PREVIEW / futures_30min / 2010-09-19

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-19.parquet
  size:    18 KB
  rows:    449

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
2010-09-19 18:00:00	ES	Futures	1102.75	1104.47	1101.76	1102.99	7046.0
2010-09-19 18:30:00	ES	Futures	1102.99	1102.99	1101.51	1101.76	1471.0
2010-09-19 19:00:00	ES	Futures	1102.01	1102.25	1101.27	1101.76	1860.0
2010-09-19 19:30:00	ES	Futures	1101.76	1102.5	1101.51	1102.01	1387.0
2010-09-19 20:00:00	ES	Futures	1102.01	1102.5	1102.01	1102.25	985.0
2010-09-19 20:30:00	ES	Futures	1102.25	1104.47	1102.01	1104.23	2078.0
2010-09-19 21:00:00	ES	Futures	1103.98	1105.21	1103.73	1103.73	2649.0
2010-09-19 21:30:00	ES	Futures	1103.98	1105.7	1103.73	1104.96	1755.0
2010-09-19 22:00:00	ES	Futures	1104.96	1106.2	1104.72	1105.95	2303.0
2010-09-19 22:30:00	ES	Futures	1105.95	1106.44	1103.24	1103.98	2567.0
2010-09-19 23:00:00	ES	Futures	1103.73	1104.23	1102.25	1103.73	3305.0
2010-09-19 23:30:00	ES	Futures	1103.73	1104.47	1103.49	1104.23	1455.0
2010-09-19 18:00:00	NQ	Futures	2238.41	2242.72	2237.84	2239.27	490.0
2010-09-19 18:30:00	NQ	Futures	2239.27	2239.27	2237.27	2237.55	367.0
2010-09-19 19:00:00	NQ	Futures	2237.27	2237.84	2234.68	2237.27	1153.0
2010-09-19 19:30:00	NQ	Futures	2237.27	2239.27	2236.69	2238.41	294.0
2010-09-19 20:00:00	NQ	Futures	2238.41	2239.27	2238.13	2238.99	160.0
2010-09-19 20:30:00	NQ	Futures	2238.99	2242.72	2238.99	2242.43	233.0
2010-09-19 21:00:00	NQ	Futures	2242.43	2244.44	2241.86	2241.86	202.0
2010-09-19 21:30:00	NQ	Futures	2242.14	2244.73	2242.14	2243.86	106.0
2010-09-19 22:00:00	NQ	Futures	2244.15	2247.59	2243.29	2246.45	265.0
2010-09-19 22:30:00	NQ	Futures	2246.45	2246.45	2241.86	2242.14	194.0
2010-09-19 23:00:00	NQ	Futures	2241.86	2242.72	2240.13	2242.14	181.0
2010-09-19 23:30:00	NQ	Futures	2242.14	2243.0	2241.86	2242.72	88.0
2010-09-19 18:00:00	YM	Futures	10031.5	10041.0	10021.9	10029.6	172.0
2010-09-19 18:30:00	YM	Futures	10028.6	10028.6	10016.2	10016.2	79.0
2010-09-19 19:00:00	YM	Futures	10020.0	10023.8	10014.3	10017.2	77.0
2010-09-19 19:30:00	YM	Futures	10017.2	10024.8	10017.2	10020.0	30.0
2010-09-19 20:00:00	YM	Futures	10020.0	10024.8	10020.0	10021.0	50.0
2010-09-19 20:30:00	YM	Futures	10022.9	10039.1	10021.9	10037.2	128.0
2010-09-19 21:00:00	YM	Futures	10035.3	10046.7	10032.4	10036.2	166.0
2010-09-19 21:30:00	YM	Futures	10036.2	10049.6	10035.3	10045.7	69.0
2010-09-19 22:00:00	YM	Futures	10045.7	10054.3	10043.8	10052.4	95.0
2010-09-19 22:30:00	YM	Futures	10051.5	10056.2	10032.4	10034.3	141.0
2010-09-19 23:00:00	YM	Futures	10035.3	10041.0	10023.8	10034.3	204.0
2010-09-19 23:30:00	YM	Futures	10035.3	10039.1	10030.5	10035.3	68.0
2010-09-19 18:00:00	CL	Futures	141.54	141.94	141.51	141.89	402.0
2010-09-19 18:30:00	CL	Futures	141.85	141.9	141.58	141.58	148.0
2010-09-19 19:00:00	CL	Futures	141.58	141.7	141.56	141.62	114.0
2010-09-19 19:30:00	CL	Futures	141.6	141.66	141.6	141.64	33.0
2010-09-19 20:00:00	CL	Futures	141.62	141.66	141.56	141.66	92.0
2010-09-19 20:30:00	CL	Futures	141.68	142.09	141.66	142.04	445.0
2010-09-19 21:00:00	CL	Futures	142.04	142.23	141.96	142.09	518.0
2010-09-19 21:30:00	CL	Futures	142.09	142.38	142.07	142.38	407.0
2010-09-19 22:00:00	CL	Futures	142.38	142.6	142.36	142.47	486.0
2010-09-19 22:30:00	CL	Futures	142.45	142.47	142.09	142.09	251.0
2010-09-19 23:00:00	CL	Futures	142.09	142.43	142.09	142.36	261.0
2010-09-19 23:30:00	CL	Futures	142.36	142.55	142.36	142.51	133.0
2010-09-19 18:00:00	GC	Futures	1787.6	1792.2	1787.6	1790.6	1071.0
2010-09-19 18:30:00	GC	Futures	1790.6	1790.6	1788.0	1788.8	244.0

> showing 50 of 449 rows — these rows as CSV

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