PREVIEW / futures_30min / 2010-11-16

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-11-16.parquet
  size:    78 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
2010-11-16 00:00:00	ES	Futures	1176.69	1177.68	1176.44	1176.44	4093.0
2010-11-16 00:30:00	ES	Futures	1176.44	1176.69	1173.24	1174.47	5754.0
2010-11-16 01:00:00	ES	Futures	1174.47	1174.47	1172.25	1172.75	6465.0
2010-11-16 01:30:00	ES	Futures	1172.75	1173.98	1171.76	1172.25	5470.0
2010-11-16 02:00:00	ES	Futures	1172.25	1173.98	1171.51	1173.73	8915.0
2010-11-16 02:30:00	ES	Futures	1173.98	1176.2	1173.73	1175.46	8590.0
2010-11-16 03:00:00	ES	Futures	1175.21	1175.7	1172.75	1174.23	21259.0
2010-11-16 03:30:00	ES	Futures	1173.98	1174.47	1172.01	1172.25	15122.0
2010-11-16 04:00:00	ES	Futures	1172.25	1173.49	1172.01	1172.5	12311.0
2010-11-16 04:30:00	ES	Futures	1172.5	1173.73	1172.01	1172.01	9506.0
2010-11-16 05:00:00	ES	Futures	1172.25	1174.23	1172.01	1172.25	14032.0
2010-11-16 05:30:00	ES	Futures	1172.25	1173.24	1171.76	1172.25	10866.0
2010-11-16 06:00:00	ES	Futures	1172.25	1172.5	1169.79	1170.04	23992.0
2010-11-16 06:30:00	ES	Futures	1170.04	1171.76	1169.79	1170.28	19026.0
2010-11-16 07:00:00	ES	Futures	1170.28	1172.75	1170.04	1172.01	25523.0
2010-11-16 07:30:00	ES	Futures	1172.25	1173.98	1171.76	1172.01	25455.0
2010-11-16 08:00:00	ES	Futures	1172.25	1174.72	1172.01	1173.24	38004.0
2010-11-16 08:30:00	ES	Futures	1173.24	1175.21	1172.25	1172.25	55249.0
2010-11-16 09:00:00	ES	Futures	1172.25	1173.73	1170.04	1171.27	50486.0
2010-11-16 09:30:00	ES	Futures	1171.27	1173.24	1167.82	1169.79	277996.0
2010-11-16 10:00:00	ES	Futures	1169.79	1172.5	1168.06	1170.04	171346.0
2010-11-16 10:30:00	ES	Futures	1170.04	1170.04	1163.87	1165.6	302049.0
2010-11-16 11:00:00	ES	Futures	1165.85	1165.85	1158.94	1160.92	341601.0
2010-11-16 11:30:00	ES	Futures	1160.92	1162.15	1155.74	1158.94	276085.0
2010-11-16 12:00:00	ES	Futures	1159.19	1160.92	1157.71	1158.7	154754.0
2010-11-16 12:30:00	ES	Futures	1158.7	1159.93	1155.99	1159.68	153135.0
2010-11-16 13:00:00	ES	Futures	1159.68	1160.42	1156.97	1159.93	77057.0
2010-11-16 13:30:00	ES	Futures	1159.93	1162.64	1158.7	1161.65	111963.0
2010-11-16 14:00:00	ES	Futures	1161.65	1162.15	1157.96	1158.45	103918.0
2010-11-16 14:30:00	ES	Futures	1158.45	1159.68	1155.49	1158.45	133183.0
2010-11-16 15:00:00	ES	Futures	1158.7	1160.18	1154.51	1156.48	196849.0
2010-11-16 15:30:00	ES	Futures	1156.73	1161.41	1155.99	1159.68	302293.0
2010-11-16 16:00:00	ES	Futures	1159.68	1159.93	1157.71	1158.45	137496.0
2010-11-16 16:30:00	ES	Futures	1159.19	1160.18	1158.94	1159.44	6963.0
2010-11-16 17:00:00	ES	Futures	1159.44	1160.18	1159.19	1159.93	3187.0
2010-11-16 18:00:00	ES	Futures	1160.67	1161.65	1160.42	1161.16	8559.0
2010-11-16 18:30:00	ES	Futures	1161.16	1161.41	1160.67	1161.16	2694.0
2010-11-16 19:00:00	ES	Futures	1161.16	1161.9	1160.92	1161.65	3379.0
2010-11-16 19:30:00	ES	Futures	1161.41	1162.39	1160.92	1162.39	4664.0
2010-11-16 20:00:00	ES	Futures	1162.15	1162.39	1161.16	1161.41	5012.0
2010-11-16 20:30:00	ES	Futures	1161.41	1162.64	1160.67	1161.65	7048.0
2010-11-16 21:00:00	ES	Futures	1161.9	1162.64	1161.41	1162.15	5664.0
2010-11-16 21:30:00	ES	Futures	1161.9	1162.89	1161.65	1162.15	3004.0
2010-11-16 22:00:00	ES	Futures	1162.39	1162.64	1161.65	1161.9	2047.0
2010-11-16 22:30:00	ES	Futures	1162.15	1162.39	1161.65	1162.15	1872.0
2010-11-16 23:00:00	ES	Futures	1162.15	1162.89	1161.9	1162.89	2261.0
2010-11-16 23:30:00	ES	Futures	1162.89	1162.89	1162.39	1162.64	1338.0
2010-11-16 00:00:00	NQ	Futures	2432.93	2435.52	2432.36	2433.79	354.0
2010-11-16 00:30:00	NQ	Futures	2433.51	2434.08	2426.91	2428.34	254.0
2010-11-16 01:00:00	NQ	Futures	2428.63	2428.92	2423.75	2424.9	459.0

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

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