PREVIEW / futures_30min / 2010-08-06

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-08-06.parquet
  size:    61 KB
  rows:    2,071

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
2010-08-06 00:00:00	ES	Futures	1104.45	1104.7	1104.21	1104.21	763.0
2010-08-06 00:30:00	ES	Futures	1104.21	1104.21	1103.47	1103.96	731.0
2010-08-06 01:00:00	ES	Futures	1103.96	1104.21	1103.72	1103.96	529.0
2010-08-06 01:30:00	ES	Futures	1104.21	1104.45	1103.47	1104.21	1350.0
2010-08-06 02:00:00	ES	Futures	1103.96	1104.94	1103.47	1103.72	2848.0
2010-08-06 02:30:00	ES	Futures	1103.96	1104.45	1103.72	1103.96	2909.0
2010-08-06 03:00:00	ES	Futures	1104.21	1105.68	1103.23	1104.94	11720.0
2010-08-06 03:30:00	ES	Futures	1104.94	1105.68	1103.47	1104.21	8925.0
2010-08-06 04:00:00	ES	Futures	1104.21	1104.7	1103.47	1103.47	8051.0
2010-08-06 04:30:00	ES	Futures	1103.47	1104.21	1103.23	1103.72	5481.0
2010-08-06 05:00:00	ES	Futures	1103.72	1103.96	1102.0	1102.24	6614.0
2010-08-06 05:30:00	ES	Futures	1102.24	1103.96	1101.75	1103.47	7723.0
2010-08-06 06:00:00	ES	Futures	1103.47	1104.21	1101.75	1104.21	9242.0
2010-08-06 06:30:00	ES	Futures	1104.21	1104.21	1103.23	1103.72	4334.0
2010-08-06 07:00:00	ES	Futures	1103.96	1105.68	1102.98	1104.7	14301.0
2010-08-06 07:30:00	ES	Futures	1104.94	1105.43	1103.96	1105.19	15083.0
2010-08-06 08:00:00	ES	Futures	1105.19	1106.17	1103.47	1105.19	25113.0
2010-08-06 08:30:00	ES	Futures	1105.19	1105.19	1090.71	1092.92	230549.0
2010-08-06 09:00:00	ES	Futures	1092.67	1094.15	1091.2	1091.69	55317.0
2010-08-06 09:30:00	ES	Futures	1091.69	1099.79	1090.71	1099.05	274753.0
2010-08-06 10:00:00	ES	Futures	1099.05	1099.79	1095.62	1096.36	140620.0
2010-08-06 10:30:00	ES	Futures	1096.36	1097.34	1084.82	1085.8	278062.0
2010-08-06 11:00:00	ES	Futures	1086.05	1088.01	1083.35	1087.28	172495.0
2010-08-06 11:30:00	ES	Futures	1087.28	1088.75	1086.05	1086.79	89484.0
2010-08-06 12:00:00	ES	Futures	1086.79	1087.52	1085.31	1085.56	57746.0
2010-08-06 12:30:00	ES	Futures	1085.56	1087.77	1085.31	1086.54	36432.0
2010-08-06 13:00:00	ES	Futures	1086.54	1087.52	1085.31	1086.54	46217.0
2010-08-06 13:30:00	ES	Futures	1086.3	1088.01	1085.31	1086.79	73999.0
2010-08-06 14:00:00	ES	Futures	1086.79	1088.5	1085.56	1088.26	66005.0
2010-08-06 14:30:00	ES	Futures	1088.26	1094.15	1087.77	1093.41	129612.0
2010-08-06 15:00:00	ES	Futures	1093.41	1097.09	1092.18	1095.37	145589.0
2010-08-06 15:30:00	ES	Futures	1095.37	1098.56	1094.15	1097.83	155729.0
2010-08-06 16:00:00	ES	Futures	1097.83	1099.3	1097.34	1099.05	76610.0
2010-08-06 00:00:00	NQ	Futures	2183.63	2184.49	2183.35	2183.35	26.0
2010-08-06 00:30:00	NQ	Futures	2183.35	2183.35	2181.63	2182.49	39.0
2010-08-06 01:00:00	NQ	Futures	2182.49	2183.06	2182.2	2182.77	6.0
2010-08-06 01:30:00	NQ	Futures	2182.2	2183.63	2181.91	2183.63	20.0
2010-08-06 02:00:00	NQ	Futures	2183.35	2184.78	2182.49	2182.77	150.0
2010-08-06 02:30:00	NQ	Futures	2183.06	2183.35	2182.49	2182.77	304.0
2010-08-06 03:00:00	NQ	Futures	2183.06	2186.5	2181.91	2185.35	783.0
2010-08-06 03:30:00	NQ	Futures	2185.64	2186.79	2182.77	2183.63	792.0
2010-08-06 04:00:00	NQ	Futures	2183.63	2184.21	2181.91	2182.2	437.0
2010-08-06 04:30:00	NQ	Futures	2181.91	2183.06	2180.48	2182.2	667.0
2010-08-06 05:00:00	NQ	Futures	2182.2	2182.2	2177.9	2178.47	810.0
2010-08-06 05:30:00	NQ	Futures	2178.47	2181.34	2177.04	2181.34	474.0
2010-08-06 06:00:00	NQ	Futures	2181.05	2181.63	2178.47	2181.63	592.0
2010-08-06 06:30:00	NQ	Futures	2181.91	2182.49	2180.77	2181.63	309.0
2010-08-06 07:00:00	NQ	Futures	2181.91	2184.78	2180.48	2183.35	765.0
2010-08-06 07:30:00	NQ	Futures	2183.63	2184.78	2182.2	2183.63	709.0
2010-08-06 08:00:00	NQ	Futures	2183.63	2186.5	2181.34	2183.63	1936.0

> showing 50 of 2,071 rows — these rows as CSV

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