PREVIEW / futures_30min / 2012-11-16

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-16.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
2012-11-16 00:00:00	ES	Futures	1378.74	1379.25	1377.97	1378.23	1522.0
2012-11-16 00:30:00	ES	Futures	1378.23	1378.99	1377.97	1378.23	1300.0
2012-11-16 01:00:00	ES	Futures	1377.97	1379.25	1377.72	1378.99	2299.0
2012-11-16 01:30:00	ES	Futures	1378.99	1379.25	1378.48	1378.99	1973.0
2012-11-16 02:00:00	ES	Futures	1378.99	1380.53	1378.48	1380.01	5411.0
2012-11-16 02:30:00	ES	Futures	1380.01	1380.53	1379.5	1379.76	4448.0
2012-11-16 03:00:00	ES	Futures	1380.01	1382.57	1379.5	1381.04	16683.0
2012-11-16 03:30:00	ES	Futures	1380.78	1382.57	1380.53	1380.53	9595.0
2012-11-16 04:00:00	ES	Futures	1380.78	1380.78	1374.91	1375.16	27959.0
2012-11-16 04:30:00	ES	Futures	1374.91	1376.18	1374.91	1375.67	13775.0
2012-11-16 05:00:00	ES	Futures	1375.93	1377.2	1373.88	1376.95	21341.0
2012-11-16 05:30:00	ES	Futures	1376.95	1377.46	1374.91	1376.44	13391.0
2012-11-16 06:00:00	ES	Futures	1376.69	1377.97	1375.67	1377.46	9935.0
2012-11-16 06:30:00	ES	Futures	1377.72	1380.01	1376.95	1380.01	14025.0
2012-11-16 07:00:00	ES	Futures	1379.76	1381.04	1376.95	1377.97	23840.0
2012-11-16 07:30:00	ES	Futures	1378.23	1381.29	1377.46	1381.04	23099.0
2012-11-16 08:00:00	ES	Futures	1381.04	1385.64	1379.5	1384.87	65423.0
2012-11-16 08:30:00	ES	Futures	1385.12	1386.66	1383.59	1384.61	37068.0
2012-11-16 09:00:00	ES	Futures	1384.61	1385.89	1381.29	1381.8	51530.0
2012-11-16 09:30:00	ES	Futures	1381.8	1382.31	1374.91	1376.44	248656.0
2012-11-16 10:00:00	ES	Futures	1376.18	1377.97	1371.33	1376.95	243219.0
2012-11-16 10:30:00	ES	Futures	1377.2	1378.99	1374.91	1375.16	131239.0
2012-11-16 11:00:00	ES	Futures	1375.16	1377.46	1369.54	1370.31	192174.0
2012-11-16 11:30:00	ES	Futures	1370.05	1385.12	1370.05	1385.12	324522.0
2012-11-16 12:00:00	ES	Futures	1384.87	1386.66	1382.31	1385.89	173490.0
2012-11-16 12:30:00	ES	Futures	1385.89	1388.7	1384.36	1384.87	117422.0
2012-11-16 13:00:00	ES	Futures	1384.87	1385.89	1381.55	1384.1	69503.0
2012-11-16 13:30:00	ES	Futures	1384.1	1386.4	1382.31	1385.38	71457.0
2012-11-16 14:00:00	ES	Futures	1385.12	1385.89	1379.76	1380.27	74872.0
2012-11-16 14:30:00	ES	Futures	1380.27	1383.85	1377.46	1383.08	99348.0
2012-11-16 15:00:00	ES	Futures	1383.08	1386.4	1381.04	1385.38	103823.0
2012-11-16 15:30:00	ES	Futures	1385.64	1389.47	1384.87	1386.66	234239.0
2012-11-16 16:00:00	ES	Futures	1386.4	1390.23	1385.38	1390.23	109565.0
2012-11-16 00:00:00	NQ	Futures	2930.17	2931.63	2929.01	2930.17	187.0
2012-11-16 00:30:00	NQ	Futures	2930.17	2930.75	2929.01	2929.01	101.0
2012-11-16 01:00:00	NQ	Futures	2929.3	2931.63	2929.3	2930.75	175.0
2012-11-16 01:30:00	NQ	Futures	2930.75	2931.33	2929.88	2931.04	95.0
2012-11-16 02:00:00	NQ	Futures	2930.75	2933.95	2930.75	2932.79	411.0
2012-11-16 02:30:00	NQ	Futures	2933.37	2933.66	2931.63	2932.5	133.0
2012-11-16 03:00:00	NQ	Futures	2932.5	2935.98	2930.17	2931.92	1315.0
2012-11-16 03:30:00	NQ	Futures	2931.63	2934.53	2929.88	2930.46	722.0
2012-11-16 04:00:00	NQ	Futures	2930.75	2930.75	2920.87	2921.16	2151.0
2012-11-16 04:30:00	NQ	Futures	2921.16	2925.52	2921.16	2923.78	1269.0
2012-11-16 05:00:00	NQ	Futures	2924.07	2927.56	2920.87	2926.69	1470.0
2012-11-16 05:30:00	NQ	Futures	2926.98	2927.56	2922.33	2924.94	1107.0
2012-11-16 06:00:00	NQ	Futures	2925.23	2927.27	2922.91	2925.81	930.0
2012-11-16 06:30:00	NQ	Futures	2925.81	2930.17	2924.36	2929.88	706.0
2012-11-16 07:00:00	NQ	Futures	2929.88	2931.92	2923.2	2925.23	2864.0
2012-11-16 07:30:00	NQ	Futures	2925.23	2932.21	2924.07	2932.21	1794.0
2012-11-16 08:00:00	NQ	Futures	2931.92	2942.67	2930.17	2941.21	6477.0

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

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