PREVIEW / futures_30min / 2010-07-05

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-07-05.parquet
  size:    49 KB
  rows:    1,687

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
2010-07-05 00:00:00	ES	Futures	996.73	998.94	996.73	997.71	1361.0
2010-07-05 00:30:00	ES	Futures	997.71	997.96	996.73	997.71	2142.0
2010-07-05 01:00:00	ES	Futures	997.71	997.71	995.75	996.98	3811.0
2010-07-05 01:30:00	ES	Futures	996.73	998.69	996.73	998.69	1918.0
2010-07-05 02:00:00	ES	Futures	998.45	999.43	998.2	999.19	5107.0
2010-07-05 02:30:00	ES	Futures	999.19	999.43	998.45	999.19	3766.0
2010-07-05 03:00:00	ES	Futures	998.94	999.68	996.49	996.49	7531.0
2010-07-05 03:30:00	ES	Futures	996.49	996.73	994.52	995.01	7780.0
2010-07-05 04:00:00	ES	Futures	994.77	997.22	994.52	996.98	4095.0
2010-07-05 04:30:00	ES	Futures	996.98	998.45	996.0	996.0	4970.0
2010-07-05 05:00:00	ES	Futures	996.24	996.49	994.77	995.26	4803.0
2010-07-05 05:30:00	ES	Futures	995.01	996.98	995.01	996.24	2976.0
2010-07-05 06:00:00	ES	Futures	996.24	997.22	996.24	996.49	2471.0
2010-07-05 06:30:00	ES	Futures	996.24	996.98	996.24	996.49	1347.0
2010-07-05 07:00:00	ES	Futures	996.73	996.98	995.01	995.75	2646.0
2010-07-05 07:30:00	ES	Futures	995.75	996.73	995.5	996.73	2212.0
2010-07-05 08:00:00	ES	Futures	996.73	997.22	996.24	996.98	3234.0
2010-07-05 08:30:00	ES	Futures	996.98	997.22	995.75	996.0	2769.0
2010-07-05 09:00:00	ES	Futures	995.75	996.49	994.52	994.77	4713.0
2010-07-05 09:30:00	ES	Futures	995.01	995.5	994.52	995.01	3740.0
2010-07-05 10:00:00	ES	Futures	995.01	995.01	993.54	994.03	3629.0
2010-07-05 10:30:00	ES	Futures	994.03	994.52	994.03	994.52	2708.0
2010-07-05 11:00:00	ES	Futures	994.52	995.01	992.56	993.3	5619.0
2010-07-05 18:00:00	ES	Futures	993.05	995.75	992.81	995.5	3617.0
2010-07-05 18:30:00	ES	Futures	995.5	995.75	992.81	993.05	1549.0
2010-07-05 19:00:00	ES	Futures	992.81	992.81	988.63	988.88	5522.0
2010-07-05 19:30:00	ES	Futures	989.12	991.09	989.12	989.62	1572.0
2010-07-05 20:00:00	ES	Futures	989.37	989.62	984.22	985.69	8546.0
2010-07-05 20:30:00	ES	Futures	985.69	986.92	985.44	985.69	4656.0
2010-07-05 21:00:00	ES	Futures	985.93	987.65	985.69	987.16	3131.0
2010-07-05 21:30:00	ES	Futures	987.16	989.62	986.67	989.37	4204.0
2010-07-05 22:00:00	ES	Futures	989.37	990.6	988.88	989.86	3217.0
2010-07-05 22:30:00	ES	Futures	990.11	991.09	989.62	990.84	1408.0
2010-07-05 23:00:00	ES	Futures	990.84	992.07	989.12	991.09	2841.0
2010-07-05 23:30:00	ES	Futures	991.09	995.01	991.09	994.28	4620.0
2010-07-05 00:00:00	NQ	Futures	1975.01	1977.88	1975.01	1977.02	59.0
2010-07-05 00:30:00	NQ	Futures	1977.02	1977.02	1975.59	1975.59	7.0
2010-07-05 01:00:00	NQ	Futures	1977.02	1977.02	1973.87	1975.01	31.0
2010-07-05 01:30:00	NQ	Futures	1975.87	1977.59	1975.3	1977.31	68.0
2010-07-05 02:00:00	NQ	Futures	1977.31	1980.74	1976.73	1980.46	163.0
2010-07-05 02:30:00	NQ	Futures	1980.74	1980.74	1978.74	1980.17	173.0
2010-07-05 03:00:00	NQ	Futures	1980.46	1981.32	1974.44	1974.44	837.0
2010-07-05 03:30:00	NQ	Futures	1974.15	1975.3	1970.71	1971.0	533.0
2010-07-05 04:00:00	NQ	Futures	1971.0	1976.16	1970.43	1975.87	445.0
2010-07-05 04:30:00	NQ	Futures	1975.87	1979.6	1974.15	1975.3	466.0
2010-07-05 05:00:00	NQ	Futures	1974.73	1976.16	1972.43	1973.01	568.0
2010-07-05 05:30:00	NQ	Futures	1972.72	1977.31	1972.43	1975.87	450.0
2010-07-05 06:00:00	NQ	Futures	1975.3	1977.59	1975.3	1976.45	365.0
2010-07-05 06:30:00	NQ	Futures	1976.45	1977.59	1975.87	1977.31	338.0
2010-07-05 07:00:00	NQ	Futures	1977.02	1978.17	1973.58	1976.16	544.0

> showing 50 of 1,687 rows — these rows as CSV

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