PREVIEW / futures_30min / 2010-03-26

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-03-26.parquet
  size:    58 KB
  rows:    2,026

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
2010-03-26 00:00:00	ES	Futures	1137.32	1137.8	1136.34	1136.34	2784.0
2010-03-26 00:30:00	ES	Futures	1136.34	1137.56	1136.34	1137.32	1493.0
2010-03-26 01:00:00	ES	Futures	1137.32	1137.56	1136.58	1137.32	2298.0
2010-03-26 01:30:00	ES	Futures	1137.32	1138.05	1137.07	1137.8	2750.0
2010-03-26 02:00:00	ES	Futures	1137.8	1138.78	1137.56	1138.54	3370.0
2010-03-26 02:30:00	ES	Futures	1138.54	1138.78	1138.05	1138.29	885.0
2010-03-26 03:00:00	ES	Futures	1138.29	1139.03	1137.56	1138.78	8364.0
2010-03-26 03:30:00	ES	Futures	1138.78	1139.52	1138.29	1139.52	9085.0
2010-03-26 04:00:00	ES	Futures	1139.52	1140.98	1137.8	1138.29	20755.0
2010-03-26 04:30:00	ES	Futures	1138.29	1138.78	1137.56	1138.05	12108.0
2010-03-26 05:00:00	ES	Futures	1137.8	1140.49	1137.8	1140.0	11555.0
2010-03-26 05:30:00	ES	Futures	1139.76	1140.74	1139.03	1139.52	8699.0
2010-03-26 06:00:00	ES	Futures	1139.52	1140.0	1138.29	1138.78	7471.0
2010-03-26 06:30:00	ES	Futures	1139.03	1139.76	1138.54	1138.78	5036.0
2010-03-26 07:00:00	ES	Futures	1138.78	1140.74	1138.54	1140.0	7871.0
2010-03-26 07:30:00	ES	Futures	1140.25	1140.25	1138.78	1140.0	10974.0
2010-03-26 08:00:00	ES	Futures	1140.0	1142.2	1139.76	1140.0	31211.0
2010-03-26 08:30:00	ES	Futures	1140.0	1140.49	1138.78	1139.52	25437.0
2010-03-26 09:00:00	ES	Futures	1139.52	1140.25	1137.56	1137.8	29972.0
2010-03-26 09:30:00	ES	Futures	1137.8	1140.74	1136.34	1139.52	202517.0
2010-03-26 10:00:00	ES	Futures	1139.52	1142.94	1139.52	1142.69	192640.0
2010-03-26 10:30:00	ES	Futures	1142.69	1143.67	1140.49	1141.23	142162.0
2010-03-26 11:00:00	ES	Futures	1141.23	1142.69	1140.74	1141.96	92075.0
2010-03-26 11:30:00	ES	Futures	1141.96	1142.69	1140.49	1140.74	66193.0
2010-03-26 12:00:00	ES	Futures	1140.49	1141.72	1136.34	1136.83	134135.0
2010-03-26 12:30:00	ES	Futures	1136.83	1137.56	1133.4	1134.63	191552.0
2010-03-26 13:00:00	ES	Futures	1134.87	1135.12	1130.72	1133.89	185139.0
2010-03-26 13:30:00	ES	Futures	1133.89	1135.6	1132.92	1133.89	109378.0
2010-03-26 14:00:00	ES	Futures	1133.65	1136.83	1131.94	1136.58	140113.0
2010-03-26 14:30:00	ES	Futures	1136.34	1137.8	1134.38	1135.12	124405.0
2010-03-26 15:00:00	ES	Futures	1135.12	1135.85	1133.65	1135.12	86652.0
2010-03-26 15:30:00	ES	Futures	1135.12	1136.58	1133.89	1135.85	164024.0
2010-03-26 16:00:00	ES	Futures	1136.09	1137.8	1135.85	1137.32	74805.0
2010-03-26 00:00:00	NQ	Futures	2234.28	2234.28	2233.42	2233.71	69.0
2010-03-26 00:30:00	NQ	Futures	2233.42	2235.14	2233.13	2234.57	160.0
2010-03-26 01:00:00	NQ	Futures	2234.57	2234.57	2233.71	2233.99	190.0
2010-03-26 01:30:00	NQ	Futures	2234.28	2235.14	2233.99	2235.14	172.0
2010-03-26 02:00:00	NQ	Futures	2235.14	2235.71	2235.14	2235.42	115.0
2010-03-26 02:30:00	NQ	Futures	2235.42	2236.57	2234.57	2236.57	239.0
2010-03-26 03:00:00	NQ	Futures	2236.0	2237.72	2235.71	2237.14	337.0
2010-03-26 03:30:00	NQ	Futures	2237.14	2239.15	2237.14	2238.86	618.0
2010-03-26 04:00:00	NQ	Futures	2239.15	2240.87	2236.28	2237.14	1220.0
2010-03-26 04:30:00	NQ	Futures	2237.14	2237.72	2235.71	2236.57	454.0
2010-03-26 05:00:00	NQ	Futures	2236.57	2239.72	2236.57	2238.86	490.0
2010-03-26 05:30:00	NQ	Futures	2238.86	2239.72	2237.43	2237.72	361.0
2010-03-26 06:00:00	NQ	Futures	2238.29	2239.15	2236.86	2237.43	298.0
2010-03-26 06:30:00	NQ	Futures	2237.43	2239.15	2236.57	2237.14	363.0
2010-03-26 07:00:00	NQ	Futures	2237.14	2243.16	2237.14	2242.58	1577.0
2010-03-26 07:30:00	NQ	Futures	2242.58	2242.58	2239.72	2242.01	725.0
2010-03-26 08:00:00	NQ	Futures	2241.72	2244.3	2238.86	2238.86	2953.0

> showing 50 of 2,026 rows — these rows as CSV

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