PREVIEW / futures_30min / 2012-06-21

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-21.parquet
  size:    81 KB
  rows:    2,816

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
2012-06-21 00:00:00	ES	Futures	1369.06	1369.57	1367.03	1367.79	3830.0
2012-06-21 00:30:00	ES	Futures	1367.79	1368.3	1366.77	1367.03	2497.0
2012-06-21 01:00:00	ES	Futures	1367.28	1367.54	1366.26	1367.54	3270.0
2012-06-21 01:30:00	ES	Futures	1367.54	1369.06	1367.28	1368.04	2253.0
2012-06-21 02:00:00	ES	Futures	1368.04	1368.81	1367.54	1368.81	3301.0
2012-06-21 02:30:00	ES	Futures	1368.55	1369.06	1367.28	1368.55	4181.0
2012-06-21 03:00:00	ES	Futures	1368.81	1371.6	1368.04	1368.3	22467.0
2012-06-21 03:30:00	ES	Futures	1368.3	1369.57	1366.01	1366.77	20117.0
2012-06-21 04:00:00	ES	Futures	1366.77	1368.55	1366.01	1368.55	14365.0
2012-06-21 04:30:00	ES	Futures	1368.55	1370.08	1367.79	1369.32	12525.0
2012-06-21 05:00:00	ES	Futures	1369.57	1371.35	1368.3	1370.84	13843.0
2012-06-21 05:30:00	ES	Futures	1370.84	1371.35	1370.08	1370.33	10830.0
2012-06-21 06:00:00	ES	Futures	1370.33	1371.1	1369.57	1370.33	7677.0
2012-06-21 06:30:00	ES	Futures	1370.59	1371.1	1369.57	1370.08	6492.0
2012-06-21 07:00:00	ES	Futures	1370.08	1373.89	1369.82	1373.64	18956.0
2012-06-21 07:30:00	ES	Futures	1373.89	1376.44	1373.64	1373.89	34133.0
2012-06-21 08:00:00	ES	Futures	1373.89	1375.42	1372.37	1373.38	27779.0
2012-06-21 08:30:00	ES	Futures	1373.13	1375.42	1371.86	1373.13	46342.0
2012-06-21 09:00:00	ES	Futures	1373.13	1376.18	1371.6	1374.15	59727.0
2012-06-21 09:30:00	ES	Futures	1374.15	1375.67	1370.08	1370.59	180588.0
2012-06-21 10:00:00	ES	Futures	1370.84	1370.84	1364.74	1366.01	240197.0
2012-06-21 10:30:00	ES	Futures	1366.01	1368.81	1365.25	1367.03	129275.0
2012-06-21 11:00:00	ES	Futures	1367.03	1367.28	1359.4	1360.42	293062.0
2012-06-21 11:30:00	ES	Futures	1360.42	1360.92	1357.37	1360.67	179830.0
2012-06-21 12:00:00	ES	Futures	1360.67	1360.92	1351.26	1352.03	219898.0
2012-06-21 12:30:00	ES	Futures	1351.77	1354.31	1351.52	1353.55	128161.0
2012-06-21 13:00:00	ES	Futures	1353.81	1354.82	1350.75	1351.01	103414.0
2012-06-21 13:30:00	ES	Futures	1351.01	1352.28	1348.47	1349.48	128170.0
2012-06-21 14:00:00	ES	Futures	1349.48	1350.25	1344.65	1346.43	129597.0
2012-06-21 14:30:00	ES	Futures	1346.18	1348.47	1345.41	1347.19	93979.0
2012-06-21 15:00:00	ES	Futures	1347.19	1347.96	1342.11	1344.91	142636.0
2012-06-21 15:30:00	ES	Futures	1344.91	1346.69	1340.07	1341.6	266374.0
2012-06-21 16:00:00	ES	Futures	1341.35	1344.65	1340.33	1340.84	122549.0
2012-06-21 16:30:00	ES	Futures	1341.09	1342.11	1340.84	1341.09	8238.0
2012-06-21 17:00:00	ES	Futures	1341.09	1344.4	1340.84	1344.14	6679.0
2012-06-21 18:00:00	ES	Futures	1344.4	1345.16	1344.14	1344.14	4992.0
2012-06-21 18:30:00	ES	Futures	1344.14	1344.65	1343.63	1344.14	1859.0
2012-06-21 19:00:00	ES	Futures	1343.89	1345.16	1343.63	1343.89	1543.0
2012-06-21 19:30:00	ES	Futures	1343.89	1344.14	1343.13	1343.38	2207.0
2012-06-21 20:00:00	ES	Futures	1343.38	1344.65	1342.87	1344.14	3926.0
2012-06-21 20:30:00	ES	Futures	1344.14	1344.65	1343.38	1343.63	3144.0
2012-06-21 21:00:00	ES	Futures	1343.38	1344.4	1342.87	1344.14	2319.0
2012-06-21 21:30:00	ES	Futures	1343.89	1345.16	1343.13	1343.38	2772.0
2012-06-21 22:00:00	ES	Futures	1343.38	1345.16	1343.38	1344.65	2886.0
2012-06-21 22:30:00	ES	Futures	1344.65	1344.91	1343.38	1343.89	1802.0
2012-06-21 23:00:00	ES	Futures	1343.89	1344.65	1342.62	1344.14	3059.0
2012-06-21 23:30:00	ES	Futures	1343.89	1344.14	1343.13	1343.38	1175.0
2012-06-21 00:00:00	NQ	Futures	3026.98	3027.27	3022.05	3023.5	262.0
2012-06-21 00:30:00	NQ	Futures	3023.21	3024.37	3022.05	3022.63	214.0
2012-06-21 01:00:00	NQ	Futures	3022.63	3022.92	3020.02	3022.63	244.0

> showing 50 of 2,816 rows — these rows as CSV

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