PREVIEW / futures_30min / 2010-09-28

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-09-28.parquet
  size:    73 KB
  rows:    2,623

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
2010-09-28 00:00:00	ES	Futures	1122.96	1123.7	1122.96	1123.45	648.0
2010-09-28 00:30:00	ES	Futures	1123.2	1123.45	1122.96	1123.2	457.0
2010-09-28 01:00:00	ES	Futures	1123.2	1123.45	1121.23	1121.48	3740.0
2010-09-28 01:30:00	ES	Futures	1121.48	1123.2	1121.48	1122.71	1793.0
2010-09-28 02:00:00	ES	Futures	1122.96	1122.96	1121.23	1121.73	5409.0
2010-09-28 02:30:00	ES	Futures	1121.73	1122.22	1119.75	1120.25	9427.0
2010-09-28 03:00:00	ES	Futures	1120.49	1120.74	1115.56	1115.81	29546.0
2010-09-28 03:30:00	ES	Futures	1115.81	1117.54	1115.56	1117.04	21704.0
2010-09-28 04:00:00	ES	Futures	1117.04	1118.03	1116.3	1117.54	11935.0
2010-09-28 04:30:00	ES	Futures	1117.29	1118.03	1117.04	1117.04	7440.0
2010-09-28 05:00:00	ES	Futures	1117.29	1119.26	1116.06	1119.26	13144.0
2010-09-28 05:30:00	ES	Futures	1119.26	1125.92	1119.01	1124.44	33546.0
2010-09-28 06:00:00	ES	Futures	1124.44	1126.16	1122.71	1123.45	18663.0
2010-09-28 06:30:00	ES	Futures	1123.2	1123.7	1121.97	1122.46	9037.0
2010-09-28 07:00:00	ES	Futures	1122.46	1123.45	1122.22	1122.96	7106.0
2010-09-28 07:30:00	ES	Futures	1122.96	1123.2	1121.23	1121.73	11826.0
2010-09-28 08:00:00	ES	Futures	1121.48	1124.44	1121.48	1123.45	23461.0
2010-09-28 08:30:00	ES	Futures	1123.2	1125.18	1123.2	1123.7	35328.0
2010-09-28 09:00:00	ES	Futures	1123.94	1125.67	1123.45	1123.45	38895.0
2010-09-28 09:30:00	ES	Futures	1123.7	1123.94	1115.32	1115.81	274753.0
2010-09-28 10:00:00	ES	Futures	1115.56	1118.52	1111.37	1117.04	307752.0
2010-09-28 10:30:00	ES	Futures	1117.04	1120.0	1116.8	1119.51	171695.0
2010-09-28 11:00:00	ES	Futures	1119.75	1124.44	1118.77	1123.45	179063.0
2010-09-28 11:30:00	ES	Futures	1123.7	1125.67	1122.46	1122.96	138858.0
2010-09-28 12:00:00	ES	Futures	1122.96	1125.18	1121.48	1123.7	103029.0
2010-09-28 12:30:00	ES	Futures	1123.7	1124.44	1122.71	1124.44	33579.0
2010-09-28 13:00:00	ES	Futures	1124.44	1124.93	1121.48	1123.45	57324.0
2010-09-28 13:30:00	ES	Futures	1123.45	1127.39	1123.45	1126.9	94820.0
2010-09-28 14:00:00	ES	Futures	1127.15	1127.39	1122.96	1123.2	83184.0
2010-09-28 14:30:00	ES	Futures	1122.96	1123.94	1120.49	1121.73	118712.0
2010-09-28 15:00:00	ES	Futures	1121.73	1124.93	1120.99	1123.7	92850.0
2010-09-28 15:30:00	ES	Futures	1123.45	1129.86	1123.45	1126.65	246169.0
2010-09-28 16:00:00	ES	Futures	1126.41	1126.9	1125.18	1125.67	90266.0
2010-09-28 16:30:00	ES	Futures	1125.67	1126.9	1125.67	1126.41	4499.0
2010-09-28 17:00:00	ES	Futures	1126.41	1126.65	1126.16	1126.41	1601.0
2010-09-28 18:00:00	ES	Futures	1126.41	1126.9	1126.16	1126.41	1583.0
2010-09-28 18:30:00	ES	Futures	1126.41	1126.41	1125.67	1126.41	1130.0
2010-09-28 19:00:00	ES	Futures	1126.16	1126.41	1125.92	1126.16	214.0
2010-09-28 19:30:00	ES	Futures	1126.16	1126.65	1125.42	1126.16	947.0
2010-09-28 20:00:00	ES	Futures	1126.41	1128.87	1125.92	1128.63	5666.0
2010-09-28 20:30:00	ES	Futures	1128.87	1128.87	1127.64	1128.13	3247.0
2010-09-28 21:00:00	ES	Futures	1128.13	1128.38	1125.18	1125.42	5153.0
2010-09-28 21:30:00	ES	Futures	1125.42	1126.9	1125.18	1126.41	4329.0
2010-09-28 22:00:00	ES	Futures	1126.41	1127.64	1126.41	1126.65	1857.0
2010-09-28 22:30:00	ES	Futures	1126.9	1127.39	1126.41	1127.15	841.0
2010-09-28 23:00:00	ES	Futures	1127.39	1128.13	1127.15	1127.89	994.0
2010-09-28 23:30:00	ES	Futures	1127.89	1128.38	1127.39	1127.64	1820.0
2010-09-28 00:00:00	NQ	Futures	2307.56	2308.13	2306.98	2307.27	24.0
2010-09-28 00:30:00	NQ	Futures	2307.27	2307.56	2306.98	2307.56	18.0
2010-09-28 01:00:00	NQ	Futures	2307.56	2307.56	2304.11	2304.11	73.0

> showing 50 of 2,623 rows — these rows as CSV

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