PREVIEW / futures_30min / 2010-02-09

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-02-09.parquet
  size:    75 KB
  rows:    2,619

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
2010-02-09 00:00:00	ES	Futures	1028.98	1029.96	1028.74	1029.71	2218.0
2010-02-09 00:30:00	ES	Futures	1029.71	1030.93	1029.71	1030.2	3658.0
2010-02-09 01:00:00	ES	Futures	1030.44	1030.93	1029.96	1030.2	1520.0
2010-02-09 01:30:00	ES	Futures	1030.2	1031.66	1030.2	1031.66	5050.0
2010-02-09 02:00:00	ES	Futures	1031.66	1033.85	1031.42	1033.61	12208.0
2010-02-09 02:30:00	ES	Futures	1033.61	1035.55	1033.61	1034.58	14430.0
2010-02-09 03:00:00	ES	Futures	1034.58	1035.55	1033.61	1034.34	22330.0
2010-02-09 03:30:00	ES	Futures	1034.34	1035.31	1033.12	1034.34	9999.0
2010-02-09 04:00:00	ES	Futures	1034.09	1038.23	1034.09	1037.99	28821.0
2010-02-09 04:30:00	ES	Futures	1037.74	1038.23	1035.8	1035.8	9991.0
2010-02-09 05:00:00	ES	Futures	1035.8	1036.28	1034.58	1035.8	8269.0
2010-02-09 05:30:00	ES	Futures	1035.55	1036.28	1033.85	1034.58	13762.0
2010-02-09 06:00:00	ES	Futures	1034.34	1034.34	1032.39	1033.61	16081.0
2010-02-09 06:30:00	ES	Futures	1033.61	1034.34	1032.63	1034.09	11508.0
2010-02-09 07:00:00	ES	Futures	1033.85	1036.04	1033.36	1035.31	14308.0
2010-02-09 07:30:00	ES	Futures	1035.31	1037.99	1034.58	1036.28	32804.0
2010-02-09 08:00:00	ES	Futures	1036.53	1037.74	1035.55	1036.77	24668.0
2010-02-09 08:30:00	ES	Futures	1036.77	1038.47	1036.04	1037.01	32965.0
2010-02-09 09:00:00	ES	Futures	1037.01	1037.99	1035.8	1037.74	30727.0
2010-02-09 09:30:00	ES	Futures	1037.74	1039.93	1034.82	1036.04	228412.0
2010-02-09 10:00:00	ES	Futures	1036.04	1040.9	1034.58	1038.23	177157.0
2010-02-09 10:30:00	ES	Futures	1038.23	1038.96	1033.85	1034.34	183623.0
2010-02-09 11:00:00	ES	Futures	1034.34	1034.58	1029.47	1030.44	223866.0
2010-02-09 11:30:00	ES	Futures	1030.69	1042.85	1029.47	1039.69	409373.0
2010-02-09 12:00:00	ES	Futures	1039.93	1047.96	1039.44	1045.28	270353.0
2010-02-09 12:30:00	ES	Futures	1045.53	1046.74	1037.5	1041.88	311012.0
2010-02-09 13:00:00	ES	Futures	1041.88	1044.07	1039.93	1040.9	108239.0
2010-02-09 13:30:00	ES	Futures	1040.9	1042.85	1039.69	1041.63	83663.0
2010-02-09 14:00:00	ES	Futures	1041.63	1042.61	1038.72	1040.17	79486.0
2010-02-09 14:30:00	ES	Futures	1040.42	1042.12	1037.5	1038.47	127533.0
2010-02-09 15:00:00	ES	Futures	1038.47	1043.34	1038.23	1042.36	122206.0
2010-02-09 15:30:00	ES	Futures	1042.12	1043.34	1036.53	1038.96	238512.0
2010-02-09 16:00:00	ES	Futures	1038.96	1038.96	1036.77	1037.99	110571.0
2010-02-09 16:30:00	ES	Futures	1037.74	1039.2	1037.5	1038.47	6303.0
2010-02-09 17:00:00	ES	Futures	1038.47	1038.96	1037.74	1038.72	1444.0
2010-02-09 18:00:00	ES	Futures	1038.72	1039.69	1038.47	1038.96	4597.0
2010-02-09 18:30:00	ES	Futures	1038.96	1039.44	1038.47	1038.72	1426.0
2010-02-09 19:00:00	ES	Futures	1038.72	1039.44	1037.5	1039.2	4179.0
2010-02-09 19:30:00	ES	Futures	1039.2	1039.69	1038.96	1038.96	1785.0
2010-02-09 20:00:00	ES	Futures	1039.2	1039.69	1038.72	1039.2	1060.0
2010-02-09 20:30:00	ES	Futures	1038.96	1039.2	1037.5	1038.23	2722.0
2010-02-09 21:00:00	ES	Futures	1037.99	1038.96	1036.77	1037.01	1630.0
2010-02-09 21:30:00	ES	Futures	1037.26	1037.26	1034.34	1035.8	4681.0
2010-02-09 22:00:00	ES	Futures	1035.55	1036.28	1034.09	1034.34	1993.0
2010-02-09 22:30:00	ES	Futures	1034.58	1035.8	1034.09	1034.34	2143.0
2010-02-09 23:00:00	ES	Futures	1034.34	1035.07	1034.09	1034.09	1202.0
2010-02-09 23:30:00	ES	Futures	1034.09	1035.07	1033.85	1035.07	1734.0
2010-02-09 00:00:00	NQ	Futures	1985.41	1986.27	1985.12	1986.27	145.0
2010-02-09 00:30:00	NQ	Futures	1986.27	1988.26	1986.27	1987.41	396.0
2010-02-09 01:00:00	NQ	Futures	1987.12	1987.98	1987.12	1987.41	90.0

> showing 50 of 2,619 rows — these rows as CSV

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