PREVIEW / futures_30min / 2009-01-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-11.parquet
  size:    18 KB
  rows:    401

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
2009-01-11 18:00:00	ES	Futures	839.64	839.64	835.13	837.98	5009.0
2009-01-11 18:30:00	ES	Futures	837.98	839.16	837.74	838.21	1771.0
2009-01-11 19:00:00	ES	Futures	837.98	839.16	836.79	837.74	1348.0
2009-01-11 19:30:00	ES	Futures	837.5	838.21	836.55	838.21	1971.0
2009-01-11 20:00:00	ES	Futures	838.21	838.21	836.79	837.98	897.0
2009-01-11 20:30:00	ES	Futures	837.74	839.16	837.26	838.45	1333.0
2009-01-11 21:00:00	ES	Futures	838.45	838.92	837.5	838.45	925.0
2009-01-11 21:30:00	ES	Futures	838.21	838.45	836.79	837.74	1152.0
2009-01-11 22:00:00	ES	Futures	837.74	838.45	837.03	837.26	469.0
2009-01-11 22:30:00	ES	Futures	837.26	837.26	835.84	836.32	815.0
2009-01-11 23:00:00	ES	Futures	836.08	836.32	835.13	835.6	1062.0
2009-01-11 23:30:00	ES	Futures	835.6	835.84	834.42	835.13	886.0
2009-01-11 18:00:00	NQ	Futures	1379.15	1379.15	1370.96	1375.76	317.0
2009-01-11 18:30:00	NQ	Futures	1375.76	1378.02	1375.76	1376.61	80.0
2009-01-11 19:00:00	NQ	Futures	1376.61	1377.17	1374.91	1375.19	47.0
2009-01-11 19:30:00	NQ	Futures	1374.63	1376.32	1373.22	1376.32	51.0
2009-01-11 20:00:00	NQ	Futures	1375.76	1376.04	1374.63	1375.76	34.0
2009-01-11 20:30:00	NQ	Futures	1375.19	1378.58	1374.63	1378.3	41.0
2009-01-11 21:00:00	NQ	Futures	1378.02	1378.02	1376.04	1376.89	27.0
2009-01-11 21:30:00	NQ	Futures	1377.17	1377.74	1375.19	1376.61	22.0
2009-01-11 22:00:00	NQ	Futures	1376.61	1376.61	1375.76	1376.32	11.0
2009-01-11 22:30:00	NQ	Futures	1376.04	1376.04	1373.78	1374.06	49.0
2009-01-11 23:00:00	NQ	Futures	1374.06	1374.35	1372.37	1372.65	36.0
2009-01-11 23:30:00	NQ	Futures	1373.78	1374.06	1371.52	1372.37	27.0
2009-01-11 18:00:00	YM	Futures	7782.3	7782.3	7740.4	7762.2	294.0
2009-01-11 18:30:00	YM	Futures	7763.1	7775.0	7762.2	7764.1	104.0
2009-01-11 19:00:00	YM	Futures	7763.1	7771.3	7754.9	7757.7	79.0
2009-01-11 19:30:00	YM	Futures	7758.6	7765.0	7751.3	7765.0	54.0
2009-01-11 20:00:00	YM	Futures	7765.0	7765.9	7753.1	7762.2	77.0
2009-01-11 20:30:00	YM	Futures	7759.5	7772.3	7754.9	7770.4	77.0
2009-01-11 21:00:00	YM	Futures	7770.4	7771.3	7764.1	7767.7	50.0
2009-01-11 21:30:00	YM	Futures	7765.0	7766.8	7755.9	7759.5	93.0
2009-01-11 22:00:00	YM	Futures	7759.5	7765.0	7757.7	7757.7	54.0
2009-01-11 22:30:00	YM	Futures	7755.9	7756.8	7749.5	7753.1	60.0
2009-01-11 23:00:00	YM	Futures	7750.4	7750.4	7743.1	7745.8	87.0
2009-01-11 23:30:00	YM	Futures	7746.7	7747.7	7732.2	7736.7	123.0
2009-01-11 18:00:00	CL	Futures	141.54	141.71	140.14	140.59	331.0
2009-01-11 18:30:00	CL	Futures	140.63	142.09	140.52	141.92	279.0
2009-01-11 19:00:00	CL	Futures	142.06	142.09	140.42	140.49	243.0
2009-01-11 19:30:00	CL	Futures	140.49	140.87	140.49	140.77	46.0
2009-01-11 20:00:00	CL	Futures	140.8	141.95	140.77	141.71	145.0
2009-01-11 20:30:00	CL	Futures	141.43	141.99	141.36	141.64	112.0
2009-01-11 21:00:00	CL	Futures	141.85	141.85	141.47	141.5	27.0
2009-01-11 21:30:00	CL	Futures	141.61	142.41	141.61	141.99	89.0
2009-01-11 22:00:00	CL	Futures	141.99	142.16	141.54	141.78	61.0
2009-01-11 22:30:00	CL	Futures	141.81	142.16	140.98	140.98	100.0
2009-01-11 23:00:00	CL	Futures	141.33	141.33	140.59	140.73	78.0
2009-01-11 23:30:00	CL	Futures	140.63	140.63	139.96	140.21	224.0
2009-01-11 18:00:00	GC	Futures	1220.6	1222.6	1214.4	1215.1	908.0
2009-01-11 18:30:00	GC	Futures	1214.9	1217.6	1214.2	1214.8	287.0

> showing 50 of 401 rows — these rows as CSV

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