PREVIEW / futures_30min / 2009-03-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-22.parquet
  size:    18 KB
  rows:    415

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
2009-03-22 18:00:00	ES	Futures	734.96	737.83	733.76	736.39	7258.0
2009-03-22 18:30:00	ES	Futures	736.16	738.31	736.16	738.07	3344.0
2009-03-22 19:00:00	ES	Futures	737.83	738.31	736.63	738.31	2514.0
2009-03-22 19:30:00	ES	Futures	738.31	738.31	736.39	737.11	1663.0
2009-03-22 20:00:00	ES	Futures	736.87	740.95	735.44	740.71	7028.0
2009-03-22 20:30:00	ES	Futures	740.71	741.91	739.75	741.19	6201.0
2009-03-22 21:00:00	ES	Futures	741.43	741.91	740.71	741.19	3614.0
2009-03-22 21:30:00	ES	Futures	741.19	741.91	740.95	741.67	2757.0
2009-03-22 22:00:00	ES	Futures	741.67	741.91	740.95	741.67	1167.0
2009-03-22 22:30:00	ES	Futures	741.67	743.58	741.43	742.63	3975.0
2009-03-22 23:00:00	ES	Futures	742.63	744.78	742.63	744.3	2358.0
2009-03-22 23:30:00	ES	Futures	744.3	747.18	744.06	744.78	4638.0
2009-03-22 18:00:00	NQ	Futures	1348.53	1358.19	1348.53	1355.35	842.0
2009-03-22 18:30:00	NQ	Futures	1355.63	1358.76	1355.63	1358.76	76.0
2009-03-22 19:00:00	NQ	Futures	1358.19	1359.33	1355.63	1358.76	145.0
2009-03-22 19:30:00	NQ	Futures	1358.47	1358.76	1355.06	1357.62	129.0
2009-03-22 20:00:00	NQ	Futures	1357.05	1362.73	1354.78	1362.73	416.0
2009-03-22 20:30:00	NQ	Futures	1362.73	1365.01	1361.03	1364.16	203.0
2009-03-22 21:00:00	NQ	Futures	1363.3	1364.72	1362.73	1363.59	131.0
2009-03-22 21:30:00	NQ	Futures	1363.59	1365.01	1363.59	1365.01	93.0
2009-03-22 22:00:00	NQ	Futures	1365.01	1365.01	1363.3	1363.87	58.0
2009-03-22 22:30:00	NQ	Futures	1364.44	1368.13	1364.44	1367.0	90.0
2009-03-22 23:00:00	NQ	Futures	1366.71	1369.84	1366.71	1369.84	110.0
2009-03-22 23:30:00	NQ	Futures	1369.55	1374.1	1368.99	1370.12	213.0
2009-03-22 18:00:00	YM	Futures	6642.2	6681.7	6639.4	6665.1	304.0
2009-03-22 18:30:00	YM	Futures	6661.5	6678.0	6661.5	6678.0	107.0
2009-03-22 19:00:00	YM	Futures	6675.2	6679.8	6664.2	6678.9	105.0
2009-03-22 19:30:00	YM	Futures	6677.1	6678.0	6662.4	6669.7	102.0
2009-03-22 20:00:00	YM	Futures	6668.8	6701.0	6657.8	6701.0	345.0
2009-03-22 20:30:00	YM	Futures	6701.0	6708.3	6691.8	6703.7	195.0
2009-03-22 21:00:00	YM	Futures	6703.7	6708.3	6698.2	6700.1	181.0
2009-03-22 21:30:00	YM	Futures	6700.1	6706.5	6700.1	6702.8	149.0
2009-03-22 22:00:00	YM	Futures	6706.5	6707.4	6700.1	6704.7	56.0
2009-03-22 22:30:00	YM	Futures	6706.5	6722.1	6706.5	6716.6	179.0
2009-03-22 23:00:00	YM	Futures	6714.8	6731.3	6714.8	6728.5	168.0
2009-03-22 23:30:00	YM	Futures	6730.4	6751.5	6726.7	6735.9	279.0
2009-03-22 18:00:00	CL	Futures	132.99	134.81	132.84	134.52	513.0
2009-03-22 18:30:00	CL	Futures	134.5	134.96	134.47	134.83	207.0
2009-03-22 19:00:00	CL	Futures	134.88	134.88	134.27	134.3	92.0
2009-03-22 19:30:00	CL	Futures	134.32	134.45	134.3	134.3	75.0
2009-03-22 20:00:00	CL	Futures	134.37	134.37	133.94	133.99	170.0
2009-03-22 20:30:00	CL	Futures	133.99	134.3	133.94	134.22	158.0
2009-03-22 21:00:00	CL	Futures	134.22	134.22	134.01	134.04	63.0
2009-03-22 21:30:00	CL	Futures	134.12	134.17	133.81	133.84	181.0
2009-03-22 22:00:00	CL	Futures	133.81	133.91	133.58	133.86	132.0
2009-03-22 22:30:00	CL	Futures	133.86	134.04	133.86	133.96	97.0
2009-03-22 23:00:00	CL	Futures	133.94	133.99	133.71	133.94	60.0
2009-03-22 23:30:00	CL	Futures	133.96	134.3	133.94	134.22	214.0
2009-03-22 18:00:00	GC	Futures	1352.2	1356.5	1352.2	1353.6	616.0
2009-03-22 18:30:00	GC	Futures	1353.9	1362.2	1353.9	1359.2	595.0

> showing 50 of 415 rows — these rows as CSV

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