PREVIEW / futures_30min / 2009-02-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-02-22.parquet
  size:    17 KB
  rows:    381

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
2009-02-22 18:00:00	ES	Futures	730.53	732.43	729.11	729.82	4416.0
2009-02-22 18:30:00	ES	Futures	729.82	730.29	723.89	724.36	4857.0
2009-02-22 19:00:00	ES	Futures	724.13	726.26	723.89	725.31	3223.0
2009-02-22 19:30:00	ES	Futures	725.31	726.26	725.08	725.79	1750.0
2009-02-22 20:00:00	ES	Futures	725.79	732.19	725.31	732.19	4540.0
2009-02-22 20:30:00	ES	Futures	732.19	740.02	731.48	737.17	13802.0
2009-02-22 21:00:00	ES	Futures	736.93	737.65	735.75	736.46	2681.0
2009-02-22 21:30:00	ES	Futures	736.46	739.78	736.22	739.07	2785.0
2009-02-22 22:00:00	ES	Futures	739.07	739.54	737.41	738.12	1604.0
2009-02-22 22:30:00	ES	Futures	738.12	738.83	737.17	737.65	1419.0
2009-02-22 23:00:00	ES	Futures	737.41	738.6	737.17	738.36	1176.0
2009-02-22 23:30:00	ES	Futures	738.36	739.31	737.41	738.6	1205.0
2009-02-22 18:00:00	NQ	Futures	1326.62	1328.04	1322.11	1322.95	510.0
2009-02-22 18:30:00	NQ	Futures	1323.24	1324.37	1314.48	1314.76	354.0
2009-02-22 19:00:00	NQ	Futures	1314.48	1317.87	1313.92	1316.74	127.0
2009-02-22 19:30:00	NQ	Futures	1317.31	1317.87	1316.18	1317.87	108.0
2009-02-22 20:00:00	NQ	Futures	1318.15	1327.47	1317.59	1327.47	186.0
2009-02-22 20:30:00	NQ	Futures	1327.47	1341.03	1327.47	1336.79	754.0
2009-02-22 21:00:00	NQ	Futures	1335.94	1337.64	1333.97	1334.81	67.0
2009-02-22 21:30:00	NQ	Futures	1335.1	1340.46	1334.81	1339.9	187.0
2009-02-22 22:00:00	NQ	Futures	1340.18	1340.18	1336.79	1337.64	143.0
2009-02-22 22:30:00	NQ	Futures	1337.35	1339.9	1336.51	1337.35	38.0
2009-02-22 23:00:00	NQ	Futures	1336.79	1337.92	1336.51	1337.92	30.0
2009-02-22 23:30:00	NQ	Futures	1337.92	1340.18	1337.35	1340.18	71.0
2009-02-22 18:00:00	YM	Futures	6713.4	6715.2	6691.5	6699.7	204.0
2009-02-22 18:30:00	YM	Futures	6697.9	6697.9	6660.5	6664.1	500.0
2009-02-22 19:00:00	YM	Futures	6660.5	6674.2	6656.9	6660.5	305.0
2009-02-22 19:30:00	YM	Futures	6664.1	6667.8	6659.6	6667.8	81.0
2009-02-22 20:00:00	YM	Futures	6668.7	6719.7	6666.0	6719.7	290.0
2009-02-22 20:30:00	YM	Futures	6719.7	6781.7	6707.9	6760.7	1136.0
2009-02-22 21:00:00	YM	Futures	6761.7	6768.0	6749.8	6756.2	217.0
2009-02-22 21:30:00	YM	Futures	6758.0	6780.8	6757.1	6775.3	165.0
2009-02-22 22:00:00	YM	Futures	6775.3	6776.2	6765.3	6766.2	97.0
2009-02-22 22:30:00	YM	Futures	6767.1	6772.6	6758.9	6761.7	191.0
2009-02-22 23:00:00	YM	Futures	6760.7	6768.0	6758.9	6766.2	59.0
2009-02-22 23:30:00	YM	Futures	6768.0	6774.4	6761.7	6768.9	60.0
2009-02-22 18:00:00	CL	Futures	102.77	104.02	102.54	103.5	435.0
2009-02-22 18:30:00	CL	Futures	103.27	103.27	102.72	103.08	79.0
2009-02-22 19:00:00	CL	Futures	102.98	103.34	102.93	103.06	53.0
2009-02-22 19:30:00	CL	Futures	103.08	103.34	103.01	103.08	75.0
2009-02-22 20:00:00	CL	Futures	103.03	103.24	102.28	103.19	265.0
2009-02-22 20:30:00	CL	Futures	103.16	103.89	103.08	103.65	600.0
2009-02-22 21:00:00	CL	Futures	103.65	103.86	103.32	103.5	248.0
2009-02-22 21:30:00	CL	Futures	103.6	104.02	103.6	103.99	266.0
2009-02-22 22:00:00	CL	Futures	103.99	104.02	103.89	103.99	90.0
2009-02-22 22:30:00	CL	Futures	103.94	104.27	103.91	104.25	371.0
2009-02-22 23:00:00	CL	Futures	104.2	104.53	104.07	104.51	236.0
2009-02-22 23:30:00	CL	Futures	104.51	104.53	104.27	104.4	65.0
2009-02-22 18:00:00	GC	Futures	1414.8	1419.1	1412.5	1414.1	1043.0
2009-02-22 18:30:00	GC	Futures	1414.4	1419.2	1414.1	1418.2	603.0

> showing 50 of 381 rows — these rows as CSV

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