PREVIEW / futures_30min / 2010-05-11

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-05-11.parquet
  size:    75 KB
  rows:    2,611

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
2010-05-11 00:00:00	ES	Futures	1128.27	1128.27	1123.87	1124.36	10650.0
2010-05-11 00:30:00	ES	Futures	1124.36	1125.58	1122.89	1124.36	5343.0
2010-05-11 01:00:00	ES	Futures	1124.12	1125.83	1124.12	1125.34	2546.0
2010-05-11 01:30:00	ES	Futures	1125.34	1125.34	1122.65	1122.65	3695.0
2010-05-11 02:00:00	ES	Futures	1122.89	1122.89	1118.01	1118.25	17047.0
2010-05-11 02:30:00	ES	Futures	1118.49	1121.43	1118.25	1119.72	9988.0
2010-05-11 03:00:00	ES	Futures	1119.72	1122.41	1117.27	1119.23	26115.0
2010-05-11 03:30:00	ES	Futures	1119.23	1123.87	1118.98	1122.89	23466.0
2010-05-11 04:00:00	ES	Futures	1122.89	1123.38	1118.74	1119.23	14923.0
2010-05-11 04:30:00	ES	Futures	1118.98	1121.67	1115.81	1117.76	22406.0
2010-05-11 05:00:00	ES	Futures	1118.01	1119.96	1116.54	1117.52	13859.0
2010-05-11 05:30:00	ES	Futures	1117.76	1119.72	1117.27	1118.74	8462.0
2010-05-11 06:00:00	ES	Futures	1118.74	1120.69	1118.49	1119.72	10997.0
2010-05-11 06:30:00	ES	Futures	1119.72	1119.72	1116.78	1117.03	11231.0
2010-05-11 07:00:00	ES	Futures	1117.03	1118.74	1115.07	1118.49	21673.0
2010-05-11 07:30:00	ES	Futures	1118.49	1121.43	1118.01	1119.23	24947.0
2010-05-11 08:00:00	ES	Futures	1119.23	1121.43	1117.52	1118.25	23565.0
2010-05-11 08:30:00	ES	Futures	1118.25	1119.72	1117.03	1117.52	28299.0
2010-05-11 09:00:00	ES	Futures	1117.27	1121.18	1116.54	1120.45	45323.0
2010-05-11 09:30:00	ES	Futures	1120.45	1127.29	1118.74	1125.09	264674.0
2010-05-11 10:00:00	ES	Futures	1124.85	1128.76	1123.38	1126.32	171743.0
2010-05-11 10:30:00	ES	Futures	1126.56	1128.76	1124.61	1126.32	145248.0
2010-05-11 11:00:00	ES	Futures	1126.07	1131.69	1125.83	1131.2	150792.0
2010-05-11 11:30:00	ES	Futures	1131.45	1135.6	1129.49	1133.65	162899.0
2010-05-11 12:00:00	ES	Futures	1133.65	1137.8	1133.16	1136.09	121659.0
2010-05-11 12:30:00	ES	Futures	1136.09	1140.0	1135.12	1139.03	126583.0
2010-05-11 13:00:00	ES	Futures	1139.27	1139.76	1136.34	1138.29	84105.0
2010-05-11 13:30:00	ES	Futures	1138.29	1142.94	1137.07	1139.52	175390.0
2010-05-11 14:00:00	ES	Futures	1139.52	1140.25	1132.18	1133.89	182577.0
2010-05-11 14:30:00	ES	Futures	1133.89	1134.38	1129.49	1131.45	199519.0
2010-05-11 15:00:00	ES	Futures	1131.45	1131.45	1125.34	1129.0	189282.0
2010-05-11 15:30:00	ES	Futures	1129.25	1132.67	1127.29	1127.54	207416.0
2010-05-11 16:00:00	ES	Futures	1127.54	1128.27	1125.83	1126.07	92643.0
2010-05-11 16:30:00	ES	Futures	1126.07	1126.07	1124.61	1124.61	10775.0
2010-05-11 17:00:00	ES	Futures	1124.61	1125.34	1124.36	1124.61	2910.0
2010-05-11 18:00:00	ES	Futures	1124.36	1124.61	1117.03	1119.72	14009.0
2010-05-11 18:30:00	ES	Futures	1119.96	1121.43	1118.98	1120.94	3077.0
2010-05-11 19:00:00	ES	Futures	1120.94	1121.43	1120.21	1120.94	1549.0
2010-05-11 19:30:00	ES	Futures	1121.18	1122.65	1119.96	1122.41	3861.0
2010-05-11 20:00:00	ES	Futures	1122.41	1125.09	1122.16	1124.12	6189.0
2010-05-11 20:30:00	ES	Futures	1124.12	1124.85	1121.67	1123.14	4346.0
2010-05-11 21:00:00	ES	Futures	1123.14	1124.61	1122.65	1122.65	2751.0
2010-05-11 21:30:00	ES	Futures	1122.65	1123.87	1121.43	1123.14	3781.0
2010-05-11 22:00:00	ES	Futures	1122.89	1123.63	1121.92	1122.16	2143.0
2010-05-11 22:30:00	ES	Futures	1122.16	1123.63	1121.92	1121.92	1802.0
2010-05-11 23:00:00	ES	Futures	1121.92	1122.41	1120.94	1120.94	1574.0
2010-05-11 23:30:00	ES	Futures	1121.18	1121.43	1120.21	1120.69	2005.0
2010-05-11 00:00:00	NQ	Futures	2215.66	2215.95	2206.79	2207.07	578.0
2010-05-11 00:30:00	NQ	Futures	2206.79	2211.37	2204.78	2208.79	402.0
2010-05-11 01:00:00	NQ	Futures	2208.79	2213.09	2208.79	2210.8	285.0

> showing 50 of 2,611 rows — these rows as CSV

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