PREVIEW / futures_30min / 2010-01-26

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-26.parquet
  size:    71 KB
  rows:    2,631

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
2010-01-26 00:00:00	ES	Futures	1052.82	1055.01	1051.85	1055.01	6164.0
2010-01-26 00:30:00	ES	Futures	1055.01	1055.5	1054.04	1054.77	2531.0
2010-01-26 01:00:00	ES	Futures	1054.77	1055.26	1053.31	1053.55	2823.0
2010-01-26 01:30:00	ES	Futures	1053.55	1054.28	1053.07	1053.31	2879.0
2010-01-26 02:00:00	ES	Futures	1053.07	1055.5	1053.07	1054.53	9044.0
2010-01-26 02:30:00	ES	Futures	1054.53	1055.99	1054.28	1055.5	10229.0
2010-01-26 03:00:00	ES	Futures	1055.74	1058.18	1055.5	1056.23	25140.0
2010-01-26 03:30:00	ES	Futures	1056.23	1057.69	1055.26	1057.2	14595.0
2010-01-26 04:00:00	ES	Futures	1056.96	1058.91	1056.47	1058.42	12843.0
2010-01-26 04:30:00	ES	Futures	1058.18	1058.66	1055.5	1055.74	15104.0
2010-01-26 05:00:00	ES	Futures	1055.74	1056.72	1054.04	1055.26	14264.0
2010-01-26 05:30:00	ES	Futures	1055.5	1057.69	1054.53	1057.45	8781.0
2010-01-26 06:00:00	ES	Futures	1057.69	1057.69	1055.99	1056.23	8119.0
2010-01-26 06:30:00	ES	Futures	1056.47	1058.18	1056.23	1057.2	7748.0
2010-01-26 07:00:00	ES	Futures	1057.45	1058.42	1056.47	1058.18	16016.0
2010-01-26 07:30:00	ES	Futures	1058.18	1061.34	1058.18	1060.61	31236.0
2010-01-26 08:00:00	ES	Futures	1060.61	1062.55	1059.15	1059.39	49362.0
2010-01-26 08:30:00	ES	Futures	1059.39	1060.85	1058.91	1059.64	29354.0
2010-01-26 09:00:00	ES	Futures	1059.88	1060.12	1057.93	1059.64	48516.0
2010-01-26 09:30:00	ES	Futures	1059.39	1062.31	1056.72	1059.64	256264.0
2010-01-26 10:00:00	ES	Futures	1059.39	1066.45	1058.18	1064.01	293670.0
2010-01-26 10:30:00	ES	Futures	1064.01	1064.99	1061.82	1063.28	139996.0
2010-01-26 11:00:00	ES	Futures	1063.04	1066.2	1062.55	1065.96	130432.0
2010-01-26 11:30:00	ES	Futures	1065.96	1068.64	1065.23	1067.42	126270.0
2010-01-26 12:00:00	ES	Futures	1067.42	1068.88	1066.93	1068.39	58065.0
2010-01-26 12:30:00	ES	Futures	1068.15	1070.34	1067.66	1069.85	86185.0
2010-01-26 13:00:00	ES	Futures	1070.1	1070.1	1067.18	1068.15	80034.0
2010-01-26 13:30:00	ES	Futures	1068.15	1070.1	1067.66	1070.1	50534.0
2010-01-26 14:00:00	ES	Futures	1070.1	1070.34	1066.2	1066.69	94791.0
2010-01-26 14:30:00	ES	Futures	1066.45	1067.91	1065.23	1067.42	110202.0
2010-01-26 15:00:00	ES	Futures	1067.42	1067.66	1062.55	1063.53	151349.0
2010-01-26 15:30:00	ES	Futures	1063.28	1064.5	1058.18	1058.91	303881.0
2010-01-26 16:00:00	ES	Futures	1058.91	1059.39	1056.23	1057.69	118309.0
2010-01-26 16:30:00	ES	Futures	1058.18	1059.88	1056.96	1059.64	11031.0
2010-01-26 17:00:00	ES	Futures	1059.64	1060.85	1059.39	1060.12	4319.0
2010-01-26 18:00:00	ES	Futures	1059.88	1063.04	1059.64	1060.85	6362.0
2010-01-26 18:30:00	ES	Futures	1060.85	1061.34	1060.37	1060.61	2454.0
2010-01-26 19:00:00	ES	Futures	1060.61	1060.85	1058.18	1060.61	6583.0
2010-01-26 19:30:00	ES	Futures	1060.37	1062.07	1059.88	1060.85	4909.0
2010-01-26 20:00:00	ES	Futures	1060.85	1061.58	1058.66	1060.61	6245.0
2010-01-26 20:30:00	ES	Futures	1060.37	1062.31	1059.64	1062.07	4479.0
2010-01-26 21:00:00	ES	Futures	1062.07	1062.55	1059.39	1060.85	4936.0
2010-01-26 21:30:00	ES	Futures	1060.85	1062.07	1060.37	1060.37	3023.0
2010-01-26 22:00:00	ES	Futures	1060.61	1061.82	1060.37	1060.85	2155.0
2010-01-26 22:30:00	ES	Futures	1061.09	1061.09	1059.64	1059.88	1870.0
2010-01-26 23:00:00	ES	Futures	1060.12	1060.37	1058.91	1059.15	2985.0
2010-01-26 23:30:00	ES	Futures	1058.91	1060.61	1058.91	1060.37	1247.0
2010-01-26 00:00:00	NQ	Futures	2041.68	2046.25	2041.11	2046.25	443.0
2010-01-26 00:30:00	NQ	Futures	2046.25	2046.53	2043.96	2044.82	233.0
2010-01-26 01:00:00	NQ	Futures	2044.53	2045.96	2041.96	2042.25	215.0

> showing 50 of 2,631 rows — these rows as CSV

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