PREVIEW / futures_30min / 2009-07-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-03.parquet
  size:    34 KB
  rows:    1,148

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
2009-07-03 00:00:00	ES	Futures	861.93	863.61	861.44	863.37	1174.0
2009-07-03 00:30:00	ES	Futures	863.37	863.86	862.89	863.86	1555.0
2009-07-03 01:00:00	ES	Futures	863.86	863.86	863.61	863.61	1194.0
2009-07-03 01:30:00	ES	Futures	863.86	864.1	863.61	863.86	1591.0
2009-07-03 02:00:00	ES	Futures	863.86	865.3	863.86	865.06	3427.0
2009-07-03 02:30:00	ES	Futures	864.82	865.54	864.58	865.3	2714.0
2009-07-03 03:00:00	ES	Futures	865.06	866.03	862.65	864.82	8794.0
2009-07-03 03:30:00	ES	Futures	864.58	865.54	863.13	863.37	4723.0
2009-07-03 04:00:00	ES	Futures	863.37	863.61	860.72	861.93	7297.0
2009-07-03 04:30:00	ES	Futures	861.93	863.86	861.93	863.61	3598.0
2009-07-03 05:00:00	ES	Futures	863.61	864.34	862.41	862.41	2491.0
2009-07-03 05:30:00	ES	Futures	862.41	863.37	862.41	862.89	2145.0
2009-07-03 06:00:00	ES	Futures	862.89	863.61	861.93	862.89	2032.0
2009-07-03 06:30:00	ES	Futures	862.89	863.13	860.96	862.89	3132.0
2009-07-03 07:00:00	ES	Futures	862.89	863.61	862.65	863.37	1350.0
2009-07-03 07:30:00	ES	Futures	863.37	864.82	863.13	864.1	2521.0
2009-07-03 08:00:00	ES	Futures	864.1	865.79	864.1	864.58	3770.0
2009-07-03 08:30:00	ES	Futures	864.58	865.54	864.34	864.58	1871.0
2009-07-03 09:00:00	ES	Futures	864.58	865.06	864.1	864.34	1400.0
2009-07-03 09:30:00	ES	Futures	864.82	864.82	863.61	864.1	1640.0
2009-07-03 10:00:00	ES	Futures	863.86	864.34	862.89	863.13	3723.0
2009-07-03 10:30:00	ES	Futures	863.13	863.61	862.65	863.13	2511.0
2009-07-03 11:00:00	ES	Futures	863.37	863.86	861.2	861.93	5988.0
2009-07-03 00:00:00	NQ	Futures	1645.92	1648.48	1645.63	1648.48	36.0
2009-07-03 00:30:00	NQ	Futures	1648.48	1649.05	1648.2	1648.77	66.0
2009-07-03 01:00:00	NQ	Futures	1648.77	1649.05	1648.77	1648.77	28.0
2009-07-03 01:30:00	NQ	Futures	1648.77	1649.34	1648.2	1648.77	138.0
2009-07-03 02:00:00	NQ	Futures	1649.05	1651.05	1649.05	1650.76	217.0
2009-07-03 02:30:00	NQ	Futures	1650.76	1651.62	1650.48	1651.33	186.0
2009-07-03 03:00:00	NQ	Futures	1651.62	1652.19	1647.91	1650.19	762.0
2009-07-03 03:30:00	NQ	Futures	1650.48	1651.9	1647.63	1647.91	600.0
2009-07-03 04:00:00	NQ	Futures	1647.91	1648.48	1642.79	1644.21	960.0
2009-07-03 04:30:00	NQ	Futures	1644.5	1647.63	1643.64	1646.49	507.0
2009-07-03 05:00:00	NQ	Futures	1646.49	1647.91	1645.35	1645.92	234.0
2009-07-03 05:30:00	NQ	Futures	1645.07	1645.63	1643.93	1645.07	253.0
2009-07-03 06:00:00	NQ	Futures	1645.07	1646.2	1643.07	1644.78	360.0
2009-07-03 06:30:00	NQ	Futures	1645.07	1645.07	1641.36	1644.5	208.0
2009-07-03 07:00:00	NQ	Futures	1645.07	1646.49	1644.78	1645.92	128.0
2009-07-03 07:30:00	NQ	Futures	1645.92	1648.2	1645.35	1647.34	295.0
2009-07-03 08:00:00	NQ	Futures	1647.34	1650.48	1647.34	1648.48	546.0
2009-07-03 08:30:00	NQ	Futures	1648.77	1650.48	1648.2	1649.05	205.0
2009-07-03 09:00:00	NQ	Futures	1648.77	1650.19	1648.2	1649.05	137.0
2009-07-03 09:30:00	NQ	Futures	1648.77	1649.05	1647.34	1647.91	115.0
2009-07-03 10:00:00	NQ	Futures	1647.91	1649.05	1645.92	1645.92	170.0
2009-07-03 10:30:00	NQ	Futures	1646.49	1647.06	1645.63	1646.2	229.0
2009-07-03 11:00:00	NQ	Futures	1646.49	1647.34	1643.07	1644.21	467.0
2009-07-03 00:00:00	YM	Futures	7621.8	7632.9	7619.9	7632.9	92.0
2009-07-03 00:30:00	YM	Futures	7632.9	7634.7	7631.0	7632.9	106.0
2009-07-03 01:00:00	YM	Futures	7632.9	7635.7	7630.1	7631.0	123.0
2009-07-03 01:30:00	YM	Futures	7631.0	7632.9	7629.2	7632.0	91.0

> showing 50 of 1,148 rows — these rows as CSV

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