PREVIEW / futures_30min / 2010-09-06

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-06.parquet
  size:    44 KB
  rows:    1,639

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
2010-09-06 00:00:00	ES	Futures	1085.56	1086.05	1084.82	1085.07	461.0
2010-09-06 00:30:00	ES	Futures	1085.31	1086.05	1084.58	1085.56	850.0
2010-09-06 01:00:00	ES	Futures	1085.56	1086.05	1084.58	1085.56	1933.0
2010-09-06 01:30:00	ES	Futures	1085.56	1086.3	1084.82	1086.05	1818.0
2010-09-06 02:00:00	ES	Futures	1085.8	1086.54	1084.33	1085.31	3519.0
2010-09-06 02:30:00	ES	Futures	1085.31	1085.8	1085.07	1085.56	2204.0
2010-09-06 03:00:00	ES	Futures	1085.31	1085.8	1083.84	1084.82	10170.0
2010-09-06 03:30:00	ES	Futures	1084.82	1085.31	1084.09	1084.82	5056.0
2010-09-06 04:00:00	ES	Futures	1084.58	1084.82	1082.61	1082.86	9052.0
2010-09-06 04:30:00	ES	Futures	1082.86	1083.6	1082.37	1083.35	4539.0
2010-09-06 05:00:00	ES	Futures	1083.35	1084.58	1083.11	1084.09	6796.0
2010-09-06 05:30:00	ES	Futures	1084.33	1085.07	1084.09	1084.82	5065.0
2010-09-06 06:00:00	ES	Futures	1084.82	1084.82	1084.09	1084.33	1995.0
2010-09-06 06:30:00	ES	Futures	1084.09	1084.58	1083.84	1084.09	2081.0
2010-09-06 07:00:00	ES	Futures	1084.09	1084.33	1083.6	1083.6	2587.0
2010-09-06 07:30:00	ES	Futures	1083.6	1084.58	1083.6	1084.33	2055.0
2010-09-06 08:00:00	ES	Futures	1084.58	1084.82	1084.09	1084.58	3492.0
2010-09-06 08:30:00	ES	Futures	1084.58	1085.07	1084.09	1085.07	2758.0
2010-09-06 09:00:00	ES	Futures	1085.07	1085.8	1084.82	1085.31	3624.0
2010-09-06 09:30:00	ES	Futures	1085.56	1086.05	1084.82	1084.82	4516.0
2010-09-06 10:00:00	ES	Futures	1085.07	1085.31	1084.33	1084.58	2814.0
2010-09-06 10:30:00	ES	Futures	1084.58	1085.31	1084.33	1085.07	2413.0
2010-09-06 11:00:00	ES	Futures	1085.07	1086.05	1083.6	1084.09	9463.0
2010-09-06 18:00:00	ES	Futures	1083.6	1084.09	1083.35	1083.84	1299.0
2010-09-06 18:30:00	ES	Futures	1083.84	1084.33	1083.84	1083.84	397.0
2010-09-06 19:00:00	ES	Futures	1083.84	1084.82	1082.37	1082.61	1979.0
2010-09-06 19:30:00	ES	Futures	1082.86	1083.11	1081.63	1081.63	3306.0
2010-09-06 20:00:00	ES	Futures	1082.12	1083.11	1081.14	1082.37	4502.0
2010-09-06 20:30:00	ES	Futures	1082.37	1083.35	1081.88	1083.11	2413.0
2010-09-06 21:00:00	ES	Futures	1083.11	1086.79	1082.86	1085.8	7948.0
2010-09-06 21:30:00	ES	Futures	1085.8	1086.3	1085.07	1085.07	2445.0
2010-09-06 22:00:00	ES	Futures	1085.31	1085.8	1084.09	1084.33	2319.0
2010-09-06 22:30:00	ES	Futures	1084.33	1085.56	1084.33	1085.31	1952.0
2010-09-06 23:00:00	ES	Futures	1085.07	1085.31	1084.82	1085.07	1320.0
2010-09-06 23:30:00	ES	Futures	1085.07	1085.56	1084.58	1085.31	1985.0
2010-09-06 00:00:00	NQ	Futures	2147.24	2147.24	2145.81	2146.38	23.0
2010-09-06 00:30:00	NQ	Futures	2146.67	2147.24	2145.81	2145.81	110.0
2010-09-06 01:00:00	NQ	Futures	2146.38	2147.53	2145.23	2145.23	324.0
2010-09-06 01:30:00	NQ	Futures	2145.52	2146.95	2144.66	2146.95	154.0
2010-09-06 02:00:00	NQ	Futures	2146.95	2147.53	2144.37	2146.09	164.0
2010-09-06 02:30:00	NQ	Futures	2145.81	2147.24	2145.52	2146.38	220.0
2010-09-06 03:00:00	NQ	Futures	2146.67	2146.67	2142.94	2144.37	447.0
2010-09-06 03:30:00	NQ	Futures	2144.09	2145.23	2143.51	2144.37	422.0
2010-09-06 04:00:00	NQ	Futures	2144.66	2144.66	2140.36	2141.51	411.0
2010-09-06 04:30:00	NQ	Futures	2141.51	2143.23	2141.22	2142.65	364.0
2010-09-06 05:00:00	NQ	Futures	2142.37	2145.23	2142.08	2144.66	430.0
2010-09-06 05:30:00	NQ	Futures	2144.66	2147.24	2144.66	2146.67	245.0
2010-09-06 06:00:00	NQ	Futures	2146.67	2146.95	2146.38	2146.67	180.0
2010-09-06 06:30:00	NQ	Futures	2146.67	2147.81	2146.38	2147.53	319.0
2010-09-06 07:00:00	NQ	Futures	2147.53	2148.39	2146.95	2147.81	474.0

> showing 50 of 1,639 rows — these rows as CSV

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