PREVIEW / futures_30min / 2009-04-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-19.parquet
  size:    18 KB
  rows:    414

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
2009-04-19 18:00:00	ES	Futures	829.61	829.61	826.26	826.26	4799.0
2009-04-19 18:30:00	ES	Futures	826.26	827.22	826.26	826.98	1339.0
2009-04-19 19:00:00	ES	Futures	826.98	827.22	826.26	826.5	1596.0
2009-04-19 19:30:00	ES	Futures	826.5	826.98	826.02	826.74	1326.0
2009-04-19 20:00:00	ES	Futures	826.5	827.7	825.78	826.02	1446.0
2009-04-19 20:30:00	ES	Futures	826.26	826.74	824.82	825.3	2646.0
2009-04-19 21:00:00	ES	Futures	825.3	826.26	824.34	824.58	2592.0
2009-04-19 21:30:00	ES	Futures	824.58	825.06	824.1	824.34	2223.0
2009-04-19 22:00:00	ES	Futures	824.34	824.34	822.9	823.86	3209.0
2009-04-19 22:30:00	ES	Futures	823.86	824.34	822.9	824.1	1630.0
2009-04-19 23:00:00	ES	Futures	823.86	824.58	823.86	824.34	1462.0
2009-04-19 23:30:00	ES	Futures	824.34	825.06	824.34	824.34	955.0
2009-04-19 18:00:00	NQ	Futures	1533.79	1533.79	1528.96	1530.66	275.0
2009-04-19 18:30:00	NQ	Futures	1529.81	1531.51	1529.52	1531.23	58.0
2009-04-19 19:00:00	NQ	Futures	1530.95	1530.95	1528.96	1530.38	51.0
2009-04-19 19:30:00	NQ	Futures	1530.09	1530.38	1529.24	1530.09	36.0
2009-04-19 20:00:00	NQ	Futures	1530.38	1531.51	1528.39	1528.96	74.0
2009-04-19 20:30:00	NQ	Futures	1528.96	1529.81	1527.25	1527.82	76.0
2009-04-19 21:00:00	NQ	Futures	1528.39	1529.24	1526.4	1526.4	79.0
2009-04-19 21:30:00	NQ	Futures	1526.12	1526.4	1524.98	1525.55	173.0
2009-04-19 22:00:00	NQ	Futures	1525.55	1525.83	1522.14	1523.84	353.0
2009-04-19 22:30:00	NQ	Futures	1523.84	1524.69	1522.71	1524.13	57.0
2009-04-19 23:00:00	NQ	Futures	1524.41	1525.26	1523.84	1524.98	76.0
2009-04-19 23:30:00	NQ	Futures	1524.98	1526.68	1524.98	1525.26	54.0
2009-04-19 18:00:00	YM	Futures	7415.0	7418.7	7393.9	7394.8	151.0
2009-04-19 18:30:00	YM	Futures	7393.9	7400.3	7392.9	7398.5	84.0
2009-04-19 19:00:00	YM	Futures	7397.5	7397.5	7388.4	7390.2	241.0
2009-04-19 19:30:00	YM	Futures	7389.3	7392.9	7388.4	7391.1	177.0
2009-04-19 20:00:00	YM	Futures	7390.2	7398.5	7387.4	7389.3	212.0
2009-04-19 20:30:00	YM	Futures	7389.3	7391.1	7378.2	7381.0	155.0
2009-04-19 21:00:00	YM	Futures	7381.0	7388.4	7373.6	7374.6	172.0
2009-04-19 21:30:00	YM	Futures	7374.6	7380.1	7371.8	7374.6	93.0
2009-04-19 22:00:00	YM	Futures	7373.6	7374.6	7362.6	7370.0	181.0
2009-04-19 22:30:00	YM	Futures	7371.8	7374.6	7366.3	7373.6	74.0
2009-04-19 23:00:00	YM	Futures	7373.6	7379.2	7372.7	7377.3	103.0
2009-04-19 23:30:00	YM	Futures	7379.2	7383.8	7376.4	7376.4	123.0
2009-04-19 18:00:00	CL	Futures	126.85	127.21	126.82	126.85	251.0
2009-04-19 18:30:00	CL	Futures	126.87	127.14	126.82	127.06	133.0
2009-04-19 19:00:00	CL	Futures	127.02	127.04	126.92	126.94	62.0
2009-04-19 19:30:00	CL	Futures	126.94	126.99	126.87	126.94	54.0
2009-04-19 20:00:00	CL	Futures	126.92	126.94	126.82	126.89	87.0
2009-04-19 20:30:00	CL	Futures	126.87	126.89	126.7	126.7	393.0
2009-04-19 21:00:00	CL	Futures	126.7	126.72	126.46	126.46	874.0
2009-04-19 21:30:00	CL	Futures	126.46	126.46	125.56	125.63	426.0
2009-04-19 22:00:00	CL	Futures	125.66	125.66	125.05	125.39	319.0
2009-04-19 22:30:00	CL	Futures	125.39	125.66	125.39	125.56	128.0
2009-04-19 23:00:00	CL	Futures	125.49	125.49	125.12	125.27	185.0
2009-04-19 23:30:00	CL	Futures	125.34	125.44	125.24	125.36	38.0
2009-04-19 18:00:00	GC	Futures	1234.9	1235.1	1233.8	1233.8	221.0
2009-04-19 18:30:00	GC	Futures	1233.8	1234.1	1231.8	1233.5	106.0

> showing 50 of 414 rows — these rows as CSV

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