PREVIEW / futures_30min / 2012-06-28

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-06-28.parquet
  size:    78 KB
  rows:    2,832

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
2012-06-28 00:00:00	ES	Futures	1349.23	1349.48	1348.21	1348.72	1063.0
2012-06-28 00:30:00	ES	Futures	1348.97	1349.48	1348.72	1349.23	962.0
2012-06-28 01:00:00	ES	Futures	1349.23	1349.48	1348.97	1349.23	1191.0
2012-06-28 01:30:00	ES	Futures	1349.23	1349.74	1348.47	1349.48	2036.0
2012-06-28 02:00:00	ES	Futures	1349.48	1350.25	1348.47	1350.25	4182.0
2012-06-28 02:30:00	ES	Futures	1350.25	1350.25	1348.72	1348.97	3367.0
2012-06-28 03:00:00	ES	Futures	1348.97	1349.74	1346.43	1346.94	18132.0
2012-06-28 03:30:00	ES	Futures	1347.19	1347.7	1341.85	1343.13	34092.0
2012-06-28 04:00:00	ES	Futures	1342.87	1343.13	1338.8	1340.07	32373.0
2012-06-28 04:30:00	ES	Futures	1340.33	1341.6	1338.29	1340.84	18469.0
2012-06-28 05:00:00	ES	Futures	1341.09	1342.87	1340.58	1341.35	14210.0
2012-06-28 05:30:00	ES	Futures	1341.35	1341.85	1338.29	1339.31	19734.0
2012-06-28 06:00:00	ES	Futures	1339.31	1342.62	1337.79	1342.11	22611.0
2012-06-28 06:30:00	ES	Futures	1342.11	1342.62	1340.84	1341.6	11107.0
2012-06-28 07:00:00	ES	Futures	1341.85	1347.7	1340.84	1344.14	49637.0
2012-06-28 07:30:00	ES	Futures	1344.14	1345.41	1340.07	1341.09	43776.0
2012-06-28 08:00:00	ES	Futures	1341.09	1341.85	1339.31	1339.82	30669.0
2012-06-28 08:30:00	ES	Futures	1339.82	1342.36	1339.31	1340.33	23156.0
2012-06-28 09:00:00	ES	Futures	1340.33	1342.11	1338.55	1339.31	52827.0
2012-06-28 09:30:00	ES	Futures	1339.57	1340.84	1336.77	1339.57	192507.0
2012-06-28 10:00:00	ES	Futures	1339.57	1341.35	1334.73	1337.02	286225.0
2012-06-28 10:30:00	ES	Futures	1336.77	1337.02	1330.41	1332.19	242647.0
2012-06-28 11:00:00	ES	Futures	1332.19	1335.24	1330.41	1334.99	133390.0
2012-06-28 11:30:00	ES	Futures	1334.99	1336.51	1333.97	1334.73	88065.0
2012-06-28 12:00:00	ES	Futures	1334.99	1336.26	1332.95	1334.23	59695.0
2012-06-28 12:30:00	ES	Futures	1333.97	1335.24	1332.7	1334.73	50990.0
2012-06-28 13:00:00	ES	Futures	1334.73	1335.75	1332.95	1334.23	64339.0
2012-06-28 13:30:00	ES	Futures	1334.23	1334.23	1330.92	1333.72	73877.0
2012-06-28 14:00:00	ES	Futures	1333.72	1334.23	1329.39	1330.41	68740.0
2012-06-28 14:30:00	ES	Futures	1330.16	1332.7	1329.14	1332.45	58016.0
2012-06-28 15:00:00	ES	Futures	1332.45	1336.26	1332.19	1336.26	85262.0
2012-06-28 15:30:00	ES	Futures	1336.26	1346.94	1335.75	1344.65	380724.0
2012-06-28 16:00:00	ES	Futures	1344.91	1346.69	1344.14	1345.67	91749.0
2012-06-28 16:30:00	ES	Futures	1344.65	1344.91	1342.36	1342.62	10159.0
2012-06-28 17:00:00	ES	Futures	1342.87	1343.63	1341.85	1343.63	3621.0
2012-06-28 18:00:00	ES	Futures	1343.63	1343.63	1342.11	1342.62	2634.0
2012-06-28 18:30:00	ES	Futures	1342.62	1342.62	1340.58	1341.6	4013.0
2012-06-28 19:00:00	ES	Futures	1341.35	1341.35	1338.55	1338.8	6186.0
2012-06-28 19:30:00	ES	Futures	1339.06	1341.09	1338.8	1340.33	3259.0
2012-06-28 20:00:00	ES	Futures	1340.33	1341.09	1338.8	1341.09	3963.0
2012-06-28 20:30:00	ES	Futures	1340.84	1341.6	1340.33	1340.84	2360.0
2012-06-28 21:00:00	ES	Futures	1341.09	1342.62	1341.09	1341.35	2667.0
2012-06-28 21:30:00	ES	Futures	1341.35	1343.63	1340.33	1343.13	3716.0
2012-06-28 22:00:00	ES	Futures	1343.13	1344.65	1342.62	1344.4	3383.0
2012-06-28 22:30:00	ES	Futures	1344.4	1359.4	1342.62	1357.62	28059.0
2012-06-28 23:00:00	ES	Futures	1357.87	1361.69	1354.82	1359.14	28424.0
2012-06-28 23:30:00	ES	Futures	1358.89	1364.99	1358.38	1360.42	15910.0
2012-06-28 00:00:00	NQ	Futures	2969.58	2969.58	2967.26	2968.71	150.0
2012-06-28 00:30:00	NQ	Futures	2969.0	2970.74	2969.0	2969.87	196.0
2012-06-28 01:00:00	NQ	Futures	2970.74	2971.61	2970.16	2971.32	114.0

> showing 50 of 2,832 rows — these rows as CSV

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