PREVIEW / futures_30min / 2010-05-20

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-05-20.parquet
  size:    79 KB
  rows:    2,600

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
2010-05-20 00:00:00	ES	Futures	1085.99	1086.47	1084.27	1085.99	4759.0
2010-05-20 00:30:00	ES	Futures	1085.99	1086.47	1085.25	1085.5	1701.0
2010-05-20 01:00:00	ES	Futures	1085.5	1086.23	1083.3	1083.3	4036.0
2010-05-20 01:30:00	ES	Futures	1083.3	1084.27	1081.34	1082.81	9240.0
2010-05-20 02:00:00	ES	Futures	1082.56	1083.79	1080.61	1081.1	10199.0
2010-05-20 02:30:00	ES	Futures	1081.1	1085.99	1081.1	1084.76	9881.0
2010-05-20 03:00:00	ES	Futures	1084.76	1087.21	1083.54	1086.72	23024.0
2010-05-20 03:30:00	ES	Futures	1086.72	1090.63	1086.47	1087.94	20534.0
2010-05-20 04:00:00	ES	Futures	1088.19	1088.43	1084.52	1084.52	16692.0
2010-05-20 04:30:00	ES	Futures	1084.76	1087.7	1083.05	1086.72	16446.0
2010-05-20 05:00:00	ES	Futures	1086.96	1087.7	1084.03	1085.25	12172.0
2010-05-20 05:30:00	ES	Futures	1085.25	1086.47	1082.56	1082.81	8112.0
2010-05-20 06:00:00	ES	Futures	1082.81	1084.27	1082.08	1082.81	7933.0
2010-05-20 06:30:00	ES	Futures	1083.05	1083.3	1077.19	1078.9	24881.0
2010-05-20 07:00:00	ES	Futures	1078.9	1079.88	1067.17	1070.83	70227.0
2010-05-20 07:30:00	ES	Futures	1070.59	1072.54	1064.72	1069.12	85009.0
2010-05-20 08:00:00	ES	Futures	1069.12	1072.3	1066.68	1069.36	52859.0
2010-05-20 08:30:00	ES	Futures	1069.36	1069.36	1061.05	1064.23	112938.0
2010-05-20 09:00:00	ES	Futures	1064.48	1068.63	1063.74	1064.72	84779.0
2010-05-20 09:30:00	ES	Futures	1064.48	1069.61	1061.79	1066.19	362983.0
2010-05-20 10:00:00	ES	Futures	1066.19	1068.39	1050.54	1055.43	471420.0
2010-05-20 10:30:00	ES	Futures	1055.19	1061.79	1054.21	1058.61	267789.0
2010-05-20 11:00:00	ES	Futures	1058.85	1064.23	1056.9	1063.99	233579.0
2010-05-20 11:30:00	ES	Futures	1063.99	1065.21	1058.85	1059.1	189783.0
2010-05-20 12:00:00	ES	Futures	1059.34	1062.03	1055.43	1056.65	169108.0
2010-05-20 12:30:00	ES	Futures	1056.65	1057.63	1047.37	1048.34	173047.0
2010-05-20 13:00:00	ES	Futures	1048.1	1061.79	1047.12	1059.34	277517.0
2010-05-20 13:30:00	ES	Futures	1059.34	1063.5	1056.41	1057.88	220316.0
2010-05-20 14:00:00	ES	Futures	1057.88	1065.21	1052.26	1060.57	232723.0
2010-05-20 14:30:00	ES	Futures	1060.57	1069.36	1058.85	1062.03	298875.0
2010-05-20 15:00:00	ES	Futures	1061.79	1064.48	1058.12	1061.54	205498.0
2010-05-20 15:30:00	ES	Futures	1061.54	1063.5	1045.66	1045.9	432577.0
2010-05-20 16:00:00	ES	Futures	1045.9	1048.59	1043.46	1045.66	202167.0
2010-05-20 16:30:00	ES	Futures	1045.41	1045.41	1039.3	1041.5	33570.0
2010-05-20 17:00:00	ES	Futures	1041.5	1041.99	1039.3	1041.26	8489.0
2010-05-20 18:00:00	ES	Futures	1040.52	1041.26	1038.81	1039.54	8205.0
2010-05-20 18:30:00	ES	Futures	1039.54	1043.7	1039.06	1040.28	7643.0
2010-05-20 19:00:00	ES	Futures	1040.52	1041.74	1038.08	1040.03	6043.0
2010-05-20 19:30:00	ES	Futures	1040.03	1043.94	1037.83	1043.21	7799.0
2010-05-20 20:00:00	ES	Futures	1043.46	1045.66	1042.48	1043.7	9778.0
2010-05-20 20:30:00	ES	Futures	1043.7	1044.19	1041.26	1043.46	6397.0
2010-05-20 21:00:00	ES	Futures	1043.46	1044.68	1042.97	1043.7	3419.0
2010-05-20 21:30:00	ES	Futures	1043.7	1047.86	1043.46	1046.88	7800.0
2010-05-20 22:00:00	ES	Futures	1046.88	1050.3	1046.39	1049.81	10257.0
2010-05-20 22:30:00	ES	Futures	1050.06	1050.54	1047.37	1048.59	4166.0
2010-05-20 23:00:00	ES	Futures	1048.59	1052.5	1048.34	1051.03	6707.0
2010-05-20 23:30:00	ES	Futures	1051.28	1051.77	1049.08	1050.54	3047.0
2010-05-20 00:00:00	NQ	Futures	2138.34	2138.63	2134.33	2137.49	255.0
2010-05-20 00:30:00	NQ	Futures	2137.77	2138.34	2136.34	2136.63	69.0
2010-05-20 01:00:00	NQ	Futures	2136.91	2138.34	2132.9	2132.9	238.0

> showing 50 of 2,600 rows — these rows as CSV

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