PREVIEW / futures_30min / 2010-01-27

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-27.parquet
  size:    75 KB
  rows:    2,646

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
2010-01-27 00:00:00	ES	Futures	1060.37	1060.61	1058.91	1059.39	2617.0
2010-01-27 00:30:00	ES	Futures	1059.15	1059.64	1058.42	1059.39	3830.0
2010-01-27 01:00:00	ES	Futures	1059.39	1059.39	1058.42	1058.91	1373.0
2010-01-27 01:30:00	ES	Futures	1058.91	1059.15	1058.18	1058.18	1104.0
2010-01-27 02:00:00	ES	Futures	1058.18	1058.42	1055.26	1057.45	11727.0
2010-01-27 02:30:00	ES	Futures	1057.2	1057.69	1055.74	1057.2	8128.0
2010-01-27 03:00:00	ES	Futures	1057.2	1058.66	1054.28	1055.26	30403.0
2010-01-27 03:30:00	ES	Futures	1055.26	1056.23	1054.04	1054.53	15649.0
2010-01-27 04:00:00	ES	Futures	1054.53	1057.45	1054.04	1056.72	16062.0
2010-01-27 04:30:00	ES	Futures	1056.96	1057.2	1054.77	1055.74	19689.0
2010-01-27 05:00:00	ES	Futures	1055.74	1059.15	1055.5	1058.18	20963.0
2010-01-27 05:30:00	ES	Futures	1058.18	1058.91	1056.96	1057.45	10755.0
2010-01-27 06:00:00	ES	Futures	1057.45	1060.12	1057.2	1059.64	10009.0
2010-01-27 06:30:00	ES	Futures	1059.64	1061.34	1059.64	1061.09	11311.0
2010-01-27 07:00:00	ES	Futures	1061.09	1061.58	1059.64	1060.37	16035.0
2010-01-27 07:30:00	ES	Futures	1060.37	1061.58	1059.15	1059.39	23011.0
2010-01-27 08:00:00	ES	Futures	1059.39	1059.88	1057.93	1059.64	29189.0
2010-01-27 08:30:00	ES	Futures	1059.39	1060.12	1058.18	1058.18	17026.0
2010-01-27 09:00:00	ES	Futures	1058.42	1058.42	1054.53	1057.69	80153.0
2010-01-27 09:30:00	ES	Futures	1057.69	1061.09	1055.5	1058.42	250401.0
2010-01-27 10:00:00	ES	Futures	1058.18	1059.15	1051.85	1056.23	256906.0
2010-01-27 10:30:00	ES	Futures	1055.99	1059.15	1052.82	1058.42	178092.0
2010-01-27 11:00:00	ES	Futures	1058.42	1058.66	1054.77	1056.96	125115.0
2010-01-27 11:30:00	ES	Futures	1056.96	1058.18	1055.5	1056.96	80974.0
2010-01-27 12:00:00	ES	Futures	1056.96	1057.69	1055.01	1055.99	50304.0
2010-01-27 12:30:00	ES	Futures	1055.99	1056.47	1053.31	1054.28	66827.0
2010-01-27 13:00:00	ES	Futures	1054.53	1055.26	1052.58	1052.82	86611.0
2010-01-27 13:30:00	ES	Futures	1052.82	1055.01	1052.82	1054.04	55918.0
2010-01-27 14:00:00	ES	Futures	1054.04	1057.2	1049.42	1054.28	261486.0
2010-01-27 14:30:00	ES	Futures	1054.28	1062.31	1053.55	1061.09	264262.0
2010-01-27 15:00:00	ES	Futures	1061.09	1062.55	1055.99	1062.31	217619.0
2010-01-27 15:30:00	ES	Futures	1062.31	1066.69	1061.58	1064.26	271787.0
2010-01-27 16:00:00	ES	Futures	1064.01	1065.47	1064.01	1065.23	74414.0
2010-01-27 16:30:00	ES	Futures	1064.99	1065.72	1064.5	1065.72	13693.0
2010-01-27 17:00:00	ES	Futures	1065.47	1066.2	1064.99	1065.96	5720.0
2010-01-27 18:00:00	ES	Futures	1065.72	1067.66	1065.72	1067.42	6346.0
2010-01-27 18:30:00	ES	Futures	1067.42	1068.15	1066.45	1066.93	5518.0
2010-01-27 19:00:00	ES	Futures	1066.93	1067.66	1066.45	1067.42	2393.0
2010-01-27 19:30:00	ES	Futures	1067.42	1067.66	1065.96	1066.69	3797.0
2010-01-27 20:00:00	ES	Futures	1066.69	1069.12	1066.45	1068.64	5525.0
2010-01-27 20:30:00	ES	Futures	1068.88	1069.12	1067.66	1067.91	3273.0
2010-01-27 21:00:00	ES	Futures	1067.91	1070.58	1067.18	1070.1	10388.0
2010-01-27 21:30:00	ES	Futures	1070.1	1070.58	1068.88	1070.58	6335.0
2010-01-27 22:00:00	ES	Futures	1070.58	1073.26	1069.85	1072.28	14095.0
2010-01-27 22:30:00	ES	Futures	1072.53	1073.5	1072.28	1073.01	4893.0
2010-01-27 23:00:00	ES	Futures	1073.26	1073.26	1071.55	1072.04	3247.0
2010-01-27 23:30:00	ES	Futures	1071.8	1073.74	1071.55	1073.74	2418.0
2010-01-27 00:00:00	NQ	Futures	2056.53	2056.53	2053.96	2055.1	276.0
2010-01-27 00:30:00	NQ	Futures	2054.82	2055.1	2052.53	2054.24	276.0
2010-01-27 01:00:00	NQ	Futures	2053.96	2054.24	2052.82	2053.39	192.0

> showing 50 of 2,646 rows — these rows as CSV

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