PREVIEW / futures_30min / 2010-05-10

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-05-10.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
2010-05-10 00:00:00	ES	Futures	1112.14	1113.61	1111.41	1113.36	6265.0
2010-05-10 00:30:00	ES	Futures	1113.61	1113.61	1111.65	1112.38	2690.0
2010-05-10 01:00:00	ES	Futures	1112.38	1114.34	1112.38	1113.61	8582.0
2010-05-10 01:30:00	ES	Futures	1113.61	1115.07	1112.38	1114.83	8848.0
2010-05-10 02:00:00	ES	Futures	1114.58	1120.94	1114.34	1119.23	42733.0
2010-05-10 02:30:00	ES	Futures	1118.98	1122.16	1118.74	1120.69	24490.0
2010-05-10 03:00:00	ES	Futures	1120.69	1122.16	1117.52	1121.92	44806.0
2010-05-10 03:30:00	ES	Futures	1121.67	1128.03	1120.94	1127.05	65682.0
2010-05-10 04:00:00	ES	Futures	1127.05	1129.74	1126.07	1129.74	36616.0
2010-05-10 04:30:00	ES	Futures	1129.74	1133.4	1127.29	1132.43	40713.0
2010-05-10 05:00:00	ES	Futures	1132.67	1135.85	1132.18	1135.36	37274.0
2010-05-10 05:30:00	ES	Futures	1135.12	1135.85	1130.47	1132.18	30938.0
2010-05-10 06:00:00	ES	Futures	1132.18	1132.18	1127.78	1128.76	27822.0
2010-05-10 06:30:00	ES	Futures	1128.52	1131.69	1128.52	1129.98	22321.0
2010-05-10 07:00:00	ES	Futures	1129.98	1135.6	1129.0	1135.36	42403.0
2010-05-10 07:30:00	ES	Futures	1135.6	1136.09	1130.72	1131.69	51611.0
2010-05-10 08:00:00	ES	Futures	1131.69	1132.92	1126.32	1128.03	67028.0
2010-05-10 08:30:00	ES	Futures	1128.03	1130.96	1125.09	1129.74	68118.0
2010-05-10 09:00:00	ES	Futures	1129.49	1129.74	1125.34	1127.54	77171.0
2010-05-10 09:30:00	ES	Futures	1127.54	1135.85	1125.58	1129.25	423847.0
2010-05-10 10:00:00	ES	Futures	1129.25	1132.67	1123.14	1123.14	301768.0
2010-05-10 10:30:00	ES	Futures	1123.38	1127.78	1122.41	1125.58	244954.0
2010-05-10 11:00:00	ES	Futures	1125.58	1130.47	1125.34	1130.47	184181.0
2010-05-10 11:30:00	ES	Futures	1130.72	1133.65	1128.27	1131.69	145606.0
2010-05-10 12:00:00	ES	Futures	1131.94	1132.18	1128.52	1129.0	96238.0
2010-05-10 12:30:00	ES	Futures	1128.76	1130.72	1127.29	1127.29	92739.0
2010-05-10 13:00:00	ES	Futures	1127.29	1128.03	1119.72	1124.61	252684.0
2010-05-10 13:30:00	ES	Futures	1124.85	1127.05	1120.21	1121.92	159617.0
2010-05-10 14:00:00	ES	Futures	1121.92	1125.58	1118.74	1123.63	131940.0
2010-05-10 14:30:00	ES	Futures	1123.38	1126.81	1121.18	1126.32	98293.0
2010-05-10 15:00:00	ES	Futures	1126.56	1126.56	1120.69	1124.61	113330.0
2010-05-10 15:30:00	ES	Futures	1124.85	1131.94	1122.41	1130.96	300765.0
2010-05-10 16:00:00	ES	Futures	1130.96	1133.4	1130.23	1130.47	163480.0
2010-05-10 16:30:00	ES	Futures	1130.23	1132.67	1129.25	1132.18	7747.0
2010-05-10 17:00:00	ES	Futures	1131.94	1132.43	1129.98	1130.47	3273.0
2010-05-10 18:00:00	ES	Futures	1130.47	1130.96	1129.49	1129.74	2939.0
2010-05-10 18:30:00	ES	Futures	1129.74	1130.47	1129.49	1130.47	1768.0
2010-05-10 19:00:00	ES	Futures	1130.23	1130.47	1129.49	1129.98	1725.0
2010-05-10 19:30:00	ES	Futures	1130.23	1130.47	1129.25	1129.25	5080.0
2010-05-10 20:00:00	ES	Futures	1129.25	1129.98	1128.52	1129.25	6743.0
2010-05-10 20:30:00	ES	Futures	1129.25	1130.72	1128.52	1129.49	2936.0
2010-05-10 21:00:00	ES	Futures	1129.49	1132.43	1129.49	1132.18	2772.0
2010-05-10 21:30:00	ES	Futures	1132.18	1132.18	1129.25	1129.25	4137.0
2010-05-10 22:00:00	ES	Futures	1129.49	1131.69	1129.0	1131.45	2752.0
2010-05-10 22:30:00	ES	Futures	1131.45	1131.69	1129.0	1129.0	2255.0
2010-05-10 23:00:00	ES	Futures	1129.0	1129.25	1128.27	1128.76	4455.0
2010-05-10 23:30:00	ES	Futures	1128.52	1128.76	1128.03	1128.03	3462.0
2010-05-10 00:00:00	NQ	Futures	2174.14	2175.86	2172.71	2175.29	268.0
2010-05-10 00:30:00	NQ	Futures	2175.57	2175.86	2172.14	2173.57	514.0
2010-05-10 01:00:00	NQ	Futures	2173.85	2176.43	2173.57	2173.85	447.0

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

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