PREVIEW / futures_30min / 2012-03-01

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-01.parquet
  size:    76 KB
  rows:    2,754

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
2012-03-01 00:00:00	ES	Futures	1373.59	1373.59	1372.58	1373.08	2219.0
2012-03-01 00:30:00	ES	Futures	1373.08	1373.33	1371.82	1371.82	1346.0
2012-03-01 01:00:00	ES	Futures	1372.07	1372.83	1370.81	1371.82	2569.0
2012-03-01 01:30:00	ES	Futures	1371.82	1371.82	1369.55	1371.07	6355.0
2012-03-01 02:00:00	ES	Futures	1370.81	1372.83	1370.81	1371.07	5771.0
2012-03-01 02:30:00	ES	Futures	1371.07	1372.58	1371.07	1372.07	4173.0
2012-03-01 03:00:00	ES	Futures	1371.82	1373.59	1369.81	1373.33	29027.0
2012-03-01 03:30:00	ES	Futures	1373.33	1374.85	1372.58	1374.59	16817.0
2012-03-01 04:00:00	ES	Futures	1374.34	1376.36	1374.09	1375.85	18110.0
2012-03-01 04:30:00	ES	Futures	1375.85	1377.37	1375.6	1376.61	13977.0
2012-03-01 05:00:00	ES	Futures	1376.36	1377.62	1375.6	1377.37	12332.0
2012-03-01 05:30:00	ES	Futures	1377.62	1377.62	1375.85	1376.61	7594.0
2012-03-01 06:00:00	ES	Futures	1376.36	1377.62	1376.11	1377.37	10349.0
2012-03-01 06:30:00	ES	Futures	1377.11	1379.38	1376.86	1378.63	23561.0
2012-03-01 07:00:00	ES	Futures	1378.63	1379.38	1377.62	1377.87	16793.0
2012-03-01 07:30:00	ES	Futures	1377.62	1378.88	1376.86	1378.37	24848.0
2012-03-01 08:00:00	ES	Futures	1378.12	1380.14	1378.12	1379.63	32735.0
2012-03-01 08:30:00	ES	Futures	1379.89	1380.14	1378.12	1378.88	34601.0
2012-03-01 09:00:00	ES	Futures	1379.13	1380.14	1378.63	1378.88	28776.0
2012-03-01 09:30:00	ES	Futures	1379.13	1384.42	1378.63	1383.92	205806.0
2012-03-01 10:00:00	ES	Futures	1383.67	1383.92	1377.11	1382.15	277143.0
2012-03-01 10:30:00	ES	Futures	1381.9	1382.41	1378.37	1380.64	150392.0
2012-03-01 11:00:00	ES	Futures	1380.64	1381.9	1379.38	1381.9	145081.0
2012-03-01 11:30:00	ES	Futures	1381.65	1383.67	1380.89	1382.91	108544.0
2012-03-01 12:00:00	ES	Futures	1382.91	1384.67	1382.15	1383.67	55741.0
2012-03-01 12:30:00	ES	Futures	1383.67	1384.42	1382.91	1383.67	41543.0
2012-03-01 13:00:00	ES	Futures	1383.67	1385.68	1382.91	1385.68	63242.0
2012-03-01 13:30:00	ES	Futures	1385.68	1386.19	1384.67	1385.18	40501.0
2012-03-01 14:00:00	ES	Futures	1385.43	1386.19	1383.16	1383.67	48972.0
2012-03-01 14:30:00	ES	Futures	1383.67	1384.17	1382.66	1383.92	48037.0
2012-03-01 15:00:00	ES	Futures	1383.92	1384.67	1378.88	1381.9	129434.0
2012-03-01 15:30:00	ES	Futures	1381.65	1384.67	1378.63	1383.41	196578.0
2012-03-01 16:00:00	ES	Futures	1383.16	1385.68	1382.66	1385.43	89899.0
2012-03-01 16:30:00	ES	Futures	1385.43	1387.95	1385.18	1385.93	12140.0
2012-03-01 17:00:00	ES	Futures	1385.93	1386.94	1385.43	1386.69	3217.0
2012-03-01 18:00:00	ES	Futures	1386.44	1386.94	1386.44	1386.69	4212.0
2012-03-01 18:30:00	ES	Futures	1386.69	1387.7	1386.44	1387.7	3530.0
2012-03-01 19:00:00	ES	Futures	1387.45	1387.95	1386.94	1387.45	5172.0
2012-03-01 19:30:00	ES	Futures	1387.7	1387.95	1386.44	1386.94	2184.0
2012-03-01 20:00:00	ES	Futures	1386.69	1387.19	1386.19	1386.19	2724.0
2012-03-01 20:30:00	ES	Futures	1386.19	1387.19	1385.93	1386.44	2107.0
2012-03-01 21:00:00	ES	Futures	1386.44	1386.69	1385.68	1385.93	1797.0
2012-03-01 21:30:00	ES	Futures	1385.93	1385.93	1385.43	1385.68	831.0
2012-03-01 22:00:00	ES	Futures	1385.68	1386.19	1385.43	1385.93	1220.0
2012-03-01 22:30:00	ES	Futures	1385.93	1386.44	1385.68	1386.44	1605.0
2012-03-01 23:00:00	ES	Futures	1386.19	1386.44	1385.18	1385.43	1919.0
2012-03-01 23:30:00	ES	Futures	1385.43	1385.43	1384.93	1385.43	1493.0
2012-03-01 00:00:00	NQ	Futures	3032.09	3032.09	3030.07	3030.36	180.0
2012-03-01 00:30:00	NQ	Futures	3030.07	3030.36	3028.34	3028.63	68.0
2012-03-01 01:00:00	NQ	Futures	3028.34	3029.78	3025.74	3027.18	144.0

> showing 50 of 2,754 rows — these rows as CSV

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