PREVIEW / futures_30min / 2010-02-05

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-02-05.parquet
  size:    66 KB
  rows:    2,156

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
2010-02-05 00:00:00	ES	Futures	1035.55	1035.55	1034.82	1035.31	1721.0
2010-02-05 00:30:00	ES	Futures	1035.31	1035.55	1035.07	1035.31	547.0
2010-02-05 01:00:00	ES	Futures	1035.55	1035.8	1035.07	1035.31	1349.0
2010-02-05 01:30:00	ES	Futures	1035.55	1036.28	1035.31	1036.04	2411.0
2010-02-05 02:00:00	ES	Futures	1036.04	1036.28	1034.82	1035.55	3496.0
2010-02-05 02:30:00	ES	Futures	1035.55	1035.8	1033.36	1033.61	9954.0
2010-02-05 03:00:00	ES	Futures	1033.61	1034.09	1028.5	1029.47	46672.0
2010-02-05 03:30:00	ES	Futures	1029.23	1033.36	1029.23	1032.39	25251.0
2010-02-05 04:00:00	ES	Futures	1032.39	1033.61	1028.74	1029.23	21020.0
2010-02-05 04:30:00	ES	Futures	1029.47	1030.44	1026.31	1026.31	31772.0
2010-02-05 05:00:00	ES	Futures	1026.07	1027.04	1023.88	1025.09	40265.0
2010-02-05 05:30:00	ES	Futures	1025.09	1025.82	1022.66	1023.15	25388.0
2010-02-05 06:00:00	ES	Futures	1023.15	1026.07	1022.17	1024.85	26501.0
2010-02-05 06:30:00	ES	Futures	1024.61	1028.98	1024.61	1028.5	34138.0
2010-02-05 07:00:00	ES	Futures	1028.25	1029.47	1026.8	1028.5	31048.0
2010-02-05 07:30:00	ES	Futures	1028.5	1029.47	1025.58	1026.31	21280.0
2010-02-05 08:00:00	ES	Futures	1026.31	1028.98	1025.09	1028.25	43476.0
2010-02-05 08:30:00	ES	Futures	1028.25	1035.07	1023.15	1034.82	232155.0
2010-02-05 09:00:00	ES	Futures	1034.58	1034.82	1028.01	1032.15	122397.0
2010-02-05 09:30:00	ES	Futures	1032.15	1035.31	1026.07	1026.8	357738.0
2010-02-05 10:00:00	ES	Futures	1026.8	1031.66	1023.88	1030.2	278399.0
2010-02-05 10:30:00	ES	Futures	1030.2	1034.34	1030.2	1030.69	229472.0
2010-02-05 11:00:00	ES	Futures	1030.93	1031.42	1028.01	1028.01	130951.0
2010-02-05 11:30:00	ES	Futures	1028.01	1028.98	1022.42	1025.34	230877.0
2010-02-05 12:00:00	ES	Futures	1025.09	1028.25	1024.61	1027.28	116037.0
2010-02-05 12:30:00	ES	Futures	1027.28	1027.53	1023.15	1025.82	107772.0
2010-02-05 13:00:00	ES	Futures	1025.82	1025.82	1019.74	1020.23	159511.0
2010-02-05 13:30:00	ES	Futures	1020.23	1020.96	1012.69	1013.42	277339.0
2010-02-05 14:00:00	ES	Futures	1013.42	1019.74	1013.42	1019.25	194024.0
2010-02-05 14:30:00	ES	Futures	1019.25	1020.71	1016.34	1019.74	186708.0
2010-02-05 15:00:00	ES	Futures	1019.5	1032.63	1019.5	1029.47	398577.0
2010-02-05 15:30:00	ES	Futures	1029.23	1035.31	1027.77	1033.85	381808.0
2010-02-05 16:00:00	ES	Futures	1034.09	1034.09	1030.69	1030.93	142312.0
2010-02-05 00:00:00	NQ	Futures	1985.12	1985.98	1984.27	1985.69	91.0
2010-02-05 00:30:00	NQ	Futures	1985.41	1987.12	1985.41	1987.12	165.0
2010-02-05 01:00:00	NQ	Futures	1987.12	1987.41	1986.55	1987.12	92.0
2010-02-05 01:30:00	NQ	Futures	1986.84	1988.84	1986.84	1987.69	178.0
2010-02-05 02:00:00	NQ	Futures	1987.98	1988.26	1985.98	1987.41	366.0
2010-02-05 02:30:00	NQ	Futures	1987.12	1987.12	1984.27	1984.27	465.0
2010-02-05 03:00:00	NQ	Futures	1984.27	1985.12	1976.55	1977.41	4430.0
2010-02-05 03:30:00	NQ	Futures	1977.41	1985.69	1977.41	1984.84	3000.0
2010-02-05 04:00:00	NQ	Futures	1984.84	1987.12	1978.55	1979.41	1465.0
2010-02-05 04:30:00	NQ	Futures	1978.84	1980.84	1976.55	1976.55	2555.0
2010-02-05 05:00:00	NQ	Futures	1976.55	1979.7	1975.41	1976.84	2954.0
2010-02-05 05:30:00	NQ	Futures	1977.12	1978.27	1974.27	1974.84	2772.0
2010-02-05 06:00:00	NQ	Futures	1974.84	1978.27	1973.41	1975.41	1832.0
2010-02-05 06:30:00	NQ	Futures	1975.13	1982.55	1975.13	1982.27	1869.0
2010-02-05 07:00:00	NQ	Futures	1982.27	1983.41	1979.12	1982.84	2023.0
2010-02-05 07:30:00	NQ	Futures	1982.84	1984.27	1978.27	1979.12	2959.0
2010-02-05 08:00:00	NQ	Futures	1978.84	1982.27	1974.84	1981.12	4949.0

> showing 50 of 2,156 rows — these rows as CSV

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