PREVIEW / futures_30min / 2012-08-10

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-08-10.parquet
  size:    62 KB
  rows:    2,207

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
2012-08-10 00:00:00	ES	Futures	1419.41	1419.92	1418.9	1419.16	919.0
2012-08-10 00:30:00	ES	Futures	1419.16	1419.41	1418.65	1418.9	999.0
2012-08-10 01:00:00	ES	Futures	1418.9	1419.16	1418.39	1418.65	2651.0
2012-08-10 01:30:00	ES	Futures	1418.9	1419.41	1418.39	1418.65	1747.0
2012-08-10 02:00:00	ES	Futures	1418.65	1420.17	1418.65	1419.92	3503.0
2012-08-10 02:30:00	ES	Futures	1420.17	1420.17	1418.39	1418.65	3339.0
2012-08-10 03:00:00	ES	Futures	1418.65	1419.41	1416.87	1417.12	16113.0
2012-08-10 03:30:00	ES	Futures	1417.12	1418.9	1416.87	1418.39	9315.0
2012-08-10 04:00:00	ES	Futures	1418.65	1421.44	1418.39	1420.68	11660.0
2012-08-10 04:30:00	ES	Futures	1420.68	1421.19	1419.92	1421.19	5029.0
2012-08-10 05:00:00	ES	Futures	1420.94	1421.19	1419.92	1420.17	4530.0
2012-08-10 05:30:00	ES	Futures	1420.17	1420.68	1418.9	1419.92	8226.0
2012-08-10 06:00:00	ES	Futures	1419.66	1420.43	1419.16	1419.66	3781.0
2012-08-10 06:30:00	ES	Futures	1419.92	1419.92	1417.88	1418.39	11097.0
2012-08-10 07:00:00	ES	Futures	1418.39	1418.9	1417.38	1418.39	10705.0
2012-08-10 07:30:00	ES	Futures	1418.39	1418.65	1417.63	1417.88	5131.0
2012-08-10 08:00:00	ES	Futures	1417.88	1419.16	1417.88	1418.9	9443.0
2012-08-10 08:30:00	ES	Futures	1418.9	1419.66	1417.38	1419.16	20073.0
2012-08-10 09:00:00	ES	Futures	1419.41	1419.92	1418.14	1418.39	21491.0
2012-08-10 09:30:00	ES	Futures	1418.39	1419.41	1415.85	1418.14	146040.0
2012-08-10 10:00:00	ES	Futures	1418.14	1421.95	1417.12	1420.68	139719.0
2012-08-10 10:30:00	ES	Futures	1420.68	1422.97	1420.43	1421.95	128457.0
2012-08-10 11:00:00	ES	Futures	1421.95	1422.21	1417.38	1421.19	142201.0
2012-08-10 11:30:00	ES	Futures	1420.94	1422.46	1419.66	1421.95	70928.0
2012-08-10 12:00:00	ES	Futures	1421.7	1422.21	1420.68	1421.95	23138.0
2012-08-10 12:30:00	ES	Futures	1421.95	1422.21	1420.43	1420.94	28377.0
2012-08-10 13:00:00	ES	Futures	1420.94	1421.19	1419.41	1420.68	26879.0
2012-08-10 13:30:00	ES	Futures	1420.68	1422.46	1420.43	1421.95	31140.0
2012-08-10 14:00:00	ES	Futures	1421.95	1422.46	1420.68	1421.95	25377.0
2012-08-10 14:30:00	ES	Futures	1421.95	1422.97	1421.44	1422.21	23817.0
2012-08-10 15:00:00	ES	Futures	1422.21	1424.24	1421.95	1423.99	63497.0
2012-08-10 15:30:00	ES	Futures	1424.24	1426.78	1422.97	1426.53	143359.0
2012-08-10 16:00:00	ES	Futures	1426.28	1426.78	1425.51	1426.28	62913.0
2012-08-10 00:00:00	NQ	Futures	3143.8	3144.38	3143.22	3143.51	94.0
2012-08-10 00:30:00	NQ	Futures	3143.51	3143.51	3142.06	3142.35	202.0
2012-08-10 01:00:00	NQ	Futures	3142.35	3143.51	3141.19	3142.64	287.0
2012-08-10 01:30:00	NQ	Futures	3142.64	3144.09	3141.77	3142.06	141.0
2012-08-10 02:00:00	NQ	Futures	3142.35	3146.12	3142.06	3144.96	550.0
2012-08-10 02:30:00	NQ	Futures	3145.25	3145.54	3141.48	3141.77	566.0
2012-08-10 03:00:00	NQ	Futures	3142.06	3144.09	3137.71	3138.58	1599.0
2012-08-10 03:30:00	NQ	Futures	3138.58	3141.48	3138.0	3140.9	1022.0
2012-08-10 04:00:00	NQ	Futures	3141.48	3146.99	3141.19	3146.41	1358.0
2012-08-10 04:30:00	NQ	Futures	3146.41	3147.86	3143.8	3146.12	716.0
2012-08-10 05:00:00	NQ	Futures	3146.12	3146.12	3143.51	3144.09	828.0
2012-08-10 05:30:00	NQ	Futures	3144.96	3145.54	3142.35	3144.67	704.0
2012-08-10 06:00:00	NQ	Futures	3144.38	3145.54	3142.93	3144.38	526.0
2012-08-10 06:30:00	NQ	Futures	3144.38	3144.67	3140.9	3141.77	741.0
2012-08-10 07:00:00	NQ	Futures	3141.77	3142.93	3139.16	3141.48	761.0
2012-08-10 07:30:00	NQ	Futures	3141.48	3141.77	3140.03	3141.19	560.0
2012-08-10 08:00:00	NQ	Futures	3141.19	3142.93	3140.9	3142.93	981.0

> showing 50 of 2,207 rows — these rows as CSV

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