PREVIEW / futures_30min / 2010-11-12

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-11-12.parquet
  size:    67 KB
  rows:    2,170

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
2010-11-12 00:00:00	ES	Futures	1186.55	1186.55	1184.08	1184.58	3997.0
2010-11-12 00:30:00	ES	Futures	1184.82	1185.32	1182.11	1182.61	8390.0
2010-11-12 01:00:00	ES	Futures	1182.61	1183.35	1181.37	1182.36	5993.0
2010-11-12 01:30:00	ES	Futures	1182.11	1183.84	1181.62	1181.62	4400.0
2010-11-12 02:00:00	ES	Futures	1181.87	1182.11	1178.66	1179.65	37274.0
2010-11-12 02:30:00	ES	Futures	1179.65	1180.88	1178.42	1180.63	16770.0
2010-11-12 03:00:00	ES	Futures	1180.88	1180.88	1176.2	1179.15	42223.0
2010-11-12 03:30:00	ES	Futures	1179.4	1182.11	1178.91	1181.37	25808.0
2010-11-12 04:00:00	ES	Futures	1181.37	1183.59	1180.14	1182.11	23626.0
2010-11-12 04:30:00	ES	Futures	1182.11	1183.59	1181.13	1182.85	13278.0
2010-11-12 05:00:00	ES	Futures	1182.85	1185.81	1181.87	1185.81	21309.0
2010-11-12 05:30:00	ES	Futures	1185.81	1190.49	1184.82	1187.54	42180.0
2010-11-12 06:00:00	ES	Futures	1187.78	1187.78	1184.58	1185.81	34904.0
2010-11-12 06:30:00	ES	Futures	1185.56	1187.54	1185.56	1187.04	14781.0
2010-11-12 07:00:00	ES	Futures	1186.8	1188.52	1186.06	1187.29	15861.0
2010-11-12 07:30:00	ES	Futures	1187.54	1187.78	1185.32	1186.3	21640.0
2010-11-12 08:00:00	ES	Futures	1186.3	1187.29	1184.58	1186.55	30977.0
2010-11-12 08:30:00	ES	Futures	1186.8	1188.52	1185.32	1188.52	41178.0
2010-11-12 09:00:00	ES	Futures	1188.27	1189.01	1186.3	1186.3	36881.0
2010-11-12 09:30:00	ES	Futures	1186.3	1191.73	1185.32	1190.25	259551.0
2010-11-12 10:00:00	ES	Futures	1190.49	1191.23	1185.56	1186.06	216768.0
2010-11-12 10:30:00	ES	Futures	1185.81	1186.3	1181.37	1182.11	244226.0
2010-11-12 11:00:00	ES	Futures	1181.87	1184.82	1180.14	1184.08	160775.0
2010-11-12 11:30:00	ES	Futures	1184.08	1184.58	1179.89	1181.62	127446.0
2010-11-12 12:00:00	ES	Futures	1181.62	1182.36	1176.94	1176.94	190358.0
2010-11-12 12:30:00	ES	Futures	1176.94	1178.66	1174.96	1176.2	205813.0
2010-11-12 13:00:00	ES	Futures	1176.2	1178.17	1174.72	1177.68	113786.0
2010-11-12 13:30:00	ES	Futures	1177.68	1179.4	1175.7	1176.44	88352.0
2010-11-12 14:00:00	ES	Futures	1176.44	1179.15	1175.46	1177.18	64645.0
2010-11-12 14:30:00	ES	Futures	1176.94	1180.88	1175.95	1179.4	102016.0
2010-11-12 15:00:00	ES	Futures	1179.4	1182.36	1178.17	1179.65	130687.0
2010-11-12 15:30:00	ES	Futures	1179.4	1181.13	1177.68	1180.14	224138.0
2010-11-12 16:00:00	ES	Futures	1180.14	1180.39	1177.68	1177.92	117307.0
2010-11-12 00:00:00	NQ	Futures	2478.55	2478.84	2472.53	2473.67	274.0
2010-11-12 00:30:00	NQ	Futures	2473.96	2475.97	2470.23	2470.52	418.0
2010-11-12 01:00:00	NQ	Futures	2470.23	2473.39	2467.65	2467.94	875.0
2010-11-12 01:30:00	NQ	Futures	2468.51	2470.52	2465.07	2468.8	534.0
2010-11-12 02:00:00	NQ	Futures	2468.8	2468.8	2463.63	2465.07	1689.0
2010-11-12 02:30:00	NQ	Futures	2465.35	2466.79	2462.77	2466.79	597.0
2010-11-12 03:00:00	NQ	Futures	2466.5	2466.5	2458.75	2463.92	3331.0
2010-11-12 03:30:00	NQ	Futures	2463.92	2466.79	2463.06	2465.35	1628.0
2010-11-12 04:00:00	NQ	Futures	2465.35	2470.8	2463.34	2468.51	1252.0
2010-11-12 04:30:00	NQ	Futures	2467.94	2470.23	2466.5	2469.08	642.0
2010-11-12 05:00:00	NQ	Futures	2469.08	2474.25	2467.07	2473.96	1669.0
2010-11-12 05:30:00	NQ	Futures	2473.96	2481.99	2472.81	2477.98	2193.0
2010-11-12 06:00:00	NQ	Futures	2477.69	2477.69	2472.24	2476.54	2607.0
2010-11-12 06:30:00	NQ	Futures	2476.54	2478.84	2475.68	2477.4	1224.0
2010-11-12 07:00:00	NQ	Futures	2477.98	2480.85	2475.97	2478.84	1308.0
2010-11-12 07:30:00	NQ	Futures	2479.12	2480.27	2475.39	2476.54	1158.0
2010-11-12 08:00:00	NQ	Futures	2476.54	2477.12	2473.39	2476.54	2885.0

> showing 50 of 2,170 rows — these rows as CSV

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