PREVIEW / futures_30min / 2010-09-20

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-20.parquet
  size:    68 KB
  rows:    2,511

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
2010-09-20 00:00:00	ES	Futures	1104.23	1104.47	1103.24	1104.23	957.0
2010-09-20 00:30:00	ES	Futures	1103.98	1104.96	1103.73	1104.96	1303.0
2010-09-20 01:00:00	ES	Futures	1104.72	1105.46	1104.23	1104.47	1336.0
2010-09-20 01:30:00	ES	Futures	1104.72	1106.2	1103.49	1105.7	2432.0
2010-09-20 02:00:00	ES	Futures	1105.7	1106.44	1104.96	1105.21	4565.0
2010-09-20 02:30:00	ES	Futures	1105.21	1106.94	1104.72	1106.44	3982.0
2010-09-20 03:00:00	ES	Futures	1106.44	1108.66	1105.46	1106.94	18690.0
2010-09-20 03:30:00	ES	Futures	1106.69	1109.15	1106.69	1107.43	13099.0
2010-09-20 04:00:00	ES	Futures	1107.43	1108.42	1106.69	1108.17	8772.0
2010-09-20 04:30:00	ES	Futures	1107.92	1109.15	1107.68	1108.42	7923.0
2010-09-20 05:00:00	ES	Futures	1108.42	1109.15	1107.68	1108.91	7605.0
2010-09-20 05:30:00	ES	Futures	1109.15	1110.39	1108.42	1110.14	8748.0
2010-09-20 06:00:00	ES	Futures	1110.14	1110.39	1109.15	1110.14	5119.0
2010-09-20 06:30:00	ES	Futures	1110.14	1110.63	1109.65	1109.65	4877.0
2010-09-20 07:00:00	ES	Futures	1109.89	1109.89	1108.17	1109.65	12451.0
2010-09-20 07:30:00	ES	Futures	1109.89	1109.89	1108.66	1108.91	9472.0
2010-09-20 08:00:00	ES	Futures	1108.66	1110.14	1108.66	1109.65	21754.0
2010-09-20 08:30:00	ES	Futures	1109.65	1109.65	1106.69	1107.18	33352.0
2010-09-20 09:00:00	ES	Futures	1107.18	1108.66	1106.44	1108.17	33083.0
2010-09-20 09:30:00	ES	Futures	1108.17	1109.89	1105.46	1109.15	145981.0
2010-09-20 10:00:00	ES	Futures	1109.15	1115.56	1107.68	1113.84	251657.0
2010-09-20 10:30:00	ES	Futures	1113.84	1117.04	1113.59	1116.8	177600.0
2010-09-20 11:00:00	ES	Futures	1116.8	1117.29	1115.56	1116.55	87251.0
2010-09-20 11:30:00	ES	Futures	1116.55	1117.78	1115.56	1116.06	79714.0
2010-09-20 12:00:00	ES	Futures	1116.06	1116.06	1114.08	1114.58	59486.0
2010-09-20 12:30:00	ES	Futures	1114.58	1116.8	1113.84	1116.06	54375.0
2010-09-20 13:00:00	ES	Futures	1116.3	1116.8	1114.58	1116.3	33768.0
2010-09-20 13:30:00	ES	Futures	1116.3	1117.29	1115.56	1116.55	47075.0
2010-09-20 14:00:00	ES	Futures	1116.8	1119.01	1116.06	1118.52	78813.0
2010-09-20 14:30:00	ES	Futures	1118.77	1121.23	1118.52	1120.99	118872.0
2010-09-20 15:00:00	ES	Futures	1120.74	1122.71	1120.0	1121.23	113931.0
2010-09-20 15:30:00	ES	Futures	1121.48	1124.19	1120.99	1121.73	212665.0
2010-09-20 16:00:00	ES	Futures	1121.48	1121.97	1120.25	1120.49	95670.0
2010-09-20 16:30:00	ES	Futures	1120.49	1120.74	1119.26	1120.0	6565.0
2010-09-20 17:00:00	ES	Futures	1119.75	1120.25	1119.75	1120.0	1410.0
2010-09-20 18:00:00	ES	Futures	1120.0	1120.25	1119.75	1119.75	1691.0
2010-09-20 18:30:00	ES	Futures	1119.75	1120.49	1119.75	1120.25	1160.0
2010-09-20 19:00:00	ES	Futures	1120.0	1120.74	1119.75	1120.49	1985.0
2010-09-20 19:30:00	ES	Futures	1120.49	1120.99	1120.25	1120.49	1457.0
2010-09-20 20:00:00	ES	Futures	1120.49	1120.74	1119.75	1120.25	1823.0
2010-09-20 20:30:00	ES	Futures	1120.0	1120.49	1119.75	1120.25	2133.0
2010-09-20 21:00:00	ES	Futures	1120.0	1120.49	1119.51	1119.75	1625.0
2010-09-20 21:30:00	ES	Futures	1119.51	1120.25	1118.77	1119.51	3045.0
2010-09-20 22:00:00	ES	Futures	1119.75	1119.75	1118.52	1118.77	1496.0
2010-09-20 22:30:00	ES	Futures	1118.77	1119.01	1118.03	1118.77	2187.0
2010-09-20 23:00:00	ES	Futures	1119.01	1119.01	1118.27	1118.52	1302.0
2010-09-20 23:30:00	ES	Futures	1118.77	1119.01	1118.03	1118.77	1743.0
2010-09-20 00:00:00	NQ	Futures	2242.72	2243.0	2241.57	2242.72	77.0
2010-09-20 00:30:00	NQ	Futures	2242.43	2246.45	2242.43	2244.44	152.0
2010-09-20 01:00:00	NQ	Futures	2244.73	2245.3	2243.29	2243.86	48.0

> showing 50 of 2,511 rows — these rows as CSV

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