PREVIEW / futures_30min / 2010-03-22

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-03-22.parquet
  size:    67 KB
  rows:    2,418

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
2010-03-22 00:00:00	ES	Futures	1124.12	1125.09	1123.87	1125.09	880.0
2010-03-22 00:30:00	ES	Futures	1124.85	1125.58	1124.36	1125.34	1948.0
2010-03-22 01:00:00	ES	Futures	1125.09	1125.34	1124.85	1125.09	476.0
2010-03-22 01:30:00	ES	Futures	1125.09	1125.34	1124.85	1125.09	382.0
2010-03-22 02:00:00	ES	Futures	1125.34	1126.07	1125.09	1125.83	1352.0
2010-03-22 02:30:00	ES	Futures	1125.58	1125.83	1124.85	1125.34	1580.0
2010-03-22 03:00:00	ES	Futures	1125.09	1125.34	1123.87	1124.61	4202.0
2010-03-22 03:30:00	ES	Futures	1124.85	1126.07	1124.36	1125.83	3327.0
2010-03-22 04:00:00	ES	Futures	1125.83	1126.07	1122.41	1122.89	13489.0
2010-03-22 04:30:00	ES	Futures	1122.65	1125.34	1122.65	1124.12	8628.0
2010-03-22 05:00:00	ES	Futures	1124.36	1124.85	1123.63	1124.36	5452.0
2010-03-22 05:30:00	ES	Futures	1124.36	1124.36	1121.43	1122.16	14179.0
2010-03-22 06:00:00	ES	Futures	1121.92	1122.89	1121.18	1122.16	11622.0
2010-03-22 06:30:00	ES	Futures	1122.41	1123.14	1121.18	1123.14	7872.0
2010-03-22 07:00:00	ES	Futures	1123.14	1123.38	1122.41	1123.14	6023.0
2010-03-22 07:30:00	ES	Futures	1123.14	1123.38	1121.92	1122.16	15283.0
2010-03-22 08:00:00	ES	Futures	1122.16	1124.12	1121.92	1123.87	18693.0
2010-03-22 08:30:00	ES	Futures	1123.87	1124.36	1122.41	1122.65	22290.0
2010-03-22 09:00:00	ES	Futures	1122.41	1123.63	1122.41	1122.65	32887.0
2010-03-22 09:30:00	ES	Futures	1122.89	1129.74	1122.16	1128.52	241349.0
2010-03-22 10:00:00	ES	Futures	1128.52	1133.4	1127.78	1132.43	221083.0
2010-03-22 10:30:00	ES	Futures	1132.67	1134.14	1131.69	1132.67	149802.0
2010-03-22 11:00:00	ES	Futures	1132.92	1134.38	1132.67	1132.67	104120.0
2010-03-22 11:30:00	ES	Futures	1132.92	1133.65	1131.69	1133.4	113043.0
2010-03-22 12:00:00	ES	Futures	1133.4	1133.65	1131.69	1133.4	107288.0
2010-03-22 12:30:00	ES	Futures	1133.65	1134.63	1132.67	1133.89	85200.0
2010-03-22 13:00:00	ES	Futures	1134.14	1136.58	1133.89	1135.12	108421.0
2010-03-22 13:30:00	ES	Futures	1135.36	1135.85	1134.63	1134.87	47316.0
2010-03-22 14:00:00	ES	Futures	1134.87	1135.36	1133.4	1134.63	81750.0
2010-03-22 14:30:00	ES	Futures	1134.87	1137.32	1134.87	1136.09	116316.0
2010-03-22 15:00:00	ES	Futures	1136.34	1137.32	1135.12	1136.34	91680.0
2010-03-22 15:30:00	ES	Futures	1136.09	1136.83	1134.63	1135.12	135326.0
2010-03-22 16:00:00	ES	Futures	1135.36	1136.34	1134.63	1136.09	98391.0
2010-03-22 16:30:00	ES	Futures	1135.85	1137.07	1135.85	1136.83	8065.0
2010-03-22 17:00:00	ES	Futures	1136.58	1137.07	1136.34	1136.83	1811.0
2010-03-22 18:00:00	ES	Futures	1136.58	1137.8	1136.58	1137.56	2454.0
2010-03-22 18:30:00	ES	Futures	1137.32	1137.56	1137.32	1137.32	777.0
2010-03-22 19:00:00	ES	Futures	1137.32	1137.56	1136.83	1137.07	915.0
2010-03-22 19:30:00	ES	Futures	1137.07	1137.56	1136.83	1137.32	3314.0
2010-03-22 20:00:00	ES	Futures	1137.32	1137.56	1136.34	1136.58	2439.0
2010-03-22 20:30:00	ES	Futures	1136.58	1136.58	1136.09	1136.09	887.0
2010-03-22 21:00:00	ES	Futures	1136.09	1136.58	1136.09	1136.34	1652.0
2010-03-22 21:30:00	ES	Futures	1136.34	1136.58	1135.85	1136.09	1261.0
2010-03-22 22:00:00	ES	Futures	1136.34	1136.83	1136.09	1136.83	1257.0
2010-03-22 22:30:00	ES	Futures	1136.58	1136.83	1135.85	1135.85	928.0
2010-03-22 23:00:00	ES	Futures	1135.85	1136.34	1135.85	1136.34	767.0
2010-03-22 23:30:00	ES	Futures	1136.09	1136.34	1135.85	1136.09	606.0
2010-03-22 00:00:00	NQ	Futures	2201.63	2202.78	2201.63	2202.49	107.0
2010-03-22 00:30:00	NQ	Futures	2202.49	2203.06	2201.92	2202.78	103.0
2010-03-22 01:00:00	NQ	Futures	2203.06	2203.35	2202.78	2202.78	42.0

> showing 50 of 2,418 rows — these rows as CSV

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