PREVIEW / futures_30min / 2010-01-17

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-17.parquet
  size:    16 KB
  rows:    354

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
2010-01-17 18:00:00	ES	Futures	1101.23	1101.23	1099.29	1100.75	3229.0
2010-01-17 18:30:00	ES	Futures	1100.75	1101.48	1100.26	1100.75	1754.0
2010-01-17 19:00:00	ES	Futures	1100.75	1100.99	1099.04	1100.26	2194.0
2010-01-17 19:30:00	ES	Futures	1100.26	1100.99	1099.53	1100.02	2216.0
2010-01-17 20:00:00	ES	Futures	1100.02	1100.75	1099.77	1100.26	1512.0
2010-01-17 20:30:00	ES	Futures	1100.26	1101.96	1099.77	1101.23	2799.0
2010-01-17 21:00:00	ES	Futures	1101.23	1102.21	1101.23	1101.96	1106.0
2010-01-17 21:30:00	ES	Futures	1101.72	1102.21	1100.99	1102.21	1486.0
2010-01-17 22:00:00	ES	Futures	1102.21	1102.94	1101.96	1102.45	1944.0
2010-01-17 22:30:00	ES	Futures	1102.69	1102.94	1102.21	1102.94	1053.0
2010-01-17 23:00:00	ES	Futures	1102.69	1103.18	1102.45	1103.18	781.0
2010-01-17 23:30:00	ES	Futures	1103.18	1103.91	1102.69	1103.18	1654.0
2010-01-17 18:00:00	NQ	Futures	2127.08	2128.79	2123.37	2127.65	268.0
2010-01-17 18:30:00	NQ	Futures	2127.65	2128.51	2127.08	2127.94	63.0
2010-01-17 19:00:00	NQ	Futures	2128.22	2128.79	2125.08	2127.65	172.0
2010-01-17 19:30:00	NQ	Futures	2127.65	2127.65	2124.8	2125.65	304.0
2010-01-17 20:00:00	NQ	Futures	2125.94	2127.65	2125.65	2127.37	212.0
2010-01-17 20:30:00	NQ	Futures	2127.65	2128.79	2124.8	2127.08	391.0
2010-01-17 21:00:00	NQ	Futures	2127.65	2128.51	2127.65	2128.51	47.0
2010-01-17 21:30:00	NQ	Futures	2128.22	2128.22	2126.51	2127.65	218.0
2010-01-17 22:00:00	NQ	Futures	2127.94	2129.08	2127.65	2128.79	137.0
2010-01-17 22:30:00	NQ	Futures	2128.51	2130.22	2128.51	2129.65	443.0
2010-01-17 23:00:00	NQ	Futures	2129.37	2129.94	2129.08	2129.65	202.0
2010-01-17 23:30:00	NQ	Futures	2129.65	2130.51	2129.08	2129.08	315.0
2010-01-17 18:00:00	YM	Futures	9883.1	9883.1	9867.2	9880.3	110.0
2010-01-17 18:30:00	YM	Futures	9878.4	9883.1	9876.6	9879.4	104.0
2010-01-17 19:00:00	YM	Futures	9881.2	9881.2	9866.3	9873.7	143.0
2010-01-17 19:30:00	YM	Futures	9872.8	9876.6	9868.1	9873.7	168.0
2010-01-17 20:00:00	YM	Futures	9872.8	9876.6	9870.0	9872.8	198.0
2010-01-17 20:30:00	YM	Futures	9874.7	9885.0	9870.0	9881.2	167.0
2010-01-17 21:00:00	YM	Futures	9882.2	9885.9	9882.2	9885.9	48.0
2010-01-17 21:30:00	YM	Futures	9885.0	9886.9	9879.4	9886.9	81.0
2010-01-17 22:00:00	YM	Futures	9886.9	9891.5	9885.9	9889.7	238.0
2010-01-17 22:30:00	YM	Futures	9888.7	9891.5	9887.8	9890.6	92.0
2010-01-17 23:00:00	YM	Futures	9891.5	9894.3	9890.6	9894.3	98.0
2010-01-17 23:30:00	YM	Futures	9893.4	9900.0	9892.5	9894.3	235.0
2010-01-17 18:00:00	CL	Futures	167.19	167.28	166.75	167.17	515.0
2010-01-17 18:30:00	CL	Futures	167.19	167.28	167.13	167.24	122.0
2010-01-17 19:00:00	CL	Futures	167.28	167.28	166.62	166.75	383.0
2010-01-17 19:30:00	CL	Futures	166.75	166.75	166.25	166.25	357.0
2010-01-17 20:00:00	CL	Futures	166.32	166.42	165.46	166.19	647.0
2010-01-17 20:30:00	CL	Futures	166.21	166.27	165.72	166.0	438.0
2010-01-17 21:00:00	CL	Futures	166.0	166.1	165.93	166.06	154.0
2010-01-17 21:30:00	CL	Futures	166.06	166.23	166.02	166.23	267.0
2010-01-17 22:00:00	CL	Futures	166.23	166.49	166.17	166.49	235.0
2010-01-17 22:30:00	CL	Futures	166.45	166.75	166.34	166.45	280.0
2010-01-17 23:00:00	CL	Futures	166.47	166.7	166.4	166.64	99.0
2010-01-17 23:30:00	CL	Futures	166.66	167.09	166.66	167.04	299.0
2010-01-17 18:00:00	GC	Futures	1593.5	1597.4	1589.0	1596.6	967.0
2010-01-17 18:30:00	GC	Futures	1596.6	1597.1	1594.5	1596.1	229.0

> showing 50 of 354 rows — these rows as CSV

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