PREVIEW / futures_30min / 2010-10-27

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-10-27.parquet
  size:    74 KB
  rows:    2,695

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
2010-10-27 00:00:00	ES	Futures	1161.65	1161.9	1160.18	1160.42	5420.0
2010-10-27 00:30:00	ES	Futures	1160.42	1160.92	1159.68	1160.42	5244.0
2010-10-27 01:00:00	ES	Futures	1160.18	1161.41	1159.93	1160.42	3645.0
2010-10-27 01:30:00	ES	Futures	1160.18	1161.16	1160.18	1161.16	1864.0
2010-10-27 02:00:00	ES	Futures	1160.92	1161.9	1160.67	1161.41	5504.0
2010-10-27 02:30:00	ES	Futures	1161.16	1161.41	1159.44	1160.42	10842.0
2010-10-27 03:00:00	ES	Futures	1160.18	1160.42	1157.71	1157.96	27625.0
2010-10-27 03:30:00	ES	Futures	1157.96	1159.93	1157.96	1159.19	18139.0
2010-10-27 04:00:00	ES	Futures	1159.19	1160.18	1158.94	1159.19	10912.0
2010-10-27 04:30:00	ES	Futures	1159.19	1160.18	1158.45	1158.94	8607.0
2010-10-27 05:00:00	ES	Futures	1158.94	1159.44	1157.71	1158.7	13090.0
2010-10-27 05:30:00	ES	Futures	1158.7	1162.64	1158.45	1160.92	21612.0
2010-10-27 06:00:00	ES	Futures	1160.92	1161.41	1160.67	1161.16	6308.0
2010-10-27 06:30:00	ES	Futures	1161.16	1162.89	1160.92	1161.9	14448.0
2010-10-27 07:00:00	ES	Futures	1161.9	1162.39	1159.93	1160.92	9382.0
2010-10-27 07:30:00	ES	Futures	1161.16	1161.41	1159.44	1159.93	13856.0
2010-10-27 08:00:00	ES	Futures	1160.18	1161.41	1159.93	1160.67	23617.0
2010-10-27 08:30:00	ES	Futures	1160.67	1160.92	1157.22	1158.2	66082.0
2010-10-27 09:00:00	ES	Futures	1158.2	1159.93	1157.22	1157.46	43666.0
2010-10-27 09:30:00	ES	Futures	1157.71	1160.92	1156.23	1160.92	215739.0
2010-10-27 10:00:00	ES	Futures	1160.92	1162.39	1154.75	1155.25	263129.0
2010-10-27 10:30:00	ES	Futures	1155.49	1157.22	1153.52	1153.52	181342.0
2010-10-27 11:00:00	ES	Futures	1153.52	1154.26	1151.8	1153.52	209775.0
2010-10-27 11:30:00	ES	Futures	1153.27	1156.48	1152.78	1155.25	112316.0
2010-10-27 12:00:00	ES	Futures	1155.49	1155.99	1153.77	1154.01	59887.0
2010-10-27 12:30:00	ES	Futures	1154.26	1154.75	1152.78	1153.52	55856.0
2010-10-27 13:00:00	ES	Futures	1153.52	1155.0	1151.3	1154.26	96896.0
2010-10-27 13:30:00	ES	Futures	1154.01	1155.99	1153.03	1155.74	66358.0
2010-10-27 14:00:00	ES	Futures	1155.99	1156.97	1155.0	1155.49	86271.0
2010-10-27 14:30:00	ES	Futures	1155.49	1159.68	1155.0	1158.2	141721.0
2010-10-27 15:00:00	ES	Futures	1157.96	1160.18	1156.73	1158.94	98880.0
2010-10-27 15:30:00	ES	Futures	1158.94	1163.87	1158.7	1162.15	202881.0
2010-10-27 16:00:00	ES	Futures	1162.39	1162.64	1161.65	1162.39	90290.0
2010-10-27 16:30:00	ES	Futures	1161.9	1162.39	1160.92	1161.41	7522.0
2010-10-27 17:00:00	ES	Futures	1161.16	1161.9	1161.16	1161.65	1532.0
2010-10-27 18:00:00	ES	Futures	1161.41	1161.9	1160.92	1161.65	2021.0
2010-10-27 18:30:00	ES	Futures	1161.41	1161.9	1161.41	1161.65	455.0
2010-10-27 19:00:00	ES	Futures	1161.65	1163.13	1161.65	1162.89	2943.0
2010-10-27 19:30:00	ES	Futures	1163.13	1163.63	1162.39	1162.89	3526.0
2010-10-27 20:00:00	ES	Futures	1162.89	1162.89	1161.9	1162.89	3070.0
2010-10-27 20:30:00	ES	Futures	1163.13	1163.63	1162.89	1163.13	1754.0
2010-10-27 21:00:00	ES	Futures	1163.13	1163.38	1161.9	1162.15	1701.0
2010-10-27 21:30:00	ES	Futures	1162.39	1162.64	1161.65	1162.15	2730.0
2010-10-27 22:00:00	ES	Futures	1161.9	1162.64	1161.65	1162.39	1328.0
2010-10-27 22:30:00	ES	Futures	1162.64	1163.13	1162.15	1162.89	1206.0
2010-10-27 23:00:00	ES	Futures	1162.89	1163.87	1162.64	1163.13	2580.0
2010-10-27 23:30:00	ES	Futures	1163.13	1164.61	1162.89	1164.12	2725.0
2010-10-27 00:00:00	NQ	Futures	2423.75	2424.33	2421.46	2421.46	363.0
2010-10-27 00:30:00	NQ	Futures	2421.46	2422.32	2420.31	2422.03	358.0
2010-10-27 01:00:00	NQ	Futures	2421.74	2423.47	2421.46	2422.03	138.0

> showing 50 of 2,695 rows — these rows as CSV

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