PREVIEW / futures_30min / 2009-06-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-07.parquet
  size:    17 KB
  rows:    391

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
2009-06-07 18:00:00	ES	Futures	900.54	900.54	896.47	896.47	5321.0
2009-06-07 18:30:00	ES	Futures	896.47	897.19	895.75	896.71	2429.0
2009-06-07 19:00:00	ES	Futures	896.95	898.15	896.71	897.91	1134.0
2009-06-07 19:30:00	ES	Futures	897.91	898.63	897.19	897.19	1591.0
2009-06-07 20:00:00	ES	Futures	897.19	900.3	897.19	899.59	2749.0
2009-06-07 20:30:00	ES	Futures	899.59	900.06	898.39	898.63	2089.0
2009-06-07 21:00:00	ES	Futures	898.63	898.87	897.67	897.91	1956.0
2009-06-07 21:30:00	ES	Futures	897.67	897.67	895.99	896.23	2103.0
2009-06-07 22:00:00	ES	Futures	896.23	896.95	895.99	896.95	1808.0
2009-06-07 22:30:00	ES	Futures	897.19	899.11	896.95	898.87	1776.0
2009-06-07 23:00:00	ES	Futures	899.11	899.59	898.63	899.11	1247.0
2009-06-07 23:30:00	ES	Futures	899.11	900.06	898.63	898.63	1075.0
2009-06-07 18:00:00	NQ	Futures	1695.46	1697.45	1688.93	1689.21	470.0
2009-06-07 18:30:00	NQ	Futures	1688.93	1689.5	1687.79	1689.21	106.0
2009-06-07 19:00:00	NQ	Futures	1689.21	1691.77	1689.21	1690.92	67.0
2009-06-07 19:30:00	NQ	Futures	1690.63	1692.34	1690.63	1690.63	50.0
2009-06-07 20:00:00	NQ	Futures	1689.5	1695.18	1689.5	1694.04	126.0
2009-06-07 20:30:00	NQ	Futures	1695.18	1695.75	1692.91	1692.91	87.0
2009-06-07 21:00:00	NQ	Futures	1692.91	1693.76	1691.48	1692.34	77.0
2009-06-07 21:30:00	NQ	Futures	1691.77	1691.77	1687.79	1688.93	158.0
2009-06-07 22:00:00	NQ	Futures	1689.5	1690.06	1688.07	1690.06	61.0
2009-06-07 22:30:00	NQ	Futures	1691.48	1694.33	1690.63	1694.33	80.0
2009-06-07 23:00:00	NQ	Futures	1694.61	1695.18	1694.04	1694.61	60.0
2009-06-07 23:30:00	NQ	Futures	1695.18	1696.31	1692.91	1695.18	43.0
2009-06-07 18:00:00	YM	Futures	8040.8	8040.8	8011.4	8011.4	218.0
2009-06-07 18:30:00	YM	Futures	8011.4	8017.8	8006.8	8014.2	75.0
2009-06-07 19:00:00	YM	Futures	8016.9	8025.2	8015.1	8023.3	37.0
2009-06-07 19:30:00	YM	Futures	8025.2	8030.7	8022.4	8026.1	101.0
2009-06-07 20:00:00	YM	Futures	8025.2	8043.6	8020.6	8034.4	198.0
2009-06-07 20:30:00	YM	Futures	8041.7	8044.5	8030.7	8031.6	138.0
2009-06-07 21:00:00	YM	Futures	8030.7	8031.6	8021.5	8027.0	93.0
2009-06-07 21:30:00	YM	Futures	8024.3	8024.3	8011.4	8013.2	166.0
2009-06-07 22:00:00	YM	Futures	8013.2	8017.8	8007.7	8017.8	185.0
2009-06-07 22:30:00	YM	Futures	8018.8	8031.6	8018.8	8031.6	109.0
2009-06-07 23:00:00	YM	Futures	8032.5	8037.1	8028.9	8036.2	88.0
2009-06-07 23:30:00	YM	Futures	8036.2	8040.8	8028.9	8029.8	157.0
2009-06-07 18:00:00	CL	Futures	163.215	163.215	161.925	162.021	490.0
2009-06-07 18:30:00	CL	Futures	162.093	162.188	161.997	162.093	120.0
2009-06-07 19:00:00	CL	Futures	162.093	162.809	161.997	162.69	223.0
2009-06-07 19:30:00	CL	Futures	162.738	162.809	162.547	162.547	108.0
2009-06-07 20:00:00	CL	Futures	162.547	162.594	162.164	162.284	210.0
2009-06-07 20:30:00	CL	Futures	162.403	162.523	162.093	162.451	176.0
2009-06-07 21:00:00	CL	Futures	162.499	162.929	162.451	162.929	238.0
2009-06-07 21:30:00	CL	Futures	162.809	162.905	162.499	162.594	159.0
2009-06-07 22:00:00	CL	Futures	162.57	162.57	162.188	162.308	263.0
2009-06-07 22:30:00	CL	Futures	162.308	162.451	162.188	162.451	181.0
2009-06-07 23:00:00	CL	Futures	162.403	162.451	162.355	162.403	63.0
2009-06-07 23:30:00	CL	Futures	162.427	162.451	162.355	162.355	118.0
2009-06-07 18:00:00	GC	Futures	1354.8	1361.6	1354.0	1354.8	883.0
2009-06-07 18:30:00	GC	Futures	1354.8	1354.8	1350.5	1352.4	652.0

> showing 50 of 391 rows — these rows as CSV

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