PREVIEW / futures_30min / 2012-09-24

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-09-24.parquet
  size:    70 KB
  rows:    2,673

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
2012-09-24 00:00:00	ES	Futures	1482.46	1482.71	1481.94	1482.2	1134.0
2012-09-24 00:30:00	ES	Futures	1482.2	1482.46	1481.69	1481.69	1321.0
2012-09-24 01:00:00	ES	Futures	1481.43	1482.46	1480.92	1482.46	1169.0
2012-09-24 01:30:00	ES	Futures	1482.2	1482.46	1481.43	1481.69	1764.0
2012-09-24 02:00:00	ES	Futures	1481.43	1481.94	1479.65	1480.41	6361.0
2012-09-24 02:30:00	ES	Futures	1480.41	1480.92	1479.65	1480.16	3294.0
2012-09-24 03:00:00	ES	Futures	1480.41	1481.69	1479.65	1481.43	14624.0
2012-09-24 03:30:00	ES	Futures	1481.69	1482.2	1481.18	1481.43	7624.0
2012-09-24 04:00:00	ES	Futures	1481.43	1481.69	1479.13	1479.65	14685.0
2012-09-24 04:30:00	ES	Futures	1479.65	1479.65	1478.37	1479.39	8947.0
2012-09-24 05:00:00	ES	Futures	1479.13	1479.39	1478.37	1478.62	7678.0
2012-09-24 05:30:00	ES	Futures	1478.62	1479.13	1476.32	1476.58	15587.0
2012-09-24 06:00:00	ES	Futures	1476.58	1477.86	1476.32	1477.35	7849.0
2012-09-24 06:30:00	ES	Futures	1477.35	1478.11	1477.09	1477.6	4317.0
2012-09-24 07:00:00	ES	Futures	1477.35	1478.11	1477.09	1477.6	6548.0
2012-09-24 07:30:00	ES	Futures	1477.6	1479.39	1477.35	1478.37	12549.0
2012-09-24 08:00:00	ES	Futures	1478.62	1478.62	1477.35	1477.86	11773.0
2012-09-24 08:30:00	ES	Futures	1478.11	1478.11	1476.32	1477.09	29151.0
2012-09-24 09:00:00	ES	Futures	1477.35	1478.88	1477.09	1477.35	25644.0
2012-09-24 09:30:00	ES	Futures	1477.6	1480.16	1476.32	1479.65	132461.0
2012-09-24 10:00:00	ES	Futures	1479.65	1480.67	1477.6	1479.65	125776.0
2012-09-24 10:30:00	ES	Futures	1479.9	1483.48	1479.65	1482.71	111416.0
2012-09-24 11:00:00	ES	Futures	1482.97	1483.48	1480.67	1481.18	106475.0
2012-09-24 11:30:00	ES	Futures	1481.18	1481.69	1479.9	1481.18	42018.0
2012-09-24 12:00:00	ES	Futures	1480.92	1481.43	1479.9	1479.9	41169.0
2012-09-24 12:30:00	ES	Futures	1480.16	1480.41	1478.62	1480.41	39069.0
2012-09-24 13:00:00	ES	Futures	1480.16	1480.92	1479.65	1480.16	28268.0
2012-09-24 13:30:00	ES	Futures	1479.9	1480.16	1478.62	1479.39	34254.0
2012-09-24 14:00:00	ES	Futures	1479.39	1482.71	1479.39	1482.71	40344.0
2012-09-24 14:30:00	ES	Futures	1482.46	1486.29	1482.46	1484.76	73927.0
2012-09-24 15:00:00	ES	Futures	1484.76	1485.52	1482.97	1485.01	57394.0
2012-09-24 15:30:00	ES	Futures	1485.01	1485.01	1481.18	1482.46	131435.0
2012-09-24 16:00:00	ES	Futures	1482.2	1483.22	1481.69	1483.22	67724.0
2012-09-24 16:30:00	ES	Futures	1483.48	1483.99	1482.97	1483.73	5390.0
2012-09-24 17:00:00	ES	Futures	1483.73	1485.01	1483.73	1484.76	2943.0
2012-09-24 18:00:00	ES	Futures	1484.76	1485.01	1483.48	1483.48	3157.0
2012-09-24 18:30:00	ES	Futures	1483.48	1484.76	1483.48	1483.99	860.0
2012-09-24 19:00:00	ES	Futures	1484.24	1484.24	1483.73	1483.73	339.0
2012-09-24 19:30:00	ES	Futures	1483.73	1484.5	1483.73	1484.24	916.0
2012-09-24 20:00:00	ES	Futures	1483.99	1484.76	1483.22	1484.24	3201.0
2012-09-24 20:30:00	ES	Futures	1484.24	1487.31	1483.73	1486.8	8064.0
2012-09-24 21:00:00	ES	Futures	1486.8	1487.31	1486.54	1487.05	3693.0
2012-09-24 21:30:00	ES	Futures	1487.31	1488.08	1486.8	1487.31	3696.0
2012-09-24 22:00:00	ES	Futures	1487.57	1488.08	1487.31	1487.82	2339.0
2012-09-24 22:30:00	ES	Futures	1488.08	1488.08	1487.57	1487.82	992.0
2012-09-24 23:00:00	ES	Futures	1487.82	1487.82	1486.8	1487.31	1518.0
2012-09-24 23:30:00	ES	Futures	1487.31	1487.31	1486.8	1487.05	1142.0
2012-09-24 00:00:00	NQ	Futures	3316.06	3316.35	3314.9	3315.77	325.0
2012-09-24 00:30:00	NQ	Futures	3315.77	3316.35	3314.31	3314.31	158.0
2012-09-24 01:00:00	NQ	Futures	3314.31	3316.35	3313.15	3315.77	140.0

> showing 50 of 2,673 rows — these rows as CSV

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