PREVIEW / futures_30min / 2010-03-09

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-03-09.parquet
  size:    67 KB
  rows:    2,502

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
2010-03-09 00:00:00	ES	Futures	1104.88	1105.12	1104.64	1104.88	550.0
2010-03-09 00:30:00	ES	Futures	1104.88	1104.88	1104.39	1104.64	312.0
2010-03-09 01:00:00	ES	Futures	1104.64	1105.12	1104.39	1104.88	391.0
2010-03-09 01:30:00	ES	Futures	1105.12	1105.12	1104.15	1104.39	954.0
2010-03-09 02:00:00	ES	Futures	1104.64	1105.12	1103.91	1104.15	2756.0
2010-03-09 02:30:00	ES	Futures	1104.39	1105.61	1103.91	1105.12	2930.0
2010-03-09 03:00:00	ES	Futures	1104.88	1106.58	1104.88	1105.37	10190.0
2010-03-09 03:30:00	ES	Futures	1105.37	1105.85	1103.18	1103.42	9581.0
2010-03-09 04:00:00	ES	Futures	1103.42	1103.91	1102.69	1103.42	9361.0
2010-03-09 04:30:00	ES	Futures	1103.42	1103.91	1102.21	1102.69	17114.0
2010-03-09 05:00:00	ES	Futures	1102.69	1103.42	1102.21	1102.94	5966.0
2010-03-09 05:30:00	ES	Futures	1102.94	1103.67	1101.72	1102.21	8052.0
2010-03-09 06:00:00	ES	Futures	1101.96	1102.69	1101.72	1101.96	5370.0
2010-03-09 06:30:00	ES	Futures	1101.96	1102.21	1100.99	1101.72	9623.0
2010-03-09 07:00:00	ES	Futures	1101.48	1102.45	1101.23	1101.48	7616.0
2010-03-09 07:30:00	ES	Futures	1101.48	1103.91	1101.48	1103.18	14505.0
2010-03-09 08:00:00	ES	Futures	1102.94	1103.91	1101.96	1102.45	17924.0
2010-03-09 08:30:00	ES	Futures	1102.45	1103.42	1101.72	1102.94	15961.0
2010-03-09 09:00:00	ES	Futures	1103.18	1103.91	1102.21	1103.67	16248.0
2010-03-09 09:30:00	ES	Futures	1103.67	1106.83	1103.42	1106.34	150078.0
2010-03-09 10:00:00	ES	Futures	1106.58	1108.77	1105.37	1107.31	127658.0
2010-03-09 10:30:00	ES	Futures	1107.31	1110.48	1107.31	1109.75	136259.0
2010-03-09 11:00:00	ES	Futures	1109.99	1109.99	1107.56	1109.26	94126.0
2010-03-09 11:30:00	ES	Futures	1109.26	1111.45	1108.77	1111.21	96996.0
2010-03-09 12:00:00	ES	Futures	1111.21	1113.15	1110.23	1112.67	76552.0
2010-03-09 12:30:00	ES	Futures	1112.67	1113.64	1111.69	1113.64	51172.0
2010-03-09 13:00:00	ES	Futures	1113.4	1113.88	1112.91	1113.64	47347.0
2010-03-09 13:30:00	ES	Futures	1113.64	1114.37	1111.94	1112.67	73459.0
2010-03-09 14:00:00	ES	Futures	1112.67	1113.88	1112.18	1113.64	41897.0
2010-03-09 14:30:00	ES	Futures	1113.64	1113.88	1109.5	1110.23	124043.0
2010-03-09 15:00:00	ES	Futures	1110.48	1110.96	1105.61	1107.31	212496.0
2010-03-09 15:30:00	ES	Futures	1107.07	1110.23	1106.83	1109.02	191643.0
2010-03-09 16:00:00	ES	Futures	1109.02	1109.99	1108.53	1109.75	78045.0
2010-03-09 16:30:00	ES	Futures	1109.26	1109.75	1109.26	1109.75	2577.0
2010-03-09 17:00:00	ES	Futures	1109.5	1109.5	1108.53	1109.02	3304.0
2010-03-09 18:00:00	ES	Futures	1109.26	1109.99	1109.02	1109.26	1869.0
2010-03-09 18:30:00	ES	Futures	1109.26	1109.5	1108.77	1108.77	579.0
2010-03-09 19:00:00	ES	Futures	1108.77	1109.02	1108.04	1108.29	1480.0
2010-03-09 19:30:00	ES	Futures	1108.29	1109.02	1108.04	1108.53	1465.0
2010-03-09 20:00:00	ES	Futures	1108.77	1109.26	1108.29	1108.77	994.0
2010-03-09 20:30:00	ES	Futures	1109.02	1109.75	1108.77	1109.26	1356.0
2010-03-09 21:00:00	ES	Futures	1109.5	1109.75	1108.77	1109.02	1044.0
2010-03-09 21:30:00	ES	Futures	1109.02	1109.5	1108.53	1108.77	1051.0
2010-03-09 22:00:00	ES	Futures	1108.77	1109.02	1108.53	1109.02	587.0
2010-03-09 22:30:00	ES	Futures	1108.77	1109.75	1108.77	1109.5	660.0
2010-03-09 23:00:00	ES	Futures	1109.5	1109.5	1108.77	1108.77	814.0
2010-03-09 23:30:00	ES	Futures	1109.02	1109.26	1108.53	1109.02	512.0
2010-03-09 00:00:00	NQ	Futures	2155.93	2156.21	2155.36	2155.36	60.0
2010-03-09 00:30:00	NQ	Futures	2155.07	2155.36	2155.07	2155.36	25.0
2010-03-09 01:00:00	NQ	Futures	2155.07	2155.64	2154.79	2155.64	26.0

> showing 50 of 2,502 rows — these rows as CSV

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