PREVIEW / futures_30min / 2012-06-14

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-14.parquet
  size:    77 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
2012-06-14 00:00:00	ES	Futures	1337.02	1337.79	1336.51	1337.53	1400.0
2012-06-14 00:30:00	ES	Futures	1337.28	1337.53	1336.77	1337.02	946.0
2012-06-14 01:00:00	ES	Futures	1337.28	1337.53	1336.51	1337.28	1081.0
2012-06-14 01:30:00	ES	Futures	1337.28	1337.28	1335.24	1336.77	2362.0
2012-06-14 02:00:00	ES	Futures	1336.51	1337.28	1334.23	1334.48	5668.0
2012-06-14 02:30:00	ES	Futures	1334.73	1336.01	1333.97	1334.73	3672.0
2012-06-14 03:00:00	ES	Futures	1334.99	1336.77	1332.7	1335.24	22484.0
2012-06-14 03:30:00	ES	Futures	1334.99	1337.53	1333.72	1334.48	17490.0
2012-06-14 04:00:00	ES	Futures	1334.73	1334.99	1331.43	1332.19	26013.0
2012-06-14 04:30:00	ES	Futures	1332.45	1333.46	1329.9	1331.43	22122.0
2012-06-14 05:00:00	ES	Futures	1331.43	1332.7	1329.9	1331.68	20283.0
2012-06-14 05:30:00	ES	Futures	1331.43	1332.19	1329.39	1330.92	15645.0
2012-06-14 06:00:00	ES	Futures	1330.92	1333.46	1330.16	1333.46	17290.0
2012-06-14 06:30:00	ES	Futures	1333.46	1335.75	1332.95	1333.97	17911.0
2012-06-14 07:00:00	ES	Futures	1333.97	1334.73	1332.7	1333.46	12144.0
2012-06-14 07:30:00	ES	Futures	1333.46	1334.48	1329.39	1331.17	28722.0
2012-06-14 08:00:00	ES	Futures	1331.17	1332.19	1330.16	1330.92	32559.0
2012-06-14 08:30:00	ES	Futures	1330.67	1336.01	1327.87	1333.72	89646.0
2012-06-14 09:00:00	ES	Futures	1333.97	1334.99	1332.7	1333.21	38156.0
2012-06-14 09:30:00	ES	Futures	1333.46	1337.53	1329.65	1337.28	276936.0
2012-06-14 10:00:00	ES	Futures	1337.28	1339.82	1336.77	1337.79	198281.0
2012-06-14 10:30:00	ES	Futures	1337.79	1341.09	1335.75	1340.33	158820.0
2012-06-14 11:00:00	ES	Futures	1340.33	1342.62	1339.31	1342.62	172697.0
2012-06-14 11:30:00	ES	Futures	1342.62	1342.87	1340.33	1340.33	120687.0
2012-06-14 12:00:00	ES	Futures	1340.33	1342.11	1340.07	1340.58	91457.0
2012-06-14 12:30:00	ES	Futures	1340.33	1343.13	1339.57	1342.11	78105.0
2012-06-14 13:00:00	ES	Futures	1342.36	1343.89	1340.07	1340.84	96474.0
2012-06-14 13:30:00	ES	Futures	1340.84	1342.62	1340.33	1341.35	51743.0
2012-06-14 14:00:00	ES	Futures	1341.35	1342.87	1339.06	1339.31	50713.0
2012-06-14 14:30:00	ES	Futures	1339.31	1339.31	1336.77	1337.02	83009.0
2012-06-14 15:00:00	ES	Futures	1336.77	1350.5	1336.51	1339.82	375226.0
2012-06-14 15:30:00	ES	Futures	1340.07	1347.7	1339.31	1345.41	225903.0
2012-06-14 16:00:00	ES	Futures	1345.41	1349.74	1344.91	1348.47	108442.0
2012-06-14 16:30:00	ES	Futures	1347.96	1350.5	1347.7	1349.99	10972.0
2012-06-14 17:00:00	ES	Futures	1349.99	1350.25	1348.72	1348.97	3589.0
2012-06-14 18:00:00	ES	Futures	1348.72	1348.97	1347.96	1347.96	3260.0
2012-06-14 18:30:00	ES	Futures	1347.96	1349.23	1347.7	1348.72	1951.0
2012-06-14 19:00:00	ES	Futures	1348.72	1348.72	1347.96	1348.47	837.0
2012-06-14 19:30:00	ES	Futures	1348.47	1348.72	1347.96	1348.21	1247.0
2012-06-14 20:00:00	ES	Futures	1348.21	1348.72	1347.19	1348.47	3630.0
2012-06-14 20:30:00	ES	Futures	1348.47	1348.47	1347.19	1347.96	3387.0
2012-06-14 21:00:00	ES	Futures	1347.96	1348.72	1347.45	1348.21	1607.0
2012-06-14 21:30:00	ES	Futures	1348.21	1350.25	1347.96	1349.99	2116.0
2012-06-14 22:00:00	ES	Futures	1349.74	1351.77	1349.74	1351.52	3302.0
2012-06-14 22:30:00	ES	Futures	1351.52	1351.52	1349.48	1349.99	1513.0
2012-06-14 23:00:00	ES	Futures	1349.74	1350.75	1349.23	1350.25	857.0
2012-06-14 23:30:00	ES	Futures	1349.99	1351.01	1349.74	1350.25	1023.0
2012-06-14 00:00:00	NQ	Futures	2939.72	2942.33	2939.43	2941.17	240.0
2012-06-14 00:30:00	NQ	Futures	2940.88	2941.46	2940.3	2940.88	123.0
2012-06-14 01:00:00	NQ	Futures	2941.17	2941.17	2939.43	2941.17	85.0

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

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