PREVIEW / futures_30min / 2012-09-03

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-03.parquet
  size:    49 KB
  rows:    1,802

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
2012-09-03 00:00:00	ES	Futures	1427.04	1428.06	1426.53	1427.29	1150.0
2012-09-03 00:30:00	ES	Futures	1427.29	1428.31	1427.29	1428.06	1021.0
2012-09-03 01:00:00	ES	Futures	1428.06	1428.56	1427.04	1427.04	1515.0
2012-09-03 01:30:00	ES	Futures	1426.78	1427.29	1425.26	1425.77	1650.0
2012-09-03 02:00:00	ES	Futures	1426.02	1426.78	1425.77	1426.53	2843.0
2012-09-03 02:30:00	ES	Futures	1426.53	1426.78	1425.51	1426.02	2438.0
2012-09-03 03:00:00	ES	Futures	1426.02	1430.09	1425.26	1429.58	14262.0
2012-09-03 03:30:00	ES	Futures	1429.58	1432.12	1429.07	1430.34	12019.0
2012-09-03 04:00:00	ES	Futures	1430.34	1431.11	1429.84	1429.84	7552.0
2012-09-03 04:30:00	ES	Futures	1430.09	1430.09	1428.56	1429.33	8978.0
2012-09-03 05:00:00	ES	Futures	1429.33	1429.58	1428.06	1428.56	5256.0
2012-09-03 05:30:00	ES	Futures	1428.56	1430.34	1428.31	1429.58	5177.0
2012-09-03 06:00:00	ES	Futures	1429.58	1431.11	1429.07	1430.6	5579.0
2012-09-03 06:30:00	ES	Futures	1430.6	1430.85	1429.84	1429.84	3328.0
2012-09-03 07:00:00	ES	Futures	1429.84	1430.09	1428.56	1429.84	3750.0
2012-09-03 07:30:00	ES	Futures	1429.58	1429.84	1429.33	1429.84	1832.0
2012-09-03 08:00:00	ES	Futures	1429.58	1430.85	1429.07	1430.85	4220.0
2012-09-03 08:30:00	ES	Futures	1430.85	1431.62	1430.6	1431.11	4056.0
2012-09-03 09:00:00	ES	Futures	1431.11	1431.36	1430.09	1430.34	4052.0
2012-09-03 09:30:00	ES	Futures	1430.6	1431.87	1429.33	1429.58	8836.0
2012-09-03 10:00:00	ES	Futures	1429.58	1430.85	1429.58	1430.6	3077.0
2012-09-03 10:30:00	ES	Futures	1430.85	1430.85	1429.84	1430.09	4933.0
2012-09-03 11:00:00	ES	Futures	1430.09	1433.65	1430.09	1432.63	12104.0
2012-09-03 18:00:00	ES	Futures	1432.89	1432.89	1430.6	1431.11	2766.0
2012-09-03 18:30:00	ES	Futures	1430.85	1431.11	1430.6	1430.6	1011.0
2012-09-03 19:00:00	ES	Futures	1430.6	1431.11	1430.6	1431.11	151.0
2012-09-03 19:30:00	ES	Futures	1431.11	1431.36	1430.34	1430.34	1871.0
2012-09-03 20:00:00	ES	Futures	1430.34	1430.6	1428.82	1429.84	4465.0
2012-09-03 20:30:00	ES	Futures	1429.84	1430.6	1429.33	1430.6	2051.0
2012-09-03 21:00:00	ES	Futures	1430.6	1431.62	1430.34	1430.6	2935.0
2012-09-03 21:30:00	ES	Futures	1430.85	1432.89	1430.6	1431.87	3209.0
2012-09-03 22:00:00	ES	Futures	1431.87	1433.4	1431.36	1431.87	2837.0
2012-09-03 22:30:00	ES	Futures	1432.12	1432.38	1431.62	1431.87	1190.0
2012-09-03 23:00:00	ES	Futures	1431.62	1432.12	1431.62	1431.87	710.0
2012-09-03 23:30:00	ES	Futures	1431.62	1432.12	1430.6	1431.11	1286.0
2012-09-03 00:00:00	NQ	Futures	3212.51	3214.24	3212.51	3213.95	234.0
2012-09-03 00:30:00	NQ	Futures	3213.37	3215.4	3213.37	3215.11	111.0
2012-09-03 01:00:00	NQ	Futures	3215.11	3215.4	3212.22	3212.22	188.0
2012-09-03 01:30:00	NQ	Futures	3211.64	3212.22	3210.48	3210.77	98.0
2012-09-03 02:00:00	NQ	Futures	3211.06	3212.51	3210.77	3211.06	212.0
2012-09-03 02:30:00	NQ	Futures	3211.06	3211.64	3209.61	3209.9	150.0
2012-09-03 03:00:00	NQ	Futures	3209.9	3217.14	3208.74	3216.56	1449.0
2012-09-03 03:30:00	NQ	Futures	3216.85	3222.36	3215.69	3219.17	2040.0
2012-09-03 04:00:00	NQ	Futures	3219.17	3220.91	3218.59	3218.88	876.0
2012-09-03 04:30:00	NQ	Futures	3218.88	3219.17	3215.69	3217.72	603.0
2012-09-03 05:00:00	NQ	Futures	3217.43	3217.72	3215.98	3216.56	377.0
2012-09-03 05:30:00	NQ	Futures	3216.56	3219.17	3216.56	3218.59	257.0
2012-09-03 06:00:00	NQ	Futures	3218.59	3220.04	3217.14	3219.75	410.0
2012-09-03 06:30:00	NQ	Futures	3219.75	3219.75	3217.43	3218.01	245.0
2012-09-03 07:00:00	NQ	Futures	3218.01	3218.88	3216.27	3218.59	219.0

> showing 50 of 1,802 rows — these rows as CSV

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