PREVIEW / futures_30min / 2010-05-27

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-05-27.parquet
  size:    75 KB
  rows:    2,594

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
2010-05-27 00:00:00	ES	Futures	1044.43	1048.34	1043.94	1047.86	6689.0
2010-05-27 00:30:00	ES	Futures	1047.86	1051.77	1047.12	1049.57	8815.0
2010-05-27 01:00:00	ES	Futures	1049.57	1050.54	1048.83	1049.81	2638.0
2010-05-27 01:30:00	ES	Futures	1049.81	1051.52	1048.34	1051.28	4865.0
2010-05-27 02:00:00	ES	Futures	1051.03	1055.92	1050.79	1055.43	13734.0
2010-05-27 02:30:00	ES	Futures	1055.43	1057.88	1054.7	1057.63	15641.0
2010-05-27 03:00:00	ES	Futures	1057.39	1061.54	1056.9	1058.37	34042.0
2010-05-27 03:30:00	ES	Futures	1058.37	1059.34	1056.41	1056.9	20912.0
2010-05-27 04:00:00	ES	Futures	1056.65	1059.34	1054.7	1055.68	18540.0
2010-05-27 04:30:00	ES	Futures	1055.68	1059.59	1055.43	1058.37	15494.0
2010-05-27 05:00:00	ES	Futures	1058.61	1064.48	1058.37	1062.77	31010.0
2010-05-27 05:30:00	ES	Futures	1062.77	1066.43	1062.28	1065.94	29358.0
2010-05-27 06:00:00	ES	Futures	1065.7	1067.65	1063.99	1065.45	31131.0
2010-05-27 06:30:00	ES	Futures	1065.7	1065.94	1062.77	1063.01	22408.0
2010-05-27 07:00:00	ES	Futures	1063.01	1063.74	1061.05	1061.3	25434.0
2010-05-27 07:30:00	ES	Futures	1061.54	1062.77	1060.32	1061.3	23369.0
2010-05-27 08:00:00	ES	Futures	1061.3	1063.99	1059.59	1063.5	38355.0
2010-05-27 08:30:00	ES	Futures	1063.5	1063.5	1056.17	1059.1	106265.0
2010-05-27 09:00:00	ES	Futures	1059.1	1062.77	1058.37	1062.77	41623.0
2010-05-27 09:30:00	ES	Futures	1062.77	1064.97	1059.34	1062.03	309479.0
2010-05-27 10:00:00	ES	Futures	1062.03	1068.39	1058.37	1068.14	234686.0
2010-05-27 10:30:00	ES	Futures	1068.39	1070.34	1065.21	1067.41	203317.0
2010-05-27 11:00:00	ES	Futures	1067.65	1069.36	1064.48	1068.88	158577.0
2010-05-27 11:30:00	ES	Futures	1068.88	1069.61	1064.48	1068.88	127913.0
2010-05-27 12:00:00	ES	Futures	1069.12	1069.36	1065.94	1067.65	74913.0
2010-05-27 12:30:00	ES	Futures	1067.65	1068.14	1065.94	1066.43	52961.0
2010-05-27 13:00:00	ES	Futures	1066.19	1069.12	1063.25	1067.9	97870.0
2010-05-27 13:30:00	ES	Futures	1068.14	1070.34	1067.17	1067.9	77963.0
2010-05-27 14:00:00	ES	Futures	1067.9	1073.28	1067.17	1072.05	112454.0
2010-05-27 14:30:00	ES	Futures	1072.05	1072.54	1069.12	1070.59	72861.0
2010-05-27 15:00:00	ES	Futures	1070.59	1074.01	1068.63	1070.34	103117.0
2010-05-27 15:30:00	ES	Futures	1070.1	1078.41	1069.85	1078.16	252291.0
2010-05-27 16:00:00	ES	Futures	1078.16	1078.16	1075.96	1075.96	128607.0
2010-05-27 16:30:00	ES	Futures	1075.72	1077.19	1074.5	1076.45	12565.0
2010-05-27 17:00:00	ES	Futures	1076.7	1077.68	1075.72	1077.43	2591.0
2010-05-27 18:00:00	ES	Futures	1076.94	1079.39	1076.7	1077.68	5899.0
2010-05-27 18:30:00	ES	Futures	1077.68	1077.92	1075.96	1076.21	1515.0
2010-05-27 19:00:00	ES	Futures	1076.45	1077.19	1075.72	1077.19	2286.0
2010-05-27 19:30:00	ES	Futures	1077.19	1078.16	1076.7	1077.19	1894.0
2010-05-27 20:00:00	ES	Futures	1077.19	1077.19	1072.54	1074.5	9351.0
2010-05-27 20:30:00	ES	Futures	1074.25	1077.92	1073.28	1075.48	6493.0
2010-05-27 21:00:00	ES	Futures	1075.48	1079.14	1075.23	1078.9	4528.0
2010-05-27 21:30:00	ES	Futures	1078.9	1079.14	1076.94	1077.68	1858.0
2010-05-27 22:00:00	ES	Futures	1077.68	1077.92	1075.23	1075.23	1812.0
2010-05-27 22:30:00	ES	Futures	1074.99	1075.72	1074.5	1074.74	1823.0
2010-05-27 23:00:00	ES	Futures	1074.74	1075.48	1074.5	1074.74	1357.0
2010-05-27 23:30:00	ES	Futures	1074.74	1074.99	1072.79	1074.01	3430.0
2010-05-27 00:00:00	NQ	Futures	2065.32	2073.62	2065.03	2073.05	634.0
2010-05-27 00:30:00	NQ	Futures	2073.34	2080.21	2071.05	2076.49	825.0
2010-05-27 01:00:00	NQ	Futures	2075.91	2077.92	2074.77	2076.2	324.0

> showing 50 of 2,594 rows — these rows as CSV

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