PREVIEW / futures_30min / 2010-09-24

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-24.parquet
  size:    63 KB
  rows:    2,135

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
2010-09-24 00:00:00	ES	Futures	1106.2	1108.91	1105.7	1107.92	10211.0
2010-09-24 00:30:00	ES	Futures	1107.92	1108.66	1107.68	1108.17	1516.0
2010-09-24 01:00:00	ES	Futures	1108.17	1108.42	1105.95	1107.18	1903.0
2010-09-24 01:30:00	ES	Futures	1107.18	1107.92	1106.69	1107.18	2365.0
2010-09-24 02:00:00	ES	Futures	1107.18	1107.18	1105.46	1105.95	3468.0
2010-09-24 02:30:00	ES	Futures	1105.95	1106.94	1104.96	1106.44	3139.0
2010-09-24 03:00:00	ES	Futures	1106.44	1108.42	1106.44	1106.44	16497.0
2010-09-24 03:30:00	ES	Futures	1106.44	1107.68	1105.7	1106.2	9494.0
2010-09-24 04:00:00	ES	Futures	1106.2	1110.39	1105.7	1109.89	21287.0
2010-09-24 04:30:00	ES	Futures	1109.89	1109.89	1106.69	1108.17	14180.0
2010-09-24 05:00:00	ES	Futures	1108.17	1109.65	1108.17	1109.65	7125.0
2010-09-24 05:30:00	ES	Futures	1109.65	1109.65	1108.17	1108.42	8496.0
2010-09-24 06:00:00	ES	Futures	1108.42	1108.42	1106.2	1107.43	11015.0
2010-09-24 06:30:00	ES	Futures	1107.43	1107.68	1106.94	1107.68	3155.0
2010-09-24 07:00:00	ES	Futures	1107.68	1109.65	1107.68	1108.91	9633.0
2010-09-24 07:30:00	ES	Futures	1108.66	1109.4	1108.42	1109.4	10188.0
2010-09-24 08:00:00	ES	Futures	1109.15	1112.36	1109.15	1111.62	32857.0
2010-09-24 08:30:00	ES	Futures	1111.37	1118.27	1111.37	1117.04	122665.0
2010-09-24 09:00:00	ES	Futures	1117.29	1117.78	1115.81	1116.8	45233.0
2010-09-24 09:30:00	ES	Futures	1117.04	1122.96	1115.81	1121.97	234170.0
2010-09-24 10:00:00	ES	Futures	1122.22	1125.92	1120.25	1125.18	267769.0
2010-09-24 10:30:00	ES	Futures	1125.42	1126.65	1123.94	1124.68	148074.0
2010-09-24 11:00:00	ES	Futures	1124.68	1127.15	1124.19	1125.67	98413.0
2010-09-24 11:30:00	ES	Futures	1125.42	1126.16	1123.7	1125.67	64390.0
2010-09-24 12:00:00	ES	Futures	1125.67	1125.67	1124.44	1125.42	35049.0
2010-09-24 12:30:00	ES	Futures	1125.67	1127.39	1124.93	1126.65	63354.0
2010-09-24 13:00:00	ES	Futures	1126.65	1127.39	1125.92	1126.9	30494.0
2010-09-24 13:30:00	ES	Futures	1127.15	1128.38	1126.16	1126.41	66571.0
2010-09-24 14:00:00	ES	Futures	1126.41	1126.9	1124.93	1126.41	48421.0
2010-09-24 14:30:00	ES	Futures	1126.41	1128.38	1125.92	1127.39	65401.0
2010-09-24 15:00:00	ES	Futures	1127.39	1127.39	1125.67	1126.16	59530.0
2010-09-24 15:30:00	ES	Futures	1125.92	1128.38	1125.67	1127.39	160058.0
2010-09-24 16:00:00	ES	Futures	1127.15	1127.64	1125.92	1126.9	136309.0
2010-09-24 00:00:00	NQ	Futures	2277.72	2283.46	2277.43	2281.74	469.0
2010-09-24 00:30:00	NQ	Futures	2281.45	2282.88	2281.16	2282.02	115.0
2010-09-24 01:00:00	NQ	Futures	2282.31	2282.31	2278.01	2280.3	79.0
2010-09-24 01:30:00	NQ	Futures	2280.01	2281.45	2278.87	2279.73	112.0
2010-09-24 02:00:00	NQ	Futures	2279.73	2280.3	2277.15	2277.43	277.0
2010-09-24 02:30:00	NQ	Futures	2277.72	2279.44	2275.14	2278.58	401.0
2010-09-24 03:00:00	NQ	Futures	2278.58	2282.88	2278.29	2279.15	1612.0
2010-09-24 03:30:00	NQ	Futures	2278.87	2282.31	2277.72	2279.44	1510.0
2010-09-24 04:00:00	NQ	Futures	2278.87	2287.47	2278.58	2286.61	2050.0
2010-09-24 04:30:00	NQ	Futures	2286.33	2286.61	2280.59	2283.74	869.0
2010-09-24 05:00:00	NQ	Futures	2284.32	2287.47	2284.03	2286.9	887.0
2010-09-24 05:30:00	NQ	Futures	2287.19	2287.19	2285.18	2286.04	1632.0
2010-09-24 06:00:00	NQ	Futures	2286.04	2286.04	2281.16	2284.03	1448.0
2010-09-24 06:30:00	NQ	Futures	2284.32	2284.6	2283.46	2284.03	600.0
2010-09-24 07:00:00	NQ	Futures	2284.03	2288.05	2284.03	2284.89	1563.0
2010-09-24 07:30:00	NQ	Futures	2284.89	2286.9	2284.89	2286.9	703.0
2010-09-24 08:00:00	NQ	Futures	2286.33	2292.64	2286.33	2290.34	3916.0

> showing 50 of 2,135 rows — these rows as CSV

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