PREVIEW / futures_30min / 2009-02-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-01.parquet
  size:    18 KB
  rows:    425

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
2009-02-01 18:00:00	ES	Futures	781.53	783.9	780.81	782.0	5702.0
2009-02-01 18:30:00	ES	Futures	782.0	782.24	780.81	781.05	890.0
2009-02-01 19:00:00	ES	Futures	781.05	782.24	780.58	782.24	1566.0
2009-02-01 19:30:00	ES	Futures	782.0	782.24	780.34	780.58	1324.0
2009-02-01 20:00:00	ES	Futures	780.81	782.24	780.34	781.53	1347.0
2009-02-01 20:30:00	ES	Futures	781.53	783.19	781.53	783.19	2504.0
2009-02-01 21:00:00	ES	Futures	783.19	783.42	781.76	782.95	974.0
2009-02-01 21:30:00	ES	Futures	783.19	783.19	781.53	782.0	775.0
2009-02-01 22:00:00	ES	Futures	782.0	782.95	781.76	782.47	706.0
2009-02-01 22:30:00	ES	Futures	782.24	782.71	779.15	779.39	2107.0
2009-02-01 23:00:00	ES	Futures	779.63	780.1	777.02	777.26	2828.0
2009-02-01 23:30:00	ES	Futures	777.49	777.49	776.54	776.78	1843.0
2009-02-01 18:00:00	NQ	Futures	1333.97	1335.66	1329.17	1334.25	242.0
2009-02-01 18:30:00	NQ	Futures	1333.97	1334.81	1332.84	1333.12	76.0
2009-02-01 19:00:00	NQ	Futures	1332.84	1333.97	1332.27	1333.97	50.0
2009-02-01 19:30:00	NQ	Futures	1333.68	1334.53	1331.99	1331.99	21.0
2009-02-01 20:00:00	NQ	Futures	1332.55	1334.25	1332.27	1333.97	79.0
2009-02-01 20:30:00	NQ	Futures	1333.97	1334.53	1333.97	1334.53	17.0
2009-02-01 21:00:00	NQ	Futures	1335.66	1335.94	1334.25	1335.1	14.0
2009-02-01 21:30:00	NQ	Futures	1335.1	1335.1	1333.97	1334.81	8.0
2009-02-01 22:00:00	NQ	Futures	1334.25	1335.66	1334.25	1335.1	15.0
2009-02-01 22:30:00	NQ	Futures	1334.25	1335.1	1329.73	1330.58	101.0
2009-02-01 23:00:00	NQ	Futures	1331.14	1331.14	1327.19	1327.19	73.0
2009-02-01 23:30:00	NQ	Futures	1327.19	1327.75	1326.06	1326.34	35.0
2009-02-01 18:00:00	YM	Futures	7252.8	7269.2	7240.1	7260.1	489.0
2009-02-01 18:30:00	YM	Futures	7258.3	7259.2	7250.1	7251.0	139.0
2009-02-01 19:00:00	YM	Futures	7250.1	7256.5	7243.7	7255.6	204.0
2009-02-01 19:30:00	YM	Futures	7254.7	7256.5	7241.0	7242.8	141.0
2009-02-01 20:00:00	YM	Futures	7241.9	7256.5	7241.0	7251.9	180.0
2009-02-01 20:30:00	YM	Futures	7251.0	7267.4	7251.0	7266.5	177.0
2009-02-01 21:00:00	YM	Futures	7266.5	7268.3	7257.4	7267.4	72.0
2009-02-01 21:30:00	YM	Futures	7266.5	7267.4	7251.9	7254.7	75.0
2009-02-01 22:00:00	YM	Futures	7254.7	7261.9	7254.7	7261.0	43.0
2009-02-01 22:30:00	YM	Futures	7260.1	7260.1	7232.8	7232.8	254.0
2009-02-01 23:00:00	YM	Futures	7234.6	7237.3	7214.6	7214.6	542.0
2009-02-01 23:30:00	YM	Futures	7215.5	7217.3	7210.0	7213.6	95.0
2009-02-01 18:00:00	CL	Futures	125.12	126.8	125.06	126.17	326.0
2009-02-01 18:30:00	CL	Futures	126.17	126.17	125.84	125.96	172.0
2009-02-01 19:00:00	CL	Futures	125.99	126.08	125.18	125.36	98.0
2009-02-01 19:30:00	CL	Futures	125.6	125.84	125.39	125.42	38.0
2009-02-01 20:00:00	CL	Futures	125.39	125.69	125.27	125.6	47.0
2009-02-01 20:30:00	CL	Futures	125.6	125.87	125.42	125.42	42.0
2009-02-01 21:00:00	CL	Futures	125.42	125.87	125.33	125.45	41.0
2009-02-01 21:30:00	CL	Futures	125.54	125.72	125.48	125.66	19.0
2009-02-01 22:00:00	CL	Futures	125.66	125.75	125.57	125.75	15.0
2009-02-01 22:30:00	CL	Futures	125.66	126.02	125.63	125.75	82.0
2009-02-01 23:00:00	CL	Futures	125.78	125.81	125.39	125.42	198.0
2009-02-01 23:30:00	CL	Futures	125.36	125.36	124.55	124.67	305.0
2009-02-01 18:00:00	GC	Futures	1318.8	1318.8	1314.9	1315.2	636.0
2009-02-01 18:30:00	GC	Futures	1315.4	1321.6	1313.2	1318.6	576.0

> showing 50 of 425 rows — these rows as CSV

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