PREVIEW / futures_30min / 2010-12-05

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-12-05.parquet
  size:    19 KB
  rows:    466

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
2010-12-05 18:00:00	ES	Futures	1206.02	1208.24	1206.02	1207.99	5232.0
2010-12-05 18:30:00	ES	Futures	1207.99	1209.23	1207.5	1208.73	2803.0
2010-12-05 19:00:00	ES	Futures	1208.73	1209.47	1206.51	1206.76	4924.0
2010-12-05 19:30:00	ES	Futures	1206.76	1206.76	1205.53	1205.77	3286.0
2010-12-05 20:00:00	ES	Futures	1205.77	1206.76	1205.77	1206.27	1808.0
2010-12-05 20:30:00	ES	Futures	1206.27	1206.27	1204.79	1205.28	3439.0
2010-12-05 21:00:00	ES	Futures	1205.04	1205.77	1205.04	1205.77	1624.0
2010-12-05 21:30:00	ES	Futures	1205.53	1205.77	1204.79	1205.28	2016.0
2010-12-05 22:00:00	ES	Futures	1205.28	1205.53	1204.54	1205.04	898.0
2010-12-05 22:30:00	ES	Futures	1204.79	1205.04	1204.05	1204.3	2042.0
2010-12-05 23:00:00	ES	Futures	1204.3	1205.53	1204.3	1205.53	902.0
2010-12-05 23:30:00	ES	Futures	1205.28	1206.02	1205.04	1205.77	821.0
2010-12-05 18:00:00	NQ	Futures	2510.97	2515.27	2509.82	2514.41	331.0
2010-12-05 18:30:00	NQ	Futures	2514.13	2517.57	2513.27	2517.0	215.0
2010-12-05 19:00:00	NQ	Futures	2517.0	2517.57	2512.41	2512.69	486.0
2010-12-05 19:30:00	NQ	Futures	2512.69	2512.69	2510.4	2510.97	185.0
2010-12-05 20:00:00	NQ	Futures	2510.97	2512.69	2510.97	2511.83	115.0
2010-12-05 20:30:00	NQ	Futures	2512.12	2512.69	2509.54	2510.68	172.0
2010-12-05 21:00:00	NQ	Futures	2510.4	2512.12	2510.4	2510.68	128.0
2010-12-05 21:30:00	NQ	Futures	2510.68	2510.68	2508.96	2510.4	155.0
2010-12-05 22:00:00	NQ	Futures	2510.4	2510.4	2508.96	2508.96	58.0
2010-12-05 22:30:00	NQ	Futures	2509.54	2509.54	2507.53	2508.68	145.0
2010-12-05 23:00:00	NQ	Futures	2508.68	2511.26	2508.39	2510.68	111.0
2010-12-05 23:30:00	NQ	Futures	2510.4	2511.83	2510.4	2511.26	58.0
2010-12-05 18:00:00	YM	Futures	10824.0	10846.9	10824.0	10843.0	155.0
2010-12-05 18:30:00	YM	Futures	10842.1	10849.7	10839.2	10846.9	227.0
2010-12-05 19:00:00	YM	Futures	10847.8	10849.7	10830.7	10830.7	177.0
2010-12-05 19:30:00	YM	Futures	10830.7	10831.6	10823.0	10824.0	96.0
2010-12-05 20:00:00	YM	Futures	10823.0	10830.7	10823.0	10826.8	63.0
2010-12-05 20:30:00	YM	Futures	10826.8	10827.8	10815.4	10817.3	147.0
2010-12-05 21:00:00	YM	Futures	10820.2	10823.0	10817.3	10822.1	49.0
2010-12-05 21:30:00	YM	Futures	10822.1	10824.9	10817.3	10821.1	80.0
2010-12-05 22:00:00	YM	Futures	10820.2	10821.1	10815.4	10817.3	34.0
2010-12-05 22:30:00	YM	Futures	10817.3	10817.3	10811.6	10813.5	50.0
2010-12-05 23:00:00	YM	Futures	10812.6	10822.1	10812.6	10821.1	79.0
2010-12-05 23:30:00	YM	Futures	10820.2	10828.8	10820.2	10827.8	61.0
2010-12-05 18:00:00	CL	Futures	166.91	167.21	166.78	167.06	1004.0
2010-12-05 18:30:00	CL	Futures	167.05	167.16	166.88	166.97	378.0
2010-12-05 19:00:00	CL	Futures	166.99	167.01	166.56	166.6	1229.0
2010-12-05 19:30:00	CL	Futures	166.58	166.93	166.56	166.8	564.0
2010-12-05 20:00:00	CL	Futures	166.77	166.93	166.67	166.69	332.0
2010-12-05 20:30:00	CL	Futures	166.69	166.84	166.63	166.8	365.0
2010-12-05 21:00:00	CL	Futures	166.78	166.88	166.67	166.69	392.0
2010-12-05 21:30:00	CL	Futures	166.71	166.88	166.63	166.73	366.0
2010-12-05 22:00:00	CL	Futures	166.75	166.8	166.49	166.52	421.0
2010-12-05 22:30:00	CL	Futures	166.54	166.58	166.37	166.47	456.0
2010-12-05 23:00:00	CL	Futures	166.45	166.65	166.34	166.63	288.0
2010-12-05 23:30:00	CL	Futures	166.65	166.75	166.62	166.73	474.0
2010-12-05 18:00:00	GC	Futures	1976.6	1978.8	1971.2	1972.0	1528.0
2010-12-05 18:30:00	GC	Futures	1972.1	1973.7	1971.0	1971.3	1201.0

> showing 50 of 466 rows — these rows as CSV

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