PREVIEW / futures_30min / 2012-05-06

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-05-06.parquet
  size:    20 KB
  rows:    517

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
2012-05-06 18:00:00	ES	Futures	1370.16	1370.92	1361.31	1363.33	34936.0
2012-05-06 18:30:00	ES	Futures	1363.59	1365.1	1358.53	1365.1	20201.0
2012-05-06 19:00:00	ES	Futures	1364.85	1365.86	1363.59	1364.09	5163.0
2012-05-06 19:30:00	ES	Futures	1364.34	1366.87	1363.84	1365.1	6361.0
2012-05-06 20:00:00	ES	Futures	1365.1	1367.13	1362.83	1365.61	12062.0
2012-05-06 20:30:00	ES	Futures	1365.61	1367.63	1364.6	1365.1	5021.0
2012-05-06 21:00:00	ES	Futures	1365.1	1365.61	1363.33	1363.59	3787.0
2012-05-06 21:30:00	ES	Futures	1363.84	1365.36	1363.33	1363.59	7526.0
2012-05-06 22:00:00	ES	Futures	1363.59	1363.84	1361.81	1363.08	6930.0
2012-05-06 22:30:00	ES	Futures	1363.33	1364.09	1362.57	1364.09	3775.0
2012-05-06 23:00:00	ES	Futures	1364.09	1365.1	1363.33	1364.85	2136.0
2012-05-06 23:30:00	ES	Futures	1364.85	1365.36	1364.6	1364.85	2440.0
2012-05-06 18:00:00	NQ	Futures	3019.54	3021.57	3003.06	3005.66	3066.0
2012-05-06 18:30:00	NQ	Futures	3005.95	3007.4	2992.07	3007.11	2167.0
2012-05-06 19:00:00	NQ	Futures	3007.4	3009.42	3003.35	3004.79	634.0
2012-05-06 19:30:00	NQ	Futures	3004.79	3011.16	3004.5	3006.24	606.0
2012-05-06 20:00:00	NQ	Futures	3006.53	3012.89	3003.06	3010.0	1139.0
2012-05-06 20:30:00	NQ	Futures	3010.0	3014.34	3007.11	3007.69	538.0
2012-05-06 21:00:00	NQ	Futures	3007.69	3008.26	3003.64	3004.5	501.0
2012-05-06 21:30:00	NQ	Futures	3004.79	3007.69	3003.06	3003.93	465.0
2012-05-06 22:00:00	NQ	Futures	3003.64	3003.93	2999.88	3003.35	443.0
2012-05-06 22:30:00	NQ	Futures	3003.64	3006.24	3003.06	3005.37	263.0
2012-05-06 23:00:00	NQ	Futures	3005.37	3007.69	3004.79	3007.11	171.0
2012-05-06 23:30:00	NQ	Futures	3007.4	3008.26	3007.11	3007.11	111.0
2012-05-06 18:00:00	YM	Futures	12822.4	12841.3	12767.6	12776.5	2468.0
2012-05-06 18:30:00	YM	Futures	12776.5	12788.5	12731.7	12784.5	1604.0
2012-05-06 19:00:00	YM	Futures	12787.5	12792.5	12775.5	12779.5	236.0
2012-05-06 19:30:00	YM	Futures	12780.5	12800.5	12777.5	12785.5	376.0
2012-05-06 20:00:00	YM	Futures	12784.5	12804.4	12770.6	12794.5	719.0
2012-05-06 20:30:00	YM	Futures	12795.5	12808.4	12786.5	12789.5	411.0
2012-05-06 21:00:00	YM	Futures	12789.5	12793.5	12775.5	12778.5	418.0
2012-05-06 21:30:00	YM	Futures	12779.5	12789.5	12775.5	12776.5	514.0
2012-05-06 22:00:00	YM	Futures	12775.5	12778.5	12764.6	12774.6	476.0
2012-05-06 22:30:00	YM	Futures	12775.5	12784.5	12774.6	12783.5	785.0
2012-05-06 23:00:00	YM	Futures	12783.5	12791.5	12779.5	12788.5	255.0
2012-05-06 23:30:00	YM	Futures	12787.5	12793.5	12787.5	12788.5	150.0
2012-05-06 18:00:00	CL	Futures	163.0	163.32	158.5	158.98	8934.0
2012-05-06 18:30:00	CL	Futures	159.01	160.36	158.9	159.81	3735.0
2012-05-06 19:00:00	CL	Futures	159.83	159.99	159.56	159.88	1364.0
2012-05-06 19:30:00	CL	Futures	159.89	160.21	159.69	160.03	1614.0
2012-05-06 20:00:00	CL	Futures	160.03	160.41	160.01	160.34	1121.0
2012-05-06 20:30:00	CL	Futures	160.36	160.66	160.13	160.16	1102.0
2012-05-06 21:00:00	CL	Futures	160.14	160.16	159.79	159.81	1390.0
2012-05-06 21:30:00	CL	Futures	159.86	160.08	159.84	160.06	617.0
2012-05-06 22:00:00	CL	Futures	160.04	160.61	160.03	160.39	1012.0
2012-05-06 22:30:00	CL	Futures	160.39	160.81	160.38	160.76	726.0
2012-05-06 23:00:00	CL	Futures	160.76	161.26	160.74	161.24	1305.0
2012-05-06 23:30:00	CL	Futures	161.21	161.59	161.16	161.36	1057.0
2012-05-06 18:00:00	GC	Futures	2277.4	2278.4	2267.5	2269.5	1586.0
2012-05-06 18:30:00	GC	Futures	2269.5	2274.8	2267.5	2273.8	1368.0

> showing 50 of 517 rows — these rows as CSV

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