PREVIEW / futures_30min / 2010-05-06

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-05-06.parquet
  size:    85 KB
  rows:    2,705

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
2010-05-06 00:00:00	ES	Futures	1139.76	1140.0	1138.05	1138.29	3864.0
2010-05-06 00:30:00	ES	Futures	1138.29	1139.03	1138.05	1138.78	2144.0
2010-05-06 01:00:00	ES	Futures	1138.78	1139.03	1138.05	1138.29	2211.0
2010-05-06 01:30:00	ES	Futures	1138.29	1139.03	1138.05	1138.29	2679.0
2010-05-06 02:00:00	ES	Futures	1138.29	1139.27	1137.07	1137.32	10052.0
2010-05-06 02:30:00	ES	Futures	1137.32	1137.56	1133.4	1133.65	24623.0
2010-05-06 03:00:00	ES	Futures	1133.89	1136.58	1132.18	1136.34	41939.0
2010-05-06 03:30:00	ES	Futures	1136.34	1140.49	1134.14	1139.27	29960.0
2010-05-06 04:00:00	ES	Futures	1139.27	1140.25	1137.07	1140.0	19138.0
2010-05-06 04:30:00	ES	Futures	1140.0	1141.72	1139.52	1141.47	24172.0
2010-05-06 05:00:00	ES	Futures	1141.23	1141.96	1138.78	1139.27	19717.0
2010-05-06 05:30:00	ES	Futures	1139.27	1140.49	1138.78	1140.49	10545.0
2010-05-06 06:00:00	ES	Futures	1140.74	1142.45	1140.74	1142.2	21327.0
2010-05-06 06:30:00	ES	Futures	1142.2	1142.69	1141.47	1142.45	9416.0
2010-05-06 07:00:00	ES	Futures	1142.2	1142.69	1139.76	1140.98	26689.0
2010-05-06 07:30:00	ES	Futures	1140.98	1141.72	1136.34	1137.07	38182.0
2010-05-06 08:00:00	ES	Futures	1137.07	1139.03	1134.38	1137.32	54438.0
2010-05-06 08:30:00	ES	Futures	1137.07	1138.78	1129.74	1130.23	98403.0
2010-05-06 09:00:00	ES	Futures	1130.47	1135.6	1129.49	1131.69	94830.0
2010-05-06 09:30:00	ES	Futures	1131.69	1138.54	1131.69	1135.85	303287.0
2010-05-06 10:00:00	ES	Futures	1135.6	1139.03	1131.94	1132.18	232276.0
2010-05-06 10:30:00	ES	Futures	1131.94	1134.38	1127.54	1129.74	291939.0
2010-05-06 11:00:00	ES	Futures	1129.74	1129.74	1122.89	1127.54	349946.0
2010-05-06 11:30:00	ES	Futures	1127.29	1127.54	1121.67	1126.07	268391.0
2010-05-06 12:00:00	ES	Futures	1126.32	1131.45	1126.07	1127.78	200707.0
2010-05-06 12:30:00	ES	Futures	1127.78	1129.25	1122.89	1126.32	146764.0
2010-05-06 13:00:00	ES	Futures	1126.56	1127.78	1118.74	1121.92	214536.0
2010-05-06 13:30:00	ES	Futures	1121.67	1121.92	1115.32	1116.78	199477.0
2010-05-06 14:00:00	ES	Futures	1116.78	1118.25	1099.67	1105.05	523505.0
2010-05-06 14:30:00	ES	Futures	1105.05	1105.78	1032.46	1087.94	1077338.0
2010-05-06 15:00:00	ES	Futures	1087.94	1106.52	1078.65	1092.59	558665.0
2010-05-06 15:30:00	ES	Futures	1092.83	1110.67	1091.61	1098.45	549230.0
2010-05-06 16:00:00	ES	Futures	1098.45	1099.92	1094.54	1097.72	177972.0
2010-05-06 16:30:00	ES	Futures	1098.7	1099.92	1090.87	1091.36	21344.0
2010-05-06 17:00:00	ES	Futures	1091.61	1095.27	1091.12	1092.1	12140.0
2010-05-06 18:00:00	ES	Futures	1092.34	1095.76	1091.36	1092.83	10336.0
2010-05-06 18:30:00	ES	Futures	1092.83	1093.07	1090.39	1091.61	5956.0
2010-05-06 19:00:00	ES	Futures	1091.61	1093.07	1088.67	1091.85	8297.0
2010-05-06 19:30:00	ES	Futures	1091.85	1095.27	1091.36	1095.03	14698.0
2010-05-06 20:00:00	ES	Futures	1095.03	1096.99	1093.07	1093.07	13549.0
2010-05-06 20:30:00	ES	Futures	1093.32	1097.47	1092.59	1096.5	7902.0
2010-05-06 21:00:00	ES	Futures	1096.74	1097.72	1095.27	1096.99	5488.0
2010-05-06 21:30:00	ES	Futures	1096.74	1097.96	1095.27	1097.72	6264.0
2010-05-06 22:00:00	ES	Futures	1097.47	1100.16	1096.99	1100.16	9660.0
2010-05-06 22:30:00	ES	Futures	1100.16	1104.81	1099.92	1102.12	15385.0
2010-05-06 23:00:00	ES	Futures	1102.12	1103.34	1099.92	1101.87	6309.0
2010-05-06 23:30:00	ES	Futures	1102.12	1104.56	1101.14	1103.58	4253.0
2010-05-06 00:00:00	NQ	Futures	2245.16	2245.45	2242.87	2243.16	84.0
2010-05-06 00:30:00	NQ	Futures	2243.44	2244.59	2243.16	2244.59	29.0
2010-05-06 01:00:00	NQ	Futures	2244.3	2244.3	2242.87	2243.16	38.0

> showing 50 of 2,705 rows — these rows as CSV

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