PREVIEW / futures_30min / 2010-12-15

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-12-15.parquet
  size:    76 KB
  rows:    2,689

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
2010-12-15 00:00:00	ES	Futures	1222.54	1223.28	1222.54	1223.28	711.0
2010-12-15 00:30:00	ES	Futures	1223.03	1223.53	1222.78	1223.03	713.0
2010-12-15 01:00:00	ES	Futures	1223.03	1223.03	1220.81	1221.05	4159.0
2010-12-15 01:30:00	ES	Futures	1220.81	1221.3	1219.57	1219.57	6265.0
2010-12-15 02:00:00	ES	Futures	1219.82	1220.81	1218.58	1220.81	6299.0
2010-12-15 02:30:00	ES	Futures	1220.81	1220.81	1219.82	1220.06	2890.0
2010-12-15 03:00:00	ES	Futures	1220.06	1221.3	1218.83	1219.07	14983.0
2010-12-15 03:30:00	ES	Futures	1219.32	1219.57	1217.34	1217.84	16065.0
2010-12-15 04:00:00	ES	Futures	1217.59	1220.06	1217.09	1219.82	10057.0
2010-12-15 04:30:00	ES	Futures	1219.82	1220.31	1219.07	1219.32	7913.0
2010-12-15 05:00:00	ES	Futures	1219.57	1219.57	1217.84	1218.33	8660.0
2010-12-15 05:30:00	ES	Futures	1218.33	1218.58	1217.34	1218.33	6705.0
2010-12-15 06:00:00	ES	Futures	1218.33	1219.32	1217.84	1218.83	5682.0
2010-12-15 06:30:00	ES	Futures	1218.83	1220.31	1218.33	1219.57	6460.0
2010-12-15 07:00:00	ES	Futures	1219.57	1220.81	1219.07	1220.81	6509.0
2010-12-15 07:30:00	ES	Futures	1220.56	1222.04	1219.82	1220.31	15610.0
2010-12-15 08:00:00	ES	Futures	1220.06	1222.04	1220.06	1221.55	16042.0
2010-12-15 08:30:00	ES	Futures	1221.55	1222.29	1219.32	1220.56	29032.0
2010-12-15 09:00:00	ES	Futures	1220.56	1222.04	1219.32	1221.55	28113.0
2010-12-15 09:30:00	ES	Futures	1221.55	1225.01	1221.05	1224.76	149308.0
2010-12-15 10:00:00	ES	Futures	1224.76	1226.0	1224.27	1224.76	132059.0
2010-12-15 10:30:00	ES	Futures	1224.52	1226.74	1224.52	1225.26	95116.0
2010-12-15 11:00:00	ES	Futures	1225.51	1226.5	1223.53	1224.52	95881.0
2010-12-15 11:30:00	ES	Futures	1224.27	1224.52	1223.03	1224.02	72840.0
2010-12-15 12:00:00	ES	Futures	1224.02	1224.27	1223.03	1223.77	54917.0
2010-12-15 12:30:00	ES	Futures	1224.02	1224.02	1219.32	1220.81	117208.0
2010-12-15 13:00:00	ES	Futures	1220.81	1221.79	1219.57	1221.55	87274.0
2010-12-15 13:30:00	ES	Futures	1221.55	1222.54	1220.56	1222.54	67897.0
2010-12-15 14:00:00	ES	Futures	1222.54	1222.54	1219.07	1219.07	74909.0
2010-12-15 14:30:00	ES	Futures	1219.32	1219.32	1216.1	1217.34	173184.0
2010-12-15 15:00:00	ES	Futures	1217.09	1221.3	1216.85	1220.31	132529.0
2010-12-15 15:30:00	ES	Futures	1220.56	1222.04	1217.34	1218.33	216310.0
2010-12-15 16:00:00	ES	Futures	1218.58	1219.82	1218.33	1219.57	83761.0
2010-12-15 16:30:00	ES	Futures	1219.32	1221.05	1219.07	1220.81	7136.0
2010-12-15 17:00:00	ES	Futures	1220.56	1221.05	1219.57	1220.81	1761.0
2010-12-15 18:00:00	ES	Futures	1220.56	1220.56	1217.84	1218.08	4497.0
2010-12-15 18:30:00	ES	Futures	1218.33	1218.33	1217.59	1218.08	2184.0
2010-12-15 19:00:00	ES	Futures	1217.84	1218.33	1216.85	1217.59	3258.0
2010-12-15 19:30:00	ES	Futures	1217.59	1218.08	1217.09	1217.84	4621.0
2010-12-15 20:00:00	ES	Futures	1217.84	1218.08	1217.09	1217.84	1776.0
2010-12-15 20:30:00	ES	Futures	1218.08	1219.32	1217.84	1219.07	2357.0
2010-12-15 21:00:00	ES	Futures	1219.32	1219.32	1218.08	1218.08	1392.0
2010-12-15 21:30:00	ES	Futures	1218.33	1218.33	1217.34	1217.84	1621.0
2010-12-15 22:00:00	ES	Futures	1217.59	1217.84	1216.85	1217.09	2239.0
2010-12-15 22:30:00	ES	Futures	1216.85	1218.33	1216.85	1217.84	1464.0
2010-12-15 23:00:00	ES	Futures	1218.08	1218.33	1218.08	1218.33	540.0
2010-12-15 23:30:00	ES	Futures	1218.08	1218.83	1218.08	1218.58	1644.0
2010-12-15 00:00:00	NQ	Futures	2540.81	2541.96	2540.52	2541.39	277.0
2010-12-15 00:30:00	NQ	Futures	2541.39	2542.25	2540.24	2540.24	89.0
2010-12-15 01:00:00	NQ	Futures	2540.24	2540.52	2535.64	2536.22	493.0

> showing 50 of 2,689 rows — these rows as CSV

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