PREVIEW / futures_30min / 2010-12-31

all futures 30-min files

  file:    by_date/futures_30min/2010/2010-12-31.parquet
  size:    47 KB
  rows:    1,526

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
2010-12-31 00:00:00	ES	Futures	1242.58	1242.83	1242.33	1242.58	158.0
2010-12-31 00:30:00	ES	Futures	1242.33	1242.83	1242.33	1242.58	160.0
2010-12-31 01:00:00	ES	Futures	1242.58	1243.32	1242.58	1243.32	771.0
2010-12-31 01:30:00	ES	Futures	1243.32	1243.32	1242.83	1243.32	556.0
2010-12-31 02:00:00	ES	Futures	1243.07	1243.32	1242.83	1242.83	220.0
2010-12-31 02:30:00	ES	Futures	1242.83	1243.07	1242.33	1242.83	416.0
2010-12-31 03:00:00	ES	Futures	1242.83	1243.07	1242.08	1242.33	1082.0
2010-12-31 03:30:00	ES	Futures	1242.33	1242.83	1242.08	1242.58	1010.0
2010-12-31 04:00:00	ES	Futures	1242.83	1242.83	1241.34	1241.59	1354.0
2010-12-31 04:30:00	ES	Futures	1241.59	1241.84	1241.34	1241.84	732.0
2010-12-31 05:00:00	ES	Futures	1242.08	1242.33	1240.85	1240.85	2036.0
2010-12-31 05:30:00	ES	Futures	1240.85	1241.59	1240.6	1240.85	3069.0
2010-12-31 06:00:00	ES	Futures	1240.85	1240.85	1240.35	1240.35	2017.0
2010-12-31 06:30:00	ES	Futures	1240.35	1240.85	1240.1	1240.35	2078.0
2010-12-31 07:00:00	ES	Futures	1240.6	1240.6	1239.36	1239.86	4088.0
2010-12-31 07:30:00	ES	Futures	1239.86	1239.86	1238.62	1238.62	4359.0
2010-12-31 08:00:00	ES	Futures	1238.87	1239.11	1237.14	1238.13	13277.0
2010-12-31 08:30:00	ES	Futures	1238.13	1238.62	1237.88	1238.62	3219.0
2010-12-31 09:00:00	ES	Futures	1238.62	1238.87	1238.13	1238.37	5606.0
2010-12-31 09:30:00	ES	Futures	1238.37	1239.86	1236.64	1237.88	85139.0
2010-12-31 10:00:00	ES	Futures	1237.63	1239.11	1236.89	1239.11	34482.0
2010-12-31 10:30:00	ES	Futures	1238.87	1240.6	1238.62	1240.6	28979.0
2010-12-31 11:00:00	ES	Futures	1240.6	1241.09	1239.86	1240.85	20207.0
2010-12-31 11:30:00	ES	Futures	1240.85	1241.09	1240.6	1241.09	11749.0
2010-12-31 12:00:00	ES	Futures	1240.85	1242.08	1240.6	1242.08	25521.0
2010-12-31 12:30:00	ES	Futures	1241.84	1242.08	1239.61	1240.6	28949.0
2010-12-31 13:00:00	ES	Futures	1240.6	1241.59	1240.35	1241.34	17639.0
2010-12-31 13:30:00	ES	Futures	1241.34	1241.84	1240.35	1240.85	16085.0
2010-12-31 14:00:00	ES	Futures	1241.09	1241.34	1240.35	1241.09	14471.0
2010-12-31 14:30:00	ES	Futures	1241.09	1242.08	1240.85	1241.34	23119.0
2010-12-31 15:00:00	ES	Futures	1241.59	1241.59	1240.85	1241.59	22524.0
2010-12-31 15:30:00	ES	Futures	1241.59	1241.84	1238.37	1241.34	158936.0
2010-12-31 16:00:00	ES	Futures	1241.59	1244.81	1241.09	1244.56	122364.0
2010-12-31 00:00:00	NQ	Futures	2556.31	2557.17	2556.31	2557.17	16.0
2010-12-31 00:30:00	NQ	Futures	2557.17	2557.46	2557.17	2557.46	21.0
2010-12-31 01:00:00	NQ	Futures	2557.75	2558.03	2556.89	2558.03	17.0
2010-12-31 01:30:00	NQ	Futures	2558.61	2558.61	2556.6	2557.46	63.0
2010-12-31 02:00:00	NQ	Futures	2557.46	2558.03	2557.17	2557.17	14.0
2010-12-31 02:30:00	NQ	Futures	2557.46	2557.75	2556.6	2556.6	18.0
2010-12-31 03:00:00	NQ	Futures	2556.89	2557.75	2556.02	2556.02	68.0
2010-12-31 03:30:00	NQ	Futures	2556.02	2556.89	2555.74	2556.31	150.0
2010-12-31 04:00:00	NQ	Futures	2556.89	2557.46	2554.01	2554.3	217.0
2010-12-31 04:30:00	NQ	Futures	2554.3	2555.16	2554.01	2554.01	50.0
2010-12-31 05:00:00	NQ	Futures	2554.88	2555.16	2553.44	2553.44	47.0
2010-12-31 05:30:00	NQ	Futures	2553.44	2554.01	2552.58	2553.73	152.0
2010-12-31 06:00:00	NQ	Futures	2553.44	2554.01	2552.58	2553.73	41.0
2010-12-31 06:30:00	NQ	Futures	2553.73	2554.3	2552.58	2552.87	150.0
2010-12-31 07:00:00	NQ	Futures	2552.87	2552.87	2551.43	2552.01	203.0
2010-12-31 07:30:00	NQ	Futures	2552.29	2552.29	2551.72	2551.72	162.0
2010-12-31 08:00:00	NQ	Futures	2552.01	2552.58	2550.57	2551.72	1457.0

> showing 50 of 1,526 rows — these rows as CSV

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