PREVIEW / futures_30min / 2010-09-15

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-15.parquet
  size:    70 KB
  rows:    2,602

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
2010-09-15 00:00:00	ES	Futures	1101.02	1102.25	1100.77	1102.25	4363.0
2010-09-15 00:30:00	ES	Futures	1102.25	1102.25	1101.27	1101.51	2842.0
2010-09-15 01:00:00	ES	Futures	1101.51	1101.76	1101.27	1101.27	1603.0
2010-09-15 01:30:00	ES	Futures	1101.27	1101.76	1100.04	1100.77	5277.0
2010-09-15 02:00:00	ES	Futures	1100.53	1101.76	1100.28	1100.53	3558.0
2010-09-15 02:30:00	ES	Futures	1100.28	1101.02	1099.79	1101.02	2855.0
2010-09-15 03:00:00	ES	Futures	1100.77	1101.51	1098.56	1100.28	10912.0
2010-09-15 03:30:00	ES	Futures	1100.28	1102.01	1100.04	1101.27	11565.0
2010-09-15 04:00:00	ES	Futures	1101.27	1102.25	1100.04	1100.53	9444.0
2010-09-15 04:30:00	ES	Futures	1100.53	1100.77	1099.79	1100.04	5807.0
2010-09-15 05:00:00	ES	Futures	1099.79	1100.04	1099.05	1099.3	6244.0
2010-09-15 05:30:00	ES	Futures	1099.3	1099.54	1097.32	1097.82	9627.0
2010-09-15 06:00:00	ES	Futures	1097.57	1097.57	1095.85	1096.58	15835.0
2010-09-15 06:30:00	ES	Futures	1096.58	1097.57	1095.85	1096.09	7191.0
2010-09-15 07:00:00	ES	Futures	1095.85	1097.82	1095.6	1097.32	7680.0
2010-09-15 07:30:00	ES	Futures	1097.32	1099.05	1097.08	1097.82	16825.0
2010-09-15 08:00:00	ES	Futures	1097.82	1097.82	1094.61	1094.86	31973.0
2010-09-15 08:30:00	ES	Futures	1094.86	1096.34	1093.63	1096.09	57462.0
2010-09-15 09:00:00	ES	Futures	1096.09	1097.32	1094.86	1097.08	40816.0
2010-09-15 09:30:00	ES	Futures	1096.83	1097.82	1093.38	1097.82	234294.0
2010-09-15 10:00:00	ES	Futures	1097.57	1101.76	1097.32	1099.79	232692.0
2010-09-15 10:30:00	ES	Futures	1099.79	1101.51	1098.56	1101.51	115744.0
2010-09-15 11:00:00	ES	Futures	1101.51	1101.76	1097.82	1099.54	108317.0
2010-09-15 11:30:00	ES	Futures	1099.79	1102.75	1099.05	1101.76	85412.0
2010-09-15 12:00:00	ES	Futures	1101.76	1102.99	1100.77	1101.51	49169.0
2010-09-15 12:30:00	ES	Futures	1101.76	1102.5	1100.53	1101.51	37995.0
2010-09-15 13:00:00	ES	Futures	1101.51	1103.98	1101.27	1102.01	69825.0
2010-09-15 13:30:00	ES	Futures	1102.25	1103.24	1101.27	1102.75	44428.0
2010-09-15 14:00:00	ES	Futures	1102.99	1103.49	1100.53	1101.27	53569.0
2010-09-15 14:30:00	ES	Futures	1101.02	1102.01	1099.54	1101.51	73866.0
2010-09-15 15:00:00	ES	Futures	1101.51	1105.7	1101.02	1104.96	119686.0
2010-09-15 15:30:00	ES	Futures	1104.96	1105.7	1103.24	1104.72	131858.0
2010-09-15 16:00:00	ES	Futures	1104.72	1105.46	1104.47	1105.21	84080.0
2010-09-15 16:30:00	ES	Futures	1105.21	1105.95	1104.23	1104.47	4685.0
2010-09-15 17:00:00	ES	Futures	1104.72	1105.21	1104.23	1104.96	1418.0
2010-09-15 18:00:00	ES	Futures	1104.96	1105.21	1104.23	1104.47	1761.0
2010-09-15 18:30:00	ES	Futures	1104.23	1104.72	1104.23	1104.72	1566.0
2010-09-15 19:00:00	ES	Futures	1104.72	1105.21	1104.23	1104.72	1000.0
2010-09-15 19:30:00	ES	Futures	1104.72	1105.21	1103.98	1104.23	1508.0
2010-09-15 20:00:00	ES	Futures	1104.23	1104.47	1102.99	1103.24	4288.0
2010-09-15 20:30:00	ES	Futures	1103.49	1103.73	1102.5	1102.99	3268.0
2010-09-15 21:00:00	ES	Futures	1102.75	1103.24	1102.01	1102.5	3651.0
2010-09-15 21:30:00	ES	Futures	1102.75	1102.99	1102.01	1102.75	2635.0
2010-09-15 22:00:00	ES	Futures	1102.75	1102.99	1102.01	1102.25	1670.0
2010-09-15 22:30:00	ES	Futures	1102.25	1102.5	1101.51	1101.51	2955.0
2010-09-15 23:00:00	ES	Futures	1101.51	1102.25	1100.77	1101.76	3224.0
2010-09-15 23:30:00	ES	Futures	1101.76	1102.75	1101.27	1102.5	2772.0
2010-09-15 00:00:00	NQ	Futures	2210.58	2212.59	2210.3	2212.59	141.0
2010-09-15 00:30:00	NQ	Futures	2212.31	2212.59	2211.16	2212.31	77.0
2010-09-15 01:00:00	NQ	Futures	2212.31	2213.17	2212.02	2212.02	228.0

> showing 50 of 2,602 rows — these rows as CSV

> unlock the full archive -- $79 one-time