PREVIEW / futures_30min / 2009-06-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-21.parquet
  size:    16 KB
  rows:    372

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
2009-06-21 18:00:00	ES	Futures	882.18	884.11	881.7	882.67	3092.0
2009-06-21 18:30:00	ES	Futures	882.67	883.39	882.43	883.39	424.0
2009-06-21 19:00:00	ES	Futures	883.39	883.63	882.18	882.18	1170.0
2009-06-21 19:30:00	ES	Futures	882.18	882.91	882.18	882.43	524.0
2009-06-21 20:00:00	ES	Futures	882.43	883.39	881.94	882.91	1470.0
2009-06-21 20:30:00	ES	Futures	882.91	883.63	882.91	883.15	1774.0
2009-06-21 21:00:00	ES	Futures	883.39	883.63	881.94	882.43	1758.0
2009-06-21 21:30:00	ES	Futures	882.43	882.43	880.98	881.7	2555.0
2009-06-21 22:00:00	ES	Futures	881.94	883.39	881.46	883.15	1632.0
2009-06-21 22:30:00	ES	Futures	883.15	884.36	883.15	883.87	1796.0
2009-06-21 23:00:00	ES	Futures	883.63	884.11	883.15	883.63	499.0
2009-06-21 23:30:00	ES	Futures	883.39	884.11	882.91	883.15	733.0
2009-06-21 18:00:00	NQ	Futures	1667.57	1668.99	1667.28	1668.99	207.0
2009-06-21 18:30:00	NQ	Futures	1668.99	1669.27	1668.13	1668.7	16.0
2009-06-21 19:00:00	NQ	Futures	1669.56	1670.98	1666.14	1666.14	119.0
2009-06-21 19:30:00	NQ	Futures	1666.71	1667.28	1666.14	1666.71	94.0
2009-06-21 20:00:00	NQ	Futures	1666.71	1668.7	1666.71	1668.13	203.0
2009-06-21 20:30:00	NQ	Futures	1668.7	1670.13	1668.7	1669.56	82.0
2009-06-21 21:00:00	NQ	Futures	1670.13	1670.13	1666.71	1666.71	76.0
2009-06-21 21:30:00	NQ	Futures	1667.57	1667.57	1665.29	1666.43	118.0
2009-06-21 22:00:00	NQ	Futures	1666.43	1670.13	1665.86	1670.13	81.0
2009-06-21 22:30:00	NQ	Futures	1670.13	1671.84	1668.99	1670.41	133.0
2009-06-21 23:00:00	NQ	Futures	1669.84	1670.98	1669.27	1669.27	31.0
2009-06-21 23:30:00	NQ	Futures	1668.99	1670.13	1668.7	1669.56	64.0
2009-06-21 18:00:00	YM	Futures	7823.4	7838.2	7821.5	7834.5	140.0
2009-06-21 18:30:00	YM	Futures	7834.5	7838.2	7831.7	7838.2	45.0
2009-06-21 19:00:00	YM	Futures	7839.1	7840.0	7830.8	7830.8	34.0
2009-06-21 19:30:00	YM	Futures	7834.5	7834.5	7831.7	7831.7	32.0
2009-06-21 20:00:00	YM	Futures	7831.7	7838.2	7829.8	7833.5	102.0
2009-06-21 20:30:00	YM	Futures	7837.2	7842.8	7837.2	7839.1	76.0
2009-06-21 21:00:00	YM	Futures	7839.1	7842.8	7828.0	7828.0	118.0
2009-06-21 21:30:00	YM	Futures	7830.8	7830.8	7820.6	7827.1	131.0
2009-06-21 22:00:00	YM	Futures	7826.1	7836.3	7825.2	7836.3	159.0
2009-06-21 22:30:00	YM	Futures	7837.2	7846.5	7837.2	7845.6	121.0
2009-06-21 23:00:00	YM	Futures	7840.9	7844.6	7840.0	7840.9	43.0
2009-06-21 23:30:00	YM	Futures	7840.9	7844.6	7837.2	7840.0	85.0
2009-06-21 18:00:00	CL	Futures	166.234	166.471	165.855	166.329	513.0
2009-06-21 18:30:00	CL	Futures	166.424	166.424	166.163	166.376	59.0
2009-06-21 19:00:00	CL	Futures	166.258	166.353	166.021	166.116	81.0
2009-06-21 19:30:00	CL	Futures	166.116	166.234	165.903	165.997	123.0
2009-06-21 20:00:00	CL	Futures	165.95	166.045	165.027	165.074	430.0
2009-06-21 20:30:00	CL	Futures	165.074	165.145	164.6	164.766	530.0
2009-06-21 21:00:00	CL	Futures	164.719	164.861	164.482	164.695	346.0
2009-06-21 21:30:00	CL	Futures	164.742	164.956	164.671	164.932	211.0
2009-06-21 22:00:00	CL	Futures	164.884	165.476	164.742	165.287	284.0
2009-06-21 22:30:00	CL	Futures	165.311	165.666	165.192	165.216	215.0
2009-06-21 23:00:00	CL	Futures	165.216	165.24	165.05	165.216	123.0
2009-06-21 23:30:00	CL	Futures	165.145	165.311	165.05	165.169	132.0
2009-06-21 18:00:00	GC	Futures	1324.8	1325.4	1323.4	1324.7	160.0
2009-06-21 18:30:00	GC	Futures	1323.8	1324.7	1323.4	1324.0	72.0

> showing 50 of 372 rows — these rows as CSV

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