PREVIEW / futures_30min / 2009-02-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-15.parquet
  size:    14 KB
  rows:    299

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
2009-02-15 18:00:00	ES	Futures	772.28	774.17	768.48	770.85	7157.0
2009-02-15 18:30:00	ES	Futures	770.62	772.04	769.43	772.04	1685.0
2009-02-15 19:00:00	ES	Futures	772.04	773.7	771.56	773.46	2169.0
2009-02-15 19:30:00	ES	Futures	773.46	774.41	772.99	773.7	1627.0
2009-02-15 20:00:00	ES	Futures	773.7	773.7	772.75	773.46	1179.0
2009-02-15 20:30:00	ES	Futures	773.46	775.36	773.22	773.46	1910.0
2009-02-15 21:00:00	ES	Futures	773.46	773.94	772.99	773.22	1284.0
2009-02-15 21:30:00	ES	Futures	773.46	773.46	772.28	772.51	640.0
2009-02-15 22:00:00	ES	Futures	772.51	773.22	772.04	772.28	681.0
2009-02-15 22:30:00	ES	Futures	772.51	772.99	772.04	772.04	690.0
2009-02-15 23:00:00	ES	Futures	772.04	772.51	770.85	771.56	1314.0
2009-02-15 23:30:00	ES	Futures	771.8	772.04	770.38	770.62	1445.0
2009-02-15 18:00:00	NQ	Futures	1382.82	1382.82	1370.11	1374.63	430.0
2009-02-15 18:30:00	NQ	Futures	1375.19	1377.74	1373.5	1377.74	128.0
2009-02-15 19:00:00	NQ	Futures	1378.02	1381.12	1376.89	1381.12	68.0
2009-02-15 19:30:00	NQ	Futures	1380.84	1381.69	1380.28	1380.56	38.0
2009-02-15 20:00:00	NQ	Futures	1380.84	1380.84	1379.15	1380.56	47.0
2009-02-15 20:30:00	NQ	Futures	1380.84	1383.67	1379.43	1379.99	87.0
2009-02-15 21:00:00	NQ	Futures	1379.99	1380.28	1379.43	1379.43	32.0
2009-02-15 21:30:00	NQ	Futures	1379.71	1380.28	1378.02	1378.02	38.0
2009-02-15 22:00:00	NQ	Futures	1378.3	1380.84	1378.3	1379.15	49.0
2009-02-15 22:30:00	NQ	Futures	1379.15	1379.43	1378.3	1378.3	8.0
2009-02-15 23:00:00	NQ	Futures	1378.58	1378.86	1376.89	1376.89	142.0
2009-02-15 23:30:00	NQ	Futures	1376.89	1377.17	1375.76	1375.76	75.0
2009-02-15 18:00:00	YM	Futures	7063.3	7066.9	7021.4	7040.5	361.0
2009-02-15 18:30:00	YM	Futures	7035.9	7047.8	7029.6	7047.8	107.0
2009-02-15 19:00:00	YM	Futures	7046.9	7062.4	7042.3	7059.6	174.0
2009-02-15 19:30:00	YM	Futures	7061.5	7063.3	7055.1	7059.6	85.0
2009-02-15 20:00:00	YM	Futures	7060.5	7060.5	7051.4	7057.8	88.0
2009-02-15 20:30:00	YM	Futures	7058.7	7078.8	7058.7	7059.6	202.0
2009-02-15 21:00:00	YM	Futures	7062.4	7066.0	7060.5	7064.2	75.0
2009-02-15 21:30:00	YM	Futures	7065.1	7065.1	7054.2	7055.1	45.0
2009-02-15 22:00:00	YM	Futures	7055.1	7059.6	7052.3	7056.0	53.0
2009-02-15 22:30:00	YM	Futures	7056.0	7059.6	7054.2	7055.1	33.0
2009-02-15 23:00:00	YM	Futures	7055.1	7056.0	7045.1	7051.4	78.0
2009-02-15 23:30:00	YM	Futures	7052.3	7052.3	7041.4	7042.3	88.0
2009-02-15 18:00:00	CL	Futures	108.88	108.88	107.9	108.6	261.0
2009-02-15 18:30:00	CL	Futures	108.47	108.47	107.64	107.66	84.0
2009-02-15 19:00:00	CL	Futures	107.66	108.1	107.64	108.1	79.0
2009-02-15 19:30:00	CL	Futures	108.05	108.26	108.05	108.05	37.0
2009-02-15 20:00:00	CL	Futures	108.05	108.41	108.05	108.41	47.0
2009-02-15 20:30:00	CL	Futures	108.31	108.41	107.97	107.97	45.0
2009-02-15 21:00:00	CL	Futures	108.03	108.1	107.64	107.66	26.0
2009-02-15 21:30:00	CL	Futures	107.74	107.79	107.69	107.79	14.0
2009-02-15 22:00:00	CL	Futures	107.82	107.9	107.77	107.9	11.0
2009-02-15 22:30:00	CL	Futures	107.79	107.92	107.79	107.79	25.0
2009-02-15 23:00:00	CL	Futures	107.79	108.03	107.79	107.92	29.0
2009-02-15 23:30:00	CL	Futures	107.92	108.41	107.9	108.41	63.0
2009-02-15 18:00:00	GC	Futures	1338.4	1342.1	1336.7	1339.7	465.0
2009-02-15 18:30:00	GC	Futures	1340.8	1342.1	1340.4	1340.7	206.0

> showing 50 of 299 rows — these rows as CSV

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