PREVIEW / futures_30min / 2010-09-17

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-17.parquet
  size:    63 KB
  rows:    2,114

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
2010-09-17 00:00:00	ES	Futures	1111.87	1112.85	1111.62	1112.61	3706.0
2010-09-17 00:30:00	ES	Futures	1112.85	1113.59	1112.11	1112.61	5372.0
2010-09-17 01:00:00	ES	Futures	1112.85	1113.35	1112.61	1113.1	3038.0
2010-09-17 01:30:00	ES	Futures	1113.1	1114.33	1112.85	1113.35	5884.0
2010-09-17 02:00:00	ES	Futures	1113.35	1113.59	1112.61	1113.1	7704.0
2010-09-17 02:30:00	ES	Futures	1113.1	1113.59	1112.61	1112.85	3832.0
2010-09-17 03:00:00	ES	Futures	1113.1	1114.58	1112.61	1113.84	14731.0
2010-09-17 03:30:00	ES	Futures	1113.84	1116.8	1113.59	1115.81	18712.0
2010-09-17 04:00:00	ES	Futures	1115.81	1116.8	1115.32	1116.55	11613.0
2010-09-17 04:30:00	ES	Futures	1116.3	1116.55	1114.82	1115.32	8005.0
2010-09-17 05:00:00	ES	Futures	1115.56	1116.3	1114.58	1114.82	7086.0
2010-09-17 05:30:00	ES	Futures	1114.82	1116.55	1114.82	1115.32	9858.0
2010-09-17 06:00:00	ES	Futures	1115.56	1115.56	1114.33	1114.58	9339.0
2010-09-17 06:30:00	ES	Futures	1114.58	1114.82	1112.85	1113.84	12780.0
2010-09-17 07:00:00	ES	Futures	1114.08	1115.56	1112.36	1113.1	21211.0
2010-09-17 07:30:00	ES	Futures	1113.1	1113.1	1109.15	1110.39	38339.0
2010-09-17 08:00:00	ES	Futures	1110.39	1110.88	1107.68	1110.39	53837.0
2010-09-17 08:30:00	ES	Futures	1110.39	1111.13	1108.42	1108.66	66332.0
2010-09-17 09:00:00	ES	Futures	1108.42	1111.13	1107.43	1109.89	103889.0
2010-09-17 09:30:00	ES	Futures	1109.89	1110.88	1102.5	1103.73	284298.0
2010-09-17 10:00:00	ES	Futures	1103.49	1104.72	1101.27	1103.24	197289.0
2010-09-17 10:30:00	ES	Futures	1103.24	1105.95	1101.76	1104.96	129789.0
2010-09-17 11:00:00	ES	Futures	1104.72	1107.43	1103.98	1104.47	146060.0
2010-09-17 11:30:00	ES	Futures	1104.72	1104.96	1102.75	1103.49	77748.0
2010-09-17 12:00:00	ES	Futures	1103.73	1105.46	1103.49	1105.46	35675.0
2010-09-17 12:30:00	ES	Futures	1105.46	1106.2	1102.99	1103.73	51339.0
2010-09-17 13:00:00	ES	Futures	1103.73	1104.72	1102.5	1103.98	50662.0
2010-09-17 13:30:00	ES	Futures	1103.98	1105.21	1103.49	1104.47	46344.0
2010-09-17 14:00:00	ES	Futures	1104.72	1105.7	1103.98	1105.21	45121.0
2010-09-17 14:30:00	ES	Futures	1105.21	1106.94	1104.72	1105.95	59596.0
2010-09-17 15:00:00	ES	Futures	1105.7	1105.95	1102.75	1102.75	64440.0
2010-09-17 15:30:00	ES	Futures	1102.99	1105.7	1102.75	1104.47	140326.0
2010-09-17 16:00:00	ES	Futures	1104.23	1104.47	1103.24	1103.73	109534.0
2010-09-17 00:00:00	NQ	Futures	2250.75	2251.61	2250.46	2251.04	66.0
2010-09-17 00:30:00	NQ	Futures	2251.04	2251.9	2250.18	2251.04	192.0
2010-09-17 01:00:00	NQ	Futures	2251.61	2253.33	2251.32	2253.05	194.0
2010-09-17 01:30:00	NQ	Futures	2252.76	2254.77	2252.76	2253.62	344.0
2010-09-17 02:00:00	NQ	Futures	2253.62	2255.05	2252.76	2253.91	1254.0
2010-09-17 02:30:00	NQ	Futures	2253.91	2254.48	2253.62	2253.91	201.0
2010-09-17 03:00:00	NQ	Futures	2253.62	2257.06	2252.76	2256.49	1537.0
2010-09-17 03:30:00	NQ	Futures	2256.2	2260.79	2255.63	2259.07	2219.0
2010-09-17 04:00:00	NQ	Futures	2259.07	2260.22	2258.78	2259.07	693.0
2010-09-17 04:30:00	NQ	Futures	2259.07	2259.64	2254.77	2255.63	1244.0
2010-09-17 05:00:00	NQ	Futures	2255.63	2257.35	2253.91	2254.19	896.0
2010-09-17 05:30:00	NQ	Futures	2253.91	2256.78	2253.33	2254.77	1208.0
2010-09-17 06:00:00	NQ	Futures	2255.05	2255.05	2250.18	2250.75	1998.0
2010-09-17 06:30:00	NQ	Futures	2250.75	2252.47	2248.45	2249.6	1484.0
2010-09-17 07:00:00	NQ	Futures	2249.6	2253.91	2248.17	2249.03	1594.0
2010-09-17 07:30:00	NQ	Futures	2249.03	2249.03	2242.72	2244.44	2596.0
2010-09-17 08:00:00	NQ	Futures	2244.73	2247.02	2239.85	2245.3	4818.0

> showing 50 of 2,114 rows — these rows as CSV

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