PREVIEW / futures_30min / 2010-07-27

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-07-27.parquet
  size:    70 KB
  rows:    2,523

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
2010-07-27 00:00:00	ES	Futures	1087.28	1087.52	1086.54	1086.54	1262.0
2010-07-27 00:30:00	ES	Futures	1086.54	1087.77	1086.54	1087.28	2335.0
2010-07-27 01:00:00	ES	Futures	1087.28	1087.28	1086.54	1086.79	1322.0
2010-07-27 01:30:00	ES	Futures	1086.79	1087.52	1086.54	1087.03	1525.0
2010-07-27 02:00:00	ES	Futures	1087.03	1088.26	1086.3	1088.01	4499.0
2010-07-27 02:30:00	ES	Futures	1088.01	1091.94	1088.01	1090.71	10319.0
2010-07-27 03:00:00	ES	Futures	1090.71	1092.43	1090.22	1092.18	16105.0
2010-07-27 03:30:00	ES	Futures	1092.18	1093.41	1091.69	1092.43	14842.0
2010-07-27 04:00:00	ES	Futures	1092.43	1094.15	1091.69	1093.41	11965.0
2010-07-27 04:30:00	ES	Futures	1093.41	1094.15	1092.18	1092.67	8279.0
2010-07-27 05:00:00	ES	Futures	1092.43	1093.17	1091.94	1092.43	6583.0
2010-07-27 05:30:00	ES	Futures	1092.43	1093.9	1092.43	1093.66	9218.0
2010-07-27 06:00:00	ES	Futures	1093.66	1095.13	1093.41	1093.9	13995.0
2010-07-27 06:30:00	ES	Futures	1094.15	1094.88	1093.66	1094.88	6162.0
2010-07-27 07:00:00	ES	Futures	1094.88	1095.37	1094.64	1095.13	9820.0
2010-07-27 07:30:00	ES	Futures	1095.37	1096.11	1093.66	1095.86	21150.0
2010-07-27 08:00:00	ES	Futures	1095.62	1095.86	1094.39	1095.86	24893.0
2010-07-27 08:30:00	ES	Futures	1095.62	1096.36	1095.13	1095.62	20589.0
2010-07-27 09:00:00	ES	Futures	1095.62	1098.07	1095.62	1096.11	50262.0
2010-07-27 09:30:00	ES	Futures	1096.11	1097.09	1091.94	1092.18	227971.0
2010-07-27 10:00:00	ES	Futures	1091.94	1097.09	1088.99	1092.43	254364.0
2010-07-27 10:30:00	ES	Futures	1092.67	1092.92	1089.24	1090.22	122364.0
2010-07-27 11:00:00	ES	Futures	1090.22	1090.47	1085.56	1087.77	170540.0
2010-07-27 11:30:00	ES	Futures	1087.52	1089.73	1087.28	1089.49	74093.0
2010-07-27 12:00:00	ES	Futures	1089.73	1092.18	1088.75	1091.69	71174.0
2010-07-27 12:30:00	ES	Futures	1091.45	1091.69	1088.5	1088.99	62507.0
2010-07-27 13:00:00	ES	Futures	1089.24	1089.98	1087.03	1087.03	70660.0
2010-07-27 13:30:00	ES	Futures	1087.28	1090.71	1086.54	1089.24	74421.0
2010-07-27 14:00:00	ES	Futures	1088.99	1092.18	1088.5	1090.47	65357.0
2010-07-27 14:30:00	ES	Futures	1090.71	1091.2	1087.28	1088.75	63417.0
2010-07-27 15:00:00	ES	Futures	1088.75	1092.43	1088.75	1092.18	96661.0
2010-07-27 15:30:00	ES	Futures	1092.18	1092.43	1088.5	1089.49	135554.0
2010-07-27 16:00:00	ES	Futures	1089.49	1091.2	1089.24	1090.47	77078.0
2010-07-27 16:30:00	ES	Futures	1089.98	1090.71	1089.73	1089.98	2549.0
2010-07-27 17:00:00	ES	Futures	1089.98	1090.47	1089.73	1089.73	1818.0
2010-07-27 18:00:00	ES	Futures	1089.98	1089.98	1089.24	1089.73	1809.0
2010-07-27 18:30:00	ES	Futures	1089.73	1090.22	1089.49	1089.73	436.0
2010-07-27 19:00:00	ES	Futures	1089.98	1089.98	1089.73	1089.98	374.0
2010-07-27 19:30:00	ES	Futures	1089.98	1090.47	1089.73	1090.47	1124.0
2010-07-27 20:00:00	ES	Futures	1090.22	1091.2	1089.98	1090.96	1576.0
2010-07-27 20:30:00	ES	Futures	1090.96	1091.2	1090.22	1090.47	1521.0
2010-07-27 21:00:00	ES	Futures	1090.47	1090.71	1089.73	1090.22	2495.0
2010-07-27 21:30:00	ES	Futures	1089.98	1090.47	1088.5	1088.5	4127.0
2010-07-27 22:00:00	ES	Futures	1088.5	1089.98	1088.01	1089.49	3317.0
2010-07-27 22:30:00	ES	Futures	1089.24	1091.2	1089.24	1091.2	2145.0
2010-07-27 23:00:00	ES	Futures	1091.2	1091.45	1090.71	1091.2	2384.0
2010-07-27 23:30:00	ES	Futures	1091.2	1091.45	1090.22	1090.71	1754.0
2010-07-27 00:00:00	NQ	Futures	2161.28	2161.28	2160.13	2160.13	157.0
2010-07-27 00:30:00	NQ	Futures	2160.13	2161.28	2159.85	2160.99	105.0
2010-07-27 01:00:00	NQ	Futures	2160.71	2160.71	2159.56	2159.85	143.0

> showing 50 of 2,523 rows — these rows as CSV

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