PREVIEW / futures_30min / 2010-01-06

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-06.parquet
  size:    70 KB
  rows:    2,552

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
2010-01-06 00:00:00	ES	Futures	1099.29	1099.53	1098.8	1099.29	1134.0
2010-01-06 00:30:00	ES	Futures	1099.04	1099.77	1099.04	1099.77	950.0
2010-01-06 01:00:00	ES	Futures	1099.53	1100.26	1099.04	1100.02	1347.0
2010-01-06 01:30:00	ES	Futures	1099.77	1100.02	1098.56	1099.04	1781.0
2010-01-06 02:00:00	ES	Futures	1098.8	1099.29	1098.56	1098.8	2742.0
2010-01-06 02:30:00	ES	Futures	1098.8	1099.77	1098.8	1099.04	2012.0
2010-01-06 03:00:00	ES	Futures	1099.04	1099.77	1098.31	1098.31	7593.0
2010-01-06 03:30:00	ES	Futures	1098.31	1099.04	1098.07	1098.31	4609.0
2010-01-06 04:00:00	ES	Futures	1098.31	1099.04	1098.07	1098.31	5043.0
2010-01-06 04:30:00	ES	Futures	1098.31	1099.04	1097.58	1097.83	4524.0
2010-01-06 05:00:00	ES	Futures	1097.83	1098.07	1096.85	1097.58	7892.0
2010-01-06 05:30:00	ES	Futures	1097.58	1100.02	1097.34	1099.29	6698.0
2010-01-06 06:00:00	ES	Futures	1099.29	1100.26	1098.31	1099.04	6493.0
2010-01-06 06:30:00	ES	Futures	1099.04	1099.53	1098.56	1098.8	5520.0
2010-01-06 07:00:00	ES	Futures	1098.8	1099.04	1096.85	1097.58	8418.0
2010-01-06 07:30:00	ES	Futures	1097.34	1099.04	1097.1	1098.8	7973.0
2010-01-06 08:00:00	ES	Futures	1098.8	1099.77	1097.83	1099.77	26652.0
2010-01-06 08:30:00	ES	Futures	1099.77	1101.23	1099.53	1100.75	19236.0
2010-01-06 09:00:00	ES	Futures	1100.75	1100.99	1099.53	1100.02	18615.0
2010-01-06 09:30:00	ES	Futures	1100.26	1101.96	1099.29	1100.75	142049.0
2010-01-06 10:00:00	ES	Futures	1100.75	1103.18	1100.02	1102.45	112127.0
2010-01-06 10:30:00	ES	Futures	1102.21	1102.69	1100.26	1102.69	87724.0
2010-01-06 11:00:00	ES	Futures	1102.45	1103.42	1102.21	1102.69	78625.0
2010-01-06 11:30:00	ES	Futures	1102.69	1103.91	1101.72	1102.21	69445.0
2010-01-06 12:00:00	ES	Futures	1101.96	1102.69	1100.26	1100.26	72203.0
2010-01-06 12:30:00	ES	Futures	1100.5	1102.21	1100.26	1102.21	40018.0
2010-01-06 13:00:00	ES	Futures	1102.21	1102.94	1101.72	1102.69	30525.0
2010-01-06 13:30:00	ES	Futures	1102.45	1102.69	1100.5	1101.23	43565.0
2010-01-06 14:00:00	ES	Futures	1101.48	1103.42	1101.23	1103.18	83495.0
2010-01-06 14:30:00	ES	Futures	1103.18	1104.88	1102.94	1104.15	91469.0
2010-01-06 15:00:00	ES	Futures	1103.91	1104.39	1102.45	1103.18	66573.0
2010-01-06 15:30:00	ES	Futures	1103.18	1103.91	1101.23	1102.45	113689.0
2010-01-06 16:00:00	ES	Futures	1102.45	1102.69	1101.72	1102.45	59883.0
2010-01-06 16:30:00	ES	Futures	1102.45	1102.45	1101.72	1101.96	3805.0
2010-01-06 17:00:00	ES	Futures	1102.21	1102.21	1101.48	1101.48	1643.0
2010-01-06 18:00:00	ES	Futures	1101.72	1102.45	1101.72	1102.45	1456.0
2010-01-06 18:30:00	ES	Futures	1102.21	1102.45	1101.72	1101.72	591.0
2010-01-06 19:00:00	ES	Futures	1101.96	1102.45	1101.48	1102.45	1661.0
2010-01-06 19:30:00	ES	Futures	1102.21	1103.42	1102.21	1102.45	3419.0
2010-01-06 20:00:00	ES	Futures	1102.69	1102.94	1102.21	1102.45	1031.0
2010-01-06 20:30:00	ES	Futures	1102.45	1102.45	1101.48	1101.72	1163.0
2010-01-06 21:00:00	ES	Futures	1101.48	1102.21	1100.75	1101.48	2199.0
2010-01-06 21:30:00	ES	Futures	1101.48	1102.21	1101.23	1101.23	1325.0
2010-01-06 22:00:00	ES	Futures	1101.48	1101.72	1101.23	1101.48	1077.0
2010-01-06 22:30:00	ES	Futures	1101.48	1101.72	1100.5	1100.5	2468.0
2010-01-06 23:00:00	ES	Futures	1100.5	1101.23	1100.5	1100.75	868.0
2010-01-06 23:30:00	ES	Futures	1100.99	1101.23	1100.75	1100.75	927.0
2010-01-06 00:00:00	NQ	Futures	2150.79	2150.79	2149.36	2149.93	105.0
2010-01-06 00:30:00	NQ	Futures	2149.64	2151.36	2149.36	2151.36	110.0
2010-01-06 01:00:00	NQ	Futures	2151.07	2151.64	2149.93	2151.64	108.0

> showing 50 of 2,552 rows — these rows as CSV

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