PREVIEW / futures_30min / 2009-04-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-04-26.parquet
  size:    19 KB
  rows:    438

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
2009-04-26 18:00:00	ES	Futures	827.46	827.46	820.03	820.99	11722.0
2009-04-26 18:30:00	ES	Futures	820.99	821.7	818.11	819.55	4658.0
2009-04-26 19:00:00	ES	Futures	819.55	820.51	818.59	818.59	2841.0
2009-04-26 19:30:00	ES	Futures	818.59	820.27	818.59	820.03	3114.0
2009-04-26 20:00:00	ES	Futures	820.03	820.03	816.19	817.39	8022.0
2009-04-26 20:30:00	ES	Futures	817.63	819.55	817.15	819.07	4320.0
2009-04-26 21:00:00	ES	Futures	819.07	819.31	817.39	818.59	2439.0
2009-04-26 21:30:00	ES	Futures	818.35	818.83	817.15	817.63	2681.0
2009-04-26 22:00:00	ES	Futures	817.39	817.63	815.71	815.95	4292.0
2009-04-26 22:30:00	ES	Futures	815.95	816.91	814.28	814.28	3846.0
2009-04-26 23:00:00	ES	Futures	814.52	815.71	813.08	815.23	4000.0
2009-04-26 23:30:00	ES	Futures	814.99	815.47	811.64	812.84	3700.0
2009-04-26 18:00:00	NQ	Futures	1554.81	1556.23	1543.45	1546.29	1157.0
2009-04-26 18:30:00	NQ	Futures	1546.29	1547.14	1543.45	1544.02	211.0
2009-04-26 19:00:00	NQ	Futures	1543.73	1545.72	1543.45	1543.45	119.0
2009-04-26 19:30:00	NQ	Futures	1543.45	1545.72	1543.45	1544.58	157.0
2009-04-26 20:00:00	NQ	Futures	1545.15	1545.15	1537.76	1541.17	755.0
2009-04-26 20:30:00	NQ	Futures	1540.61	1545.72	1540.04	1544.02	364.0
2009-04-26 21:00:00	NQ	Futures	1544.02	1545.44	1541.46	1542.88	141.0
2009-04-26 21:30:00	NQ	Futures	1542.6	1543.45	1541.46	1541.46	110.0
2009-04-26 22:00:00	NQ	Futures	1541.46	1542.31	1540.04	1541.17	469.0
2009-04-26 22:30:00	NQ	Futures	1540.61	1542.03	1538.9	1538.9	130.0
2009-04-26 23:00:00	NQ	Futures	1539.19	1540.61	1535.49	1539.75	343.0
2009-04-26 23:30:00	NQ	Futures	1540.04	1541.17	1534.64	1536.34	221.0
2009-04-26 18:00:00	YM	Futures	7385.6	7385.6	7323.1	7327.7	474.0
2009-04-26 18:30:00	YM	Futures	7327.7	7335.1	7310.2	7312.1	292.0
2009-04-26 19:00:00	YM	Futures	7313.0	7318.5	7305.6	7307.5	351.0
2009-04-26 19:30:00	YM	Futures	7306.6	7316.7	7304.7	7313.9	111.0
2009-04-26 20:00:00	YM	Futures	7311.2	7312.1	7284.5	7297.4	381.0
2009-04-26 20:30:00	YM	Futures	7293.7	7315.8	7292.8	7310.2	419.0
2009-04-26 21:00:00	YM	Futures	7310.2	7311.2	7298.3	7306.6	171.0
2009-04-26 21:30:00	YM	Futures	7306.6	7308.4	7298.3	7300.1	232.0
2009-04-26 22:00:00	YM	Futures	7299.2	7299.2	7287.3	7290.0	298.0
2009-04-26 22:30:00	YM	Futures	7288.2	7296.5	7276.2	7276.2	259.0
2009-04-26 23:00:00	YM	Futures	7279.0	7283.6	7267.1	7282.7	214.0
2009-04-26 23:30:00	YM	Futures	7283.6	7286.3	7258.8	7264.3	355.0
2009-04-26 18:00:00	CL	Futures	124.879	124.879	123.302	123.52	521.0
2009-04-26 18:30:00	CL	Futures	123.617	123.617	123.35	123.544	208.0
2009-04-26 19:00:00	CL	Futures	123.569	123.569	123.326	123.35	173.0
2009-04-26 19:30:00	CL	Futures	123.35	123.423	123.18	123.277	379.0
2009-04-26 20:00:00	CL	Futures	123.253	123.253	122.476	122.525	1021.0
2009-04-26 20:30:00	CL	Futures	122.501	122.816	122.452	122.573	177.0
2009-04-26 21:00:00	CL	Futures	122.573	123.277	122.549	122.937	436.0
2009-04-26 21:30:00	CL	Futures	122.865	123.374	122.816	123.132	300.0
2009-04-26 22:00:00	CL	Futures	123.107	123.253	122.962	123.107	180.0
2009-04-26 22:30:00	CL	Futures	123.083	123.083	122.282	122.331	429.0
2009-04-26 23:00:00	CL	Futures	122.355	122.719	122.282	122.719	236.0
2009-04-26 23:30:00	CL	Futures	122.695	122.768	122.258	122.258	314.0
2009-04-26 18:00:00	GC	Futures	1298.5	1303.2	1298.5	1302.3	1971.0
2009-04-26 18:30:00	GC	Futures	1302.1	1303.5	1301.3	1303.0	545.0

> showing 50 of 438 rows — these rows as CSV

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