PREVIEW / futures_30min / 2013-05-02

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-02.parquet
  size:    77 KB
  rows:    2,918

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
2013-05-02 00:00:00	ES	Futures	1629.48	1629.48	1628.96	1629.22	746.0
2013-05-02 00:30:00	ES	Futures	1628.96	1629.48	1628.71	1628.96	1626.0
2013-05-02 01:00:00	ES	Futures	1628.96	1629.48	1628.71	1628.71	1712.0
2013-05-02 01:30:00	ES	Futures	1628.71	1628.96	1628.45	1628.71	2305.0
2013-05-02 02:00:00	ES	Futures	1628.71	1630.51	1628.71	1628.96	7339.0
2013-05-02 02:30:00	ES	Futures	1628.96	1629.99	1628.19	1628.45	3952.0
2013-05-02 03:00:00	ES	Futures	1628.71	1630.51	1628.45	1629.48	13150.0
2013-05-02 03:30:00	ES	Futures	1629.48	1631.02	1629.48	1630.51	7936.0
2013-05-02 04:00:00	ES	Futures	1630.25	1630.77	1628.96	1629.22	6747.0
2013-05-02 04:30:00	ES	Futures	1629.22	1629.48	1628.19	1628.96	5729.0
2013-05-02 05:00:00	ES	Futures	1628.71	1629.22	1627.16	1627.42	9862.0
2013-05-02 05:30:00	ES	Futures	1627.42	1628.19	1627.16	1627.68	5639.0
2013-05-02 06:00:00	ES	Futures	1627.68	1629.48	1627.42	1629.22	6363.0
2013-05-02 06:30:00	ES	Futures	1629.22	1629.99	1628.71	1629.74	7458.0
2013-05-02 07:00:00	ES	Futures	1629.99	1630.77	1628.71	1628.71	11673.0
2013-05-02 07:30:00	ES	Futures	1628.96	1633.6	1628.96	1632.05	40949.0
2013-05-02 08:00:00	ES	Futures	1631.8	1632.83	1630.25	1631.02	25211.0
2013-05-02 08:30:00	ES	Futures	1631.02	1636.95	1629.99	1631.28	114787.0
2013-05-02 09:00:00	ES	Futures	1631.28	1631.8	1627.68	1629.74	82669.0
2013-05-02 09:30:00	ES	Futures	1629.99	1633.6	1628.19	1630.77	212671.0
2013-05-02 10:00:00	ES	Futures	1631.02	1636.18	1630.77	1635.66	144133.0
2013-05-02 10:30:00	ES	Futures	1635.66	1636.43	1634.12	1635.15	94819.0
2013-05-02 11:00:00	ES	Futures	1635.4	1640.81	1634.89	1640.81	186908.0
2013-05-02 11:30:00	ES	Futures	1640.55	1641.58	1639.01	1640.81	84604.0
2013-05-02 12:00:00	ES	Futures	1640.81	1641.84	1638.49	1639.27	58526.0
2013-05-02 12:30:00	ES	Futures	1639.27	1640.81	1638.75	1640.04	33445.0
2013-05-02 13:00:00	ES	Futures	1640.3	1642.36	1639.78	1641.58	53909.0
2013-05-02 13:30:00	ES	Futures	1641.58	1642.62	1640.81	1642.1	43109.0
2013-05-02 14:00:00	ES	Futures	1641.84	1642.36	1640.3	1641.07	55019.0
2013-05-02 14:30:00	ES	Futures	1641.07	1642.62	1640.55	1641.33	51338.0
2013-05-02 15:00:00	ES	Futures	1641.58	1642.1	1640.04	1641.33	65764.0
2013-05-02 15:30:00	ES	Futures	1641.33	1642.1	1639.78	1640.81	106968.0
2013-05-02 16:00:00	ES	Futures	1640.81	1641.07	1640.3	1640.55	63807.0
2013-05-02 16:30:00	ES	Futures	1641.07	1641.33	1640.3	1640.81	6380.0
2013-05-02 17:00:00	ES	Futures	1640.81	1641.07	1640.55	1640.81	1413.0
2013-05-02 18:00:00	ES	Futures	1640.55	1640.81	1639.78	1639.78	2167.0
2013-05-02 18:30:00	ES	Futures	1640.04	1640.3	1639.78	1640.04	675.0
2013-05-02 19:00:00	ES	Futures	1640.3	1640.55	1640.04	1640.55	488.0
2013-05-02 19:30:00	ES	Futures	1640.55	1641.07	1640.04	1640.3	1051.0
2013-05-02 20:00:00	ES	Futures	1640.04	1641.07	1640.04	1640.81	1166.0
2013-05-02 20:30:00	ES	Futures	1640.81	1641.07	1640.04	1640.3	1163.0
2013-05-02 21:00:00	ES	Futures	1640.04	1640.55	1639.78	1639.78	594.0
2013-05-02 21:30:00	ES	Futures	1639.78	1640.55	1639.52	1640.55	1728.0
2013-05-02 22:00:00	ES	Futures	1640.3	1640.55	1639.01	1639.78	2119.0
2013-05-02 22:30:00	ES	Futures	1639.52	1640.04	1639.52	1639.78	785.0
2013-05-02 23:00:00	ES	Futures	1639.78	1640.04	1639.52	1639.78	395.0
2013-05-02 23:30:00	ES	Futures	1639.78	1640.04	1639.52	1639.52	530.0
2013-05-02 00:00:00	NQ	Futures	3349.81	3350.1	3349.52	3349.81	58.0
2013-05-02 00:30:00	NQ	Futures	3349.81	3349.81	3348.35	3348.93	201.0
2013-05-02 01:00:00	NQ	Futures	3349.22	3349.81	3347.77	3348.06	286.0

> showing 50 of 2,918 rows — these rows as CSV

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