PREVIEW / futures_30min / 2012-01-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-01-24.parquet
  size:    75 KB
  rows:    2,726

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
2012-01-24 00:00:00	ES	Futures	1317.14	1317.65	1316.64	1317.39	1355.0
2012-01-24 00:30:00	ES	Futures	1317.39	1317.65	1317.14	1317.14	931.0
2012-01-24 01:00:00	ES	Futures	1317.14	1318.4	1317.14	1318.4	1801.0
2012-01-24 01:30:00	ES	Futures	1318.15	1319.16	1318.15	1318.65	1631.0
2012-01-24 02:00:00	ES	Futures	1318.65	1319.16	1317.14	1318.4	2504.0
2012-01-24 02:30:00	ES	Futures	1318.4	1318.65	1317.14	1317.14	5666.0
2012-01-24 03:00:00	ES	Futures	1317.14	1318.4	1314.12	1316.39	25184.0
2012-01-24 03:30:00	ES	Futures	1316.13	1318.4	1315.13	1316.39	17836.0
2012-01-24 04:00:00	ES	Futures	1316.39	1319.41	1316.13	1318.15	16670.0
2012-01-24 04:30:00	ES	Futures	1318.4	1318.65	1314.87	1315.88	13010.0
2012-01-24 05:00:00	ES	Futures	1315.38	1317.14	1315.13	1316.64	9764.0
2012-01-24 05:30:00	ES	Futures	1316.39	1316.39	1313.87	1314.12	13109.0
2012-01-24 06:00:00	ES	Futures	1314.12	1315.38	1313.36	1313.87	17338.0
2012-01-24 06:30:00	ES	Futures	1313.87	1315.38	1312.86	1312.86	12733.0
2012-01-24 07:00:00	ES	Futures	1312.86	1316.39	1312.86	1315.88	20503.0
2012-01-24 07:30:00	ES	Futures	1315.88	1316.39	1313.36	1314.87	16726.0
2012-01-24 08:00:00	ES	Futures	1314.62	1316.13	1314.37	1315.13	16162.0
2012-01-24 08:30:00	ES	Futures	1315.38	1315.63	1312.61	1313.36	40250.0
2012-01-24 09:00:00	ES	Futures	1313.11	1315.13	1312.86	1314.12	33307.0
2012-01-24 09:30:00	ES	Futures	1313.87	1315.38	1311.85	1313.87	175278.0
2012-01-24 10:00:00	ES	Futures	1313.87	1317.14	1313.11	1315.63	134947.0
2012-01-24 10:30:00	ES	Futures	1315.88	1318.91	1314.87	1317.9	134797.0
2012-01-24 11:00:00	ES	Futures	1317.9	1320.17	1316.89	1319.66	116037.0
2012-01-24 11:30:00	ES	Futures	1319.91	1320.17	1317.65	1318.4	90160.0
2012-01-24 12:00:00	ES	Futures	1318.15	1319.66	1317.9	1318.15	61004.0
2012-01-24 12:30:00	ES	Futures	1318.4	1320.17	1317.9	1319.66	36048.0
2012-01-24 13:00:00	ES	Futures	1319.66	1319.91	1317.14	1317.9	43294.0
2012-01-24 13:30:00	ES	Futures	1317.9	1319.16	1316.89	1318.65	43237.0
2012-01-24 14:00:00	ES	Futures	1318.65	1319.91	1318.4	1319.91	40472.0
2012-01-24 14:30:00	ES	Futures	1319.91	1320.67	1318.65	1319.16	51372.0
2012-01-24 15:00:00	ES	Futures	1319.16	1321.17	1318.91	1320.92	63415.0
2012-01-24 15:30:00	ES	Futures	1320.67	1321.17	1318.91	1320.67	113255.0
2012-01-24 16:00:00	ES	Futures	1320.67	1322.18	1320.17	1321.93	52932.0
2012-01-24 16:30:00	ES	Futures	1321.68	1326.97	1321.43	1325.2	24639.0
2012-01-24 17:00:00	ES	Futures	1325.46	1326.21	1324.95	1325.71	3776.0
2012-01-24 18:00:00	ES	Futures	1325.46	1325.46	1324.45	1325.2	4078.0
2012-01-24 18:30:00	ES	Futures	1324.95	1325.2	1324.2	1324.7	2565.0
2012-01-24 19:00:00	ES	Futures	1324.7	1325.2	1324.45	1324.7	1819.0
2012-01-24 19:30:00	ES	Futures	1324.7	1325.96	1324.45	1325.96	4010.0
2012-01-24 20:00:00	ES	Futures	1325.96	1326.21	1324.45	1324.95	3105.0
2012-01-24 20:30:00	ES	Futures	1324.95	1324.95	1324.45	1324.7	1127.0
2012-01-24 21:00:00	ES	Futures	1324.95	1326.21	1324.95	1326.21	1983.0
2012-01-24 21:30:00	ES	Futures	1326.21	1326.21	1325.2	1325.46	1843.0
2012-01-24 22:00:00	ES	Futures	1325.46	1325.46	1324.45	1324.7	1664.0
2012-01-24 22:30:00	ES	Futures	1324.95	1325.71	1324.7	1324.95	1082.0
2012-01-24 23:00:00	ES	Futures	1325.2	1325.71	1324.95	1325.46	714.0
2012-01-24 23:30:00	ES	Futures	1325.2	1325.46	1324.2	1324.7	1205.0
2012-01-24 00:00:00	NQ	Futures	2806.25	2806.54	2805.1	2806.25	58.0
2012-01-24 00:30:00	NQ	Futures	2806.54	2807.41	2806.25	2806.25	72.0
2012-01-24 01:00:00	NQ	Futures	2806.54	2808.85	2806.54	2808.85	103.0

> showing 50 of 2,726 rows — these rows as CSV

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