PREVIEW / futures_30min / 2012-01-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-10.parquet
  size:    72 KB
  rows:    2,730

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
2012-01-10 00:00:00	ES	Futures	1291.69	1291.94	1290.93	1291.69	2870.0
2012-01-10 00:30:00	ES	Futures	1291.69	1291.94	1291.19	1291.94	2157.0
2012-01-10 01:00:00	ES	Futures	1291.94	1292.19	1291.44	1291.94	2586.0
2012-01-10 01:30:00	ES	Futures	1291.94	1292.95	1291.44	1291.69	4137.0
2012-01-10 02:00:00	ES	Futures	1291.94	1292.7	1291.44	1292.19	3748.0
2012-01-10 02:30:00	ES	Futures	1292.19	1292.95	1290.43	1290.68	5539.0
2012-01-10 03:00:00	ES	Futures	1290.68	1294.21	1289.93	1293.71	25350.0
2012-01-10 03:30:00	ES	Futures	1293.96	1294.21	1291.94	1293.45	15538.0
2012-01-10 04:00:00	ES	Futures	1293.45	1294.97	1292.45	1294.71	15255.0
2012-01-10 04:30:00	ES	Futures	1294.71	1296.73	1294.46	1295.47	20624.0
2012-01-10 05:00:00	ES	Futures	1295.47	1297.74	1295.22	1296.98	11609.0
2012-01-10 05:30:00	ES	Futures	1296.73	1297.74	1296.23	1297.23	11664.0
2012-01-10 06:00:00	ES	Futures	1297.23	1299.0	1296.98	1297.99	14219.0
2012-01-10 06:30:00	ES	Futures	1297.99	1298.49	1296.73	1297.23	9408.0
2012-01-10 07:00:00	ES	Futures	1297.23	1298.24	1296.48	1297.99	7007.0
2012-01-10 07:30:00	ES	Futures	1298.24	1299.0	1297.49	1298.75	14696.0
2012-01-10 08:00:00	ES	Futures	1298.49	1300.26	1298.24	1300.01	25290.0
2012-01-10 08:30:00	ES	Futures	1300.26	1300.26	1298.24	1299.0	19329.0
2012-01-10 09:00:00	ES	Futures	1299.0	1299.75	1298.24	1299.75	22305.0
2012-01-10 09:30:00	ES	Futures	1299.75	1300.76	1297.23	1299.25	168973.0
2012-01-10 10:00:00	ES	Futures	1299.0	1302.27	1299.0	1300.01	147751.0
2012-01-10 10:30:00	ES	Futures	1299.75	1301.52	1298.75	1300.01	105360.0
2012-01-10 11:00:00	ES	Futures	1299.75	1301.01	1297.49	1300.01	133710.0
2012-01-10 11:30:00	ES	Futures	1300.01	1300.51	1298.49	1299.25	83040.0
2012-01-10 12:00:00	ES	Futures	1299.0	1299.5	1295.22	1295.47	76910.0
2012-01-10 12:30:00	ES	Futures	1295.72	1297.23	1295.22	1296.98	52019.0
2012-01-10 13:00:00	ES	Futures	1296.98	1297.23	1295.47	1296.23	49387.0
2012-01-10 13:30:00	ES	Futures	1296.23	1298.24	1295.97	1297.23	57987.0
2012-01-10 14:00:00	ES	Futures	1297.49	1298.75	1296.48	1297.74	37771.0
2012-01-10 14:30:00	ES	Futures	1297.74	1299.5	1297.74	1298.75	46425.0
2012-01-10 15:00:00	ES	Futures	1298.49	1299.0	1296.98	1297.49	53458.0
2012-01-10 15:30:00	ES	Futures	1297.49	1297.74	1295.47	1297.49	166563.0
2012-01-10 16:00:00	ES	Futures	1297.49	1297.49	1295.72	1296.48	69853.0
2012-01-10 16:30:00	ES	Futures	1296.23	1297.23	1294.46	1295.22	7967.0
2012-01-10 17:00:00	ES	Futures	1295.22	1295.72	1293.45	1295.22	7020.0
2012-01-10 18:00:00	ES	Futures	1294.71	1295.72	1294.46	1295.47	2361.0
2012-01-10 18:30:00	ES	Futures	1295.47	1295.47	1294.21	1294.71	1266.0
2012-01-10 19:00:00	ES	Futures	1294.71	1295.22	1293.45	1293.96	3818.0
2012-01-10 19:30:00	ES	Futures	1293.96	1293.96	1293.2	1293.45	2098.0
2012-01-10 20:00:00	ES	Futures	1293.71	1294.21	1292.45	1292.95	4956.0
2012-01-10 20:30:00	ES	Futures	1292.95	1293.45	1292.7	1292.95	3799.0
2012-01-10 21:00:00	ES	Futures	1292.95	1293.96	1292.19	1292.7	3333.0
2012-01-10 21:30:00	ES	Futures	1292.7	1292.95	1291.94	1292.19	1880.0
2012-01-10 22:00:00	ES	Futures	1292.19	1292.95	1292.19	1292.7	1924.0
2012-01-10 22:30:00	ES	Futures	1292.95	1293.45	1292.19	1292.7	2047.0
2012-01-10 23:00:00	ES	Futures	1292.95	1293.2	1292.45	1292.95	867.0
2012-01-10 23:30:00	ES	Futures	1292.95	1293.2	1291.94	1292.95	1842.0
2012-01-10 00:00:00	NQ	Futures	2725.39	2725.39	2724.23	2724.81	146.0
2012-01-10 00:30:00	NQ	Futures	2725.39	2725.97	2724.52	2725.39	123.0
2012-01-10 01:00:00	NQ	Futures	2725.39	2726.26	2724.81	2725.68	103.0

> showing 50 of 2,730 rows — these rows as CSV

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