PREVIEW / futures_30min / 2009-01-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-01-18.parquet
  size:    16 KB
  rows:    354

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
2009-01-18 18:00:00	ES	Futures	808.09	819.24	807.85	818.76	12782.0
2009-01-18 18:30:00	ES	Futures	819.0	821.37	816.63	817.58	5542.0
2009-01-18 19:00:00	ES	Futures	817.82	818.05	815.92	817.1	1976.0
2009-01-18 19:30:00	ES	Futures	816.87	817.34	816.15	816.39	748.0
2009-01-18 20:00:00	ES	Futures	816.15	816.87	815.92	816.63	1077.0
2009-01-18 20:30:00	ES	Futures	816.39	817.1	815.21	816.87	1362.0
2009-01-18 21:00:00	ES	Futures	816.87	817.34	814.49	814.49	1664.0
2009-01-18 21:30:00	ES	Futures	814.49	815.68	814.02	815.44	1845.0
2009-01-18 22:00:00	ES	Futures	815.44	816.39	814.26	814.26	1204.0
2009-01-18 22:30:00	ES	Futures	814.26	814.49	811.65	811.65	1991.0
2009-01-18 23:00:00	ES	Futures	811.89	813.55	811.65	813.55	965.0
2009-01-18 23:30:00	ES	Futures	813.55	814.73	813.55	814.49	672.0
2009-01-18 18:00:00	NQ	Futures	1354.3	1377.74	1354.3	1376.61	701.0
2009-01-18 18:30:00	NQ	Futures	1376.32	1380.56	1373.22	1376.61	172.0
2009-01-18 19:00:00	NQ	Futures	1374.63	1374.63	1370.68	1371.81	142.0
2009-01-18 19:30:00	NQ	Futures	1372.09	1372.93	1370.96	1371.52	43.0
2009-01-18 20:00:00	NQ	Futures	1371.24	1372.37	1371.24	1371.81	9.0
2009-01-18 20:30:00	NQ	Futures	1370.68	1372.09	1369.26	1372.09	108.0
2009-01-18 21:00:00	NQ	Futures	1372.09	1372.65	1368.42	1368.42	119.0
2009-01-18 21:30:00	NQ	Futures	1369.26	1369.55	1367.85	1369.26	39.0
2009-01-18 22:00:00	NQ	Futures	1370.39	1370.39	1369.26	1369.26	10.0
2009-01-18 22:30:00	NQ	Futures	1367.85	1367.85	1363.9	1364.75	159.0
2009-01-18 23:00:00	NQ	Futures	1365.88	1366.44	1365.31	1365.88	14.0
2009-01-18 23:30:00	NQ	Futures	1365.88	1368.98	1365.88	1367.85	27.0
2009-01-18 18:00:00	YM	Futures	7535.3	7638.3	7535.3	7629.2	573.0
2009-01-18 18:30:00	YM	Futures	7628.3	7647.4	7611.0	7622.8	180.0
2009-01-18 19:00:00	YM	Futures	7621.0	7621.0	7608.2	7611.0	147.0
2009-01-18 19:30:00	YM	Futures	7611.0	7611.0	7600.9	7603.7	166.0
2009-01-18 20:00:00	YM	Futures	7603.7	7607.3	7599.1	7605.5	50.0
2009-01-18 20:30:00	YM	Futures	7604.6	7608.2	7597.3	7606.4	60.0
2009-01-18 21:00:00	YM	Futures	7609.1	7612.8	7590.9	7590.9	161.0
2009-01-18 21:30:00	YM	Futures	7590.9	7595.5	7582.7	7594.6	95.0
2009-01-18 22:00:00	YM	Futures	7596.4	7600.0	7587.3	7589.1	72.0
2009-01-18 22:30:00	YM	Futures	7587.3	7589.1	7567.2	7568.1	108.0
2009-01-18 23:00:00	YM	Futures	7567.2	7577.2	7566.3	7575.4	60.0
2009-01-18 23:30:00	YM	Futures	7580.9	7590.0	7580.9	7584.5	56.0
2009-01-18 18:00:00	CL	Futures	127.16	127.58	126.98	127.1	165.0
2009-01-18 18:30:00	CL	Futures	127.1	127.37	127.07	127.07	47.0
2009-01-18 19:00:00	CL	Futures	127.1	127.31	125.99	126.56	127.0
2009-01-18 19:30:00	CL	Futures	126.47	126.8	126.38	126.56	31.0
2009-01-18 20:00:00	CL	Futures	126.77	127.07	126.29	126.77	89.0
2009-01-18 20:30:00	CL	Futures	126.77	126.77	126.23	126.56	60.0
2009-01-18 21:00:00	CL	Futures	126.62	126.77	126.47	126.65	51.0
2009-01-18 21:30:00	CL	Futures	126.71	126.77	126.47	126.77	59.0
2009-01-18 22:00:00	CL	Futures	126.77	126.77	126.62	126.77	48.0
2009-01-18 22:30:00	CL	Futures	126.68	126.77	126.17	126.77	81.0
2009-01-18 23:00:00	CL	Futures	126.77	126.77	126.5	126.74	36.0
2009-01-18 23:30:00	CL	Futures	126.74	126.77	126.53	126.71	103.0
2009-01-18 18:00:00	GC	Futures	1203.5	1206.7	1202.5	1205.5	1092.0
2009-01-18 18:30:00	GC	Futures	1205.2	1205.2	1200.0	1200.5	526.0

> showing 50 of 354 rows — these rows as CSV

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