PREVIEW / futures_30min / 2010-05-05

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-05-05.parquet
  size:    76 KB
  rows:    2,598

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
2010-05-05 00:00:00	ES	Futures	1144.89	1145.87	1144.4	1145.63	2318.0
2010-05-05 00:30:00	ES	Futures	1145.38	1145.87	1145.14	1145.87	978.0
2010-05-05 01:00:00	ES	Futures	1145.87	1146.11	1145.38	1146.11	905.0
2010-05-05 01:30:00	ES	Futures	1145.87	1146.36	1145.38	1145.63	3318.0
2010-05-05 02:00:00	ES	Futures	1145.38	1147.34	1144.4	1147.09	8721.0
2010-05-05 02:30:00	ES	Futures	1147.34	1147.83	1146.36	1147.34	8530.0
2010-05-05 03:00:00	ES	Futures	1147.09	1148.31	1144.16	1144.65	30657.0
2010-05-05 03:30:00	ES	Futures	1144.65	1144.65	1140.49	1141.23	39707.0
2010-05-05 04:00:00	ES	Futures	1141.47	1145.63	1140.74	1142.94	25544.0
2010-05-05 04:30:00	ES	Futures	1142.94	1146.6	1142.2	1146.11	22157.0
2010-05-05 05:00:00	ES	Futures	1146.36	1147.58	1145.63	1147.34	14920.0
2010-05-05 05:30:00	ES	Futures	1147.34	1148.56	1146.85	1148.07	15006.0
2010-05-05 06:00:00	ES	Futures	1148.31	1148.8	1146.11	1146.6	18432.0
2010-05-05 06:30:00	ES	Futures	1146.85	1146.85	1144.65	1144.65	13418.0
2010-05-05 07:00:00	ES	Futures	1144.65	1145.14	1142.45	1144.16	28013.0
2010-05-05 07:30:00	ES	Futures	1144.4	1144.65	1141.47	1142.2	33524.0
2010-05-05 08:00:00	ES	Futures	1142.45	1144.16	1138.05	1139.27	72469.0
2010-05-05 08:30:00	ES	Futures	1139.52	1139.76	1135.36	1135.85	79718.0
2010-05-05 09:00:00	ES	Futures	1136.09	1137.32	1131.94	1134.87	115505.0
2010-05-05 09:30:00	ES	Futures	1134.63	1137.56	1129.0	1137.32	422270.0
2010-05-05 10:00:00	ES	Futures	1137.32	1141.72	1135.36	1137.56	310478.0
2010-05-05 10:30:00	ES	Futures	1137.8	1143.18	1136.58	1141.72	221936.0
2010-05-05 11:00:00	ES	Futures	1141.72	1142.2	1137.32	1140.74	176845.0
2010-05-05 11:30:00	ES	Futures	1140.74	1146.6	1139.52	1145.87	138750.0
2010-05-05 12:00:00	ES	Futures	1145.87	1146.85	1141.23	1141.72	117032.0
2010-05-05 12:30:00	ES	Futures	1141.72	1143.43	1138.78	1141.72	90486.0
2010-05-05 13:00:00	ES	Futures	1141.72	1143.67	1139.03	1141.47	65487.0
2010-05-05 13:30:00	ES	Futures	1141.47	1142.69	1139.52	1140.49	76496.0
2010-05-05 14:00:00	ES	Futures	1140.25	1140.98	1137.07	1137.32	130852.0
2010-05-05 14:30:00	ES	Futures	1137.32	1137.8	1131.45	1135.12	243147.0
2010-05-05 15:00:00	ES	Futures	1135.12	1137.56	1133.89	1136.09	138875.0
2010-05-05 15:30:00	ES	Futures	1135.85	1138.29	1132.67	1137.56	239525.0
2010-05-05 16:00:00	ES	Futures	1137.32	1138.05	1136.34	1137.8	107651.0
2010-05-05 16:30:00	ES	Futures	1137.8	1138.29	1137.56	1137.8	5817.0
2010-05-05 17:00:00	ES	Futures	1137.56	1139.03	1137.07	1138.54	4808.0
2010-05-05 18:00:00	ES	Futures	1138.78	1139.76	1138.54	1139.52	3642.0
2010-05-05 18:30:00	ES	Futures	1139.52	1140.25	1139.27	1140.25	1411.0
2010-05-05 19:00:00	ES	Futures	1140.25	1140.98	1139.03	1140.49	2837.0
2010-05-05 19:30:00	ES	Futures	1140.49	1140.49	1139.27	1140.49	2531.0
2010-05-05 20:00:00	ES	Futures	1140.49	1140.98	1138.54	1138.54	5633.0
2010-05-05 20:30:00	ES	Futures	1138.78	1140.98	1138.78	1140.25	3939.0
2010-05-05 21:00:00	ES	Futures	1140.49	1140.98	1140.25	1140.25	1826.0
2010-05-05 21:30:00	ES	Futures	1140.25	1140.74	1139.76	1140.74	2486.0
2010-05-05 22:00:00	ES	Futures	1140.98	1140.98	1139.76	1139.76	2553.0
2010-05-05 22:30:00	ES	Futures	1139.76	1141.23	1139.52	1140.74	2643.0
2010-05-05 23:00:00	ES	Futures	1140.98	1140.98	1139.52	1139.76	1761.0
2010-05-05 23:30:00	ES	Futures	1140.0	1140.98	1139.52	1139.76	1669.0
2010-05-05 00:00:00	NQ	Futures	2254.33	2255.47	2253.47	2254.9	59.0
2010-05-05 00:30:00	NQ	Futures	2255.18	2255.18	2254.61	2254.9	48.0
2010-05-05 01:00:00	NQ	Futures	2255.18	2255.47	2254.61	2255.18	47.0

> showing 50 of 2,598 rows — these rows as CSV

> unlock the full archive -- $79 one-time