PREVIEW / futures_30min / 2011-10-31

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-10-31.parquet
  size:    81 KB
  rows:    2,732

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
2011-10-31 00:00:00	ES	Futures	1275.86	1276.11	1273.1	1275.1	6618.0
2011-10-31 00:30:00	ES	Futures	1275.1	1276.36	1274.6	1274.85	2588.0
2011-10-31 01:00:00	ES	Futures	1274.6	1274.85	1271.09	1272.35	7918.0
2011-10-31 01:30:00	ES	Futures	1272.6	1274.6	1271.84	1273.85	3429.0
2011-10-31 02:00:00	ES	Futures	1273.6	1274.6	1271.59	1272.1	3995.0
2011-10-31 02:30:00	ES	Futures	1272.1	1275.61	1271.59	1274.85	3716.0
2011-10-31 03:00:00	ES	Futures	1274.6	1275.86	1273.6	1274.6	6099.0
2011-10-31 03:30:00	ES	Futures	1274.6	1278.11	1274.1	1275.86	7447.0
2011-10-31 04:00:00	ES	Futures	1275.86	1276.86	1272.6	1274.1	23525.0
2011-10-31 04:30:00	ES	Futures	1274.1	1274.35	1271.84	1272.85	15526.0
2011-10-31 05:00:00	ES	Futures	1272.85	1273.35	1270.59	1271.59	18268.0
2011-10-31 05:30:00	ES	Futures	1271.84	1272.6	1270.34	1272.35	18229.0
2011-10-31 06:00:00	ES	Futures	1272.1	1273.6	1271.09	1273.1	12536.0
2011-10-31 06:30:00	ES	Futures	1273.35	1274.1	1272.35	1273.6	8577.0
2011-10-31 07:00:00	ES	Futures	1273.6	1274.6	1270.84	1272.1	13063.0
2011-10-31 07:30:00	ES	Futures	1272.1	1272.6	1270.09	1272.35	19592.0
2011-10-31 08:00:00	ES	Futures	1272.6	1273.35	1270.59	1270.84	18000.0
2011-10-31 08:30:00	ES	Futures	1271.09	1271.09	1268.33	1269.59	26207.0
2011-10-31 09:00:00	ES	Futures	1269.59	1271.84	1268.84	1270.34	36548.0
2011-10-31 09:30:00	ES	Futures	1270.34	1271.34	1265.58	1267.08	169748.0
2011-10-31 10:00:00	ES	Futures	1267.33	1270.59	1265.83	1267.58	112216.0
2011-10-31 10:30:00	ES	Futures	1267.58	1271.34	1267.33	1268.33	115319.0
2011-10-31 11:00:00	ES	Futures	1268.33	1270.84	1265.33	1266.83	150218.0
2011-10-31 11:30:00	ES	Futures	1266.83	1269.34	1266.33	1267.58	98508.0
2011-10-31 12:00:00	ES	Futures	1267.33	1268.84	1263.07	1263.07	115990.0
2011-10-31 12:30:00	ES	Futures	1263.07	1265.83	1262.57	1265.07	100992.0
2011-10-31 13:00:00	ES	Futures	1265.33	1267.83	1264.57	1265.83	72274.0
2011-10-31 13:30:00	ES	Futures	1265.83	1271.09	1265.58	1269.59	82921.0
2011-10-31 14:00:00	ES	Futures	1269.59	1270.09	1266.33	1268.08	62435.0
2011-10-31 14:30:00	ES	Futures	1268.33	1268.84	1265.07	1267.33	68718.0
2011-10-31 15:00:00	ES	Futures	1267.58	1267.58	1258.81	1259.06	168078.0
2011-10-31 15:30:00	ES	Futures	1259.06	1262.32	1251.78	1252.03	428117.0
2011-10-31 16:00:00	ES	Futures	1252.03	1253.79	1249.03	1250.28	194234.0
2011-10-31 16:30:00	ES	Futures	1251.28	1251.28	1245.77	1246.77	20113.0
2011-10-31 17:00:00	ES	Futures	1246.77	1246.77	1245.26	1245.77	7730.0
2011-10-31 18:00:00	ES	Futures	1246.02	1247.52	1245.77	1246.52	6620.0
2011-10-31 18:30:00	ES	Futures	1246.77	1247.77	1245.77	1247.27	3233.0
2011-10-31 19:00:00	ES	Futures	1247.27	1247.77	1246.27	1246.77	3049.0
2011-10-31 19:30:00	ES	Futures	1246.77	1248.78	1246.77	1247.02	3349.0
2011-10-31 20:00:00	ES	Futures	1247.02	1251.78	1247.02	1251.78	8251.0
2011-10-31 20:30:00	ES	Futures	1251.53	1251.78	1248.02	1248.02	6300.0
2011-10-31 21:00:00	ES	Futures	1248.27	1248.52	1244.76	1246.52	8622.0
2011-10-31 21:30:00	ES	Futures	1246.52	1249.53	1246.27	1248.78	4470.0
2011-10-31 22:00:00	ES	Futures	1248.78	1249.03	1247.77	1248.52	3587.0
2011-10-31 22:30:00	ES	Futures	1248.52	1249.28	1246.77	1247.52	3746.0
2011-10-31 23:00:00	ES	Futures	1247.27	1247.52	1245.01	1245.01	2298.0
2011-10-31 23:30:00	ES	Futures	1245.01	1245.77	1242.51	1245.26	7442.0
2011-10-31 00:00:00	NQ	Futures	2746.56	2746.56	2740.79	2744.25	606.0
2011-10-31 00:30:00	NQ	Futures	2744.54	2746.56	2743.39	2743.39	174.0
2011-10-31 01:00:00	NQ	Futures	2743.39	2744.54	2737.33	2738.2	585.0

> showing 50 of 2,732 rows — these rows as CSV

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