PREVIEW / futures_30min / 2010-09-05

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-05.parquet
  size:    15 KB
  rows:    325

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
2010-09-05 18:00:00	ES	Futures	1083.35	1083.35	1081.39	1081.88	1809.0
2010-09-05 18:30:00	ES	Futures	1081.88	1083.35	1081.88	1083.11	791.0
2010-09-05 19:00:00	ES	Futures	1083.11	1083.84	1082.61	1083.84	856.0
2010-09-05 19:30:00	ES	Futures	1083.6	1085.31	1083.35	1083.6	2783.0
2010-09-05 20:00:00	ES	Futures	1083.6	1084.33	1082.61	1083.11	2581.0
2010-09-05 20:30:00	ES	Futures	1083.35	1085.07	1083.35	1085.07	2662.0
2010-09-05 21:00:00	ES	Futures	1084.82	1086.54	1084.82	1085.8	4412.0
2010-09-05 21:30:00	ES	Futures	1086.05	1086.05	1085.31	1085.56	790.0
2010-09-05 22:00:00	ES	Futures	1085.56	1085.8	1084.09	1084.33	1011.0
2010-09-05 22:30:00	ES	Futures	1084.33	1085.07	1084.09	1084.82	585.0
2010-09-05 23:00:00	ES	Futures	1084.82	1085.56	1084.58	1085.07	412.0
2010-09-05 23:30:00	ES	Futures	1084.82	1086.05	1084.82	1085.56	664.0
2010-09-05 18:00:00	NQ	Futures	2140.65	2141.51	2138.64	2139.5	145.0
2010-09-05 18:30:00	NQ	Futures	2139.22	2141.22	2139.22	2141.22	34.0
2010-09-05 19:00:00	NQ	Futures	2141.22	2142.65	2141.22	2142.65	50.0
2010-09-05 19:30:00	NQ	Futures	2142.65	2145.81	2142.65	2143.23	176.0
2010-09-05 20:00:00	NQ	Futures	2143.23	2143.8	2141.22	2141.51	131.0
2010-09-05 20:30:00	NQ	Futures	2142.08	2144.95	2142.08	2144.95	144.0
2010-09-05 21:00:00	NQ	Futures	2144.95	2148.1	2144.95	2147.24	248.0
2010-09-05 21:30:00	NQ	Futures	2146.67	2147.24	2146.09	2146.67	103.0
2010-09-05 22:00:00	NQ	Futures	2146.38	2146.67	2144.66	2144.95	45.0
2010-09-05 22:30:00	NQ	Futures	2145.23	2146.38	2145.23	2145.52	42.0
2010-09-05 23:00:00	NQ	Futures	2145.52	2146.67	2145.52	2146.09	32.0
2010-09-05 23:30:00	NQ	Futures	2146.38	2147.24	2146.38	2146.67	34.0
2010-09-05 18:00:00	YM	Futures	9873.1	9893.0	9863.6	9869.3	110.0
2010-09-05 18:30:00	YM	Futures	9869.3	9880.7	9865.5	9879.7	62.0
2010-09-05 19:00:00	YM	Futures	9879.7	9884.5	9875.0	9877.8	55.0
2010-09-05 19:30:00	YM	Futures	9880.7	9896.8	9880.7	9883.5	82.0
2010-09-05 20:00:00	YM	Futures	9891.1	9891.1	9876.9	9880.7	82.0
2010-09-05 20:30:00	YM	Futures	9880.7	9889.2	9879.7	9889.2	149.0
2010-09-05 21:00:00	YM	Futures	9889.2	9900.6	9889.2	9898.7	204.0
2010-09-05 21:30:00	YM	Futures	9897.7	9898.7	9893.0	9898.7	43.0
2010-09-05 22:00:00	YM	Futures	9894.9	9894.9	9885.4	9886.4	68.0
2010-09-05 22:30:00	YM	Futures	9887.3	9891.1	9885.4	9889.2	44.0
2010-09-05 23:00:00	YM	Futures	9889.2	9891.1	9887.3	9888.3	45.0
2010-09-05 23:30:00	YM	Futures	9890.1	9895.8	9890.1	9895.8	103.0
2010-09-05 18:00:00	CL	Futures	142.02	142.3	142.02	142.19	269.0
2010-09-05 18:30:00	CL	Futures	142.21	142.23	142.02	142.08	69.0
2010-09-05 19:00:00	CL	Futures	142.08	142.13	142.04	142.06	31.0
2010-09-05 19:30:00	CL	Futures	142.06	142.13	142.02	142.02	42.0
2010-09-05 20:00:00	CL	Futures	142.08	142.15	141.71	141.77	339.0
2010-09-05 20:30:00	CL	Futures	141.79	141.81	141.62	141.77	153.0
2010-09-05 21:00:00	CL	Futures	141.79	142.04	141.77	142.02	101.0
2010-09-05 21:30:00	CL	Futures	142.04	142.06	141.88	142.02	60.0
2010-09-05 22:00:00	CL	Futures	142.0	142.08	141.79	141.96	122.0
2010-09-05 22:30:00	CL	Futures	141.94	142.02	141.88	141.94	46.0
2010-09-05 23:00:00	CL	Futures	141.94	141.94	141.81	141.87	86.0
2010-09-05 23:30:00	CL	Futures	141.9	142.0	141.9	141.98	65.0
2010-09-05 18:00:00	GC	Futures	1749.2	1749.5	1746.8	1749.5	200.0
2010-09-05 18:30:00	GC	Futures	1749.5	1750.6	1749.1	1749.5	102.0

> showing 50 of 325 rows — these rows as CSV

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