PREVIEW / futures_30min / 2012-03-02

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-03-02.parquet
  size:    62 KB
  rows:    2,230

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
2012-03-02 00:00:00	ES	Futures	1385.18	1385.68	1384.93	1385.18	1310.0
2012-03-02 00:30:00	ES	Futures	1385.43	1385.43	1384.67	1384.67	1099.0
2012-03-02 01:00:00	ES	Futures	1384.93	1385.18	1384.17	1384.42	2402.0
2012-03-02 01:30:00	ES	Futures	1384.42	1385.43	1384.17	1385.18	1630.0
2012-03-02 02:00:00	ES	Futures	1385.18	1385.18	1383.67	1384.67	4883.0
2012-03-02 02:30:00	ES	Futures	1384.67	1384.93	1383.67	1383.67	2518.0
2012-03-02 03:00:00	ES	Futures	1383.67	1384.67	1382.66	1383.41	17999.0
2012-03-02 03:30:00	ES	Futures	1383.41	1383.92	1382.15	1382.15	12119.0
2012-03-02 04:00:00	ES	Futures	1382.41	1383.41	1381.9	1382.15	10476.0
2012-03-02 04:30:00	ES	Futures	1382.15	1382.91	1381.9	1381.9	6910.0
2012-03-02 05:00:00	ES	Futures	1381.9	1383.41	1381.9	1382.91	7940.0
2012-03-02 05:30:00	ES	Futures	1383.16	1383.41	1381.9	1382.15	6467.0
2012-03-02 06:00:00	ES	Futures	1382.41	1382.91	1381.9	1382.66	6488.0
2012-03-02 06:30:00	ES	Futures	1382.41	1383.41	1381.9	1382.15	9136.0
2012-03-02 07:00:00	ES	Futures	1382.41	1382.41	1380.14	1380.39	19122.0
2012-03-02 07:30:00	ES	Futures	1380.39	1380.89	1379.13	1380.64	22828.0
2012-03-02 08:00:00	ES	Futures	1380.64	1382.15	1379.89	1381.65	17820.0
2012-03-02 08:30:00	ES	Futures	1381.65	1382.41	1380.64	1382.15	18625.0
2012-03-02 09:00:00	ES	Futures	1382.41	1383.41	1381.4	1382.41	22465.0
2012-03-02 09:30:00	ES	Futures	1382.66	1383.41	1379.89	1380.89	135224.0
2012-03-02 10:00:00	ES	Futures	1380.64	1384.17	1379.89	1383.41	121864.0
2012-03-02 10:30:00	ES	Futures	1383.41	1383.92	1381.15	1381.65	114225.0
2012-03-02 11:00:00	ES	Futures	1381.4	1382.15	1379.89	1381.4	107348.0
2012-03-02 11:30:00	ES	Futures	1381.15	1382.15	1378.12	1379.13	123259.0
2012-03-02 12:00:00	ES	Futures	1379.38	1379.89	1377.11	1378.63	82338.0
2012-03-02 12:30:00	ES	Futures	1378.37	1379.89	1377.87	1378.63	57910.0
2012-03-02 13:00:00	ES	Futures	1378.88	1379.63	1375.85	1376.86	74766.0
2012-03-02 13:30:00	ES	Futures	1376.86	1378.88	1376.86	1378.88	45830.0
2012-03-02 14:00:00	ES	Futures	1378.63	1379.89	1378.12	1378.88	46563.0
2012-03-02 14:30:00	ES	Futures	1378.88	1379.89	1378.12	1379.63	32382.0
2012-03-02 15:00:00	ES	Futures	1379.89	1380.89	1378.88	1380.64	46016.0
2012-03-02 15:30:00	ES	Futures	1380.64	1381.9	1378.37	1379.38	146024.0
2012-03-02 16:00:00	ES	Futures	1379.13	1380.39	1378.88	1379.38	71648.0
2012-03-02 00:00:00	NQ	Futures	3055.78	3056.35	3055.2	3056.06	52.0
2012-03-02 00:30:00	NQ	Futures	3055.78	3055.78	3054.91	3054.91	58.0
2012-03-02 01:00:00	NQ	Futures	3054.62	3055.2	3053.46	3054.04	125.0
2012-03-02 01:30:00	NQ	Futures	3054.04	3056.06	3054.04	3055.49	69.0
2012-03-02 02:00:00	NQ	Futures	3055.49	3055.49	3053.18	3054.62	386.0
2012-03-02 02:30:00	NQ	Futures	3054.62	3055.2	3052.89	3052.89	147.0
2012-03-02 03:00:00	NQ	Futures	3052.89	3055.2	3051.15	3052.31	1097.0
2012-03-02 03:30:00	NQ	Futures	3051.73	3052.6	3047.98	3048.56	1280.0
2012-03-02 04:00:00	NQ	Futures	3048.27	3052.31	3048.27	3049.42	835.0
2012-03-02 04:30:00	NQ	Futures	3049.42	3050.87	3048.56	3049.13	504.0
2012-03-02 05:00:00	NQ	Futures	3049.42	3051.15	3048.84	3049.71	1060.0
2012-03-02 05:30:00	NQ	Futures	3050.29	3050.87	3047.4	3048.56	477.0
2012-03-02 06:00:00	NQ	Futures	3048.56	3049.71	3047.98	3049.13	528.0
2012-03-02 06:30:00	NQ	Futures	3049.13	3050.87	3047.69	3048.84	590.0
2012-03-02 07:00:00	NQ	Futures	3048.56	3049.13	3043.93	3044.8	1308.0
2012-03-02 07:30:00	NQ	Futures	3044.8	3045.67	3042.2	3045.38	1491.0
2012-03-02 08:00:00	NQ	Futures	3045.67	3048.27	3043.65	3047.11	2034.0

> showing 50 of 2,230 rows — these rows as CSV

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