PREVIEW / futures_30min / 2009-05-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-10.parquet
  size:    18 KB
  rows:    423

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
2009-05-10 18:00:00	ES	Futures	882.81	882.81	879.7	880.89	4105.0
2009-05-10 18:30:00	ES	Futures	880.89	881.37	880.41	881.13	947.0
2009-05-10 19:00:00	ES	Futures	881.13	882.09	880.65	881.85	1453.0
2009-05-10 19:30:00	ES	Futures	882.09	884.73	881.85	882.33	3196.0
2009-05-10 20:00:00	ES	Futures	882.57	883.05	881.61	882.09	1552.0
2009-05-10 20:30:00	ES	Futures	882.33	882.33	879.22	879.94	2967.0
2009-05-10 21:00:00	ES	Futures	879.7	880.65	879.46	880.17	1794.0
2009-05-10 21:30:00	ES	Futures	880.41	880.89	878.26	878.5	2978.0
2009-05-10 22:00:00	ES	Futures	878.74	880.89	878.5	880.17	2407.0
2009-05-10 22:30:00	ES	Futures	880.17	881.85	879.46	879.46	2405.0
2009-05-10 23:00:00	ES	Futures	879.22	880.65	878.98	879.7	1642.0
2009-05-10 23:30:00	ES	Futures	879.7	880.41	878.02	878.5	1920.0
2009-05-10 18:00:00	NQ	Futures	1576.41	1576.41	1567.6	1568.74	521.0
2009-05-10 18:30:00	NQ	Futures	1569.02	1569.87	1568.45	1569.59	63.0
2009-05-10 19:00:00	NQ	Futures	1569.3	1572.43	1569.02	1572.15	210.0
2009-05-10 19:30:00	NQ	Futures	1572.15	1575.84	1569.87	1573.0	258.0
2009-05-10 20:00:00	NQ	Futures	1571.29	1572.43	1570.16	1571.01	27.0
2009-05-10 20:30:00	NQ	Futures	1571.58	1571.58	1565.04	1566.75	123.0
2009-05-10 21:00:00	NQ	Futures	1566.75	1567.03	1565.89	1566.18	224.0
2009-05-10 21:30:00	NQ	Futures	1566.18	1567.32	1563.91	1563.91	350.0
2009-05-10 22:00:00	NQ	Futures	1564.47	1567.88	1563.91	1566.46	145.0
2009-05-10 22:30:00	NQ	Futures	1566.75	1569.3	1566.18	1566.18	243.0
2009-05-10 23:00:00	NQ	Futures	1566.18	1567.6	1566.18	1566.46	205.0
2009-05-10 23:30:00	NQ	Futures	1567.03	1568.45	1565.89	1565.89	278.0
2009-05-10 18:00:00	YM	Futures	7807.4	7807.4	7774.3	7782.6	238.0
2009-05-10 18:30:00	YM	Futures	7784.4	7787.2	7780.7	7785.3	38.0
2009-05-10 19:00:00	YM	Futures	7785.3	7795.4	7781.7	7795.4	68.0
2009-05-10 19:30:00	YM	Futures	7796.4	7818.4	7791.8	7797.3	152.0
2009-05-10 20:00:00	YM	Futures	7798.2	7802.8	7790.9	7793.6	78.0
2009-05-10 20:30:00	YM	Futures	7792.7	7792.7	7772.5	7777.1	234.0
2009-05-10 21:00:00	YM	Futures	7778.9	7783.5	7773.4	7782.6	115.0
2009-05-10 21:30:00	YM	Futures	7783.5	7788.1	7767.0	7767.9	148.0
2009-05-10 22:00:00	YM	Futures	7769.7	7790.9	7769.7	7784.4	194.0
2009-05-10 22:30:00	YM	Futures	7786.3	7803.7	7772.5	7775.2	303.0
2009-05-10 23:00:00	YM	Futures	7774.3	7783.5	7771.6	7779.8	179.0
2009-05-10 23:30:00	YM	Futures	7780.7	7784.4	7766.0	7771.6	137.0
2009-05-10 18:00:00	CL	Futures	141.967	141.967	141.19	141.19	446.0
2009-05-10 18:30:00	CL	Futures	141.214	141.506	141.093	141.336	147.0
2009-05-10 19:00:00	CL	Futures	141.311	141.845	141.044	141.845	205.0
2009-05-10 19:30:00	CL	Futures	141.821	142.234	141.53	141.578	310.0
2009-05-10 20:00:00	CL	Futures	141.554	141.87	141.36	141.748	213.0
2009-05-10 20:30:00	CL	Futures	141.748	142.161	141.7	141.821	398.0
2009-05-10 21:00:00	CL	Futures	141.748	141.748	141.481	141.7	112.0
2009-05-10 21:30:00	CL	Futures	141.7	142.039	141.214	141.214	382.0
2009-05-10 22:00:00	CL	Futures	141.19	141.384	140.826	140.923	451.0
2009-05-10 22:30:00	CL	Futures	140.996	141.384	140.996	141.336	200.0
2009-05-10 23:00:00	CL	Futures	141.287	141.384	140.777	140.826	188.0
2009-05-10 23:30:00	CL	Futures	140.826	140.85	140.656	140.802	215.0
2009-05-10 18:00:00	GC	Futures	1301.3	1301.9	1297.9	1301.1	377.0
2009-05-10 18:30:00	GC	Futures	1301.1	1301.2	1299.6	1300.5	110.0

> showing 50 of 423 rows — these rows as CSV

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