PREVIEW / futures_30min / 2009-03-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-01.parquet
  size:    17 KB
  rows:    402

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
2009-03-01 18:00:00	ES	Futures	693.77	696.14	688.31	688.79	13721.0
2009-03-01 18:30:00	ES	Futures	688.55	689.73	687.36	689.73	4466.0
2009-03-01 19:00:00	ES	Futures	689.73	690.92	687.6	690.45	5122.0
2009-03-01 19:30:00	ES	Futures	690.45	690.68	688.31	689.26	2683.0
2009-03-01 20:00:00	ES	Futures	689.02	689.73	688.07	688.07	2024.0
2009-03-01 20:30:00	ES	Futures	688.07	689.73	688.07	689.5	1244.0
2009-03-01 21:00:00	ES	Futures	689.5	690.45	687.6	688.31	2989.0
2009-03-01 21:30:00	ES	Futures	688.31	688.31	686.18	686.89	3570.0
2009-03-01 22:00:00	ES	Futures	686.89	687.13	684.28	685.23	4538.0
2009-03-01 22:30:00	ES	Futures	685.23	686.18	684.75	685.47	1985.0
2009-03-01 23:00:00	ES	Futures	685.47	686.65	684.99	685.7	1405.0
2009-03-01 23:30:00	ES	Futures	685.7	686.41	685.23	685.94	882.0
2009-03-01 18:00:00	NQ	Futures	1258.57	1259.42	1246.99	1247.56	1393.0
2009-03-01 18:30:00	NQ	Futures	1247.84	1248.69	1245.86	1248.69	527.0
2009-03-01 19:00:00	NQ	Futures	1248.69	1249.82	1245.3	1248.97	378.0
2009-03-01 19:30:00	NQ	Futures	1249.25	1249.25	1245.3	1246.43	117.0
2009-03-01 20:00:00	NQ	Futures	1246.43	1248.12	1243.89	1244.17	210.0
2009-03-01 20:30:00	NQ	Futures	1244.17	1248.12	1243.89	1247.28	98.0
2009-03-01 21:00:00	NQ	Futures	1247.56	1248.12	1243.6	1244.73	146.0
2009-03-01 21:30:00	NQ	Futures	1244.17	1244.45	1237.39	1241.06	821.0
2009-03-01 22:00:00	NQ	Futures	1241.06	1241.35	1237.11	1238.24	214.0
2009-03-01 22:30:00	NQ	Futures	1238.52	1240.78	1237.67	1238.52	86.0
2009-03-01 23:00:00	NQ	Futures	1239.65	1241.35	1238.52	1239.65	85.0
2009-03-01 23:30:00	NQ	Futures	1239.65	1241.63	1239.65	1241.06	138.0
2009-03-01 18:00:00	YM	Futures	6418.1	6424.5	6363.4	6364.3	801.0
2009-03-01 18:30:00	YM	Futures	6365.2	6371.6	6357.0	6370.7	270.0
2009-03-01 19:00:00	YM	Futures	6369.8	6378.0	6358.0	6376.2	305.0
2009-03-01 19:30:00	YM	Futures	6375.3	6378.0	6363.4	6369.8	299.0
2009-03-01 20:00:00	YM	Futures	6369.8	6375.3	6362.5	6363.4	219.0
2009-03-01 20:30:00	YM	Futures	6362.5	6375.3	6362.5	6374.4	160.0
2009-03-01 21:00:00	YM	Futures	6374.4	6378.0	6359.8	6362.5	305.0
2009-03-01 21:30:00	YM	Futures	6361.6	6362.5	6347.9	6354.3	685.0
2009-03-01 22:00:00	YM	Futures	6354.3	6354.3	6337.9	6340.6	420.0
2009-03-01 22:30:00	YM	Futures	6340.6	6347.9	6337.0	6341.6	293.0
2009-03-01 23:00:00	YM	Futures	6342.5	6347.9	6336.1	6343.4	254.0
2009-03-01 23:30:00	YM	Futures	6342.5	6347.9	6340.6	6344.3	51.0
2009-03-01 18:00:00	CL	Futures	114.86	115.12	113.85	114.13	358.0
2009-03-01 18:30:00	CL	Futures	114.11	114.31	113.98	114.18	136.0
2009-03-01 19:00:00	CL	Futures	114.21	114.29	113.9	114.29	199.0
2009-03-01 19:30:00	CL	Futures	114.24	114.29	114.11	114.24	66.0
2009-03-01 20:00:00	CL	Futures	114.21	114.21	113.9	114.11	101.0
2009-03-01 20:30:00	CL	Futures	114.08	114.08	113.59	113.77	225.0
2009-03-01 21:00:00	CL	Futures	113.74	114.0	113.54	113.59	133.0
2009-03-01 21:30:00	CL	Futures	113.59	113.59	113.23	113.3	141.0
2009-03-01 22:00:00	CL	Futures	113.3	113.46	113.2	113.28	143.0
2009-03-01 22:30:00	CL	Futures	113.2	113.33	113.1	113.25	113.0
2009-03-01 23:00:00	CL	Futures	113.25	113.41	112.94	112.94	117.0
2009-03-01 23:30:00	CL	Futures	112.99	113.07	112.63	112.76	364.0
2009-03-01 18:00:00	GC	Futures	1337.7	1350.1	1336.7	1348.8	1410.0
2009-03-01 18:30:00	GC	Futures	1348.6	1351.2	1347.4	1350.4	893.0

> showing 50 of 402 rows — these rows as CSV

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