PREVIEW / futures_30min / 2012-10-19

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-10-19.parquet
  size:    65 KB
  rows:    2,279

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
2012-10-19 00:00:00	ES	Futures	1482.71	1483.48	1482.71	1483.22	808.0
2012-10-19 00:30:00	ES	Futures	1483.22	1483.99	1482.97	1483.48	1781.0
2012-10-19 01:00:00	ES	Futures	1483.22	1483.73	1482.71	1483.48	1731.0
2012-10-19 01:30:00	ES	Futures	1483.22	1483.48	1482.71	1482.97	1486.0
2012-10-19 02:00:00	ES	Futures	1482.97	1483.73	1482.71	1482.71	2949.0
2012-10-19 02:30:00	ES	Futures	1482.97	1483.22	1481.94	1482.71	2148.0
2012-10-19 03:00:00	ES	Futures	1482.46	1484.24	1482.2	1483.73	12490.0
2012-10-19 03:30:00	ES	Futures	1483.48	1484.24	1482.2	1483.22	8501.0
2012-10-19 04:00:00	ES	Futures	1482.97	1483.22	1480.92	1481.69	10806.0
2012-10-19 04:30:00	ES	Futures	1481.43	1481.69	1480.16	1480.92	12451.0
2012-10-19 05:00:00	ES	Futures	1480.67	1482.2	1480.67	1482.2	7609.0
2012-10-19 05:30:00	ES	Futures	1481.94	1482.46	1480.92	1481.18	9840.0
2012-10-19 06:00:00	ES	Futures	1481.18	1481.69	1479.39	1479.9	16414.0
2012-10-19 06:30:00	ES	Futures	1479.9	1480.92	1479.13	1480.41	14051.0
2012-10-19 07:00:00	ES	Futures	1480.41	1480.92	1478.88	1479.9	19006.0
2012-10-19 07:30:00	ES	Futures	1479.65	1480.92	1479.65	1480.67	11041.0
2012-10-19 08:00:00	ES	Futures	1480.41	1480.92	1478.88	1479.39	21519.0
2012-10-19 08:30:00	ES	Futures	1479.65	1481.18	1479.39	1480.41	19834.0
2012-10-19 09:00:00	ES	Futures	1480.41	1481.69	1479.9	1481.69	37630.0
2012-10-19 09:30:00	ES	Futures	1481.69	1481.94	1474.28	1476.58	226499.0
2012-10-19 10:00:00	ES	Futures	1476.32	1477.09	1473.51	1475.56	137989.0
2012-10-19 10:30:00	ES	Futures	1475.56	1475.56	1472.75	1473.51	108635.0
2012-10-19 11:00:00	ES	Futures	1473.77	1474.03	1468.15	1469.43	273945.0
2012-10-19 11:30:00	ES	Futures	1469.68	1470.19	1465.6	1467.38	169795.0
2012-10-19 12:00:00	ES	Futures	1467.38	1467.64	1462.02	1463.3	184144.0
2012-10-19 12:30:00	ES	Futures	1463.3	1465.6	1463.04	1464.06	79278.0
2012-10-19 13:00:00	ES	Futures	1464.06	1465.85	1463.04	1464.06	55288.0
2012-10-19 13:30:00	ES	Futures	1464.06	1464.32	1458.19	1459.72	133987.0
2012-10-19 14:00:00	ES	Futures	1459.72	1461.25	1455.63	1456.91	122608.0
2012-10-19 14:30:00	ES	Futures	1456.91	1459.72	1455.63	1459.21	112841.0
2012-10-19 15:00:00	ES	Futures	1459.46	1461.76	1457.16	1459.98	154059.0
2012-10-19 15:30:00	ES	Futures	1459.98	1462.53	1458.7	1458.7	246456.0
2012-10-19 16:00:00	ES	Futures	1458.44	1458.7	1454.61	1454.87	147834.0
2012-10-19 00:00:00	NQ	Futures	3176.58	3177.74	3176.0	3176.58	244.0
2012-10-19 00:30:00	NQ	Futures	3176.29	3177.74	3175.13	3175.71	223.0
2012-10-19 01:00:00	NQ	Futures	3175.71	3176.58	3175.13	3175.71	166.0
2012-10-19 01:30:00	NQ	Futures	3175.42	3176.29	3174.55	3174.84	229.0
2012-10-19 02:00:00	NQ	Futures	3175.13	3176.29	3173.68	3173.68	611.0
2012-10-19 02:30:00	NQ	Futures	3173.68	3174.55	3173.09	3173.97	304.0
2012-10-19 03:00:00	NQ	Futures	3173.68	3177.45	3173.68	3176.29	1196.0
2012-10-19 03:30:00	NQ	Futures	3176.0	3177.16	3173.68	3174.84	649.0
2012-10-19 04:00:00	NQ	Futures	3174.55	3175.13	3169.9	3171.35	1478.0
2012-10-19 04:30:00	NQ	Futures	3171.64	3171.93	3168.44	3169.32	1093.0
2012-10-19 05:00:00	NQ	Futures	3169.32	3171.93	3169.03	3171.93	896.0
2012-10-19 05:30:00	NQ	Futures	3171.93	3171.93	3168.15	3169.03	1256.0
2012-10-19 06:00:00	NQ	Futures	3169.32	3170.19	3166.41	3167.28	1208.0
2012-10-19 06:30:00	NQ	Futures	3166.99	3169.03	3166.12	3167.86	1061.0
2012-10-19 07:00:00	NQ	Futures	3167.86	3169.03	3164.38	3165.83	1610.0
2012-10-19 07:30:00	NQ	Futures	3165.83	3170.77	3165.25	3170.48	1396.0
2012-10-19 08:00:00	NQ	Futures	3170.48	3171.93	3169.32	3170.77	2449.0

> showing 50 of 2,279 rows — these rows as CSV

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