PREVIEW / futures_30min / 2010-06-29

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-06-29.parquet
  size:    72 KB
  rows:    2,530

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
2010-06-29 00:00:00	ES	Futures	1047.77	1049.24	1047.28	1047.28	5602.0
2010-06-29 00:30:00	ES	Futures	1047.53	1047.77	1044.09	1045.81	7050.0
2010-06-29 01:00:00	ES	Futures	1045.81	1045.81	1043.35	1043.6	4541.0
2010-06-29 01:30:00	ES	Futures	1043.6	1044.34	1043.35	1043.6	2799.0
2010-06-29 02:00:00	ES	Futures	1043.84	1043.84	1040.65	1041.88	13940.0
2010-06-29 02:30:00	ES	Futures	1041.88	1043.11	1041.39	1042.86	5793.0
2010-06-29 03:00:00	ES	Futures	1042.62	1043.11	1041.39	1042.13	20923.0
2010-06-29 03:30:00	ES	Futures	1042.13	1042.37	1037.22	1038.2	30307.0
2010-06-29 04:00:00	ES	Futures	1038.2	1039.18	1035.5	1036.48	26060.0
2010-06-29 04:30:00	ES	Futures	1036.48	1038.2	1035.99	1037.71	15055.0
2010-06-29 05:00:00	ES	Futures	1037.96	1039.43	1035.99	1037.22	15642.0
2010-06-29 05:30:00	ES	Futures	1036.97	1038.2	1036.73	1037.96	11161.0
2010-06-29 06:00:00	ES	Futures	1037.96	1038.69	1037.46	1038.69	6651.0
2010-06-29 06:30:00	ES	Futures	1038.69	1039.92	1037.96	1039.43	11788.0
2010-06-29 07:00:00	ES	Futures	1039.67	1039.92	1035.99	1037.22	21799.0
2010-06-29 07:30:00	ES	Futures	1037.22	1038.2	1035.5	1037.96	21086.0
2010-06-29 08:00:00	ES	Futures	1037.96	1038.69	1037.22	1037.96	17373.0
2010-06-29 08:30:00	ES	Futures	1037.96	1039.18	1036.97	1036.97	33952.0
2010-06-29 09:00:00	ES	Futures	1036.97	1038.94	1035.75	1035.99	67943.0
2010-06-29 09:30:00	ES	Futures	1035.99	1036.24	1027.16	1028.88	341024.0
2010-06-29 10:00:00	ES	Futures	1028.88	1028.88	1018.32	1019.06	383143.0
2010-06-29 10:30:00	ES	Futures	1018.82	1025.44	1018.57	1025.2	197266.0
2010-06-29 11:00:00	ES	Futures	1025.2	1027.89	1022.99	1023.97	160396.0
2010-06-29 11:30:00	ES	Futures	1023.97	1024.7	1022.01	1022.25	112203.0
2010-06-29 12:00:00	ES	Futures	1022.5	1025.2	1020.04	1022.99	138333.0
2010-06-29 12:30:00	ES	Futures	1023.23	1023.72	1021.27	1022.25	70179.0
2010-06-29 13:00:00	ES	Futures	1022.01	1022.74	1019.06	1020.04	104696.0
2010-06-29 13:30:00	ES	Futures	1020.29	1022.25	1017.1	1021.76	148463.0
2010-06-29 14:00:00	ES	Futures	1021.76	1024.7	1020.78	1022.99	110526.0
2010-06-29 14:30:00	ES	Futures	1023.23	1023.48	1019.06	1019.55	162042.0
2010-06-29 15:00:00	ES	Futures	1019.55	1022.74	1013.66	1015.14	224863.0
2010-06-29 15:30:00	ES	Futures	1015.38	1020.04	1011.21	1017.83	427920.0
2010-06-29 16:00:00	ES	Futures	1017.83	1018.32	1014.89	1015.87	142453.0
2010-06-29 16:30:00	ES	Futures	1016.12	1016.61	1014.64	1015.14	6720.0
2010-06-29 17:00:00	ES	Futures	1015.14	1015.63	1013.91	1014.64	2874.0
2010-06-29 18:00:00	ES	Futures	1014.64	1014.89	1013.66	1014.4	4251.0
2010-06-29 18:30:00	ES	Futures	1014.4	1015.87	1014.4	1015.87	1978.0
2010-06-29 19:00:00	ES	Futures	1016.12	1016.85	1015.38	1015.38	1302.0
2010-06-29 19:30:00	ES	Futures	1015.38	1016.85	1014.64	1016.61	4028.0
2010-06-29 20:00:00	ES	Futures	1016.36	1017.1	1014.4	1015.14	5053.0
2010-06-29 20:30:00	ES	Futures	1015.14	1017.59	1014.4	1017.1	3661.0
2010-06-29 21:00:00	ES	Futures	1017.34	1017.59	1016.36	1017.34	1684.0
2010-06-29 21:30:00	ES	Futures	1017.1	1018.32	1017.1	1017.34	3193.0
2010-06-29 22:00:00	ES	Futures	1017.34	1020.29	1016.61	1019.8	5959.0
2010-06-29 22:30:00	ES	Futures	1019.8	1020.78	1018.08	1020.29	5330.0
2010-06-29 23:00:00	ES	Futures	1020.29	1020.29	1018.57	1019.8	4029.0
2010-06-29 23:30:00	ES	Futures	1019.55	1020.29	1019.06	1019.55	5845.0
2010-06-29 00:00:00	NQ	Futures	2094.8	2097.66	2094.8	2095.08	159.0
2010-06-29 00:30:00	NQ	Futures	2094.51	2095.08	2088.21	2091.36	435.0
2010-06-29 01:00:00	NQ	Futures	2091.36	2091.36	2083.34	2086.2	727.0

> showing 50 of 2,530 rows — these rows as CSV

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