PREVIEW / futures_30min / 2009-06-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-06-28.parquet
  size:    16 KB
  rows:    377

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
2009-06-28 18:00:00	ES	Futures	880.74	881.7	878.81	880.26	3006.0
2009-06-28 18:30:00	ES	Futures	880.26	880.26	879.05	879.29	786.0
2009-06-28 19:00:00	ES	Futures	879.29	880.5	878.81	880.01	1673.0
2009-06-28 19:30:00	ES	Futures	880.01	880.26	879.29	879.53	731.0
2009-06-28 20:00:00	ES	Futures	879.77	880.01	878.57	880.01	1244.0
2009-06-28 20:30:00	ES	Futures	880.26	880.26	879.05	879.29	1693.0
2009-06-28 21:00:00	ES	Futures	879.53	880.01	879.29	879.29	800.0
2009-06-28 21:30:00	ES	Futures	879.53	880.26	879.29	879.77	721.0
2009-06-28 22:00:00	ES	Futures	879.77	879.77	878.81	878.81	725.0
2009-06-28 22:30:00	ES	Futures	879.29	879.53	879.05	879.29	914.0
2009-06-28 23:00:00	ES	Futures	879.53	879.53	879.05	879.29	366.0
2009-06-28 23:30:00	ES	Futures	879.53	879.53	879.29	879.29	302.0
2009-06-28 18:00:00	NQ	Futures	1681.52	1681.52	1677.53	1679.24	135.0
2009-06-28 18:30:00	NQ	Futures	1678.96	1679.24	1678.1	1678.39	19.0
2009-06-28 19:00:00	NQ	Futures	1677.82	1679.81	1676.96	1679.53	34.0
2009-06-28 19:30:00	NQ	Futures	1679.81	1680.1	1678.67	1679.24	49.0
2009-06-28 20:00:00	NQ	Futures	1679.24	1679.81	1677.53	1679.53	84.0
2009-06-28 20:30:00	NQ	Futures	1679.81	1680.67	1678.1	1678.39	124.0
2009-06-28 21:00:00	NQ	Futures	1678.39	1679.81	1678.39	1678.67	31.0
2009-06-28 21:30:00	NQ	Futures	1678.96	1680.67	1678.96	1680.1	75.0
2009-06-28 22:00:00	NQ	Futures	1678.67	1679.53	1677.25	1677.25	35.0
2009-06-28 22:30:00	NQ	Futures	1678.1	1678.67	1677.53	1677.53	18.0
2009-06-28 23:00:00	NQ	Futures	1678.1	1678.67	1678.1	1678.67	4.0
2009-06-28 23:30:00	NQ	Futures	1678.39	1678.96	1678.39	1678.67	53.0
2009-06-28 18:00:00	YM	Futures	7740.1	7741.1	7718.9	7724.4	133.0
2009-06-28 18:30:00	YM	Futures	7727.2	7730.9	7721.7	7724.4	36.0
2009-06-28 19:00:00	YM	Futures	7724.4	7731.8	7719.8	7725.4	23.0
2009-06-28 19:30:00	YM	Futures	7729.1	7730.0	7725.4	7730.0	37.0
2009-06-28 20:00:00	YM	Futures	7728.1	7730.0	7719.8	7730.0	79.0
2009-06-28 20:30:00	YM	Futures	7730.9	7733.7	7723.5	7725.4	162.0
2009-06-28 21:00:00	YM	Futures	7726.3	7731.8	7725.4	7725.4	54.0
2009-06-28 21:30:00	YM	Futures	7728.1	7732.8	7727.2	7727.2	43.0
2009-06-28 22:00:00	YM	Futures	7728.1	7731.8	7726.3	7726.3	140.0
2009-06-28 22:30:00	YM	Futures	7728.1	7729.1	7725.4	7725.4	20.0
2009-06-28 23:00:00	YM	Futures	7726.3	7729.1	7724.4	7727.2	19.0
2009-06-28 23:30:00	YM	Futures	7726.3	7730.0	7726.3	7728.1	19.0
2009-06-28 18:00:00	CL	Futures	163.985	164.245	163.251	163.535	297.0
2009-06-28 18:30:00	CL	Futures	163.606	163.819	163.464	163.748	107.0
2009-06-28 19:00:00	CL	Futures	163.748	163.795	163.558	163.653	75.0
2009-06-28 19:30:00	CL	Futures	163.653	163.748	163.061	163.369	144.0
2009-06-28 20:00:00	CL	Futures	163.322	163.629	163.298	163.345	199.0
2009-06-28 20:30:00	CL	Futures	163.345	163.7	163.345	163.416	172.0
2009-06-28 21:00:00	CL	Futures	163.44	163.44	162.445	162.516	568.0
2009-06-28 21:30:00	CL	Futures	162.469	162.493	161.877	162.067	655.0
2009-06-28 22:00:00	CL	Futures	162.138	162.611	162.138	162.445	137.0
2009-06-28 22:30:00	CL	Futures	162.469	162.54	162.232	162.327	138.0
2009-06-28 23:00:00	CL	Futures	162.28	162.848	162.209	162.588	144.0
2009-06-28 23:30:00	CL	Futures	162.611	163.061	162.611	162.99	97.0
2009-06-28 18:00:00	GC	Futures	1332.7	1333.0	1322.7	1328.8	753.0
2009-06-28 18:30:00	GC	Futures	1328.9	1328.9	1326.7	1327.2	168.0

> showing 50 of 377 rows — these rows as CSV

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