PREVIEW / futures_30min / 2009-05-31

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-31.parquet
  size:    18 KB
  rows:    430

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
2009-05-31 18:00:00	ES	Futures	882.09	883.29	880.17	881.85	5734.0
2009-05-31 18:30:00	ES	Futures	881.85	882.33	880.89	881.85	1412.0
2009-05-31 19:00:00	ES	Futures	881.85	882.33	880.41	880.65	1226.0
2009-05-31 19:30:00	ES	Futures	880.65	880.65	879.7	879.7	2111.0
2009-05-31 20:00:00	ES	Futures	879.7	879.94	878.74	879.46	3171.0
2009-05-31 20:30:00	ES	Futures	879.46	879.46	878.5	879.22	1729.0
2009-05-31 21:00:00	ES	Futures	878.98	884.01	878.74	883.77	9705.0
2009-05-31 21:30:00	ES	Futures	883.77	884.73	882.81	883.29	3062.0
2009-05-31 22:00:00	ES	Futures	883.05	885.45	883.05	884.49	4233.0
2009-05-31 22:30:00	ES	Futures	884.49	885.93	884.49	884.97	3378.0
2009-05-31 23:00:00	ES	Futures	884.97	885.21	884.49	884.97	767.0
2009-05-31 23:30:00	ES	Futures	885.21	886.65	884.97	886.17	2395.0
2009-05-31 18:00:00	NQ	Futures	1629.83	1632.1	1628.12	1630.68	621.0
2009-05-31 18:30:00	NQ	Futures	1630.39	1631.53	1628.97	1630.39	50.0
2009-05-31 19:00:00	NQ	Futures	1630.11	1630.68	1627.55	1627.55	77.0
2009-05-31 19:30:00	NQ	Futures	1627.27	1628.41	1626.98	1627.27	200.0
2009-05-31 20:00:00	NQ	Futures	1627.27	1628.69	1625.28	1626.7	205.0
2009-05-31 20:30:00	NQ	Futures	1626.98	1627.27	1625.85	1626.42	164.0
2009-05-31 21:00:00	NQ	Futures	1626.42	1634.09	1625.56	1633.24	847.0
2009-05-31 21:30:00	NQ	Futures	1633.52	1635.22	1631.53	1632.38	250.0
2009-05-31 22:00:00	NQ	Futures	1632.38	1636.08	1632.38	1634.09	122.0
2009-05-31 22:30:00	NQ	Futures	1634.94	1639.77	1634.09	1636.65	316.0
2009-05-31 23:00:00	NQ	Futures	1636.36	1636.36	1635.79	1636.36	60.0
2009-05-31 23:30:00	NQ	Futures	1636.65	1639.49	1636.08	1638.35	102.0
2009-05-31 18:00:00	YM	Futures	7813.8	7825.8	7806.5	7813.8	269.0
2009-05-31 18:30:00	YM	Futures	7812.0	7818.4	7808.3	7814.7	144.0
2009-05-31 19:00:00	YM	Futures	7814.7	7819.3	7801.9	7805.6	186.0
2009-05-31 19:30:00	YM	Futures	7803.7	7803.7	7795.4	7795.4	103.0
2009-05-31 20:00:00	YM	Futures	7794.5	7795.4	7785.3	7789.9	246.0
2009-05-31 20:30:00	YM	Futures	7791.8	7794.5	7786.3	7789.0	114.0
2009-05-31 21:00:00	YM	Futures	7790.9	7827.6	7790.9	7823.9	550.0
2009-05-31 21:30:00	YM	Futures	7825.8	7834.0	7819.3	7819.3	252.0
2009-05-31 22:00:00	YM	Futures	7819.3	7838.6	7819.3	7832.2	261.0
2009-05-31 22:30:00	YM	Futures	7830.4	7843.2	7830.4	7835.0	189.0
2009-05-31 23:00:00	YM	Futures	7835.0	7836.8	7830.4	7834.0	43.0
2009-05-31 23:30:00	YM	Futures	7835.0	7849.7	7835.0	7846.0	156.0
2009-05-31 18:00:00	CL	Futures	158.485	159.178	158.461	158.963	335.0
2009-05-31 18:30:00	CL	Futures	158.939	159.083	158.557	158.557	199.0
2009-05-31 19:00:00	CL	Futures	158.581	158.987	158.485	158.557	172.0
2009-05-31 19:30:00	CL	Futures	158.557	158.724	158.223	158.294	123.0
2009-05-31 20:00:00	CL	Futures	158.342	158.987	158.223	158.485	124.0
2009-05-31 20:30:00	CL	Futures	158.485	158.868	158.485	158.748	59.0
2009-05-31 21:00:00	CL	Futures	158.748	159.584	158.676	159.536	675.0
2009-05-31 21:30:00	CL	Futures	159.56	159.943	159.465	159.751	655.0
2009-05-31 22:00:00	CL	Futures	159.751	160.062	159.56	159.895	472.0
2009-05-31 22:30:00	CL	Futures	159.895	160.014	159.656	159.799	178.0
2009-05-31 23:00:00	CL	Futures	159.823	159.919	159.465	159.895	210.0
2009-05-31 23:30:00	CL	Futures	159.919	160.062	159.919	159.943	115.0
2009-05-31 18:00:00	GC	Futures	1388.7	1390.3	1387.6	1390.3	421.0
2009-05-31 18:30:00	GC	Futures	1390.3	1390.4	1384.3	1385.3	366.0

> showing 50 of 430 rows — these rows as CSV

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