PREVIEW / futures_30min / 2010-08-26

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-08-26.parquet
  size:    68 KB
  rows:    2,476

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
2010-08-26 00:00:00	ES	Futures	1037.22	1037.71	1036.97	1037.22	1792.0
2010-08-26 00:30:00	ES	Futures	1037.22	1037.96	1036.73	1036.97	2271.0
2010-08-26 01:00:00	ES	Futures	1036.73	1037.46	1036.48	1037.22	1418.0
2010-08-26 01:30:00	ES	Futures	1037.22	1037.22	1035.99	1036.24	2532.0
2010-08-26 02:00:00	ES	Futures	1035.99	1036.97	1035.01	1035.99	5625.0
2010-08-26 02:30:00	ES	Futures	1035.99	1036.48	1035.26	1035.99	5673.0
2010-08-26 03:00:00	ES	Futures	1035.75	1038.94	1035.75	1038.45	20023.0
2010-08-26 03:30:00	ES	Futures	1038.45	1038.69	1037.22	1037.71	9525.0
2010-08-26 04:00:00	ES	Futures	1037.71	1038.69	1035.01	1035.99	13287.0
2010-08-26 04:30:00	ES	Futures	1035.99	1037.46	1035.01	1035.75	10911.0
2010-08-26 05:00:00	ES	Futures	1035.99	1037.71	1035.01	1036.97	10231.0
2010-08-26 05:30:00	ES	Futures	1036.97	1038.2	1036.73	1037.71	5078.0
2010-08-26 06:00:00	ES	Futures	1037.71	1039.43	1037.22	1037.46	7917.0
2010-08-26 06:30:00	ES	Futures	1037.46	1038.2	1036.48	1036.97	5064.0
2010-08-26 07:00:00	ES	Futures	1036.97	1037.22	1035.26	1036.97	11671.0
2010-08-26 07:30:00	ES	Futures	1036.97	1037.22	1035.01	1035.01	8754.0
2010-08-26 08:00:00	ES	Futures	1035.01	1037.71	1034.03	1036.48	21126.0
2010-08-26 08:30:00	ES	Futures	1036.48	1042.13	1036.48	1040.16	94795.0
2010-08-26 09:00:00	ES	Futures	1040.16	1040.41	1037.71	1039.18	30985.0
2010-08-26 09:30:00	ES	Futures	1039.18	1039.43	1033.78	1036.73	245041.0
2010-08-26 10:00:00	ES	Futures	1036.73	1040.16	1036.48	1037.71	150694.0
2010-08-26 10:30:00	ES	Futures	1037.46	1040.65	1036.73	1037.71	114941.0
2010-08-26 11:00:00	ES	Futures	1037.46	1038.2	1031.33	1034.52	177962.0
2010-08-26 11:30:00	ES	Futures	1034.52	1035.75	1030.84	1034.77	105520.0
2010-08-26 12:00:00	ES	Futures	1034.77	1035.01	1032.07	1033.54	44667.0
2010-08-26 12:30:00	ES	Futures	1033.78	1034.77	1030.59	1033.29	70749.0
2010-08-26 13:00:00	ES	Futures	1033.29	1033.78	1031.08	1032.56	40398.0
2010-08-26 13:30:00	ES	Futures	1032.56	1033.78	1030.35	1030.35	39952.0
2010-08-26 14:00:00	ES	Futures	1030.35	1031.58	1026.67	1027.65	106871.0
2010-08-26 14:30:00	ES	Futures	1027.89	1028.63	1023.72	1024.95	116972.0
2010-08-26 15:00:00	ES	Futures	1024.7	1029.86	1024.7	1028.14	144449.0
2010-08-26 15:30:00	ES	Futures	1028.14	1031.82	1025.93	1027.16	213049.0
2010-08-26 16:00:00	ES	Futures	1027.16	1027.65	1023.97	1025.44	116669.0
2010-08-26 16:30:00	ES	Futures	1024.46	1024.95	1023.23	1024.46	5537.0
2010-08-26 17:00:00	ES	Futures	1024.46	1024.7	1022.5	1023.23	2669.0
2010-08-26 18:00:00	ES	Futures	1023.23	1024.7	1022.99	1024.46	2080.0
2010-08-26 18:30:00	ES	Futures	1024.7	1024.7	1023.97	1024.7	1080.0
2010-08-26 19:00:00	ES	Futures	1024.7	1024.95	1023.97	1024.46	1393.0
2010-08-26 19:30:00	ES	Futures	1024.21	1025.2	1023.23	1024.95	2225.0
2010-08-26 20:00:00	ES	Futures	1024.7	1026.18	1024.46	1025.2	3065.0
2010-08-26 20:30:00	ES	Futures	1025.2	1026.67	1025.2	1026.42	2905.0
2010-08-26 21:00:00	ES	Futures	1026.42	1027.4	1024.7	1024.95	4046.0
2010-08-26 21:30:00	ES	Futures	1024.95	1024.95	1023.48	1024.21	3514.0
2010-08-26 22:00:00	ES	Futures	1024.21	1024.46	1023.72	1023.72	1050.0
2010-08-26 22:30:00	ES	Futures	1023.72	1024.7	1023.48	1023.97	1327.0
2010-08-26 23:00:00	ES	Futures	1023.72	1026.42	1023.48	1025.69	4394.0
2010-08-26 23:30:00	ES	Futures	1025.69	1026.67	1024.95	1026.42	2197.0
2010-08-26 00:00:00	NQ	Futures	2055.82	2056.68	2055.82	2055.82	50.0
2010-08-26 00:30:00	NQ	Futures	2056.68	2057.26	2054.96	2055.25	94.0
2010-08-26 01:00:00	NQ	Futures	2054.68	2056.97	2054.68	2056.97	76.0

> showing 50 of 2,476 rows — these rows as CSV

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