PREVIEW / futures_30min / 2011-10-24

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-24.parquet
  size:    75 KB
  rows:    2,677

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
2011-10-24 00:00:00	ES	Futures	1244.76	1244.76	1241.0	1241.25	4123.0
2011-10-24 00:30:00	ES	Futures	1241.25	1243.26	1240.25	1242.26	3179.0
2011-10-24 01:00:00	ES	Futures	1242.0	1243.01	1241.75	1242.26	1865.0
2011-10-24 01:30:00	ES	Futures	1242.26	1244.26	1241.5	1244.26	3962.0
2011-10-24 02:00:00	ES	Futures	1244.01	1246.52	1243.01	1245.01	7270.0
2011-10-24 02:30:00	ES	Futures	1244.76	1245.52	1243.51	1244.51	5776.0
2011-10-24 03:00:00	ES	Futures	1244.51	1245.26	1241.0	1243.26	24459.0
2011-10-24 03:30:00	ES	Futures	1243.26	1244.51	1241.25	1242.0	13867.0
2011-10-24 04:00:00	ES	Futures	1242.0	1245.77	1240.25	1240.5	16241.0
2011-10-24 04:30:00	ES	Futures	1240.5	1241.5	1238.24	1239.25	18151.0
2011-10-24 05:00:00	ES	Futures	1239.0	1240.5	1238.24	1240.5	13903.0
2011-10-24 05:30:00	ES	Futures	1240.5	1242.76	1240.0	1242.26	10511.0
2011-10-24 06:00:00	ES	Futures	1242.26	1243.01	1241.5	1242.76	5929.0
2011-10-24 06:30:00	ES	Futures	1242.76	1243.01	1236.49	1236.74	19113.0
2011-10-24 07:00:00	ES	Futures	1236.74	1238.74	1236.24	1237.49	14079.0
2011-10-24 07:30:00	ES	Futures	1237.24	1240.0	1236.99	1239.5	17854.0
2011-10-24 08:00:00	ES	Futures	1239.25	1240.25	1237.99	1239.5	17044.0
2011-10-24 08:30:00	ES	Futures	1239.75	1243.51	1237.74	1242.26	29111.0
2011-10-24 09:00:00	ES	Futures	1242.51	1242.76	1239.0	1240.0	25121.0
2011-10-24 09:30:00	ES	Futures	1239.75	1246.77	1238.74	1244.51	177133.0
2011-10-24 10:00:00	ES	Futures	1244.51	1250.03	1242.76	1248.78	147711.0
2011-10-24 10:30:00	ES	Futures	1248.78	1250.03	1246.52	1247.02	136101.0
2011-10-24 11:00:00	ES	Futures	1247.27	1253.54	1247.02	1252.79	170897.0
2011-10-24 11:30:00	ES	Futures	1252.79	1254.04	1251.03	1251.78	142978.0
2011-10-24 12:00:00	ES	Futures	1252.03	1252.79	1250.53	1252.54	78857.0
2011-10-24 12:30:00	ES	Futures	1252.54	1252.54	1248.52	1251.28	94012.0
2011-10-24 13:00:00	ES	Futures	1251.28	1253.29	1250.28	1252.79	64515.0
2011-10-24 13:30:00	ES	Futures	1252.54	1256.3	1252.03	1255.04	84383.0
2011-10-24 14:00:00	ES	Futures	1254.79	1255.55	1250.53	1252.29	97809.0
2011-10-24 14:30:00	ES	Futures	1252.54	1254.29	1252.03	1254.29	66260.0
2011-10-24 15:00:00	ES	Futures	1254.29	1256.05	1249.28	1250.03	132645.0
2011-10-24 15:30:00	ES	Futures	1249.78	1254.54	1249.03	1253.04	201206.0
2011-10-24 16:00:00	ES	Futures	1253.29	1253.79	1250.28	1251.03	87802.0
2011-10-24 16:30:00	ES	Futures	1250.78	1251.53	1249.53	1250.78	6910.0
2011-10-24 17:00:00	ES	Futures	1250.53	1252.29	1250.28	1251.53	3709.0
2011-10-24 18:00:00	ES	Futures	1251.53	1252.03	1249.03	1249.53	5812.0
2011-10-24 18:30:00	ES	Futures	1249.78	1250.28	1248.78	1249.03	1634.0
2011-10-24 19:00:00	ES	Futures	1249.03	1249.78	1248.78	1249.53	1159.0
2011-10-24 19:30:00	ES	Futures	1249.28	1250.28	1249.03	1250.03	1531.0
2011-10-24 20:00:00	ES	Futures	1249.78	1250.53	1249.03	1249.03	3378.0
2011-10-24 20:30:00	ES	Futures	1249.28	1249.53	1248.02	1248.78	3031.0
2011-10-24 21:00:00	ES	Futures	1248.52	1249.28	1248.02	1249.03	3040.0
2011-10-24 21:30:00	ES	Futures	1249.03	1249.53	1248.02	1249.03	1555.0
2011-10-24 22:00:00	ES	Futures	1249.03	1249.28	1247.52	1247.52	2218.0
2011-10-24 22:30:00	ES	Futures	1247.52	1247.77	1246.77	1247.27	2630.0
2011-10-24 23:00:00	ES	Futures	1247.27	1249.53	1247.02	1248.27	3188.0
2011-10-24 23:30:00	ES	Futures	1248.27	1248.27	1247.27	1247.27	1484.0
2011-10-24 00:00:00	NQ	Futures	2703.31	2703.31	2697.83	2698.12	481.0
2011-10-24 00:30:00	NQ	Futures	2698.7	2701.87	2696.97	2700.72	443.0
2011-10-24 01:00:00	NQ	Futures	2701.0	2702.73	2700.43	2701.87	269.0

> showing 50 of 2,677 rows — these rows as CSV

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