PREVIEW / futures_30min / 2009-03-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-03-29.parquet
  size:    13 KB
  rows:    272

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
2009-03-29 18:00:00	ES	Futures	778.81	779.77	777.37	778.81	5071.0
2009-03-29 18:30:00	ES	Futures	778.81	781.21	778.81	781.21	1669.0
2009-03-29 19:00:00	ES	Futures	780.97	781.45	779.77	780.01	975.0
2009-03-29 19:30:00	ES	Futures	780.01	780.25	777.61	779.53	1702.0
2009-03-29 20:00:00	ES	Futures	779.53	780.25	777.61	778.81	1744.0
2009-03-29 20:30:00	ES	Futures	779.05	779.77	778.33	778.57	1467.0
2009-03-29 21:00:00	ES	Futures	778.81	779.05	774.98	775.45	3624.0
2009-03-29 21:30:00	ES	Futures	775.22	775.93	771.86	772.58	4073.0
2009-03-29 22:00:00	ES	Futures	772.58	774.02	772.58	773.78	1757.0
2009-03-29 22:30:00	ES	Futures	773.78	774.26	773.3	774.26	796.0
2009-03-29 23:00:00	ES	Futures	774.26	774.5	773.3	773.54	1276.0
2009-03-29 23:30:00	ES	Futures	773.54	774.26	772.1	773.3	2084.0
2009-03-29 18:00:00	NQ	Futures	1420.7	1422.69	1418.99	1421.27	504.0
2009-03-29 18:30:00	NQ	Futures	1420.98	1425.81	1420.98	1425.81	93.0
2009-03-29 19:00:00	NQ	Futures	1425.53	1425.81	1423.54	1423.54	82.0
2009-03-29 19:30:00	NQ	Futures	1424.39	1424.68	1420.13	1422.69	96.0
2009-03-29 20:00:00	NQ	Futures	1422.97	1423.82	1419.85	1420.7	74.0
2009-03-29 20:30:00	NQ	Futures	1421.27	1423.26	1420.42	1420.42	69.0
2009-03-29 21:00:00	NQ	Futures	1420.7	1421.84	1415.02	1415.87	256.0
2009-03-29 21:30:00	NQ	Futures	1415.87	1417.29	1411.61	1412.18	270.0
2009-03-29 22:00:00	NQ	Futures	1412.46	1414.45	1411.61	1414.16	221.0
2009-03-29 22:30:00	NQ	Futures	1413.31	1413.6	1410.75	1412.74	121.0
2009-03-29 23:00:00	NQ	Futures	1413.6	1413.88	1411.61	1411.89	49.0
2009-03-29 23:30:00	NQ	Futures	1411.89	1412.18	1409.9	1411.61	104.0
2009-03-29 18:00:00	YM	Futures	7105.3	7112.7	7094.3	7106.2	278.0
2009-03-29 18:30:00	YM	Futures	7104.4	7127.4	7103.5	7121.9	104.0
2009-03-29 19:00:00	YM	Futures	7124.6	7124.6	7113.6	7113.6	52.0
2009-03-29 19:30:00	YM	Futures	7116.3	7116.3	7095.2	7111.7	174.0
2009-03-29 20:00:00	YM	Futures	7110.8	7115.4	7094.3	7104.4	152.0
2009-03-29 20:30:00	YM	Futures	7104.4	7111.7	7098.9	7101.6	162.0
2009-03-29 21:00:00	YM	Futures	7102.6	7102.6	7075.0	7075.0	489.0
2009-03-29 21:30:00	YM	Futures	7073.2	7079.6	7048.3	7051.1	218.0
2009-03-29 22:00:00	YM	Futures	7052.9	7064.9	7052.0	7064.0	197.0
2009-03-29 22:30:00	YM	Futures	7063.0	7068.6	7060.3	7066.7	99.0
2009-03-29 23:00:00	YM	Futures	7066.7	7071.3	7058.4	7063.0	161.0
2009-03-29 23:30:00	YM	Futures	7061.2	7065.8	7052.0	7058.4	117.0
2009-03-29 18:30:00	ZN	Futures	96.481244	96.481244	96.371356	96.383566	678.0
2009-03-29 19:00:00	ZN	Futures	96.383566	96.554502	96.371356	96.542292	1214.0
2009-03-29 19:30:00	ZN	Futures	96.530082	96.530082	96.505663	96.517873	253.0
2009-03-29 20:00:00	ZN	Futures	96.517873	96.530082	96.469034	96.481244	416.0
2009-03-29 20:30:00	ZN	Futures	96.493453	96.505663	96.456824	96.481244	349.0
2009-03-29 21:00:00	ZN	Futures	96.481244	96.530082	96.481244	96.530082	410.0
2009-03-29 21:30:00	ZN	Futures	96.530082	96.578921	96.517873	96.566712	1632.0
2009-03-29 22:00:00	ZN	Futures	96.554502	96.578921	96.542292	96.554502	341.0
2009-03-29 22:30:00	ZN	Futures	96.554502	96.578921	96.554502	96.554502	313.0
2009-03-29 23:00:00	ZN	Futures	96.554502	96.578921	96.542292	96.554502	469.0
2009-03-29 23:30:00	ZN	Futures	96.566712	96.591131	96.554502	96.566712	527.0

> showing 47 of 272 rows — these rows as CSV

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