PREVIEW / futures_30min / 2011-10-10

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-10.parquet
  size:    75 KB
  rows:    2,630

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
2011-10-10 00:00:00	ES	Futures	1172.04	1172.54	1171.29	1172.29	2612.0
2011-10-10 00:30:00	ES	Futures	1172.54	1173.05	1171.29	1172.54	1874.0
2011-10-10 01:00:00	ES	Futures	1172.54	1173.05	1170.79	1171.29	2686.0
2011-10-10 01:30:00	ES	Futures	1171.54	1173.05	1170.29	1171.04	2707.0
2011-10-10 02:00:00	ES	Futures	1170.79	1173.55	1170.04	1171.04	6711.0
2011-10-10 02:30:00	ES	Futures	1170.79	1172.29	1168.53	1170.29	6922.0
2011-10-10 03:00:00	ES	Futures	1170.04	1173.05	1166.28	1168.03	30895.0
2011-10-10 03:30:00	ES	Futures	1168.03	1172.29	1167.53	1171.79	19022.0
2011-10-10 04:00:00	ES	Futures	1171.79	1171.79	1167.53	1168.78	18073.0
2011-10-10 04:30:00	ES	Futures	1168.53	1172.54	1168.28	1171.79	13306.0
2011-10-10 05:00:00	ES	Futures	1171.54	1172.54	1169.28	1171.29	14757.0
2011-10-10 05:30:00	ES	Futures	1171.04	1173.05	1170.04	1171.79	9246.0
2011-10-10 06:00:00	ES	Futures	1171.79	1175.8	1171.54	1175.05	18259.0
2011-10-10 06:30:00	ES	Futures	1175.3	1175.3	1172.04	1172.54	6421.0
2011-10-10 07:00:00	ES	Futures	1172.54	1175.05	1171.79	1173.8	12078.0
2011-10-10 07:30:00	ES	Futures	1173.8	1174.55	1171.29	1172.29	13110.0
2011-10-10 08:00:00	ES	Futures	1172.54	1174.05	1172.04	1173.8	17051.0
2011-10-10 08:30:00	ES	Futures	1173.55	1174.05	1171.79	1172.54	21970.0
2011-10-10 09:00:00	ES	Futures	1172.54	1174.8	1172.29	1174.55	19004.0
2011-10-10 09:30:00	ES	Futures	1174.55	1181.57	1174.3	1181.07	209979.0
2011-10-10 10:00:00	ES	Futures	1181.07	1187.34	1180.07	1186.09	178895.0
2011-10-10 10:30:00	ES	Futures	1185.83	1189.09	1185.58	1186.34	160138.0
2011-10-10 11:00:00	ES	Futures	1186.34	1187.09	1184.58	1186.84	96377.0
2011-10-10 11:30:00	ES	Futures	1186.84	1188.34	1185.58	1187.59	61783.0
2011-10-10 12:00:00	ES	Futures	1187.59	1188.34	1185.83	1187.34	54836.0
2011-10-10 12:30:00	ES	Futures	1187.59	1187.84	1185.33	1186.34	44320.0
2011-10-10 13:00:00	ES	Futures	1186.34	1190.6	1185.83	1188.84	64798.0
2011-10-10 13:30:00	ES	Futures	1188.84	1189.35	1187.09	1187.59	38389.0
2011-10-10 14:00:00	ES	Futures	1187.59	1188.59	1185.58	1188.09	44384.0
2011-10-10 14:30:00	ES	Futures	1187.84	1188.84	1185.58	1185.83	39032.0
2011-10-10 15:00:00	ES	Futures	1185.58	1186.34	1180.32	1182.07	101072.0
2011-10-10 15:30:00	ES	Futures	1181.82	1194.11	1180.57	1193.86	250547.0
2011-10-10 16:00:00	ES	Futures	1193.86	1195.87	1192.86	1195.11	129444.0
2011-10-10 16:30:00	ES	Futures	1194.11	1195.36	1193.36	1193.36	7446.0
2011-10-10 17:00:00	ES	Futures	1193.61	1193.86	1192.1	1192.86	4352.0
2011-10-10 18:00:00	ES	Futures	1192.61	1193.61	1191.1	1191.85	4292.0
2011-10-10 18:30:00	ES	Futures	1191.85	1193.36	1191.85	1192.86	1314.0
2011-10-10 19:00:00	ES	Futures	1192.61	1193.61	1192.1	1192.61	1472.0
2011-10-10 19:30:00	ES	Futures	1192.61	1193.36	1191.85	1192.61	2224.0
2011-10-10 20:00:00	ES	Futures	1192.86	1193.86	1191.85	1192.86	5801.0
2011-10-10 20:30:00	ES	Futures	1193.11	1193.86	1192.35	1192.61	3583.0
2011-10-10 21:00:00	ES	Futures	1192.61	1193.86	1191.85	1193.61	3946.0
2011-10-10 21:30:00	ES	Futures	1193.36	1193.61	1191.85	1192.35	3241.0
2011-10-10 22:00:00	ES	Futures	1192.1	1193.36	1191.1	1191.1	2378.0
2011-10-10 22:30:00	ES	Futures	1191.1	1191.35	1190.1	1190.1	3143.0
2011-10-10 23:00:00	ES	Futures	1190.1	1191.6	1189.85	1191.35	2629.0
2011-10-10 23:30:00	ES	Futures	1191.1	1191.6	1190.85	1191.1	984.0
2011-10-10 00:00:00	NQ	Futures	2571.26	2572.41	2569.82	2572.12	184.0
2011-10-10 00:30:00	NQ	Futures	2572.12	2573.28	2570.11	2571.84	139.0
2011-10-10 01:00:00	NQ	Futures	2571.84	2573.28	2569.53	2571.26	199.0

> showing 50 of 2,630 rows — these rows as CSV

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