PREVIEW / futures_30min / 2010-01-29

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-01-29.parquet
  size:    64 KB
  rows:    2,097

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
2010-01-29 00:00:00	ES	Futures	1046.26	1047.47	1046.01	1046.5	2484.0
2010-01-29 00:30:00	ES	Futures	1046.5	1046.99	1043.34	1043.82	8922.0
2010-01-29 01:00:00	ES	Futures	1044.07	1045.04	1041.63	1043.58	7718.0
2010-01-29 01:30:00	ES	Futures	1043.82	1045.77	1043.82	1045.04	3298.0
2010-01-29 02:00:00	ES	Futures	1044.8	1048.69	1044.8	1048.45	8285.0
2010-01-29 02:30:00	ES	Futures	1048.69	1051.61	1048.2	1050.88	11986.0
2010-01-29 03:00:00	ES	Futures	1050.63	1053.31	1050.15	1052.82	23518.0
2010-01-29 03:30:00	ES	Futures	1053.07	1053.55	1050.88	1052.34	16165.0
2010-01-29 04:00:00	ES	Futures	1052.58	1053.07	1049.9	1051.12	11669.0
2010-01-29 04:30:00	ES	Futures	1051.36	1051.85	1049.18	1049.66	6885.0
2010-01-29 05:00:00	ES	Futures	1049.42	1050.39	1047.72	1049.9	11857.0
2010-01-29 05:30:00	ES	Futures	1049.9	1052.58	1048.93	1051.61	10188.0
2010-01-29 06:00:00	ES	Futures	1051.61	1053.8	1050.88	1053.8	13786.0
2010-01-29 06:30:00	ES	Futures	1053.8	1054.53	1052.34	1052.34	9534.0
2010-01-29 07:00:00	ES	Futures	1052.34	1053.8	1051.85	1052.34	10371.0
2010-01-29 07:30:00	ES	Futures	1052.09	1054.53	1051.85	1053.8	17580.0
2010-01-29 08:00:00	ES	Futures	1053.8	1056.23	1053.31	1054.04	28272.0
2010-01-29 08:30:00	ES	Futures	1054.28	1059.39	1054.28	1057.2	114865.0
2010-01-29 09:00:00	ES	Futures	1057.45	1058.66	1056.23	1056.23	30286.0
2010-01-29 09:30:00	ES	Futures	1056.23	1061.09	1053.31	1059.15	295282.0
2010-01-29 10:00:00	ES	Futures	1059.15	1063.53	1056.23	1062.31	242180.0
2010-01-29 10:30:00	ES	Futures	1062.55	1063.77	1056.72	1058.66	172197.0
2010-01-29 11:00:00	ES	Futures	1058.91	1059.39	1052.58	1054.04	204363.0
2010-01-29 11:30:00	ES	Futures	1053.8	1054.77	1050.15	1050.15	182419.0
2010-01-29 12:00:00	ES	Futures	1050.39	1053.31	1048.69	1052.58	128147.0
2010-01-29 12:30:00	ES	Futures	1052.34	1054.77	1050.63	1054.53	84486.0
2010-01-29 13:00:00	ES	Futures	1054.53	1055.26	1052.58	1053.55	70986.0
2010-01-29 13:30:00	ES	Futures	1053.55	1054.28	1048.2	1049.9	125791.0
2010-01-29 14:00:00	ES	Futures	1050.15	1052.09	1048.2	1049.42	128584.0
2010-01-29 14:30:00	ES	Futures	1049.18	1049.66	1042.85	1045.53	216257.0
2010-01-29 15:00:00	ES	Futures	1045.77	1046.01	1040.66	1042.12	180639.0
2010-01-29 15:30:00	ES	Futures	1041.88	1046.26	1038.72	1040.66	435452.0
2010-01-29 16:00:00	ES	Futures	1040.66	1041.15	1037.74	1039.93	162384.0
2010-01-29 00:00:00	NQ	Futures	2017.97	2020.54	2017.68	2018.54	103.0
2010-01-29 00:30:00	NQ	Futures	2018.54	2019.97	2013.11	2013.69	697.0
2010-01-29 01:00:00	NQ	Futures	2014.26	2017.97	2011.4	2015.11	648.0
2010-01-29 01:30:00	NQ	Futures	2015.4	2019.11	2015.4	2017.11	282.0
2010-01-29 02:00:00	NQ	Futures	2017.4	2023.68	2017.11	2023.4	623.0
2010-01-29 02:30:00	NQ	Futures	2023.68	2029.11	2022.54	2028.82	1285.0
2010-01-29 03:00:00	NQ	Futures	2028.54	2031.97	2027.68	2031.11	2564.0
2010-01-29 03:30:00	NQ	Futures	2031.39	2031.97	2026.82	2029.11	1769.0
2010-01-29 04:00:00	NQ	Futures	2029.11	2030.25	2023.68	2025.68	1605.0
2010-01-29 04:30:00	NQ	Futures	2025.68	2027.4	2022.83	2022.83	1137.0
2010-01-29 05:00:00	NQ	Futures	2022.83	2023.97	2019.11	2022.83	1387.0
2010-01-29 05:30:00	NQ	Futures	2022.83	2026.82	2019.4	2024.82	1358.0
2010-01-29 06:00:00	NQ	Futures	2024.54	2028.54	2023.4	2028.54	1604.0
2010-01-29 06:30:00	NQ	Futures	2028.54	2029.97	2025.68	2025.97	1558.0
2010-01-29 07:00:00	NQ	Futures	2025.68	2029.11	2025.11	2025.97	728.0
2010-01-29 07:30:00	NQ	Futures	2025.68	2031.97	2025.68	2030.54	1292.0
2010-01-29 08:00:00	NQ	Futures	2030.25	2034.82	2028.54	2034.82	2209.0

> showing 50 of 2,097 rows — these rows as CSV

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