PREVIEW / futures_30min / 2010-12-23

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-12-23.parquet
  size:    59 KB
  rows:    2,133

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
2010-12-23 00:00:00	ES	Futures	1242.33	1242.58	1242.08	1242.33	721.0
2010-12-23 00:30:00	ES	Futures	1242.08	1242.33	1241.84	1242.08	682.0
2010-12-23 01:00:00	ES	Futures	1242.08	1242.58	1241.84	1242.33	589.0
2010-12-23 01:30:00	ES	Futures	1242.33	1242.58	1242.33	1242.33	458.0
2010-12-23 02:00:00	ES	Futures	1242.58	1242.83	1242.33	1242.33	1474.0
2010-12-23 02:30:00	ES	Futures	1242.33	1242.58	1241.84	1242.08	2247.0
2010-12-23 03:00:00	ES	Futures	1242.08	1242.33	1241.09	1241.34	7663.0
2010-12-23 03:30:00	ES	Futures	1241.34	1241.59	1240.6	1241.09	5615.0
2010-12-23 04:00:00	ES	Futures	1241.09	1241.34	1240.85	1240.85	2889.0
2010-12-23 04:30:00	ES	Futures	1240.85	1241.09	1240.6	1240.6	2049.0
2010-12-23 05:00:00	ES	Futures	1240.85	1241.59	1240.6	1241.09	3211.0
2010-12-23 05:30:00	ES	Futures	1241.34	1241.84	1240.85	1241.34	2139.0
2010-12-23 06:00:00	ES	Futures	1241.34	1241.59	1240.85	1241.09	1462.0
2010-12-23 06:30:00	ES	Futures	1241.09	1241.09	1240.35	1240.35	2950.0
2010-12-23 07:00:00	ES	Futures	1240.35	1241.34	1240.35	1241.09	2981.0
2010-12-23 07:30:00	ES	Futures	1241.09	1241.34	1240.35	1240.6	3917.0
2010-12-23 08:00:00	ES	Futures	1240.35	1240.85	1238.62	1239.61	15749.0
2010-12-23 08:30:00	ES	Futures	1239.86	1240.1	1238.87	1239.86	11437.0
2010-12-23 09:00:00	ES	Futures	1240.1	1240.35	1239.36	1239.86	10143.0
2010-12-23 09:30:00	ES	Futures	1239.86	1241.34	1239.36	1240.85	53462.0
2010-12-23 10:00:00	ES	Futures	1240.6	1241.09	1238.62	1239.36	57721.0
2010-12-23 10:30:00	ES	Futures	1239.61	1240.1	1238.87	1239.61	31912.0
2010-12-23 11:00:00	ES	Futures	1239.61	1240.6	1239.36	1240.6	34769.0
2010-12-23 11:30:00	ES	Futures	1240.6	1240.85	1239.11	1239.61	33057.0
2010-12-23 12:00:00	ES	Futures	1239.86	1239.86	1238.87	1239.61	16432.0
2010-12-23 12:30:00	ES	Futures	1239.61	1239.86	1238.62	1239.11	16387.0
2010-12-23 13:00:00	ES	Futures	1239.11	1240.1	1239.11	1239.36	21575.0
2010-12-23 13:30:00	ES	Futures	1239.61	1239.86	1238.87	1239.11	10512.0
2010-12-23 14:00:00	ES	Futures	1239.11	1239.36	1236.39	1237.14	55154.0
2010-12-23 14:30:00	ES	Futures	1237.14	1238.37	1236.89	1238.13	22590.0
2010-12-23 15:00:00	ES	Futures	1238.13	1239.36	1237.63	1239.36	21115.0
2010-12-23 15:30:00	ES	Futures	1239.36	1239.86	1237.88	1239.36	73662.0
2010-12-23 16:00:00	ES	Futures	1239.36	1240.35	1239.36	1239.86	46549.0
2010-12-23 00:00:00	NQ	Futures	2569.23	2569.8	2569.23	2569.51	34.0
2010-12-23 00:30:00	NQ	Futures	2569.51	2569.51	2568.94	2569.23	21.0
2010-12-23 01:00:00	NQ	Futures	2568.65	2569.8	2568.65	2569.8	28.0
2010-12-23 01:30:00	NQ	Futures	2569.8	2570.09	2569.51	2569.51	17.0
2010-12-23 02:00:00	NQ	Futures	2569.8	2570.09	2568.94	2568.94	51.0
2010-12-23 02:30:00	NQ	Futures	2569.23	2569.23	2568.08	2568.08	127.0
2010-12-23 03:00:00	NQ	Futures	2568.37	2569.23	2566.36	2567.79	610.0
2010-12-23 03:30:00	NQ	Futures	2567.79	2567.79	2566.36	2567.22	265.0
2010-12-23 04:00:00	NQ	Futures	2567.51	2567.79	2566.07	2566.36	267.0
2010-12-23 04:30:00	NQ	Futures	2566.36	2567.22	2566.07	2566.93	180.0
2010-12-23 05:00:00	NQ	Futures	2566.93	2567.79	2566.36	2566.93	204.0
2010-12-23 05:30:00	NQ	Futures	2567.22	2567.79	2566.64	2567.79	89.0
2010-12-23 06:00:00	NQ	Futures	2567.79	2567.79	2563.2	2563.49	1577.0
2010-12-23 06:30:00	NQ	Futures	2563.49	2563.49	2561.48	2561.76	1123.0
2010-12-23 07:00:00	NQ	Futures	2562.05	2564.06	2562.05	2563.77	628.0
2010-12-23 07:30:00	NQ	Futures	2563.49	2564.06	2562.05	2562.34	414.0
2010-12-23 08:00:00	NQ	Futures	2562.34	2562.91	2557.46	2559.47	2302.0

> showing 50 of 2,133 rows — these rows as CSV

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