PREVIEW / futures_30min / 2011-10-19

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-19.parquet
  size:    80 KB
  rows:    2,761

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
2011-10-19 00:00:00	ES	Futures	1221.94	1221.94	1219.44	1219.94	2557.0
2011-10-19 00:30:00	ES	Futures	1219.94	1220.94	1219.69	1220.94	2409.0
2011-10-19 01:00:00	ES	Futures	1220.94	1221.94	1219.94	1221.69	3410.0
2011-10-19 01:30:00	ES	Futures	1221.69	1222.95	1220.19	1220.94	4223.0
2011-10-19 02:00:00	ES	Futures	1220.69	1223.2	1220.69	1223.2	8446.0
2011-10-19 02:30:00	ES	Futures	1223.2	1223.95	1220.44	1222.19	9063.0
2011-10-19 03:00:00	ES	Futures	1222.45	1222.45	1218.18	1222.19	22057.0
2011-10-19 03:30:00	ES	Futures	1222.19	1222.7	1218.68	1220.19	14039.0
2011-10-19 04:00:00	ES	Futures	1220.44	1221.69	1217.93	1220.69	14899.0
2011-10-19 04:30:00	ES	Futures	1220.44	1222.95	1219.69	1222.95	8720.0
2011-10-19 05:00:00	ES	Futures	1222.95	1228.21	1222.45	1226.71	23262.0
2011-10-19 05:30:00	ES	Futures	1226.96	1229.22	1226.21	1228.46	14330.0
2011-10-19 06:00:00	ES	Futures	1228.46	1229.72	1225.96	1226.71	11796.0
2011-10-19 06:30:00	ES	Futures	1226.46	1230.97	1226.46	1230.22	13021.0
2011-10-19 07:00:00	ES	Futures	1230.22	1230.47	1226.96	1227.46	20756.0
2011-10-19 07:30:00	ES	Futures	1227.46	1227.46	1222.7	1223.2	26096.0
2011-10-19 08:00:00	ES	Futures	1222.95	1224.7	1221.19	1222.7	21899.0
2011-10-19 08:30:00	ES	Futures	1222.7	1227.46	1222.45	1226.71	46785.0
2011-10-19 09:00:00	ES	Futures	1226.71	1226.71	1221.44	1221.94	48009.0
2011-10-19 09:30:00	ES	Futures	1221.94	1225.96	1219.19	1222.95	226832.0
2011-10-19 10:00:00	ES	Futures	1222.7	1228.97	1218.93	1228.46	208371.0
2011-10-19 10:30:00	ES	Futures	1228.71	1228.97	1225.2	1226.21	136366.0
2011-10-19 11:00:00	ES	Futures	1226.46	1226.96	1222.7	1225.96	124983.0
2011-10-19 11:30:00	ES	Futures	1226.21	1228.46	1222.45	1222.7	93879.0
2011-10-19 12:00:00	ES	Futures	1222.95	1225.71	1221.19	1224.2	89715.0
2011-10-19 12:30:00	ES	Futures	1224.45	1226.21	1222.45	1224.2	68676.0
2011-10-19 13:00:00	ES	Futures	1224.2	1226.71	1223.2	1223.45	61810.0
2011-10-19 13:30:00	ES	Futures	1223.2	1223.7	1218.93	1220.94	111157.0
2011-10-19 14:00:00	ES	Futures	1220.94	1222.19	1210.41	1210.91	242721.0
2011-10-19 14:30:00	ES	Futures	1210.91	1215.17	1208.9	1209.66	186097.0
2011-10-19 15:00:00	ES	Futures	1209.66	1211.66	1206.4	1207.9	180697.0
2011-10-19 15:30:00	ES	Futures	1207.65	1212.42	1205.14	1208.9	233921.0
2011-10-19 16:00:00	ES	Futures	1208.9	1211.16	1208.65	1210.66	59820.0
2011-10-19 16:30:00	ES	Futures	1210.41	1211.66	1209.91	1211.16	6389.0
2011-10-19 17:00:00	ES	Futures	1211.41	1212.42	1211.41	1211.91	1672.0
2011-10-19 18:00:00	ES	Futures	1212.16	1213.42	1211.91	1213.17	4396.0
2011-10-19 18:30:00	ES	Futures	1213.17	1213.17	1211.66	1211.66	1612.0
2011-10-19 19:00:00	ES	Futures	1211.66	1213.17	1211.16	1212.92	3030.0
2011-10-19 19:30:00	ES	Futures	1212.67	1213.92	1212.42	1213.17	3049.0
2011-10-19 20:00:00	ES	Futures	1213.17	1214.67	1212.42	1214.67	4541.0
2011-10-19 20:30:00	ES	Futures	1214.17	1214.67	1213.17	1213.42	4000.0
2011-10-19 21:00:00	ES	Futures	1213.42	1213.67	1211.16	1211.91	4479.0
2011-10-19 21:30:00	ES	Futures	1211.91	1211.91	1210.41	1211.91	4456.0
2011-10-19 22:00:00	ES	Futures	1211.91	1212.67	1210.91	1211.16	2937.0
2011-10-19 22:30:00	ES	Futures	1211.16	1211.66	1208.9	1209.66	3939.0
2011-10-19 23:00:00	ES	Futures	1209.41	1209.66	1208.15	1208.9	3208.0
2011-10-19 23:30:00	ES	Futures	1209.16	1210.41	1207.9	1209.91	2825.0
2011-10-19 00:00:00	NQ	Futures	2699.56	2700.43	2697.55	2698.41	197.0
2011-10-19 00:30:00	NQ	Futures	2698.7	2702.16	2698.12	2701.87	274.0
2011-10-19 01:00:00	NQ	Futures	2701.87	2703.31	2699.56	2701.0	328.0

> showing 50 of 2,761 rows — these rows as CSV

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