PREVIEW / futures_30min / 2009-04-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-05.parquet
  size:    18 KB
  rows:    417

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
2009-04-05 18:00:00	ES	Futures	805.17	806.61	803.73	805.65	4421.0
2009-04-05 18:30:00	ES	Futures	805.65	812.84	805.65	810.44	7480.0
2009-04-05 19:00:00	ES	Futures	810.44	810.44	808.52	808.76	2594.0
2009-04-05 19:30:00	ES	Futures	808.76	810.2	807.57	809.24	2104.0
2009-04-05 20:00:00	ES	Futures	809.24	810.2	807.57	807.57	1783.0
2009-04-05 20:30:00	ES	Futures	807.57	808.76	807.09	808.05	2322.0
2009-04-05 21:00:00	ES	Futures	808.05	809.48	807.81	809.48	2353.0
2009-04-05 21:30:00	ES	Futures	809.24	810.44	808.05	809.72	3308.0
2009-04-05 22:00:00	ES	Futures	809.48	811.88	809.0	811.4	4051.0
2009-04-05 22:30:00	ES	Futures	811.64	812.6	811.4	812.12	2324.0
2009-04-05 23:00:00	ES	Futures	812.12	812.84	811.64	812.6	1531.0
2009-04-05 23:30:00	ES	Futures	812.36	812.84	811.16	811.4	1704.0
2009-04-05 18:00:00	NQ	Futures	1495.14	1497.42	1492.87	1496.56	318.0
2009-04-05 18:30:00	NQ	Futures	1496.0	1507.93	1496.0	1504.52	593.0
2009-04-05 19:00:00	NQ	Futures	1504.52	1504.52	1499.41	1500.26	76.0
2009-04-05 19:30:00	NQ	Futures	1501.39	1503.67	1498.55	1501.39	94.0
2009-04-05 20:00:00	NQ	Futures	1502.53	1504.24	1499.12	1499.12	122.0
2009-04-05 20:30:00	NQ	Futures	1499.41	1501.39	1498.27	1501.11	164.0
2009-04-05 21:00:00	NQ	Futures	1500.26	1502.53	1499.69	1501.39	71.0
2009-04-05 21:30:00	NQ	Futures	1500.83	1503.67	1500.26	1501.96	88.0
2009-04-05 22:00:00	NQ	Futures	1502.25	1506.23	1501.96	1505.37	90.0
2009-04-05 22:30:00	NQ	Futures	1505.94	1508.21	1504.8	1507.36	95.0
2009-04-05 23:00:00	NQ	Futures	1507.08	1508.21	1507.08	1508.21	160.0
2009-04-05 23:30:00	NQ	Futures	1508.21	1508.78	1505.94	1506.79	107.0
2009-04-05 18:00:00	YM	Futures	7332.3	7336.9	7316.7	7332.3	177.0
2009-04-05 18:30:00	YM	Futures	7336.9	7406.7	7336.9	7375.5	569.0
2009-04-05 19:00:00	YM	Futures	7375.5	7375.5	7363.5	7363.5	68.0
2009-04-05 19:30:00	YM	Futures	7362.6	7374.6	7353.4	7365.4	116.0
2009-04-05 20:00:00	YM	Futures	7365.4	7376.4	7353.4	7353.4	222.0
2009-04-05 20:30:00	YM	Futures	7353.4	7359.9	7352.5	7358.9	230.0
2009-04-05 21:00:00	YM	Futures	7358.0	7368.1	7357.1	7368.1	154.0
2009-04-05 21:30:00	YM	Futures	7367.2	7376.4	7358.0	7370.9	189.0
2009-04-05 22:00:00	YM	Futures	7370.9	7387.4	7366.3	7383.8	225.0
2009-04-05 22:30:00	YM	Futures	7384.7	7392.9	7383.8	7392.0	189.0
2009-04-05 23:00:00	YM	Futures	7390.2	7395.7	7388.4	7393.9	141.0
2009-04-05 23:30:00	YM	Futures	7392.0	7395.7	7387.4	7387.4	364.0
2009-04-05 18:00:00	CL	Futures	133.68	134.4	133.17	134.19	243.0
2009-04-05 18:30:00	CL	Futures	134.27	135.95	134.24	135.8	640.0
2009-04-05 19:00:00	CL	Futures	135.72	135.77	135.03	135.03	143.0
2009-04-05 19:30:00	CL	Futures	135.03	135.42	135.01	135.24	66.0
2009-04-05 20:00:00	CL	Futures	135.24	135.67	135.06	135.29	176.0
2009-04-05 20:30:00	CL	Futures	135.26	135.44	135.06	135.21	216.0
2009-04-05 21:00:00	CL	Futures	135.21	136.11	135.21	135.98	282.0
2009-04-05 21:30:00	CL	Futures	135.98	135.98	135.44	135.44	117.0
2009-04-05 22:00:00	CL	Futures	135.42	135.85	135.39	135.72	113.0
2009-04-05 22:30:00	CL	Futures	135.75	136.16	135.7	136.06	140.0
2009-04-05 23:00:00	CL	Futures	136.06	136.44	136.06	136.41	226.0
2009-04-05 23:30:00	CL	Futures	136.39	136.59	136.31	136.34	358.0
2009-04-05 18:00:00	GC	Futures	1274.4	1276.5	1271.8	1274.0	636.0
2009-04-05 18:30:00	GC	Futures	1274.0	1274.1	1268.1	1268.1	464.0

> showing 50 of 417 rows — these rows as CSV

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