PREVIEW / futures_30min / 2009-01-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-04.parquet
  size:    19 KB
  rows:    415

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
2009-01-04 18:00:00	ES	Futures	877.35	877.82	875.45	875.93	3850.0
2009-01-04 18:30:00	ES	Futures	875.69	876.87	875.45	875.69	1482.0
2009-01-04 19:00:00	ES	Futures	875.69	875.93	873.79	875.45	2661.0
2009-01-04 19:30:00	ES	Futures	875.69	877.11	874.98	876.64	2220.0
2009-01-04 20:00:00	ES	Futures	876.64	877.82	875.69	877.11	2657.0
2009-01-04 20:30:00	ES	Futures	877.35	877.59	875.93	875.93	1401.0
2009-01-04 21:00:00	ES	Futures	875.93	876.4	873.79	874.03	2952.0
2009-01-04 21:30:00	ES	Futures	874.03	875.21	873.79	874.03	931.0
2009-01-04 22:00:00	ES	Futures	874.03	874.27	872.37	872.6	1551.0
2009-01-04 22:30:00	ES	Futures	872.6	874.74	872.37	874.03	729.0
2009-01-04 23:00:00	ES	Futures	874.03	874.5	873.08	873.55	618.0
2009-01-04 23:30:00	ES	Futures	873.55	874.74	873.08	874.5	386.0
2009-01-04 18:00:00	NQ	Futures	1413.88	1414.44	1410.77	1411.62	420.0
2009-01-04 18:30:00	NQ	Futures	1411.9	1413.32	1411.9	1411.9	66.0
2009-01-04 19:00:00	NQ	Futures	1411.34	1412.75	1409.08	1412.19	126.0
2009-01-04 19:30:00	NQ	Futures	1411.9	1414.44	1410.77	1412.47	48.0
2009-01-04 20:00:00	NQ	Futures	1413.03	1415.29	1411.62	1414.16	60.0
2009-01-04 20:30:00	NQ	Futures	1414.16	1414.73	1412.19	1413.03	29.0
2009-01-04 21:00:00	NQ	Futures	1412.19	1412.19	1407.95	1409.93	151.0
2009-01-04 21:30:00	NQ	Futures	1409.64	1409.64	1408.23	1409.36	14.0
2009-01-04 22:00:00	NQ	Futures	1409.36	1409.36	1405.41	1405.41	67.0
2009-01-04 22:30:00	NQ	Futures	1407.39	1409.64	1406.82	1409.64	29.0
2009-01-04 23:00:00	NQ	Futures	1409.08	1409.36	1407.39	1407.67	13.0
2009-01-04 23:30:00	NQ	Futures	1407.67	1409.64	1407.67	1409.36	23.0
2009-01-04 18:00:00	YM	Futures	8146.8	8155.9	8137.7	8142.2	117.0
2009-01-04 18:30:00	YM	Futures	8143.1	8154.1	8138.6	8140.4	69.0
2009-01-04 19:00:00	YM	Futures	8140.4	8144.1	8128.6	8139.5	157.0
2009-01-04 19:30:00	YM	Futures	8139.5	8148.6	8135.9	8145.9	63.0
2009-01-04 20:00:00	YM	Futures	8146.8	8156.8	8144.1	8153.2	94.0
2009-01-04 20:30:00	YM	Futures	8152.3	8155.0	8145.0	8146.8	62.0
2009-01-04 21:00:00	YM	Futures	8145.9	8145.9	8126.7	8128.6	219.0
2009-01-04 21:30:00	YM	Futures	8128.6	8132.2	8126.7	8126.7	56.0
2009-01-04 22:00:00	YM	Futures	8127.7	8127.7	8115.8	8119.5	124.0
2009-01-04 22:30:00	YM	Futures	8117.6	8131.3	8116.7	8129.5	67.0
2009-01-04 23:00:00	YM	Futures	8131.3	8133.1	8118.5	8124.0	60.0
2009-01-04 23:30:00	YM	Futures	8123.1	8133.1	8120.4	8133.1	21.0
2009-01-04 18:00:00	CL	Futures	164.19	167.96	163.73	166.95	1004.0
2009-01-04 18:30:00	CL	Futures	166.84	169.91	166.77	169.53	1082.0
2009-01-04 19:00:00	CL	Futures	169.53	169.63	166.91	167.19	567.0
2009-01-04 19:30:00	CL	Futures	167.16	167.19	165.27	165.9	595.0
2009-01-04 20:00:00	CL	Futures	165.9	166.67	164.82	165.1	513.0
2009-01-04 20:30:00	CL	Futures	165.17	165.27	163.59	164.47	707.0
2009-01-04 21:00:00	CL	Futures	164.29	164.89	164.12	164.43	299.0
2009-01-04 21:30:00	CL	Futures	164.47	165.93	163.73	164.4	408.0
2009-01-04 22:00:00	CL	Futures	164.61	164.92	164.26	164.57	127.0
2009-01-04 22:30:00	CL	Futures	164.92	164.92	164.08	164.54	98.0
2009-01-04 23:00:00	CL	Futures	164.54	164.78	164.05	164.29	79.0
2009-01-04 23:30:00	CL	Futures	164.43	164.54	163.7	163.98	257.0
2009-01-04 18:00:00	GC	Futures	1255.7	1262.6	1250.6	1261.1	1619.0
2009-01-04 18:30:00	GC	Futures	1261.1	1262.1	1254.7	1261.1	559.0

> showing 50 of 415 rows — these rows as CSV

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