PREVIEW / futures_30min / 2010-01-15

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-15.parquet
  size:    60 KB
  rows:    2,059

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
2010-01-15 00:00:00	ES	Futures	1111.45	1113.15	1111.21	1112.18	2299.0
2010-01-15 00:30:00	ES	Futures	1112.18	1113.88	1111.94	1113.4	1960.0
2010-01-15 01:00:00	ES	Futures	1113.4	1113.4	1112.91	1113.15	340.0
2010-01-15 01:30:00	ES	Futures	1112.91	1113.15	1112.67	1112.67	862.0
2010-01-15 02:00:00	ES	Futures	1112.91	1113.64	1112.18	1113.15	2148.0
2010-01-15 02:30:00	ES	Futures	1113.15	1113.4	1112.42	1112.91	2494.0
2010-01-15 03:00:00	ES	Futures	1112.67	1112.91	1110.96	1112.42	7838.0
2010-01-15 03:30:00	ES	Futures	1112.18	1115.1	1112.18	1114.37	7764.0
2010-01-15 04:00:00	ES	Futures	1114.61	1115.1	1113.88	1114.13	5047.0
2010-01-15 04:30:00	ES	Futures	1114.13	1115.1	1113.64	1113.88	5659.0
2010-01-15 05:00:00	ES	Futures	1113.88	1114.13	1110.72	1112.67	12377.0
2010-01-15 05:30:00	ES	Futures	1112.67	1113.4	1110.72	1111.45	7986.0
2010-01-15 06:00:00	ES	Futures	1111.21	1111.94	1109.99	1111.45	9147.0
2010-01-15 06:30:00	ES	Futures	1111.21	1113.64	1110.48	1110.72	12309.0
2010-01-15 07:00:00	ES	Futures	1110.72	1111.69	1106.83	1109.5	46640.0
2010-01-15 07:30:00	ES	Futures	1109.75	1110.48	1107.56	1108.53	25704.0
2010-01-15 08:00:00	ES	Futures	1108.53	1110.23	1108.04	1109.99	20125.0
2010-01-15 08:30:00	ES	Futures	1109.75	1111.69	1109.02	1109.99	41917.0
2010-01-15 09:00:00	ES	Futures	1109.99	1112.42	1109.26	1112.18	49099.0
2010-01-15 09:30:00	ES	Futures	1112.18	1113.15	1105.85	1106.83	260508.0
2010-01-15 10:00:00	ES	Futures	1106.83	1107.31	1101.96	1103.91	278274.0
2010-01-15 10:30:00	ES	Futures	1103.91	1104.15	1100.5	1102.69	149715.0
2010-01-15 11:00:00	ES	Futures	1102.45	1103.18	1101.23	1101.23	104454.0
2010-01-15 11:30:00	ES	Futures	1101.23	1102.21	1099.77	1100.5	105115.0
2010-01-15 12:00:00	ES	Futures	1100.26	1101.72	1098.31	1098.31	119305.0
2010-01-15 12:30:00	ES	Futures	1098.31	1099.53	1097.1	1098.56	119963.0
2010-01-15 13:00:00	ES	Futures	1098.8	1099.29	1097.83	1098.8	55441.0
2010-01-15 13:30:00	ES	Futures	1098.8	1100.02	1098.56	1099.53	56658.0
2010-01-15 14:00:00	ES	Futures	1099.53	1100.26	1098.8	1099.04	49802.0
2010-01-15 14:30:00	ES	Futures	1099.04	1099.53	1098.07	1099.04	80872.0
2010-01-15 15:00:00	ES	Futures	1098.8	1102.21	1098.8	1101.72	113314.0
2010-01-15 15:30:00	ES	Futures	1101.72	1102.69	1100.99	1101.48	159914.0
2010-01-15 16:00:00	ES	Futures	1101.48	1102.21	1101.23	1101.48	89719.0
2010-01-15 00:00:00	NQ	Futures	2150.22	2153.93	2149.93	2152.22	159.0
2010-01-15 00:30:00	NQ	Futures	2151.93	2154.79	2151.07	2153.64	240.0
2010-01-15 01:00:00	NQ	Futures	2154.21	2154.21	2152.79	2153.36	47.0
2010-01-15 01:30:00	NQ	Futures	2153.36	2153.64	2153.07	2153.64	45.0
2010-01-15 02:00:00	NQ	Futures	2152.79	2153.93	2151.64	2153.64	293.0
2010-01-15 02:30:00	NQ	Futures	2153.64	2154.21	2152.79	2153.36	360.0
2010-01-15 03:00:00	NQ	Futures	2153.36	2154.79	2151.07	2153.64	862.0
2010-01-15 03:30:00	NQ	Futures	2153.64	2158.79	2153.64	2158.21	905.0
2010-01-15 04:00:00	NQ	Futures	2157.93	2158.5	2156.5	2156.79	418.0
2010-01-15 04:30:00	NQ	Futures	2156.79	2158.21	2155.64	2156.21	444.0
2010-01-15 05:00:00	NQ	Futures	2156.21	2156.5	2149.64	2153.36	1176.0
2010-01-15 05:30:00	NQ	Futures	2153.07	2154.79	2149.07	2150.22	854.0
2010-01-15 06:00:00	NQ	Futures	2150.5	2151.64	2148.5	2150.22	718.0
2010-01-15 06:30:00	NQ	Futures	2150.5	2154.5	2149.36	2149.64	794.0
2010-01-15 07:00:00	NQ	Futures	2149.93	2150.79	2143.65	2147.07	3515.0
2010-01-15 07:30:00	NQ	Futures	2147.36	2149.07	2145.93	2147.93	1912.0
2010-01-15 08:00:00	NQ	Futures	2148.22	2152.22	2147.36	2150.79	1645.0

> showing 50 of 2,059 rows — these rows as CSV

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