PREVIEW / futures_30min / 2009-02-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-08.parquet
  size:    18 KB
  rows:    406

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
2009-02-08 18:00:00	ES	Futures	823.51	823.74	817.1	819.0	6746.0
2009-02-08 18:30:00	ES	Futures	819.0	819.48	815.92	816.63	3672.0
2009-02-08 19:00:00	ES	Futures	816.63	817.58	816.39	817.1	2457.0
2009-02-08 19:30:00	ES	Futures	817.34	817.82	816.63	816.87	1566.0
2009-02-08 20:00:00	ES	Futures	816.87	817.1	814.97	815.44	2356.0
2009-02-08 20:30:00	ES	Futures	815.21	815.92	814.49	814.73	2148.0
2009-02-08 21:00:00	ES	Futures	814.49	814.97	814.02	814.26	1485.0
2009-02-08 21:30:00	ES	Futures	814.02	815.44	814.02	814.49	846.0
2009-02-08 22:00:00	ES	Futures	814.26	815.21	814.02	814.73	1388.0
2009-02-08 22:30:00	ES	Futures	814.73	814.97	812.6	813.07	3271.0
2009-02-08 23:00:00	ES	Futures	812.83	813.31	812.12	813.07	1491.0
2009-02-08 23:30:00	ES	Futures	813.07	813.07	811.17	812.6	1677.0
2009-02-08 18:00:00	NQ	Futures	1437.88	1440.71	1430.54	1433.36	938.0
2009-02-08 18:30:00	NQ	Futures	1433.65	1435.34	1429.98	1430.26	377.0
2009-02-08 19:00:00	NQ	Futures	1429.98	1431.39	1429.98	1430.54	165.0
2009-02-08 19:30:00	NQ	Futures	1430.82	1431.39	1430.54	1430.54	44.0
2009-02-08 20:00:00	NQ	Futures	1430.26	1430.26	1426.59	1427.72	182.0
2009-02-08 20:30:00	NQ	Futures	1427.72	1429.13	1426.02	1427.72	99.0
2009-02-08 21:00:00	NQ	Futures	1427.43	1427.43	1425.46	1425.46	77.0
2009-02-08 21:30:00	NQ	Futures	1426.59	1428.28	1426.3	1426.59	75.0
2009-02-08 22:00:00	NQ	Futures	1426.02	1428.28	1425.46	1426.3	150.0
2009-02-08 22:30:00	NQ	Futures	1425.74	1427.15	1423.76	1424.61	183.0
2009-02-08 23:00:00	NQ	Futures	1424.05	1425.74	1423.48	1425.46	82.0
2009-02-08 23:30:00	NQ	Futures	1424.61	1425.46	1423.48	1424.89	57.0
2009-02-08 18:00:00	YM	Futures	7540.8	7540.8	7474.3	7485.2	399.0
2009-02-08 18:30:00	YM	Futures	7485.2	7487.0	7464.2	7467.9	220.0
2009-02-08 19:00:00	YM	Futures	7469.7	7477.0	7467.0	7472.4	98.0
2009-02-08 19:30:00	YM	Futures	7472.4	7478.8	7470.6	7472.4	110.0
2009-02-08 20:00:00	YM	Futures	7473.4	7474.3	7456.0	7458.8	256.0
2009-02-08 20:30:00	YM	Futures	7458.8	7464.2	7454.2	7455.1	143.0
2009-02-08 21:00:00	YM	Futures	7454.2	7459.7	7449.7	7452.4	111.0
2009-02-08 21:30:00	YM	Futures	7453.3	7460.6	7451.5	7454.2	75.0
2009-02-08 22:00:00	YM	Futures	7454.2	7457.0	7451.5	7455.1	70.0
2009-02-08 22:30:00	YM	Futures	7455.1	7457.0	7437.8	7442.4	231.0
2009-02-08 23:00:00	YM	Futures	7439.6	7444.2	7436.0	7442.4	162.0
2009-02-08 23:30:00	YM	Futures	7441.5	7441.5	7429.6	7436.0	113.0
2009-02-08 18:00:00	CL	Futures	119.52	120.14	119.37	120.14	310.0
2009-02-08 18:30:00	CL	Futures	120.05	120.35	119.93	120.29	189.0
2009-02-08 19:00:00	CL	Futures	120.35	120.41	120.23	120.29	177.0
2009-02-08 19:30:00	CL	Futures	120.35	120.38	120.14	120.38	149.0
2009-02-08 20:00:00	CL	Futures	120.41	120.83	120.38	120.77	312.0
2009-02-08 20:30:00	CL	Futures	120.83	120.92	120.32	120.38	349.0
2009-02-08 21:00:00	CL	Futures	120.38	120.44	119.75	119.81	236.0
2009-02-08 21:30:00	CL	Futures	119.78	120.35	119.78	120.23	123.0
2009-02-08 22:00:00	CL	Futures	120.23	120.71	120.23	120.65	129.0
2009-02-08 22:30:00	CL	Futures	120.53	120.65	120.41	120.62	83.0
2009-02-08 23:00:00	CL	Futures	120.5	121.01	120.38	120.77	159.0
2009-02-08 23:30:00	CL	Futures	120.8	120.86	120.41	120.5	188.0
2009-02-08 18:00:00	GC	Futures	1299.4	1299.4	1294.6	1295.7	312.0
2009-02-08 18:30:00	GC	Futures	1295.4	1295.6	1289.5	1292.3	746.0

> showing 50 of 406 rows — these rows as CSV

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