PREVIEW / futures_30min / 2009-05-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-17.parquet
  size:    18 KB
  rows:    408

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
2009-05-17 18:00:00	ES	Futures	845.67	846.39	843.51	844.47	4173.0
2009-05-17 18:30:00	ES	Futures	844.23	846.39	844.23	846.15	1760.0
2009-05-17 19:00:00	ES	Futures	845.91	846.15	845.19	845.67	675.0
2009-05-17 19:30:00	ES	Futures	845.91	846.15	843.51	843.51	1177.0
2009-05-17 20:00:00	ES	Futures	843.51	844.71	842.07	842.31	3808.0
2009-05-17 20:30:00	ES	Futures	842.31	842.55	839.92	842.07	3152.0
2009-05-17 21:00:00	ES	Futures	842.07	843.03	841.11	841.83	2552.0
2009-05-17 21:30:00	ES	Futures	841.83	842.31	838.96	839.92	4715.0
2009-05-17 22:00:00	ES	Futures	840.16	841.11	839.2	840.88	2313.0
2009-05-17 22:30:00	ES	Futures	840.88	841.11	839.68	840.64	1550.0
2009-05-17 23:00:00	ES	Futures	840.88	840.88	839.2	839.68	1744.0
2009-05-17 23:30:00	ES	Futures	839.68	840.4	839.44	839.92	1349.0
2009-05-17 18:00:00	NQ	Futures	1536.91	1538.33	1533.79	1535.49	329.0
2009-05-17 18:30:00	NQ	Futures	1535.49	1539.47	1535.21	1539.47	75.0
2009-05-17 19:00:00	NQ	Futures	1538.33	1539.19	1537.2	1538.33	42.0
2009-05-17 19:30:00	NQ	Futures	1538.33	1538.62	1534.36	1534.36	58.0
2009-05-17 20:00:00	NQ	Futures	1534.36	1535.49	1531.8	1531.8	221.0
2009-05-17 20:30:00	NQ	Futures	1532.08	1532.08	1528.1	1530.66	154.0
2009-05-17 21:00:00	NQ	Futures	1531.23	1532.65	1529.52	1530.38	311.0
2009-05-17 21:30:00	NQ	Futures	1530.66	1531.51	1525.83	1527.25	238.0
2009-05-17 22:00:00	NQ	Futures	1528.1	1529.52	1526.12	1529.24	111.0
2009-05-17 22:30:00	NQ	Futures	1529.52	1529.52	1527.25	1528.67	95.0
2009-05-17 23:00:00	NQ	Futures	1527.54	1527.54	1526.12	1526.68	39.0
2009-05-17 23:30:00	NQ	Futures	1526.97	1528.1	1526.4	1527.54	86.0
2009-05-17 18:00:00	YM	Futures	7595.1	7595.1	7574.0	7580.4	234.0
2009-05-17 18:30:00	YM	Futures	7581.3	7596.0	7581.3	7595.1	58.0
2009-05-17 19:00:00	YM	Futures	7593.3	7594.2	7589.6	7590.5	47.0
2009-05-17 19:30:00	YM	Futures	7591.4	7591.4	7574.9	7574.9	90.0
2009-05-17 20:00:00	YM	Futures	7574.0	7575.8	7556.5	7557.4	230.0
2009-05-17 20:30:00	YM	Futures	7558.4	7561.1	7540.9	7559.3	282.0
2009-05-17 21:00:00	YM	Futures	7559.3	7563.9	7551.0	7556.5	209.0
2009-05-17 21:30:00	YM	Futures	7555.6	7561.1	7533.5	7541.8	316.0
2009-05-17 22:00:00	YM	Futures	7543.7	7551.9	7536.3	7551.0	127.0
2009-05-17 22:30:00	YM	Futures	7548.2	7551.9	7529.0	7534.5	638.0
2009-05-17 23:00:00	YM	Futures	7534.5	7535.4	7513.3	7517.0	1339.0
2009-05-17 23:30:00	YM	Futures	7517.0	7522.5	7513.3	7521.6	586.0
2009-05-17 18:00:00	CL	Futures	136.698	136.698	136.1	136.363	513.0
2009-05-17 18:30:00	CL	Futures	136.363	137.414	136.316	137.271	281.0
2009-05-17 19:00:00	CL	Futures	137.295	137.295	137.104	137.271	80.0
2009-05-17 19:30:00	CL	Futures	137.271	137.271	136.889	136.937	102.0
2009-05-17 20:00:00	CL	Futures	137.008	137.128	136.411	136.411	198.0
2009-05-17 20:30:00	CL	Futures	136.411	136.578	136.029	136.554	177.0
2009-05-17 21:00:00	CL	Futures	136.578	136.65	135.957	136.22	175.0
2009-05-17 21:30:00	CL	Futures	136.244	136.244	135.862	135.862	131.0
2009-05-17 22:00:00	CL	Futures	135.933	136.1	135.599	135.957	227.0
2009-05-17 22:30:00	CL	Futures	136.005	136.22	135.957	136.148	131.0
2009-05-17 23:00:00	CL	Futures	136.172	136.172	136.029	136.148	73.0
2009-05-17 23:30:00	CL	Futures	136.148	136.316	136.148	136.244	84.0
2009-05-17 18:00:00	GC	Futures	1320.5	1322.3	1319.8	1321.9	346.0
2009-05-17 18:30:00	GC	Futures	1321.6	1322.5	1321.2	1322.2	39.0

> showing 50 of 408 rows — these rows as CSV

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