PREVIEW / futures_30min / 2009-05-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-03.parquet
  size:    17 KB
  rows:    413

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
2009-05-03 18:00:00	ES	Futures	839.68	842.55	839.68	841.83	5824.0
2009-05-03 18:30:00	ES	Futures	841.83	845.43	841.83	843.99	4520.0
2009-05-03 19:00:00	ES	Futures	843.75	844.47	843.27	843.27	835.0
2009-05-03 19:30:00	ES	Futures	843.27	844.23	842.55	844.23	983.0
2009-05-03 20:00:00	ES	Futures	844.23	844.23	842.31	843.03	1252.0
2009-05-03 20:30:00	ES	Futures	842.55	843.99	842.55	843.03	1759.0
2009-05-03 21:00:00	ES	Futures	842.79	843.51	842.55	843.27	1150.0
2009-05-03 21:30:00	ES	Futures	843.27	843.99	843.27	843.27	2088.0
2009-05-03 22:00:00	ES	Futures	843.27	843.99	842.79	842.79	1516.0
2009-05-03 22:30:00	ES	Futures	843.03	845.43	842.79	844.95	2744.0
2009-05-03 23:00:00	ES	Futures	845.19	845.67	842.31	842.55	3444.0
2009-05-03 23:30:00	ES	Futures	842.55	842.79	842.07	842.07	1362.0
2009-05-03 18:00:00	NQ	Futures	1588.34	1593.17	1588.34	1592.32	526.0
2009-05-03 18:30:00	NQ	Futures	1592.32	1598.57	1592.32	1595.73	307.0
2009-05-03 19:00:00	NQ	Futures	1596.01	1596.58	1594.02	1594.59	93.0
2009-05-03 19:30:00	NQ	Futures	1593.74	1596.3	1593.46	1596.3	119.0
2009-05-03 20:00:00	NQ	Futures	1596.3	1596.3	1592.6	1593.74	98.0
2009-05-03 20:30:00	NQ	Futures	1593.74	1596.3	1593.46	1594.88	120.0
2009-05-03 21:00:00	NQ	Futures	1594.88	1595.73	1594.02	1595.73	167.0
2009-05-03 21:30:00	NQ	Futures	1595.45	1597.43	1595.45	1595.73	233.0
2009-05-03 22:00:00	NQ	Futures	1596.87	1596.87	1595.16	1595.73	69.0
2009-05-03 22:30:00	NQ	Futures	1595.45	1599.99	1595.16	1599.71	139.0
2009-05-03 23:00:00	NQ	Futures	1598.57	1599.99	1595.45	1596.01	254.0
2009-05-03 23:30:00	NQ	Futures	1595.16	1596.01	1594.59	1595.16	95.0
2009-05-03 18:00:00	YM	Futures	7510.6	7536.3	7510.6	7530.8	266.0
2009-05-03 18:30:00	YM	Futures	7531.7	7561.1	7531.7	7550.1	238.0
2009-05-03 19:00:00	YM	Futures	7547.3	7547.3	7541.8	7541.8	42.0
2009-05-03 19:30:00	YM	Futures	7540.9	7547.3	7538.1	7547.3	71.0
2009-05-03 20:00:00	YM	Futures	7548.2	7548.2	7532.6	7536.3	70.0
2009-05-03 20:30:00	YM	Futures	7536.3	7549.2	7534.5	7539.1	122.0
2009-05-03 21:00:00	YM	Futures	7539.1	7542.7	7536.3	7542.7	99.0
2009-05-03 21:30:00	YM	Futures	7542.7	7552.8	7542.7	7546.4	188.0
2009-05-03 22:00:00	YM	Futures	7547.3	7548.2	7540.0	7540.0	94.0
2009-05-03 22:30:00	YM	Futures	7542.7	7561.1	7540.9	7559.3	163.0
2009-05-03 23:00:00	YM	Futures	7559.3	7563.0	7539.1	7540.0	177.0
2009-05-03 23:30:00	YM	Futures	7540.0	7542.7	7535.4	7541.8	172.0
2009-05-03 18:00:00	CL	Futures	127.719	128.836	127.719	128.617	423.0
2009-05-03 18:30:00	CL	Futures	128.617	129.37	128.374	129.103	415.0
2009-05-03 19:00:00	CL	Futures	129.03	129.2	128.763	128.836	113.0
2009-05-03 19:30:00	CL	Futures	128.86	128.86	128.18	128.544	208.0
2009-05-03 20:00:00	CL	Futures	128.52	128.593	128.229	128.35	97.0
2009-05-03 20:30:00	CL	Futures	128.496	129.248	128.496	129.224	258.0
2009-05-03 21:00:00	CL	Futures	129.151	129.709	128.957	129.564	372.0
2009-05-03 21:30:00	CL	Futures	129.637	129.806	129.539	129.612	276.0
2009-05-03 22:00:00	CL	Futures	129.685	129.709	129.418	129.515	118.0
2009-05-03 22:30:00	CL	Futures	129.588	129.685	129.442	129.564	77.0
2009-05-03 23:00:00	CL	Futures	129.588	129.831	129.564	129.588	216.0
2009-05-03 23:30:00	CL	Futures	129.539	129.539	128.52	129.103	317.0
2009-05-03 18:00:00	GC	Futures	1259.5	1259.5	1256.8	1258.5	285.0
2009-05-03 18:30:00	GC	Futures	1258.3	1260.6	1257.5	1259.8	159.0

> showing 50 of 413 rows — these rows as CSV

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