PREVIEW / futures_30min / 2009-06-14

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-14.parquet
  size:    16 KB
  rows:    381

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
2009-06-14 18:00:00	ES	Futures	905.34	905.58	903.17	903.41	3255.0
2009-06-14 18:30:00	ES	Futures	903.41	903.89	902.92	903.65	1099.0
2009-06-14 19:00:00	ES	Futures	903.65	904.61	903.17	904.37	648.0
2009-06-14 19:30:00	ES	Futures	904.37	904.61	903.65	904.13	687.0
2009-06-14 20:00:00	ES	Futures	904.37	904.37	902.44	902.44	1901.0
2009-06-14 20:30:00	ES	Futures	902.44	902.92	901.96	902.68	1133.0
2009-06-14 21:00:00	ES	Futures	902.68	903.65	901.72	902.2	1533.0
2009-06-14 21:30:00	ES	Futures	902.2	902.68	901.96	902.68	903.0
2009-06-14 22:00:00	ES	Futures	902.68	903.41	902.44	903.41	502.0
2009-06-14 22:30:00	ES	Futures	903.41	903.41	902.44	902.68	313.0
2009-06-14 23:00:00	ES	Futures	902.92	902.92	902.44	902.44	473.0
2009-06-14 23:30:00	ES	Futures	902.68	902.92	901.96	902.2	687.0
2009-06-14 18:00:00	NQ	Futures	1689.5	1689.5	1684.08	1684.08	214.0
2009-06-14 18:30:00	NQ	Futures	1684.08	1685.79	1683.51	1684.94	15.0
2009-06-14 19:00:00	NQ	Futures	1684.65	1686.93	1683.8	1685.51	55.0
2009-06-14 19:30:00	NQ	Futures	1685.79	1686.36	1685.51	1686.08	43.0
2009-06-14 20:00:00	NQ	Futures	1686.65	1686.65	1683.51	1683.8	105.0
2009-06-14 20:30:00	NQ	Futures	1683.51	1684.65	1682.09	1683.8	123.0
2009-06-14 21:00:00	NQ	Futures	1683.8	1684.94	1682.94	1683.51	71.0
2009-06-14 21:30:00	NQ	Futures	1682.66	1684.08	1682.66	1683.51	6.0
2009-06-14 22:00:00	NQ	Futures	1683.8	1684.94	1683.51	1684.08	57.0
2009-06-14 22:30:00	NQ	Futures	1684.37	1684.65	1683.23	1683.23	17.0
2009-06-14 23:00:00	NQ	Futures	1683.8	1684.94	1683.8	1683.8	25.0
2009-06-14 23:30:00	NQ	Futures	1684.08	1684.08	1682.66	1683.23	90.0
2009-06-14 18:00:00	YM	Futures	8061.0	8062.8	8041.6	8048.1	139.0
2009-06-14 18:30:00	YM	Futures	8046.2	8047.1	8035.1	8047.1	84.0
2009-06-14 19:00:00	YM	Futures	8045.3	8056.4	8044.4	8050.8	36.0
2009-06-14 19:30:00	YM	Futures	8050.8	8053.6	8048.1	8050.8	22.0
2009-06-14 20:00:00	YM	Futures	8051.8	8051.8	8038.8	8038.8	63.0
2009-06-14 20:30:00	YM	Futures	8038.8	8041.6	8035.1	8041.6	70.0
2009-06-14 21:00:00	YM	Futures	8040.7	8045.3	8035.1	8035.1	79.0
2009-06-14 21:30:00	YM	Futures	8037.0	8043.4	8035.1	8040.7	90.0
2009-06-14 22:00:00	YM	Futures	8041.6	8045.3	8038.8	8044.4	57.0
2009-06-14 22:30:00	YM	Futures	8044.4	8045.3	8038.8	8038.8	22.0
2009-06-14 23:00:00	YM	Futures	8040.7	8042.5	8038.8	8038.8	15.0
2009-06-14 23:30:00	YM	Futures	8038.8	8040.7	8035.1	8038.8	42.0
2009-06-14 18:00:00	CL	Futures	172.604	172.699	171.894	172.107	187.0
2009-06-14 18:30:00	CL	Futures	172.202	172.273	172.06	172.154	12.0
2009-06-14 19:00:00	CL	Futures	172.273	172.486	172.273	172.486	4.0
2009-06-14 19:30:00	CL	Futures	172.391	172.391	172.178	172.178	49.0
2009-06-14 20:00:00	CL	Futures	172.273	172.273	172.036	172.107	24.0
2009-06-14 20:30:00	CL	Futures	172.036	172.036	171.231	171.539	127.0
2009-06-14 21:00:00	CL	Futures	171.562	171.562	171.089	171.207	94.0
2009-06-14 21:30:00	CL	Futures	171.207	171.207	171.065	171.207	34.0
2009-06-14 22:00:00	CL	Futures	171.16	171.325	171.16	171.325	14.0
2009-06-14 22:30:00	CL	Futures	171.444	171.633	171.136	171.136	30.0
2009-06-14 23:00:00	CL	Futures	171.136	171.397	170.757	170.781	60.0
2009-06-14 23:30:00	CL	Futures	170.639	170.781	170.591	170.781	35.0
2009-06-14 18:00:00	GC	Futures	1332.2	1332.2	1327.4	1327.4	1453.0
2009-06-14 18:30:00	GC	Futures	1327.4	1327.8	1325.7	1326.4	911.0

> showing 50 of 381 rows — these rows as CSV

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