PREVIEW / futures_30min / 2010-09-16

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-16.parquet
  size:    70 KB
  rows:    2,572

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
2010-09-16 00:00:00	ES	Futures	1102.5	1102.5	1100.53	1101.27	2922.0
2010-09-16 00:30:00	ES	Futures	1101.02	1101.76	1100.77	1101.51	1230.0
2010-09-16 01:00:00	ES	Futures	1101.51	1101.76	1100.53	1100.53	1716.0
2010-09-16 01:30:00	ES	Futures	1100.53	1100.53	1099.54	1099.79	5202.0
2010-09-16 02:00:00	ES	Futures	1100.04	1101.02	1098.8	1099.79	7965.0
2010-09-16 02:30:00	ES	Futures	1099.79	1102.75	1099.79	1102.25	6440.0
2010-09-16 03:00:00	ES	Futures	1102.5	1104.47	1101.51	1103.49	16983.0
2010-09-16 03:30:00	ES	Futures	1103.49	1104.23	1102.25	1102.25	9881.0
2010-09-16 04:00:00	ES	Futures	1102.25	1102.99	1101.51	1102.5	6117.0
2010-09-16 04:30:00	ES	Futures	1102.5	1102.5	1100.04	1101.51	11449.0
2010-09-16 05:00:00	ES	Futures	1101.76	1103.49	1101.27	1102.01	6277.0
2010-09-16 05:30:00	ES	Futures	1102.25	1103.24	1101.02	1102.99	5738.0
2010-09-16 06:00:00	ES	Futures	1103.24	1103.98	1102.25	1102.5	5720.0
2010-09-16 06:30:00	ES	Futures	1102.5	1103.73	1102.01	1102.25	7418.0
2010-09-16 07:00:00	ES	Futures	1102.25	1102.5	1101.27	1101.76	6770.0
2010-09-16 07:30:00	ES	Futures	1101.76	1102.01	1101.02	1101.76	12486.0
2010-09-16 08:00:00	ES	Futures	1101.76	1101.76	1099.3	1100.28	27749.0
2010-09-16 08:30:00	ES	Futures	1100.28	1102.99	1098.31	1100.04	66539.0
2010-09-16 09:00:00	ES	Futures	1100.04	1101.51	1098.8	1100.77	30029.0
2010-09-16 09:30:00	ES	Futures	1100.77	1102.5	1097.82	1100.28	183070.0
2010-09-16 10:00:00	ES	Futures	1100.04	1102.75	1097.08	1100.77	232617.0
2010-09-16 10:30:00	ES	Futures	1100.53	1102.01	1098.06	1100.77	144264.0
2010-09-16 11:00:00	ES	Futures	1101.02	1102.01	1099.05	1100.04	79895.0
2010-09-16 11:30:00	ES	Futures	1100.04	1100.28	1098.56	1099.3	62547.0
2010-09-16 12:00:00	ES	Futures	1099.3	1099.79	1097.82	1099.05	55239.0
2010-09-16 12:30:00	ES	Futures	1098.8	1101.76	1098.8	1101.51	52846.0
2010-09-16 13:00:00	ES	Futures	1101.51	1101.76	1098.56	1100.28	67013.0
2010-09-16 13:30:00	ES	Futures	1100.04	1100.77	1098.8	1099.79	34257.0
2010-09-16 14:00:00	ES	Futures	1099.54	1102.75	1099.54	1102.01	75894.0
2010-09-16 14:30:00	ES	Futures	1102.01	1102.75	1101.27	1101.76	37947.0
2010-09-16 15:00:00	ES	Futures	1101.76	1104.23	1101.27	1103.73	93440.0
2010-09-16 15:30:00	ES	Futures	1103.73	1104.72	1102.75	1104.47	131089.0
2010-09-16 16:00:00	ES	Futures	1104.47	1108.17	1104.23	1106.44	112651.0
2010-09-16 16:30:00	ES	Futures	1106.94	1108.66	1106.69	1107.68	10227.0
2010-09-16 17:00:00	ES	Futures	1107.43	1107.68	1106.44	1106.94	2442.0
2010-09-16 18:00:00	ES	Futures	1107.18	1108.66	1106.94	1108.17	2849.0
2010-09-16 18:30:00	ES	Futures	1108.17	1108.66	1107.92	1108.17	823.0
2010-09-16 19:00:00	ES	Futures	1108.17	1108.91	1107.92	1108.42	1561.0
2010-09-16 19:30:00	ES	Futures	1108.42	1108.91	1108.17	1108.66	799.0
2010-09-16 20:00:00	ES	Futures	1108.42	1109.89	1108.42	1108.66	4450.0
2010-09-16 20:30:00	ES	Futures	1108.91	1109.4	1108.42	1108.91	2429.0
2010-09-16 21:00:00	ES	Futures	1108.66	1109.15	1108.17	1109.15	2276.0
2010-09-16 21:30:00	ES	Futures	1109.15	1109.4	1108.91	1108.91	1406.0
2010-09-16 22:00:00	ES	Futures	1108.91	1109.15	1108.17	1108.42	1449.0
2010-09-16 22:30:00	ES	Futures	1108.42	1110.88	1108.17	1109.89	5706.0
2010-09-16 23:00:00	ES	Futures	1110.14	1111.62	1109.89	1111.13	3470.0
2010-09-16 23:30:00	ES	Futures	1111.13	1112.11	1110.63	1111.62	3992.0
2010-09-16 00:00:00	NQ	Futures	2220.63	2220.63	2217.47	2218.62	219.0
2010-09-16 00:30:00	NQ	Futures	2218.9	2220.05	2218.04	2219.76	115.0
2010-09-16 01:00:00	NQ	Futures	2219.76	2220.05	2217.76	2217.76	85.0

> showing 50 of 2,572 rows — these rows as CSV

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