PREVIEW / futures_30min / 2010-03-12

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-03-12.parquet
  size:    57 KB
  rows:    1,995

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
2010-03-12 00:00:00	ES	Futures	1118.75	1119.23	1118.75	1118.99	597.0
2010-03-12 00:30:00	ES	Futures	1118.75	1119.23	1118.75	1118.99	218.0
2010-03-12 01:00:00	ES	Futures	1118.99	1118.99	1118.26	1118.26	246.0
2010-03-12 01:30:00	ES	Futures	1118.5	1118.99	1118.02	1118.99	1004.0
2010-03-12 02:00:00	ES	Futures	1118.75	1119.23	1118.26	1118.5	2966.0
2010-03-12 02:30:00	ES	Futures	1118.5	1118.75	1118.26	1118.5	1703.0
2010-03-12 03:00:00	ES	Futures	1118.5	1119.72	1118.02	1118.5	5333.0
2010-03-12 03:30:00	ES	Futures	1118.75	1119.23	1118.02	1118.75	3033.0
2010-03-12 04:00:00	ES	Futures	1118.75	1119.72	1118.02	1119.23	2087.0
2010-03-12 04:30:00	ES	Futures	1119.23	1120.45	1118.5	1120.21	2996.0
2010-03-12 05:00:00	ES	Futures	1120.21	1122.64	1119.96	1122.64	11870.0
2010-03-12 05:30:00	ES	Futures	1122.4	1122.64	1121.67	1122.15	4093.0
2010-03-12 06:00:00	ES	Futures	1122.15	1122.64	1120.94	1122.15	1800.0
2010-03-12 06:30:00	ES	Futures	1122.15	1122.15	1120.45	1120.94	2753.0
2010-03-12 07:00:00	ES	Futures	1121.18	1122.64	1121.18	1122.64	2666.0
2010-03-12 07:30:00	ES	Futures	1122.4	1122.64	1121.67	1121.91	4295.0
2010-03-12 08:00:00	ES	Futures	1121.91	1122.64	1120.94	1121.91	6538.0
2010-03-12 08:30:00	ES	Futures	1122.64	1128.23	1122.15	1124.59	32980.0
2010-03-12 09:00:00	ES	Futures	1124.59	1124.59	1123.13	1123.37	9618.0
2010-03-12 09:30:00	ES	Futures	1123.37	1123.86	1119.72	1120.94	64327.0
2010-03-12 10:00:00	ES	Futures	1121.18	1121.18	1115.83	1117.77	50770.0
2010-03-12 10:30:00	ES	Futures	1117.77	1118.99	1116.31	1117.29	26355.0
2010-03-12 11:00:00	ES	Futures	1117.77	1120.21	1116.8	1119.48	27373.0
2010-03-12 11:30:00	ES	Futures	1119.48	1119.48	1117.53	1117.77	13910.0
2010-03-12 12:00:00	ES	Futures	1118.02	1119.23	1117.04	1118.75	6799.0
2010-03-12 12:30:00	ES	Futures	1118.99	1118.99	1116.8	1118.5	10047.0
2010-03-12 13:00:00	ES	Futures	1118.26	1119.48	1118.26	1118.75	4351.0
2010-03-12 13:30:00	ES	Futures	1118.5	1119.48	1118.02	1119.48	6016.0
2010-03-12 14:00:00	ES	Futures	1119.48	1120.21	1118.26	1118.5	7487.0
2010-03-12 14:30:00	ES	Futures	1118.75	1119.23	1117.53	1118.5	8160.0
2010-03-12 15:00:00	ES	Futures	1118.75	1118.99	1116.07	1116.07	9644.0
2010-03-12 15:30:00	ES	Futures	1116.07	1119.23	1116.07	1118.5	24747.0
2010-03-12 16:00:00	ES	Futures	1118.26	1120.69	1118.26	1120.45	15702.0
2010-03-12 00:00:00	NQ	Futures	2197.63	2198.49	2197.63	2198.49	7.0
2010-03-12 00:30:00	NQ	Futures	2198.49	2198.77	2198.2	2198.2	14.0
2010-03-12 01:00:00	NQ	Futures	2197.63	2197.92	2197.63	2197.92	7.0
2010-03-12 01:30:00	NQ	Futures	2198.49	2198.49	2197.06	2197.92	29.0
2010-03-12 02:00:00	NQ	Futures	2197.92	2198.77	2197.63	2198.77	102.0
2010-03-12 02:30:00	NQ	Futures	2198.2	2198.2	2197.34	2197.34	67.0
2010-03-12 03:00:00	NQ	Futures	2197.06	2199.34	2197.06	2197.34	278.0
2010-03-12 03:30:00	NQ	Futures	2197.63	2198.49	2197.34	2197.92	88.0
2010-03-12 04:00:00	NQ	Futures	2198.2	2199.63	2197.34	2199.63	59.0
2010-03-12 04:30:00	NQ	Futures	2199.06	2200.49	2198.49	2200.49	74.0
2010-03-12 05:00:00	NQ	Futures	2200.49	2202.49	2200.2	2202.2	685.0
2010-03-12 05:30:00	NQ	Futures	2201.63	2202.49	2200.77	2201.63	100.0
2010-03-12 06:00:00	NQ	Futures	2201.06	2202.77	2200.49	2201.34	82.0
2010-03-12 06:30:00	NQ	Futures	2201.92	2201.92	2199.63	2199.92	92.0
2010-03-12 07:00:00	NQ	Futures	2200.77	2202.77	2200.49	2201.92	125.0
2010-03-12 07:30:00	NQ	Futures	2201.63	2202.77	2200.77	2200.77	523.0
2010-03-12 08:00:00	NQ	Futures	2201.06	2201.63	2199.92	2201.63	198.0

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