PREVIEW / futures_30min / 2009-03-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-08.parquet
  size:    17 KB
  rows:    398

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
2009-03-08 18:00:00	ES	Futures	653.45	654.39	652.02	652.73	5524.0
2009-03-08 18:30:00	ES	Futures	652.5	653.45	652.5	652.97	1654.0
2009-03-08 19:00:00	ES	Futures	652.97	655.11	652.26	655.11	2755.0
2009-03-08 19:30:00	ES	Futures	654.87	656.53	654.16	656.29	3028.0
2009-03-08 20:00:00	ES	Futures	656.53	657.48	656.05	656.29	2618.0
2009-03-08 20:30:00	ES	Futures	656.29	656.77	654.87	655.34	1923.0
2009-03-08 21:00:00	ES	Futures	655.34	655.58	653.45	653.45	1672.0
2009-03-08 21:30:00	ES	Futures	653.21	654.63	652.73	653.68	2424.0
2009-03-08 22:00:00	ES	Futures	653.68	654.39	652.26	653.21	3096.0
2009-03-08 22:30:00	ES	Futures	653.45	653.45	652.02	652.97	1569.0
2009-03-08 23:00:00	ES	Futures	653.21	653.21	651.31	651.31	1497.0
2009-03-08 23:30:00	ES	Futures	651.31	652.02	649.89	651.07	2192.0
2009-03-08 18:00:00	NQ	Futures	1216.21	1218.75	1213.11	1215.65	735.0
2009-03-08 18:30:00	NQ	Futures	1215.37	1217.63	1215.37	1215.93	204.0
2009-03-08 19:00:00	NQ	Futures	1217.06	1221.3	1214.8	1221.01	230.0
2009-03-08 19:30:00	NQ	Futures	1220.73	1222.43	1218.47	1222.43	163.0
2009-03-08 20:00:00	NQ	Futures	1222.43	1224.97	1222.43	1222.71	173.0
2009-03-08 20:30:00	NQ	Futures	1222.99	1223.84	1220.45	1221.01	101.0
2009-03-08 21:00:00	NQ	Futures	1220.45	1221.01	1217.34	1217.34	44.0
2009-03-08 21:30:00	NQ	Futures	1217.34	1219.04	1216.5	1218.19	92.0
2009-03-08 22:00:00	NQ	Futures	1219.6	1219.6	1215.37	1216.78	165.0
2009-03-08 22:30:00	NQ	Futures	1217.06	1217.06	1215.08	1216.5	38.0
2009-03-08 23:00:00	NQ	Futures	1215.65	1216.21	1213.95	1213.95	56.0
2009-03-08 23:30:00	NQ	Futures	1213.67	1214.24	1210.85	1213.11	100.0
2009-03-08 18:00:00	YM	Futures	6088.2	6091.0	6072.7	6078.2	350.0
2009-03-08 18:30:00	YM	Futures	6080.9	6086.4	6076.4	6080.0	139.0
2009-03-08 19:00:00	YM	Futures	6082.8	6098.2	6073.6	6098.2	175.0
2009-03-08 19:30:00	YM	Futures	6096.4	6109.2	6091.0	6106.4	465.0
2009-03-08 20:00:00	YM	Futures	6106.4	6117.4	6103.7	6105.5	223.0
2009-03-08 20:30:00	YM	Futures	6103.7	6110.1	6096.4	6098.2	156.0
2009-03-08 21:00:00	YM	Futures	6097.3	6100.1	6081.8	6081.8	222.0
2009-03-08 21:30:00	YM	Futures	6082.8	6092.8	6078.2	6087.3	151.0
2009-03-08 22:00:00	YM	Futures	6085.5	6089.1	6074.6	6082.8	185.0
2009-03-08 22:30:00	YM	Futures	6081.8	6081.8	6068.2	6081.8	122.0
2009-03-08 23:00:00	YM	Futures	6078.2	6080.0	6066.4	6066.4	55.0
2009-03-08 23:30:00	YM	Futures	6066.4	6070.0	6055.4	6060.0	189.0
2009-03-08 18:00:00	CL	Futures	118.4	119.49	118.38	118.92	248.0
2009-03-08 18:30:00	CL	Futures	118.92	119.67	118.82	119.67	167.0
2009-03-08 19:00:00	CL	Futures	119.62	120.03	119.28	119.9	251.0
2009-03-08 19:30:00	CL	Futures	119.95	120.96	119.8	120.71	566.0
2009-03-08 20:00:00	CL	Futures	120.73	120.99	120.52	120.65	389.0
2009-03-08 20:30:00	CL	Futures	120.68	120.89	120.39	120.47	136.0
2009-03-08 21:00:00	CL	Futures	120.42	120.81	120.34	120.47	324.0
2009-03-08 21:30:00	CL	Futures	120.55	120.58	120.34	120.55	134.0
2009-03-08 22:00:00	CL	Futures	120.58	120.65	119.98	119.98	224.0
2009-03-08 22:30:00	CL	Futures	120.01	120.24	119.85	120.14	75.0
2009-03-08 23:00:00	CL	Futures	120.19	120.34	119.93	120.06	105.0
2009-03-08 23:30:00	CL	Futures	119.95	119.95	119.67	119.9	206.0
2009-03-08 18:00:00	GC	Futures	1339.0	1339.7	1330.2	1332.7	525.0
2009-03-08 18:30:00	GC	Futures	1331.9	1334.3	1330.9	1333.4	171.0

> showing 50 of 398 rows — these rows as CSV

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