09-22 01:30:00	ES	Futures	1153.99	1155.24	1151.48	1152.99	6695.0
2011-09-22 02:00:00	ES	Futures	1152.99	1155.24	1148.97	1148.97	19202.0
2011-09-22 02:30:00	ES	Futures	1148.97	1152.23	1147.22	1150.48	17232.0
2011-09-22 03:00:00	ES	Futures	1150.48	1153.24	1147.72	1151.48	31922.0
2011-09-22 03:30:00	ES	Futures	1151.48	1152.48	1144.46	1145.46	47183.0
2011-09-22 04:00:00	ES	Futures	1145.46	1146.22	1141.95	1143.21	41573.0
2011-09-22 04:30:00	ES	Futures	1143.21	1143.71	1139.95	1142.45	31269.0
2011-09-22 05:00:00	ES	Futures	1142.2	1142.45	1137.69	1139.44	36788.0
2011-09-22 05:30:00	ES	Futures	1139.7	1142.45	1138.94	1139.44	26620.0
2011-09-22 06:00:00	ES	Futures	1139.7	1140.95	1136.69	1137.19	39479.0
2011-09-22 06:30:00	ES	Futures	1137.19	1137.94	1130.17	1131.92	63086.0
2011-09-22 07:00:00	ES	Futures	1131.92	1133.43	1129.16	1132.67	54448.0
2011-09-22 07:30:00	ES	Futures	1132.67	1135.18	1130.92	1134.68	45351.0
2011-09-22 08:00:00	ES	Futures	1134.68	1136.44	1130.92	1132.17	48299.0
2011-09-22 08:30:00	ES	Futures	1131.92	1134.43	1123.65	1126.91	120364.0
2011-09-22 09:00:00	ES	Futures	1127.16	1131.67	1126.41	1129.67	95014.0
2011-09-22 09:30:00	ES	Futures	1129.92	1136.18	1123.9	1124.65	437028.0
2011-09-22 10:00:00	ES	Futures	1124.65	1139.44	1124.15	1133.93	412074.0
2011-09-22 10:30:00	ES	Futures	1133.68	1138.19	1129.67	1130.17	298312.0
2011-09-22 11:00:00	ES	Futures	1130.42	1132.67	1125.9	1127.66	260643.0
2011-09-22 11:30:00	ES	Futures	1127.41	1132.42	1124.65	1124.9	191252.0
2011-09-22 12:00:00	ES	Futures	1124.65	1126.41	1120.89	1123.9	224172.0
2011-09-22 12:30:00	ES	Futures	1123.9	1131.67	1123.9	1130.92	143485.0
2011-09-22 13:00:00	ES	Futures	1130.92	1131.42	1121.14	1122.89	153150.0
2011-09-22 13:30:00	ES	Futures	1123.15	1125.15	1115.12	1115.37	227128.0
2011-09-22 14:00:00	ES	Futures	1115.37	1130.17	1113.62	1125.15	378682.0
2011-09-22 14:30:00	ES	Futures	1125.4	1126.41	1116.88	1117.13	250571.0
2011-09-22 15:00:00	ES	Futures	1117.13	1119.63	1110.11	1115.12	280271.0
2011-09-22 15:30:00	ES	Futures	1115.12	1131.17	1113.62	1126.15	529293.0
2011-09-22 16:00:00	ES	Futures	1126.15	1130.92	1124.9	1128.16	125677.0
2011-09-22 16:30:00	ES	Futures	1127.66	1131.67	1127.16	1131.42	10459.0
2011-09-22 17:00:00	ES	Futures	1131.42	1133.93	1129.41	1131.92	5891.0
2011-09-22 18:00:00	ES	Futures	1132.17	1134.18	1131.67	1132.92	4116.0
2011-09-22 18:30:00	ES	Futures	1133.18	1133.93	1130.42	1130.67	3241.0
2011-09-22 19:00:00	ES	Futures	1130.92	1132.42	1128.66	1129.41	2572.0
2011-09-22 19:30:00	ES	Futures	1129.16	1134.93	1128.66	1133.43	6868.0
2011-09-22 20:00:00	ES	Futures	1133.43	1135.93	1132.67	1135.43	9478.0
2011-09-22 20:30:00	ES	Futures	1135.43	1136.18	1133.68	1135.68	3791.0
2011-09-22 21:00:00	ES	Futures	1135.93	1136.44	1131.67	1131.92	8135.0
2011-09-22 21:30:00	ES	Futures	1132.17	1134.43	1129.92	1131.17	8979.0
2011-09-22 22:00:00	ES	Futures	1131.17	1135.93	1127.91	1134.68	10861.0
2011-09-22 22:30:00	ES	Futures	1134.68	1136.69	1133.68	1134.93	5331.0
2011-09-22 23:00:00	ES	Futures	1135.18	1136.69	1134.43	1135.68	4060.0
2011-09-22 23:30:00	ES	Futures	1135.68	1141.2	1134.93	1137.94	12597.0
2011-09-22 00:00:00	NQ	Futures	2573.28	2577.03	2571.84	2575.3	345.0
2011-09-22 00:30:00	NQ	Futures	2575.58	2576.16	2570.68	2571.84	230.0
2011-09-22 01:00:00	NQ	Futures	2572.41	2579.33	2570.68	2579.04	429.0

> showing 50 of 2,832 rows — these rows as CSV

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