PREVIEW / futures_30min / 2010-01-24

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-24.parquet
  size:    18 KB
  rows:    436

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
2010-01-24 18:00:00	ES	Futures	1064.5	1067.18	1064.01	1066.93	23070.0
2010-01-24 18:30:00	ES	Futures	1066.93	1067.42	1066.45	1066.93	7977.0
2010-01-24 19:00:00	ES	Futures	1066.93	1067.18	1066.2	1067.18	4441.0
2010-01-24 19:30:00	ES	Futures	1066.93	1067.66	1066.69	1066.69	4021.0
2010-01-24 20:00:00	ES	Futures	1066.93	1066.93	1065.96	1066.45	3857.0
2010-01-24 20:30:00	ES	Futures	1066.2	1067.66	1066.2	1067.66	3888.0
2010-01-24 21:00:00	ES	Futures	1067.42	1068.15	1067.18	1068.15	2802.0
2010-01-24 21:30:00	ES	Futures	1068.15	1068.15	1067.42	1067.66	2155.0
2010-01-24 22:00:00	ES	Futures	1067.91	1067.91	1066.93	1067.18	2991.0
2010-01-24 22:30:00	ES	Futures	1067.18	1067.18	1066.93	1066.93	1714.0
2010-01-24 23:00:00	ES	Futures	1066.93	1067.66	1066.69	1066.69	3110.0
2010-01-24 23:30:00	ES	Futures	1066.93	1067.66	1066.69	1067.66	1849.0
2010-01-24 18:00:00	NQ	Futures	2050.53	2062.24	2050.53	2061.67	1626.0
2010-01-24 18:30:00	NQ	Futures	2061.96	2062.81	2060.81	2061.39	418.0
2010-01-24 19:00:00	NQ	Futures	2061.67	2062.24	2060.53	2061.96	219.0
2010-01-24 19:30:00	NQ	Futures	2062.24	2063.1	2060.81	2060.81	444.0
2010-01-24 20:00:00	NQ	Futures	2061.1	2061.67	2059.96	2060.53	339.0
2010-01-24 20:30:00	NQ	Futures	2060.81	2061.96	2060.24	2061.96	765.0
2010-01-24 21:00:00	NQ	Futures	2061.1	2062.53	2061.1	2062.24	139.0
2010-01-24 21:30:00	NQ	Futures	2062.24	2062.53	2061.67	2061.96	577.0
2010-01-24 22:00:00	NQ	Futures	2061.67	2061.96	2060.81	2061.1	46.0
2010-01-24 22:30:00	NQ	Futures	2061.1	2061.1	2060.81	2060.81	135.0
2010-01-24 23:00:00	NQ	Futures	2060.53	2061.1	2059.96	2060.24	216.0
2010-01-24 23:30:00	NQ	Futures	2060.24	2061.39	2060.24	2061.1	245.0
2010-01-24 18:00:00	YM	Futures	9513.5	9543.4	9510.7	9538.7	565.0
2010-01-24 18:30:00	YM	Futures	9540.6	9543.4	9536.9	9537.8	192.0
2010-01-24 19:00:00	YM	Futures	9538.7	9542.5	9535.9	9539.7	199.0
2010-01-24 19:30:00	YM	Futures	9539.7	9545.3	9538.7	9538.7	150.0
2010-01-24 20:00:00	YM	Futures	9536.9	9537.8	9530.3	9533.1	160.0
2010-01-24 20:30:00	YM	Futures	9535.0	9542.5	9531.2	9542.5	183.0
2010-01-24 21:00:00	YM	Futures	9540.6	9548.1	9539.7	9547.2	147.0
2010-01-24 21:30:00	YM	Futures	9546.2	9547.2	9542.5	9542.5	160.0
2010-01-24 22:00:00	YM	Futures	9541.5	9541.5	9537.8	9538.7	273.0
2010-01-24 22:30:00	YM	Futures	9537.8	9537.8	9535.9	9537.8	42.0
2010-01-24 23:00:00	YM	Futures	9535.9	9544.3	9535.9	9537.8	178.0
2010-01-24 23:30:00	YM	Futures	9537.8	9542.5	9537.8	9541.5	54.0
2010-01-24 18:00:00	CL	Futures	158.71	159.39	158.43	159.35	1350.0
2010-01-24 18:30:00	CL	Futures	159.33	159.65	159.28	159.35	938.0
2010-01-24 19:00:00	CL	Futures	159.35	159.46	159.31	159.39	275.0
2010-01-24 19:30:00	CL	Futures	159.37	159.48	159.28	159.35	190.0
2010-01-24 20:00:00	CL	Futures	159.37	159.37	159.03	159.16	675.0
2010-01-24 20:30:00	CL	Futures	159.16	159.46	159.11	159.35	369.0
2010-01-24 21:00:00	CL	Futures	159.39	159.54	159.35	159.5	480.0
2010-01-24 21:30:00	CL	Futures	159.48	159.54	159.13	159.5	504.0
2010-01-24 22:00:00	CL	Futures	159.48	159.5	159.16	159.22	275.0
2010-01-24 22:30:00	CL	Futures	159.2	159.33	159.11	159.28	114.0
2010-01-24 23:00:00	CL	Futures	159.31	159.5	159.26	159.48	209.0
2010-01-24 23:30:00	CL	Futures	159.41	159.56	159.33	159.46	368.0
2010-01-24 18:00:00	GC	Futures	1541.0	1546.7	1539.2	1545.4	1537.0
2010-01-24 18:30:00	GC	Futures	1545.4	1547.2	1542.7	1543.2	941.0

> showing 50 of 436 rows — these rows as CSV

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