PREVIEW / futures_30min / 2012-02-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-28.parquet
  size:    74 KB
  rows:    2,743

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
2012-02-28 00:00:00	ES	Futures	1379.89	1380.39	1379.38	1379.63	1900.0
2012-02-28 00:30:00	ES	Futures	1379.63	1383.67	1379.63	1382.91	8522.0
2012-02-28 01:00:00	ES	Futures	1382.91	1383.67	1382.41	1382.66	2834.0
2012-02-28 01:30:00	ES	Futures	1382.91	1383.41	1382.15	1382.41	2702.0
2012-02-28 02:00:00	ES	Futures	1382.41	1382.91	1381.15	1381.65	4393.0
2012-02-28 02:30:00	ES	Futures	1381.4	1382.91	1380.89	1382.41	5435.0
2012-02-28 03:00:00	ES	Futures	1382.66	1383.16	1381.15	1382.41	20422.0
2012-02-28 03:30:00	ES	Futures	1382.66	1384.67	1382.41	1383.41	16777.0
2012-02-28 04:00:00	ES	Futures	1383.41	1383.67	1381.9	1382.41	10006.0
2012-02-28 04:30:00	ES	Futures	1382.41	1383.41	1381.9	1382.91	8444.0
2012-02-28 05:00:00	ES	Futures	1382.91	1383.16	1381.65	1381.9	10228.0
2012-02-28 05:30:00	ES	Futures	1382.15	1383.41	1381.65	1383.16	8085.0
2012-02-28 06:00:00	ES	Futures	1383.41	1383.92	1382.41	1383.67	7204.0
2012-02-28 06:30:00	ES	Futures	1383.67	1383.67	1382.15	1382.66	11401.0
2012-02-28 07:00:00	ES	Futures	1382.66	1383.67	1382.15	1383.41	8395.0
2012-02-28 07:30:00	ES	Futures	1383.41	1384.17	1383.16	1383.16	11165.0
2012-02-28 08:00:00	ES	Futures	1383.16	1383.67	1382.15	1382.91	17915.0
2012-02-28 08:30:00	ES	Futures	1382.91	1382.91	1377.11	1378.37	102113.0
2012-02-28 09:00:00	ES	Futures	1378.12	1379.63	1376.86	1378.12	42687.0
2012-02-28 09:30:00	ES	Futures	1378.12	1380.39	1375.35	1380.39	149542.0
2012-02-28 10:00:00	ES	Futures	1380.39	1382.15	1376.61	1379.13	210869.0
2012-02-28 10:30:00	ES	Futures	1379.13	1382.41	1378.88	1380.89	159479.0
2012-02-28 11:00:00	ES	Futures	1380.89	1382.91	1380.14	1381.9	112710.0
2012-02-28 11:30:00	ES	Futures	1381.9	1382.66	1380.39	1381.4	61966.0
2012-02-28 12:00:00	ES	Futures	1381.4	1382.15	1380.39	1380.89	43142.0
2012-02-28 12:30:00	ES	Futures	1380.89	1382.15	1380.39	1381.65	32682.0
2012-02-28 13:00:00	ES	Futures	1381.9	1382.15	1380.89	1381.15	22726.0
2012-02-28 13:30:00	ES	Futures	1381.4	1381.4	1377.11	1377.87	70805.0
2012-02-28 14:00:00	ES	Futures	1377.87	1378.88	1376.86	1377.62	46700.0
2012-02-28 14:30:00	ES	Futures	1377.37	1379.63	1377.11	1378.88	42697.0
2012-02-28 15:00:00	ES	Futures	1379.13	1381.4	1378.37	1381.15	44526.0
2012-02-28 15:30:00	ES	Futures	1381.4	1382.91	1380.39	1381.9	133687.0
2012-02-28 16:00:00	ES	Futures	1381.65	1382.66	1381.15	1382.41	65487.0
2012-02-28 16:30:00	ES	Futures	1382.15	1382.41	1381.15	1381.65	4875.0
2012-02-28 17:00:00	ES	Futures	1381.4	1382.41	1381.15	1381.9	2177.0
2012-02-28 18:00:00	ES	Futures	1381.65	1382.41	1381.65	1382.41	2590.0
2012-02-28 18:30:00	ES	Futures	1382.41	1382.41	1381.9	1382.15	1358.0
2012-02-28 19:00:00	ES	Futures	1382.41	1382.91	1381.4	1382.41	3257.0
2012-02-28 19:30:00	ES	Futures	1382.41	1383.41	1382.41	1382.91	3144.0
2012-02-28 20:00:00	ES	Futures	1382.91	1383.67	1382.66	1383.16	2324.0
2012-02-28 20:30:00	ES	Futures	1382.91	1383.41	1382.15	1382.91	2306.0
2012-02-28 21:00:00	ES	Futures	1382.66	1384.17	1382.66	1383.67	3164.0
2012-02-28 21:30:00	ES	Futures	1383.67	1384.42	1383.41	1383.67	2166.0
2012-02-28 22:00:00	ES	Futures	1383.67	1383.92	1383.16	1383.41	1225.0
2012-02-28 22:30:00	ES	Futures	1383.41	1383.92	1382.91	1383.41	1388.0
2012-02-28 23:00:00	ES	Futures	1383.41	1384.17	1383.16	1383.67	1669.0
2012-02-28 23:30:00	ES	Futures	1383.92	1384.17	1383.67	1383.92	1081.0
2012-02-28 00:00:00	NQ	Futures	3017.08	3017.65	3016.21	3016.79	125.0
2012-02-28 00:30:00	NQ	Futures	3016.5	3026.03	3016.5	3023.43	630.0
2012-02-28 01:00:00	NQ	Futures	3023.43	3025.16	3022.56	3024.59	344.0

> showing 50 of 2,743 rows — these rows as CSV

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