PREVIEW / futures_30min / 2011-11-25

all futures 30-min files

  file:    by_date/futures_30min/2011/2011-11-25.parquet
  size:    54 KB
  rows:    1,800

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
2011-11-25 00:00:00	ES	Futures	1158.25	1159.51	1157.75	1159.0	1810.0
2011-11-25 00:30:00	ES	Futures	1158.75	1158.75	1156.75	1157.0	1169.0
2011-11-25 01:00:00	ES	Futures	1157.25	1158.25	1156.5	1158.0	1709.0
2011-11-25 01:30:00	ES	Futures	1158.0	1160.01	1157.5	1159.76	1740.0
2011-11-25 02:00:00	ES	Futures	1160.01	1161.26	1157.0	1157.25	5218.0
2011-11-25 02:30:00	ES	Futures	1157.25	1160.01	1157.25	1159.25	4864.0
2011-11-25 03:00:00	ES	Futures	1159.51	1162.51	1158.75	1160.76	20020.0
2011-11-25 03:30:00	ES	Futures	1160.51	1160.51	1153.74	1154.49	26441.0
2011-11-25 04:00:00	ES	Futures	1154.49	1155.99	1150.98	1153.99	31308.0
2011-11-25 04:30:00	ES	Futures	1154.24	1157.5	1153.49	1156.25	14233.0
2011-11-25 05:00:00	ES	Futures	1156.25	1157.0	1153.99	1154.74	15675.0
2011-11-25 05:30:00	ES	Futures	1154.99	1154.99	1151.98	1151.98	17001.0
2011-11-25 06:00:00	ES	Futures	1152.23	1155.49	1151.48	1153.99	11704.0
2011-11-25 06:30:00	ES	Futures	1153.74	1157.25	1153.74	1155.24	14280.0
2011-11-25 07:00:00	ES	Futures	1154.99	1157.5	1153.74	1156.75	12173.0
2011-11-25 07:30:00	ES	Futures	1156.75	1157.5	1155.49	1155.49	12588.0
2011-11-25 08:00:00	ES	Futures	1155.49	1156.5	1154.24	1155.74	13798.0
2011-11-25 08:30:00	ES	Futures	1155.74	1160.01	1153.24	1159.25	36431.0
2011-11-25 09:00:00	ES	Futures	1159.51	1163.02	1158.0	1161.26	41557.0
2011-11-25 09:30:00	ES	Futures	1161.26	1172.04	1161.01	1168.28	203559.0
2011-11-25 10:00:00	ES	Futures	1168.53	1174.8	1168.03	1171.54	146774.0
2011-11-25 10:30:00	ES	Futures	1171.54	1174.55	1170.79	1171.04	101972.0
2011-11-25 11:00:00	ES	Futures	1171.04	1173.3	1170.04	1170.29	86873.0
2011-11-25 11:30:00	ES	Futures	1170.54	1172.29	1164.02	1164.77	105731.0
2011-11-25 12:00:00	ES	Futures	1165.02	1165.77	1162.26	1165.02	73573.0
2011-11-25 12:30:00	ES	Futures	1165.02	1166.28	1160.76	1161.01	121630.0
2011-11-25 13:00:00	ES	Futures	1160.76	1161.76	1152.73	1157.0	71394.0
2011-11-25 00:00:00	NQ	Futures	2483.32	2485.05	2482.17	2484.19	113.0
2011-11-25 00:30:00	NQ	Futures	2484.19	2484.47	2480.15	2480.44	192.0
2011-11-25 01:00:00	NQ	Futures	2480.15	2480.44	2478.42	2479.28	233.0
2011-11-25 01:30:00	NQ	Futures	2479.86	2483.03	2479.0	2483.03	164.0
2011-11-25 02:00:00	NQ	Futures	2483.03	2487.93	2480.15	2481.01	327.0
2011-11-25 02:30:00	NQ	Futures	2482.17	2484.76	2481.59	2484.76	136.0
2011-11-25 03:00:00	NQ	Futures	2484.19	2489.95	2482.74	2486.2	1043.0
2011-11-25 03:30:00	NQ	Futures	2486.2	2487.36	2472.94	2474.67	1702.0
2011-11-25 04:00:00	NQ	Futures	2474.38	2476.69	2463.14	2471.21	2639.0
2011-11-25 04:30:00	NQ	Futures	2469.77	2478.13	2469.19	2476.4	1000.0
2011-11-25 05:00:00	NQ	Futures	2475.83	2477.55	2472.65	2474.38	684.0
2011-11-25 05:30:00	NQ	Futures	2474.38	2474.38	2469.19	2469.19	621.0
2011-11-25 06:00:00	NQ	Futures	2468.91	2476.11	2468.91	2471.21	649.0
2011-11-25 06:30:00	NQ	Futures	2471.21	2478.13	2471.21	2474.1	1061.0
2011-11-25 07:00:00	NQ	Futures	2473.52	2479.0	2471.5	2476.98	718.0
2011-11-25 07:30:00	NQ	Futures	2476.69	2479.0	2474.96	2475.25	653.0
2011-11-25 08:00:00	NQ	Futures	2474.96	2478.13	2473.23	2477.27	1405.0
2011-11-25 08:30:00	NQ	Futures	2476.98	2484.76	2472.65	2483.32	2690.0
2011-11-25 09:00:00	NQ	Futures	2483.61	2493.12	2480.44	2488.22	4900.0
2011-11-25 09:30:00	NQ	Futures	2487.93	2517.06	2487.93	2503.5	35096.0
2011-11-25 10:00:00	NQ	Futures	2503.5	2515.9	2502.35	2509.27	16537.0
2011-11-25 10:30:00	NQ	Futures	2509.27	2515.9	2506.68	2506.68	9802.0
2011-11-25 11:00:00	NQ	Futures	2506.96	2510.71	2500.91	2500.91	11028.0

> showing 50 of 1,800 rows — these rows as CSV

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