PREVIEW / futures_30min / 2010-03-05

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-03-05.parquet
  size:    57 KB
  rows:    2,005

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
2010-03-05 00:00:00	ES	Futures	1093.2	1094.18	1093.2	1093.45	2023.0
2010-03-05 00:30:00	ES	Futures	1093.69	1094.18	1093.69	1093.93	591.0
2010-03-05 01:00:00	ES	Futures	1094.18	1094.42	1093.93	1093.93	1271.0
2010-03-05 01:30:00	ES	Futures	1094.18	1094.18	1093.2	1093.2	1349.0
2010-03-05 02:00:00	ES	Futures	1093.45	1094.42	1093.2	1094.18	3794.0
2010-03-05 02:30:00	ES	Futures	1094.18	1094.42	1093.69	1094.18	3942.0
2010-03-05 03:00:00	ES	Futures	1094.18	1094.42	1093.2	1093.45	10864.0
2010-03-05 03:30:00	ES	Futures	1093.45	1095.39	1092.96	1094.66	10036.0
2010-03-05 04:00:00	ES	Futures	1094.42	1095.15	1094.18	1094.42	4389.0
2010-03-05 04:30:00	ES	Futures	1094.42	1094.66	1093.69	1093.69	4128.0
2010-03-05 05:00:00	ES	Futures	1093.93	1094.66	1093.69	1094.42	3862.0
2010-03-05 05:30:00	ES	Futures	1094.42	1097.34	1094.42	1096.85	16417.0
2010-03-05 06:00:00	ES	Futures	1096.85	1097.1	1095.88	1096.37	7019.0
2010-03-05 06:30:00	ES	Futures	1096.61	1096.61	1095.64	1095.88	4245.0
2010-03-05 07:00:00	ES	Futures	1095.88	1097.83	1095.64	1096.85	9311.0
2010-03-05 07:30:00	ES	Futures	1096.85	1098.07	1096.37	1096.37	14329.0
2010-03-05 08:00:00	ES	Futures	1096.61	1096.61	1095.15	1096.12	20414.0
2010-03-05 08:30:00	ES	Futures	1096.12	1100.99	1095.15	1098.56	126016.0
2010-03-05 09:00:00	ES	Futures	1098.31	1099.29	1097.58	1098.56	32761.0
2010-03-05 09:30:00	ES	Futures	1098.56	1100.26	1095.64	1099.77	204105.0
2010-03-05 10:00:00	ES	Futures	1099.77	1103.91	1098.8	1103.18	211035.0
2010-03-05 10:30:00	ES	Futures	1103.18	1103.67	1101.96	1102.94	102125.0
2010-03-05 11:00:00	ES	Futures	1102.69	1103.91	1102.45	1103.42	90904.0
2010-03-05 11:30:00	ES	Futures	1103.18	1103.42	1101.96	1102.45	58081.0
2010-03-05 12:00:00	ES	Futures	1102.21	1102.94	1101.96	1102.69	40125.0
2010-03-05 12:30:00	ES	Futures	1102.45	1103.67	1102.21	1103.42	45459.0
2010-03-05 13:00:00	ES	Futures	1103.18	1104.15	1102.45	1103.67	49524.0
2010-03-05 13:30:00	ES	Futures	1103.42	1103.91	1102.45	1103.42	47246.0
2010-03-05 14:00:00	ES	Futures	1103.67	1104.39	1102.69	1103.42	54352.0
2010-03-05 14:30:00	ES	Futures	1103.42	1106.34	1103.42	1105.85	152635.0
2010-03-05 15:00:00	ES	Futures	1106.1	1108.04	1104.88	1105.61	185825.0
2010-03-05 15:30:00	ES	Futures	1105.61	1107.31	1105.61	1107.31	166310.0
2010-03-05 16:00:00	ES	Futures	1107.31	1107.31	1105.37	1105.61	137299.0
2010-03-05 00:00:00	NQ	Futures	2125.94	2126.79	2125.94	2126.22	154.0
2010-03-05 00:30:00	NQ	Futures	2126.22	2126.79	2126.22	2126.79	60.0
2010-03-05 01:00:00	NQ	Futures	2127.08	2127.94	2126.79	2127.37	150.0
2010-03-05 01:30:00	NQ	Futures	2127.37	2127.65	2126.51	2126.79	115.0
2010-03-05 02:00:00	NQ	Futures	2126.51	2129.08	2126.22	2128.22	358.0
2010-03-05 02:30:00	NQ	Futures	2128.51	2128.51	2127.94	2128.22	83.0
2010-03-05 03:00:00	NQ	Futures	2128.22	2128.51	2126.79	2127.37	318.0
2010-03-05 03:30:00	NQ	Futures	2127.08	2129.94	2126.79	2128.22	402.0
2010-03-05 04:00:00	NQ	Futures	2128.22	2128.51	2127.08	2127.37	498.0
2010-03-05 04:30:00	NQ	Futures	2127.37	2127.65	2126.51	2126.79	141.0
2010-03-05 05:00:00	NQ	Futures	2126.79	2127.94	2126.79	2127.65	82.0
2010-03-05 05:30:00	NQ	Futures	2128.22	2131.08	2128.22	2131.08	769.0
2010-03-05 06:00:00	NQ	Futures	2131.08	2131.36	2128.79	2129.94	678.0
2010-03-05 06:30:00	NQ	Futures	2129.65	2129.65	2128.51	2128.79	338.0
2010-03-05 07:00:00	NQ	Futures	2129.08	2131.94	2129.08	2131.65	721.0
2010-03-05 07:30:00	NQ	Futures	2131.36	2133.08	2131.36	2131.65	841.0
2010-03-05 08:00:00	NQ	Futures	2131.65	2135.08	2129.37	2133.65	2510.0

> showing 50 of 2,005 rows — these rows as CSV

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