PREVIEW / futures_30min / 2010-06-20

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-06-20.parquet
  size:    19 KB
  rows:    443

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
2010-06-20 18:00:00	ES	Futures	1095.37	1106.66	1094.88	1101.75	18370.0
2010-06-20 18:30:00	ES	Futures	1101.75	1102.0	1100.28	1101.26	4892.0
2010-06-20 19:00:00	ES	Futures	1101.02	1102.24	1100.77	1102.0	4604.0
2010-06-20 19:30:00	ES	Futures	1101.75	1103.72	1101.75	1103.47	5655.0
2010-06-20 20:00:00	ES	Futures	1103.72	1106.17	1103.23	1105.19	10529.0
2010-06-20 20:30:00	ES	Futures	1105.19	1105.68	1103.47	1105.68	5442.0
2010-06-20 21:00:00	ES	Futures	1105.68	1106.17	1095.62	1097.83	18912.0
2010-06-20 21:30:00	ES	Futures	1098.07	1100.77	1096.11	1100.28	10682.0
2010-06-20 22:00:00	ES	Futures	1100.28	1101.02	1098.07	1099.3	5485.0
2010-06-20 22:30:00	ES	Futures	1099.3	1103.72	1099.05	1103.47	5946.0
2010-06-20 23:00:00	ES	Futures	1103.47	1104.94	1102.74	1104.45	4467.0
2010-06-20 23:30:00	ES	Futures	1104.21	1104.94	1102.49	1102.74	1789.0
2010-06-20 18:00:00	NQ	Futures	2204.27	2215.44	2203.12	2211.43	1209.0
2010-06-20 18:30:00	NQ	Futures	2211.14	2212.29	2210.57	2211.72	359.0
2010-06-20 19:00:00	NQ	Futures	2211.72	2214.01	2210.57	2211.72	625.0
2010-06-20 19:30:00	NQ	Futures	2212.29	2214.87	2212.29	2214.87	232.0
2010-06-20 20:00:00	NQ	Futures	2214.87	2220.6	2214.87	2219.45	735.0
2010-06-20 20:30:00	NQ	Futures	2219.45	2220.03	2216.59	2220.03	541.0
2010-06-20 21:00:00	NQ	Futures	2220.03	2221.75	2202.83	2206.84	1918.0
2010-06-20 21:30:00	NQ	Futures	2206.84	2211.72	2202.55	2210.57	1110.0
2010-06-20 22:00:00	NQ	Futures	2210.57	2211.43	2205.99	2208.28	927.0
2010-06-20 22:30:00	NQ	Futures	2208.28	2214.3	2207.7	2214.01	1025.0
2010-06-20 23:00:00	NQ	Futures	2214.01	2217.45	2213.44	2217.16	878.0
2010-06-20 23:30:00	NQ	Futures	2217.73	2219.17	2213.72	2214.01	294.0
2010-06-20 18:00:00	YM	Futures	9869.3	9939.4	9864.6	9917.6	584.0
2010-06-20 18:30:00	YM	Futures	9914.8	9918.5	9906.2	9912.9	128.0
2010-06-20 19:00:00	YM	Futures	9913.8	9918.5	9909.1	9917.6	206.0
2010-06-20 19:30:00	YM	Futures	9918.5	9931.8	9918.5	9930.8	207.0
2010-06-20 20:00:00	YM	Futures	9930.8	9955.5	9928.0	9946.0	673.0
2010-06-20 20:30:00	YM	Futures	9946.0	9946.9	9927.1	9943.2	906.0
2010-06-20 21:00:00	YM	Futures	9943.2	9948.8	9870.3	9885.4	1005.0
2010-06-20 21:30:00	YM	Futures	9887.3	9905.3	9873.1	9903.4	1051.0
2010-06-20 22:00:00	YM	Futures	9903.4	9906.2	9887.3	9897.7	368.0
2010-06-20 22:30:00	YM	Futures	9894.9	9929.0	9893.0	9927.1	489.0
2010-06-20 23:00:00	YM	Futures	9928.0	9940.3	9922.3	9932.7	250.0
2010-06-20 23:30:00	YM	Futures	9934.6	9940.3	9923.3	9924.2	251.0
2010-06-20 18:00:00	CL	Futures	151.91	152.86	151.76	152.7	1605.0
2010-06-20 18:30:00	CL	Futures	152.76	152.86	152.51	152.55	278.0
2010-06-20 19:00:00	CL	Futures	152.55	152.59	152.22	152.43	309.0
2010-06-20 19:30:00	CL	Futures	152.41	152.62	152.37	152.55	144.0
2010-06-20 20:00:00	CL	Futures	152.57	153.13	152.55	152.99	632.0
2010-06-20 20:30:00	CL	Futures	152.99	153.28	152.93	153.28	686.0
2010-06-20 21:00:00	CL	Futures	153.3	153.32	152.35	152.57	1351.0
2010-06-20 21:30:00	CL	Futures	152.57	153.09	152.51	152.89	801.0
2010-06-20 22:00:00	CL	Futures	152.86	152.97	152.82	152.89	214.0
2010-06-20 22:30:00	CL	Futures	152.91	153.26	152.86	153.15	293.0
2010-06-20 23:00:00	CL	Futures	153.17	153.28	153.05	153.24	268.0
2010-06-20 23:30:00	CL	Futures	153.26	153.45	153.13	153.28	484.0
2010-06-20 19:00:00	GC	Futures	1770.8	1771.1	1769.8	1770.7	53.0
2010-06-20 19:30:00	GC	Futures	1770.4	1770.4	1769.0	1770.0	180.0

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