PREVIEW / futures_30min / 2010-08-27

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-08-27.parquet
  size:    62 KB
  rows:    2,058

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
2010-08-27 00:00:00	ES	Futures	1026.67	1027.4	1025.93	1027.16	2144.0
2010-08-27 00:30:00	ES	Futures	1027.16	1028.88	1026.91	1028.88	4856.0
2010-08-27 01:00:00	ES	Futures	1028.63	1030.59	1028.63	1029.61	6040.0
2010-08-27 01:30:00	ES	Futures	1029.37	1030.59	1029.12	1029.86	4826.0
2010-08-27 02:00:00	ES	Futures	1029.86	1030.1	1028.88	1029.12	5492.0
2010-08-27 02:30:00	ES	Futures	1029.37	1030.35	1028.88	1029.12	5177.0
2010-08-27 03:00:00	ES	Futures	1029.12	1030.35	1027.4	1027.4	24989.0
2010-08-27 03:30:00	ES	Futures	1027.65	1028.63	1025.93	1026.42	14312.0
2010-08-27 04:00:00	ES	Futures	1026.42	1027.89	1024.7	1025.44	14960.0
2010-08-27 04:30:00	ES	Futures	1025.69	1027.16	1025.2	1025.69	9531.0
2010-08-27 05:00:00	ES	Futures	1025.69	1027.4	1025.2	1026.67	6848.0
2010-08-27 05:30:00	ES	Futures	1026.91	1028.39	1026.91	1028.14	6532.0
2010-08-27 06:00:00	ES	Futures	1028.14	1028.88	1026.67	1027.16	8102.0
2010-08-27 06:30:00	ES	Futures	1027.16	1029.86	1026.91	1029.12	10781.0
2010-08-27 07:00:00	ES	Futures	1029.37	1029.86	1028.63	1029.61	11316.0
2010-08-27 07:30:00	ES	Futures	1029.37	1029.61	1028.14	1028.39	9029.0
2010-08-27 08:00:00	ES	Futures	1028.39	1033.05	1027.65	1030.35	23898.0
2010-08-27 08:30:00	ES	Futures	1030.35	1035.01	1030.35	1033.05	99400.0
2010-08-27 09:00:00	ES	Futures	1033.29	1034.77	1031.33	1034.03	38972.0
2010-08-27 09:30:00	ES	Futures	1033.78	1034.77	1024.95	1025.44	255452.0
2010-08-27 10:00:00	ES	Futures	1025.44	1031.58	1018.08	1030.84	498399.0
2010-08-27 10:30:00	ES	Futures	1030.84	1034.27	1029.12	1031.08	219054.0
2010-08-27 11:00:00	ES	Futures	1031.08	1039.43	1030.59	1038.69	201174.0
2010-08-27 11:30:00	ES	Futures	1038.69	1039.67	1036.24	1037.22	98207.0
2010-08-27 12:00:00	ES	Futures	1036.97	1040.16	1036.24	1039.18	69949.0
2010-08-27 12:30:00	ES	Futures	1039.18	1039.92	1034.77	1035.5	73344.0
2010-08-27 13:00:00	ES	Futures	1035.75	1038.2	1034.77	1038.2	63521.0
2010-08-27 13:30:00	ES	Futures	1038.2	1041.39	1037.71	1041.15	101055.0
2010-08-27 14:00:00	ES	Futures	1041.15	1041.88	1038.2	1040.65	89094.0
2010-08-27 14:30:00	ES	Futures	1040.65	1043.35	1040.41	1041.15	91434.0
2010-08-27 15:00:00	ES	Futures	1041.15	1044.09	1039.43	1043.35	105335.0
2010-08-27 15:30:00	ES	Futures	1043.35	1044.58	1041.64	1043.6	199564.0
2010-08-27 16:00:00	ES	Futures	1043.6	1044.83	1043.11	1044.34	122359.0
2010-08-27 00:00:00	NQ	Futures	2026.59	2027.74	2025.16	2027.74	104.0
2010-08-27 00:30:00	NQ	Futures	2028.03	2030.61	2027.17	2030.32	156.0
2010-08-27 01:00:00	NQ	Futures	2030.61	2033.19	2030.61	2032.61	331.0
2010-08-27 01:30:00	NQ	Futures	2032.33	2033.76	2032.04	2032.33	245.0
2010-08-27 02:00:00	NQ	Futures	2032.33	2032.61	2031.18	2031.18	203.0
2010-08-27 02:30:00	NQ	Futures	2031.47	2033.76	2031.18	2031.47	486.0
2010-08-27 03:00:00	NQ	Futures	2031.47	2034.05	2028.31	2028.89	1162.0
2010-08-27 03:30:00	NQ	Futures	2029.17	2030.89	2026.02	2027.45	769.0
2010-08-27 04:00:00	NQ	Futures	2026.59	2030.03	2023.73	2025.45	856.0
2010-08-27 04:30:00	NQ	Futures	2025.74	2028.31	2024.88	2026.31	462.0
2010-08-27 05:00:00	NQ	Futures	2026.02	2029.17	2025.74	2027.74	484.0
2010-08-27 05:30:00	NQ	Futures	2028.6	2033.19	2028.6	2032.61	921.0
2010-08-27 06:00:00	NQ	Futures	2032.61	2033.76	2029.75	2030.61	553.0
2010-08-27 06:30:00	NQ	Futures	2030.32	2035.48	2030.32	2034.33	675.0
2010-08-27 07:00:00	NQ	Futures	2034.05	2036.05	2034.05	2035.48	1104.0
2010-08-27 07:30:00	NQ	Futures	2035.77	2035.77	2032.61	2032.61	690.0
2010-08-27 08:00:00	NQ	Futures	2032.61	2038.06	2031.18	2035.19	2032.0

> showing 50 of 2,058 rows — these rows as CSV

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