PREVIEW / futures_30min / 2011-10-18

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-18.parquet
  size:    81 KB
  rows:    2,779

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
2011-10-18 00:00:00	ES	Futures	1199.88	1200.13	1198.87	1199.63	2218.0
2011-10-18 00:30:00	ES	Futures	1199.63	1199.88	1198.12	1198.37	1613.0
2011-10-18 01:00:00	ES	Futures	1198.12	1198.62	1195.87	1198.12	3009.0
2011-10-18 01:30:00	ES	Futures	1198.37	1199.38	1197.12	1199.12	2686.0
2011-10-18 02:00:00	ES	Futures	1199.12	1199.38	1196.12	1197.12	5555.0
2011-10-18 02:30:00	ES	Futures	1196.87	1197.62	1195.36	1195.61	5575.0
2011-10-18 03:00:00	ES	Futures	1195.61	1197.12	1192.1	1192.1	27371.0
2011-10-18 03:30:00	ES	Futures	1192.1	1194.61	1190.85	1194.11	22410.0
2011-10-18 04:00:00	ES	Futures	1194.36	1198.37	1193.61	1196.62	23049.0
2011-10-18 04:30:00	ES	Futures	1196.62	1197.87	1193.86	1196.62	15077.0
2011-10-18 05:00:00	ES	Futures	1196.87	1198.62	1192.35	1197.12	24014.0
2011-10-18 05:30:00	ES	Futures	1197.12	1198.12	1193.11	1196.12	17711.0
2011-10-18 06:00:00	ES	Futures	1196.37	1196.37	1194.11	1194.61	8570.0
2011-10-18 06:30:00	ES	Futures	1194.61	1197.87	1194.61	1196.87	12239.0
2011-10-18 07:00:00	ES	Futures	1196.87	1198.12	1192.86	1195.36	18279.0
2011-10-18 07:30:00	ES	Futures	1195.36	1196.62	1189.09	1191.1	47346.0
2011-10-18 08:00:00	ES	Futures	1190.85	1195.61	1190.35	1195.61	40266.0
2011-10-18 08:30:00	ES	Futures	1195.36	1197.62	1193.61	1195.87	46526.0
2011-10-18 09:00:00	ES	Futures	1195.87	1202.13	1195.87	1199.12	62270.0
2011-10-18 09:30:00	ES	Futures	1199.12	1202.64	1190.85	1193.61	282242.0
2011-10-18 10:00:00	ES	Futures	1193.61	1200.13	1189.85	1199.88	250224.0
2011-10-18 10:30:00	ES	Futures	1199.88	1207.15	1199.38	1204.39	233775.0
2011-10-18 11:00:00	ES	Futures	1204.39	1205.64	1200.38	1201.88	141184.0
2011-10-18 11:30:00	ES	Futures	1201.88	1211.41	1201.63	1209.91	183005.0
2011-10-18 12:00:00	ES	Futures	1209.91	1211.16	1207.65	1208.4	82011.0
2011-10-18 12:30:00	ES	Futures	1208.4	1214.42	1208.15	1213.17	112612.0
2011-10-18 13:00:00	ES	Futures	1213.42	1214.42	1209.16	1211.66	78839.0
2011-10-18 13:30:00	ES	Futures	1211.66	1214.92	1210.16	1213.17	64168.0
2011-10-18 14:00:00	ES	Futures	1213.17	1216.43	1212.16	1215.42	83249.0
2011-10-18 14:30:00	ES	Futures	1215.17	1216.93	1212.16	1215.17	84944.0
2011-10-18 15:00:00	ES	Futures	1214.92	1233.48	1214.92	1223.2	436670.0
2011-10-18 15:30:00	ES	Futures	1223.2	1230.47	1219.94	1223.95	382007.0
2011-10-18 16:00:00	ES	Futures	1224.2	1227.71	1219.19	1226.71	108437.0
2011-10-18 16:30:00	ES	Futures	1226.46	1226.96	1219.44	1220.69	38208.0
2011-10-18 17:00:00	ES	Futures	1220.44	1221.94	1219.19	1220.19	9549.0
2011-10-18 18:00:00	ES	Futures	1220.19	1222.95	1218.93	1222.19	6940.0
2011-10-18 18:30:00	ES	Futures	1221.94	1222.95	1221.19	1221.19	1892.0
2011-10-18 19:00:00	ES	Futures	1221.44	1221.69	1220.69	1221.44	1778.0
2011-10-18 19:30:00	ES	Futures	1221.69	1221.94	1220.44	1220.44	1696.0
2011-10-18 20:00:00	ES	Futures	1220.19	1221.94	1219.19	1219.44	4554.0
2011-10-18 20:30:00	ES	Futures	1219.69	1221.44	1219.19	1220.19	2798.0
2011-10-18 21:00:00	ES	Futures	1220.19	1221.94	1220.19	1221.69	2601.0
2011-10-18 21:30:00	ES	Futures	1221.94	1222.7	1219.44	1219.69	3401.0
2011-10-18 22:00:00	ES	Futures	1219.69	1220.69	1219.19	1220.19	2414.0
2011-10-18 22:30:00	ES	Futures	1220.19	1223.2	1219.69	1222.45	3201.0
2011-10-18 23:00:00	ES	Futures	1222.45	1223.7	1221.44	1221.69	3276.0
2011-10-18 23:30:00	ES	Futures	1221.69	1222.19	1220.69	1221.69	2424.0
2011-10-18 00:00:00	NQ	Futures	2685.15	2685.72	2683.99	2685.44	146.0
2011-10-18 00:30:00	NQ	Futures	2685.44	2685.72	2681.69	2682.26	106.0
2011-10-18 01:00:00	NQ	Futures	2682.26	2683.42	2677.65	2682.55	282.0

> showing 50 of 2,779 rows — these rows as CSV

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