PREVIEW / futures_30min / 2010-03-15

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-03-15.parquet
  size:    61 KB
  rows:    2,372

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
2010-03-15 00:00:00	ES	Futures	1115.81	1116.29	1115.81	1116.29	620.0
2010-03-15 00:30:00	ES	Futures	1116.29	1116.54	1116.05	1116.54	303.0
2010-03-15 01:00:00	ES	Futures	1116.29	1116.54	1115.81	1116.29	314.0
2010-03-15 01:30:00	ES	Futures	1116.54	1116.78	1116.29	1116.54	279.0
2010-03-15 02:00:00	ES	Futures	1116.54	1116.78	1116.29	1116.54	426.0
2010-03-15 02:30:00	ES	Futures	1116.78	1117.03	1116.29	1117.03	506.0
2010-03-15 03:00:00	ES	Futures	1117.03	1117.27	1116.29	1117.03	1761.0
2010-03-15 03:30:00	ES	Futures	1117.27	1117.76	1116.54	1117.76	2452.0
2010-03-15 04:00:00	ES	Futures	1117.76	1118.49	1116.29	1116.54	8535.0
2010-03-15 04:30:00	ES	Futures	1116.54	1117.52	1116.29	1116.54	7341.0
2010-03-15 05:00:00	ES	Futures	1116.29	1116.54	1115.56	1115.56	6520.0
2010-03-15 05:30:00	ES	Futures	1115.56	1116.29	1115.56	1116.05	5210.0
2010-03-15 06:00:00	ES	Futures	1116.05	1117.27	1115.81	1116.78	4651.0
2010-03-15 06:30:00	ES	Futures	1116.78	1117.27	1116.54	1116.54	3536.0
2010-03-15 07:00:00	ES	Futures	1116.78	1118.01	1116.54	1118.01	4324.0
2010-03-15 07:30:00	ES	Futures	1118.01	1118.25	1117.52	1118.01	6156.0
2010-03-15 08:00:00	ES	Futures	1118.25	1118.49	1117.52	1118.49	8768.0
2010-03-15 08:30:00	ES	Futures	1118.49	1118.98	1117.76	1118.25	15091.0
2010-03-15 09:00:00	ES	Futures	1118.25	1118.49	1117.27	1117.76	18840.0
2010-03-15 09:30:00	ES	Futures	1117.76	1119.96	1116.29	1116.54	143148.0
2010-03-15 10:00:00	ES	Futures	1116.29	1118.74	1115.32	1117.76	111033.0
2010-03-15 10:30:00	ES	Futures	1117.76	1118.01	1115.56	1116.29	86546.0
2010-03-15 11:00:00	ES	Futures	1116.29	1117.03	1111.16	1112.87	171631.0
2010-03-15 11:30:00	ES	Futures	1112.87	1113.61	1111.65	1112.87	80964.0
2010-03-15 12:00:00	ES	Futures	1113.12	1113.85	1111.9	1113.36	59469.0
2010-03-15 12:30:00	ES	Futures	1113.12	1114.58	1112.63	1113.85	47219.0
2010-03-15 13:00:00	ES	Futures	1113.85	1114.58	1113.61	1114.09	32697.0
2010-03-15 13:30:00	ES	Futures	1114.09	1115.32	1113.85	1114.83	35987.0
2010-03-15 14:00:00	ES	Futures	1115.07	1115.07	1113.36	1114.34	45351.0
2010-03-15 14:30:00	ES	Futures	1114.34	1116.54	1112.87	1116.05	83010.0
2010-03-15 15:00:00	ES	Futures	1116.05	1118.74	1115.56	1118.74	97145.0
2010-03-15 15:30:00	ES	Futures	1118.74	1120.94	1117.76	1120.21	140307.0
2010-03-15 16:00:00	ES	Futures	1119.96	1120.45	1119.72	1120.45	79652.0
2010-03-15 16:30:00	ES	Futures	1120.21	1121.43	1120.21	1120.69	8112.0
2010-03-15 17:00:00	ES	Futures	1120.45	1121.43	1120.45	1121.18	1710.0
2010-03-15 18:00:00	ES	Futures	1121.43	1121.92	1120.69	1120.94	2385.0
2010-03-15 18:30:00	ES	Futures	1120.94	1121.18	1120.69	1121.18	1246.0
2010-03-15 19:00:00	ES	Futures	1120.94	1120.94	1120.21	1120.69	1202.0
2010-03-15 19:30:00	ES	Futures	1120.45	1120.94	1120.21	1120.69	883.0
2010-03-15 20:00:00	ES	Futures	1120.69	1120.94	1120.45	1120.69	504.0
2010-03-15 20:30:00	ES	Futures	1120.69	1120.69	1120.21	1120.21	877.0
2010-03-15 21:00:00	ES	Futures	1120.45	1121.67	1120.21	1121.67	1306.0
2010-03-15 21:30:00	ES	Futures	1121.67	1122.16	1121.18	1122.16	1542.0
2010-03-15 22:00:00	ES	Futures	1121.92	1122.16	1121.43	1121.67	558.0
2010-03-15 22:30:00	ES	Futures	1121.92	1121.92	1121.18	1121.67	706.0
2010-03-15 23:00:00	ES	Futures	1121.43	1121.67	1121.18	1121.67	374.0
2010-03-15 23:30:00	ES	Futures	1121.43	1121.43	1120.94	1120.94	804.0
2010-03-15 00:00:00	NQ	Futures	2195.05	2196.19	2195.05	2196.19	23.0
2010-03-15 00:30:00	NQ	Futures	2195.91	2195.91	2195.33	2195.91	35.0
2010-03-15 01:00:00	NQ	Futures	2195.62	2196.48	2195.62	2196.48	34.0

> showing 50 of 2,372 rows — these rows as CSV

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