PREVIEW / futures_30min / 2010-09-27

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-27.parquet
  size:    67 KB
  rows:    2,501

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
2010-09-27 00:00:00	ES	Futures	1127.89	1130.6	1127.89	1130.35	2971.0
2010-09-27 00:30:00	ES	Futures	1130.35	1131.34	1130.11	1131.09	1962.0
2010-09-27 01:00:00	ES	Futures	1130.85	1131.34	1130.35	1130.35	1675.0
2010-09-27 01:30:00	ES	Futures	1130.35	1130.85	1129.37	1130.11	2251.0
2010-09-27 02:00:00	ES	Futures	1129.86	1130.85	1129.37	1129.37	2589.0
2010-09-27 02:30:00	ES	Futures	1129.37	1129.86	1127.64	1128.87	7541.0
2010-09-27 03:00:00	ES	Futures	1128.87	1130.35	1127.39	1129.12	15520.0
2010-09-27 03:30:00	ES	Futures	1129.12	1130.35	1128.13	1128.87	12688.0
2010-09-27 04:00:00	ES	Futures	1128.87	1129.61	1127.15	1127.39	9221.0
2010-09-27 04:30:00	ES	Futures	1127.39	1128.13	1126.16	1126.41	9321.0
2010-09-27 05:00:00	ES	Futures	1126.41	1128.38	1125.92	1127.89	9336.0
2010-09-27 05:30:00	ES	Futures	1127.89	1128.87	1126.9	1128.38	7687.0
2010-09-27 06:00:00	ES	Futures	1128.13	1128.63	1126.41	1126.9	5575.0
2010-09-27 06:30:00	ES	Futures	1127.15	1128.13	1126.41	1128.13	5440.0
2010-09-27 07:00:00	ES	Futures	1128.13	1128.63	1127.39	1128.13	4062.0
2010-09-27 07:30:00	ES	Futures	1128.13	1128.87	1127.39	1127.89	12015.0
2010-09-27 08:00:00	ES	Futures	1127.89	1128.87	1127.15	1127.15	23671.0
2010-09-27 08:30:00	ES	Futures	1127.15	1128.87	1126.9	1128.87	17955.0
2010-09-27 09:00:00	ES	Futures	1128.63	1129.86	1127.89	1127.89	21010.0
2010-09-27 09:30:00	ES	Futures	1127.89	1128.13	1123.45	1124.44	182424.0
2010-09-27 10:00:00	ES	Futures	1124.44	1126.9	1123.2	1126.65	110741.0
2010-09-27 10:30:00	ES	Futures	1126.41	1127.39	1124.68	1126.65	80067.0
2010-09-27 11:00:00	ES	Futures	1126.41	1126.65	1122.46	1123.94	90921.0
2010-09-27 11:30:00	ES	Futures	1123.94	1124.68	1122.46	1123.7	53985.0
2010-09-27 12:00:00	ES	Futures	1123.7	1124.68	1122.96	1124.19	49061.0
2010-09-27 12:30:00	ES	Futures	1124.19	1124.44	1123.2	1123.7	32274.0
2010-09-27 13:00:00	ES	Futures	1123.7	1124.93	1122.46	1124.44	47769.0
2010-09-27 13:30:00	ES	Futures	1124.19	1127.64	1123.94	1126.9	62293.0
2010-09-27 14:00:00	ES	Futures	1126.9	1128.13	1126.41	1128.13	37028.0
2010-09-27 14:30:00	ES	Futures	1127.89	1129.12	1127.15	1127.39	70350.0
2010-09-27 15:00:00	ES	Futures	1127.39	1127.64	1126.41	1126.41	42378.0
2010-09-27 15:30:00	ES	Futures	1126.65	1126.65	1120.99	1122.22	176529.0
2010-09-27 16:00:00	ES	Futures	1122.46	1123.2	1121.48	1121.73	82707.0
2010-09-27 16:30:00	ES	Futures	1121.73	1122.71	1121.23	1122.22	7011.0
2010-09-27 17:00:00	ES	Futures	1122.22	1123.2	1122.22	1122.71	1575.0
2010-09-27 18:00:00	ES	Futures	1122.71	1122.96	1121.48	1121.73	2413.0
2010-09-27 18:30:00	ES	Futures	1121.48	1121.73	1121.23	1121.73	762.0
2010-09-27 19:00:00	ES	Futures	1121.73	1121.73	1121.23	1121.48	756.0
2010-09-27 19:30:00	ES	Futures	1121.73	1121.97	1121.23	1121.97	1009.0
2010-09-27 20:00:00	ES	Futures	1121.73	1122.96	1121.48	1122.96	2081.0
2010-09-27 20:30:00	ES	Futures	1122.96	1123.7	1122.71	1123.45	2530.0
2010-09-27 21:00:00	ES	Futures	1123.45	1123.7	1122.96	1123.7	1061.0
2010-09-27 21:30:00	ES	Futures	1123.45	1123.7	1122.71	1123.7	1602.0
2010-09-27 22:00:00	ES	Futures	1123.45	1123.94	1123.2	1123.7	1379.0
2010-09-27 22:30:00	ES	Futures	1123.45	1123.7	1122.71	1123.2	1518.0
2010-09-27 23:00:00	ES	Futures	1123.2	1123.45	1122.46	1122.71	1492.0
2010-09-27 23:30:00	ES	Futures	1122.46	1123.94	1122.46	1122.96	1624.0
2010-09-27 00:00:00	NQ	Futures	2319.32	2323.91	2319.32	2323.91	133.0
2010-09-27 00:30:00	NQ	Futures	2323.62	2324.77	2323.34	2324.48	80.0
2010-09-27 01:00:00	NQ	Futures	2324.48	2325.06	2323.62	2323.91	86.0

> showing 50 of 2,501 rows — these rows as CSV

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