PREVIEW / futures_30min / 2012-04-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-04-16.parquet
  size:    72 KB
  rows:    2,685

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
2012-04-16 00:00:00	ES	Futures	1377.75	1379.02	1377.75	1379.02	1130.0
2012-04-16 00:30:00	ES	Futures	1379.02	1379.27	1378.26	1378.51	1293.0
2012-04-16 01:00:00	ES	Futures	1378.76	1380.03	1378.01	1379.52	2149.0
2012-04-16 01:30:00	ES	Futures	1379.78	1380.79	1379.78	1380.79	2573.0
2012-04-16 02:00:00	ES	Futures	1380.79	1381.8	1379.02	1379.27	6608.0
2012-04-16 02:30:00	ES	Futures	1379.27	1379.78	1376.74	1379.78	8052.0
2012-04-16 03:00:00	ES	Futures	1379.52	1383.07	1378.51	1382.31	20188.0
2012-04-16 03:30:00	ES	Futures	1382.05	1384.08	1380.28	1381.55	20823.0
2012-04-16 04:00:00	ES	Futures	1381.8	1382.81	1379.27	1379.27	21356.0
2012-04-16 04:30:00	ES	Futures	1379.27	1384.33	1379.27	1384.33	16410.0
2012-04-16 05:00:00	ES	Futures	1384.08	1384.58	1382.81	1384.58	6111.0
2012-04-16 05:30:00	ES	Futures	1384.33	1386.35	1383.82	1386.1	13648.0
2012-04-16 06:00:00	ES	Futures	1386.1	1387.62	1385.85	1387.11	12323.0
2012-04-16 06:30:00	ES	Futures	1387.11	1387.37	1385.34	1385.85	10141.0
2012-04-16 07:00:00	ES	Futures	1385.85	1386.35	1385.85	1386.1	4975.0
2012-04-16 07:30:00	ES	Futures	1386.1	1386.35	1382.31	1382.81	25811.0
2012-04-16 08:00:00	ES	Futures	1382.56	1384.58	1381.8	1383.57	33729.0
2012-04-16 08:30:00	ES	Futures	1383.32	1389.64	1383.07	1388.38	80754.0
2012-04-16 09:00:00	ES	Futures	1388.13	1390.66	1388.13	1389.64	40514.0
2012-04-16 09:30:00	ES	Futures	1389.9	1391.67	1383.32	1384.08	235200.0
2012-04-16 10:00:00	ES	Futures	1383.82	1384.33	1376.99	1380.28	296678.0
2012-04-16 10:30:00	ES	Futures	1380.03	1383.32	1378.51	1381.55	169394.0
2012-04-16 11:00:00	ES	Futures	1381.55	1383.57	1380.54	1381.55	93120.0
2012-04-16 11:30:00	ES	Futures	1381.55	1381.8	1378.51	1378.76	137965.0
2012-04-16 12:00:00	ES	Futures	1379.02	1382.31	1378.01	1380.03	88788.0
2012-04-16 12:30:00	ES	Futures	1379.78	1383.32	1378.26	1382.56	64861.0
2012-04-16 13:00:00	ES	Futures	1382.81	1383.32	1380.54	1381.8	49581.0
2012-04-16 13:30:00	ES	Futures	1381.8	1388.13	1381.29	1386.86	104065.0
2012-04-16 14:00:00	ES	Futures	1387.11	1387.37	1384.08	1384.58	53595.0
2012-04-16 14:30:00	ES	Futures	1384.58	1386.86	1384.08	1384.33	49673.0
2012-04-16 15:00:00	ES	Futures	1384.58	1384.84	1382.31	1383.32	52035.0
2012-04-16 15:30:00	ES	Futures	1383.32	1384.84	1381.04	1381.29	126237.0
2012-04-16 16:00:00	ES	Futures	1381.29	1381.29	1379.02	1380.03	62346.0
2012-04-16 16:30:00	ES	Futures	1380.54	1382.05	1380.28	1381.04	8544.0
2012-04-16 17:00:00	ES	Futures	1381.04	1381.29	1380.28	1380.54	941.0
2012-04-16 18:00:00	ES	Futures	1380.54	1380.54	1380.03	1380.54	1395.0
2012-04-16 18:30:00	ES	Futures	1380.54	1380.79	1380.28	1380.54	677.0
2012-04-16 19:00:00	ES	Futures	1380.54	1381.04	1380.28	1380.79	1375.0
2012-04-16 19:30:00	ES	Futures	1380.54	1381.04	1380.28	1380.79	690.0
2012-04-16 20:00:00	ES	Futures	1381.04	1381.04	1379.27	1379.78	3624.0
2012-04-16 20:30:00	ES	Futures	1379.78	1381.04	1379.78	1381.04	2521.0
2012-04-16 21:00:00	ES	Futures	1380.79	1381.04	1379.78	1379.78	2014.0
2012-04-16 21:30:00	ES	Futures	1379.78	1381.29	1379.27	1380.03	2183.0
2012-04-16 22:00:00	ES	Futures	1380.28	1380.28	1378.51	1379.02	1846.0
2012-04-16 22:30:00	ES	Futures	1379.02	1381.8	1378.76	1381.04	3938.0
2012-04-16 23:00:00	ES	Futures	1381.29	1381.29	1379.78	1380.28	1931.0
2012-04-16 23:30:00	ES	Futures	1380.28	1380.28	1379.27	1380.28	1308.0
2012-04-16 00:00:00	NQ	Futures	3106.88	3110.35	3106.88	3110.06	118.0
2012-04-16 00:30:00	NQ	Futures	3110.35	3110.64	3108.04	3108.91	113.0
2012-04-16 01:00:00	NQ	Futures	3109.2	3111.51	3107.46	3111.22	166.0

> showing 50 of 2,685 rows — these rows as CSV

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