PREVIEW / futures_30min / 2010-07-06

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-07-06.parquet
  size:    72 KB
  rows:    2,511

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
2010-07-06 00:00:00	ES	Futures	994.28	994.52	993.3	993.3	1352.0
2010-07-06 00:30:00	ES	Futures	993.54	996.73	992.56	996.73	4784.0
2010-07-06 01:00:00	ES	Futures	996.49	997.47	996.24	997.22	3376.0
2010-07-06 01:30:00	ES	Futures	997.22	997.71	996.0	996.98	3353.0
2010-07-06 02:00:00	ES	Futures	996.98	998.2	996.73	997.71	7474.0
2010-07-06 02:30:00	ES	Futures	997.96	997.96	996.49	997.47	4301.0
2010-07-06 03:00:00	ES	Futures	997.47	1000.9	996.24	1000.41	17245.0
2010-07-06 03:30:00	ES	Futures	1000.17	1004.09	1000.17	1003.85	21426.0
2010-07-06 04:00:00	ES	Futures	1003.85	1004.09	1002.13	1003.11	12331.0
2010-07-06 04:30:00	ES	Futures	1003.36	1004.83	1002.87	1004.09	10364.0
2010-07-06 05:00:00	ES	Futures	1004.09	1004.83	1003.36	1004.09	7894.0
2010-07-06 05:30:00	ES	Futures	1004.09	1007.28	1003.6	1006.3	17880.0
2010-07-06 06:00:00	ES	Futures	1006.55	1008.02	1005.81	1007.77	12498.0
2010-07-06 06:30:00	ES	Futures	1007.77	1008.02	1007.04	1007.28	15701.0
2010-07-06 07:00:00	ES	Futures	1007.28	1007.77	1006.06	1006.06	14511.0
2010-07-06 07:30:00	ES	Futures	1006.3	1006.3	1005.07	1006.06	11049.0
2010-07-06 08:00:00	ES	Futures	1005.81	1009.49	1005.81	1008.51	29254.0
2010-07-06 08:30:00	ES	Futures	1008.51	1010.23	1008.26	1009.74	35306.0
2010-07-06 09:00:00	ES	Futures	1009.74	1012.44	1009.49	1011.95	46079.0
2010-07-06 09:30:00	ES	Futures	1012.19	1014.64	1009.74	1012.93	198685.0
2010-07-06 10:00:00	ES	Futures	1013.17	1019.31	1010.47	1016.36	255370.0
2010-07-06 10:30:00	ES	Futures	1016.36	1017.83	1015.14	1015.14	122748.0
2010-07-06 11:00:00	ES	Futures	1015.38	1016.61	1012.19	1012.44	120310.0
2010-07-06 11:30:00	ES	Futures	1012.68	1015.38	1012.44	1014.64	77056.0
2010-07-06 12:00:00	ES	Futures	1014.89	1016.36	1009.98	1010.96	83290.0
2010-07-06 12:30:00	ES	Futures	1011.21	1011.95	1005.57	1006.55	109323.0
2010-07-06 13:00:00	ES	Futures	1006.79	1008.51	1004.83	1007.53	91366.0
2010-07-06 13:30:00	ES	Futures	1007.77	1008.51	999.68	1000.66	158344.0
2010-07-06 14:00:00	ES	Futures	1000.9	1002.62	996.98	1001.64	140321.0
2010-07-06 14:30:00	ES	Futures	1001.64	1003.85	998.94	999.43	91691.0
2010-07-06 15:00:00	ES	Futures	999.43	1001.15	994.77	998.2	167015.0
2010-07-06 15:30:00	ES	Futures	998.2	1004.83	997.47	1004.83	255045.0
2010-07-06 16:00:00	ES	Futures	1004.58	1006.79	1003.85	1005.07	123611.0
2010-07-06 16:30:00	ES	Futures	1005.07	1006.3	1004.83	1005.57	3824.0
2010-07-06 17:00:00	ES	Futures	1005.57	1006.55	1005.32	1006.06	1331.0
2010-07-06 18:00:00	ES	Futures	1006.06	1006.3	1004.83	1004.83	1676.0
2010-07-06 18:30:00	ES	Futures	1004.83	1005.07	1004.58	1004.83	547.0
2010-07-06 19:00:00	ES	Futures	1004.83	1005.81	1004.58	1005.81	584.0
2010-07-06 19:30:00	ES	Futures	1005.81	1006.06	1004.83	1005.07	1277.0
2010-07-06 20:00:00	ES	Futures	1005.32	1005.32	1002.62	1003.6	6524.0
2010-07-06 20:30:00	ES	Futures	1003.36	1003.85	1002.38	1002.38	2725.0
2010-07-06 21:00:00	ES	Futures	1002.38	1002.62	1000.66	1001.88	5057.0
2010-07-06 21:30:00	ES	Futures	1001.88	1002.38	1000.66	1001.15	2271.0
2010-07-06 22:00:00	ES	Futures	1001.39	1002.13	1000.17	1001.64	2295.0
2010-07-06 22:30:00	ES	Futures	1001.39	1002.38	1001.15	1001.64	1260.0
2010-07-06 23:00:00	ES	Futures	1001.64	1002.38	1001.39	1001.39	873.0
2010-07-06 23:30:00	ES	Futures	1001.39	1003.36	1001.39	1001.64	1903.0
2010-07-06 00:00:00	NQ	Futures	1972.15	1972.43	1970.71	1971.29	129.0
2010-07-06 00:30:00	NQ	Futures	1971.29	1976.45	1969.0	1976.45	288.0
2010-07-06 01:00:00	NQ	Futures	1976.45	1977.59	1975.59	1977.31	264.0

> showing 50 of 2,511 rows — these rows as CSV

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