PREVIEW / futures_30min / 2012-02-29

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-02-29.parquet
  size:    78 KB
  rows:    2,791

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
2012-02-29 00:00:00	ES	Futures	1383.92	1384.17	1382.66	1383.16	2826.0
2012-02-29 00:30:00	ES	Futures	1383.16	1383.16	1381.4	1381.65	3752.0
2012-02-29 01:00:00	ES	Futures	1381.65	1382.41	1381.4	1381.9	2279.0
2012-02-29 01:30:00	ES	Futures	1382.15	1383.41	1381.4	1383.16	4019.0
2012-02-29 02:00:00	ES	Futures	1383.16	1384.17	1382.41	1383.41	4826.0
2012-02-29 02:30:00	ES	Futures	1383.16	1384.17	1383.16	1383.67	3507.0
2012-02-29 03:00:00	ES	Futures	1383.41	1385.43	1382.66	1384.42	16801.0
2012-02-29 03:30:00	ES	Futures	1384.42	1385.43	1383.41	1383.67	13209.0
2012-02-29 04:00:00	ES	Futures	1383.67	1384.67	1382.66	1383.92	10989.0
2012-02-29 04:30:00	ES	Futures	1383.92	1384.93	1383.41	1384.67	7882.0
2012-02-29 05:00:00	ES	Futures	1384.67	1386.19	1382.15	1385.43	39285.0
2012-02-29 05:30:00	ES	Futures	1385.68	1387.7	1382.41	1385.18	54781.0
2012-02-29 06:00:00	ES	Futures	1384.93	1385.43	1382.41	1383.67	21542.0
2012-02-29 06:30:00	ES	Futures	1383.41	1384.42	1382.15	1384.42	13843.0
2012-02-29 07:00:00	ES	Futures	1384.17	1385.68	1384.17	1384.67	17746.0
2012-02-29 07:30:00	ES	Futures	1384.93	1384.93	1383.16	1383.16	13998.0
2012-02-29 08:00:00	ES	Futures	1383.41	1384.67	1382.66	1383.92	22389.0
2012-02-29 08:30:00	ES	Futures	1383.92	1386.44	1382.91	1382.91	28190.0
2012-02-29 09:00:00	ES	Futures	1382.91	1384.42	1382.91	1383.67	19146.0
2012-02-29 09:30:00	ES	Futures	1383.92	1387.45	1383.41	1387.19	163772.0
2012-02-29 10:00:00	ES	Futures	1387.19	1388.2	1383.16	1384.42	202842.0
2012-02-29 10:30:00	ES	Futures	1384.17	1384.17	1374.59	1378.37	306461.0
2012-02-29 11:00:00	ES	Futures	1378.63	1379.63	1374.34	1374.59	187331.0
2012-02-29 11:30:00	ES	Futures	1374.59	1379.63	1373.84	1378.63	157262.0
2012-02-29 12:00:00	ES	Futures	1378.88	1381.4	1377.62	1381.15	108116.0
2012-02-29 12:30:00	ES	Futures	1381.15	1381.4	1378.63	1379.89	52105.0
2012-02-29 13:00:00	ES	Futures	1380.14	1381.15	1378.37	1379.38	51074.0
2012-02-29 13:30:00	ES	Futures	1379.38	1382.15	1378.63	1381.4	54031.0
2012-02-29 14:00:00	ES	Futures	1381.4	1382.91	1380.14	1381.4	60444.0
2012-02-29 14:30:00	ES	Futures	1381.4	1381.4	1378.63	1378.88	52637.0
2012-02-29 15:00:00	ES	Futures	1379.13	1379.13	1376.36	1377.37	74940.0
2012-02-29 15:30:00	ES	Futures	1377.11	1377.37	1373.08	1374.85	293553.0
2012-02-29 16:00:00	ES	Futures	1374.85	1375.1	1367.54	1373.33	173675.0
2012-02-29 16:30:00	ES	Futures	1373.08	1373.59	1370.06	1371.07	14333.0
2012-02-29 17:00:00	ES	Futures	1371.32	1372.07	1369.55	1370.06	5865.0
2012-02-29 18:00:00	ES	Futures	1370.56	1372.33	1370.56	1372.33	4571.0
2012-02-29 18:30:00	ES	Futures	1372.33	1373.08	1371.57	1372.83	5491.0
2012-02-29 19:00:00	ES	Futures	1372.83	1374.09	1369.81	1373.84	11400.0
2012-02-29 19:30:00	ES	Futures	1373.59	1374.59	1373.33	1374.59	4046.0
2012-02-29 20:00:00	ES	Futures	1374.34	1375.1	1373.59	1374.34	5654.0
2012-02-29 20:30:00	ES	Futures	1374.09	1374.85	1373.59	1374.09	2394.0
2012-02-29 21:00:00	ES	Futures	1374.09	1374.34	1373.33	1373.59	973.0
2012-02-29 21:30:00	ES	Futures	1373.59	1373.84	1372.07	1372.33	2147.0
2012-02-29 22:00:00	ES	Futures	1372.33	1373.59	1371.82	1373.33	1555.0
2012-02-29 22:30:00	ES	Futures	1373.33	1374.34	1372.33	1372.58	3304.0
2012-02-29 23:00:00	ES	Futures	1372.83	1373.33	1372.33	1373.33	1014.0
2012-02-29 23:30:00	ES	Futures	1373.33	1374.09	1372.58	1373.84	1707.0
2012-02-29 00:00:00	NQ	Futures	3044.22	3044.22	3041.34	3042.2	147.0
2012-02-29 00:30:00	NQ	Futures	3042.2	3042.2	3039.03	3039.31	184.0
2012-02-29 01:00:00	NQ	Futures	3039.31	3039.89	3039.03	3039.89	57.0

> showing 50 of 2,791 rows — these rows as CSV

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