PREVIEW / futures_30min / 2009-07-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-05.parquet
  size:    17 KB
  rows:    393

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
2009-07-05 18:00:00	ES	Futures	860.48	862.17	857.83	858.31	6934.0
2009-07-05 18:30:00	ES	Futures	858.31	859.03	857.59	858.31	2137.0
2009-07-05 19:00:00	ES	Futures	858.07	858.79	857.83	858.31	722.0
2009-07-05 19:30:00	ES	Futures	858.31	858.55	857.1	857.59	2241.0
2009-07-05 20:00:00	ES	Futures	857.59	858.31	857.59	858.31	816.0
2009-07-05 20:30:00	ES	Futures	858.31	858.79	857.59	858.79	1810.0
2009-07-05 21:00:00	ES	Futures	858.79	859.52	858.55	858.55	1636.0
2009-07-05 21:30:00	ES	Futures	858.79	858.79	853.73	854.69	6177.0
2009-07-05 22:00:00	ES	Futures	854.69	855.42	853.73	853.97	2786.0
2009-07-05 22:30:00	ES	Futures	853.73	855.66	852.76	855.17	3881.0
2009-07-05 23:00:00	ES	Futures	855.17	856.38	854.21	854.45	2187.0
2009-07-05 23:30:00	ES	Futures	854.69	855.66	854.21	854.93	1699.0
2009-07-05 18:00:00	NQ	Futures	1643.64	1645.35	1637.09	1637.38	659.0
2009-07-05 18:30:00	NQ	Futures	1637.38	1638.8	1637.09	1637.09	129.0
2009-07-05 19:00:00	NQ	Futures	1637.38	1639.37	1637.38	1637.94	24.0
2009-07-05 19:30:00	NQ	Futures	1637.38	1638.23	1635.95	1636.81	187.0
2009-07-05 20:00:00	NQ	Futures	1637.09	1638.23	1637.09	1637.94	208.0
2009-07-05 20:30:00	NQ	Futures	1638.23	1639.08	1637.38	1638.8	103.0
2009-07-05 21:00:00	NQ	Futures	1639.37	1640.22	1638.51	1639.08	104.0
2009-07-05 21:30:00	NQ	Futures	1638.8	1638.8	1629.69	1632.25	596.0
2009-07-05 22:00:00	NQ	Futures	1632.82	1633.67	1630.54	1631.11	182.0
2009-07-05 22:30:00	NQ	Futures	1630.82	1633.39	1629.12	1632.82	266.0
2009-07-05 23:00:00	NQ	Futures	1632.53	1633.96	1630.82	1631.39	176.0
2009-07-05 23:30:00	NQ	Futures	1630.54	1632.53	1629.69	1630.82	84.0
2009-07-05 18:00:00	YM	Futures	7609.8	7619.0	7591.3	7592.2	231.0
2009-07-05 18:30:00	YM	Futures	7592.2	7597.8	7584.8	7590.4	175.0
2009-07-05 19:00:00	YM	Futures	7590.4	7595.9	7588.5	7589.4	43.0
2009-07-05 19:30:00	YM	Futures	7589.4	7594.1	7584.8	7584.8	110.0
2009-07-05 20:00:00	YM	Futures	7587.6	7592.2	7586.7	7591.3	73.0
2009-07-05 20:30:00	YM	Futures	7592.2	7594.1	7587.6	7594.1	88.0
2009-07-05 21:00:00	YM	Futures	7594.1	7597.8	7592.2	7595.9	66.0
2009-07-05 21:30:00	YM	Futures	7592.2	7593.1	7558.9	7564.5	702.0
2009-07-05 22:00:00	YM	Futures	7565.4	7569.1	7558.9	7558.9	170.0
2009-07-05 22:30:00	YM	Futures	7558.9	7572.8	7551.5	7569.1	246.0
2009-07-05 23:00:00	YM	Futures	7565.4	7576.5	7563.5	7564.5	159.0
2009-07-05 23:30:00	YM	Futures	7565.4	7570.9	7559.8	7567.2	197.0
2009-07-05 18:00:00	CL	Futures	155.199	155.46	154.063	154.465	888.0
2009-07-05 18:30:00	CL	Futures	154.536	154.82	154.394	154.726	461.0
2009-07-05 19:00:00	CL	Futures	154.631	155.081	154.56	154.749	148.0
2009-07-05 19:30:00	CL	Futures	154.797	154.844	154.607	154.631	215.0
2009-07-05 20:00:00	CL	Futures	154.702	154.702	154.086	154.11	493.0
2009-07-05 20:30:00	CL	Futures	154.157	154.371	153.755	154.252	618.0
2009-07-05 21:00:00	CL	Futures	154.276	154.489	154.228	154.276	194.0
2009-07-05 21:30:00	CL	Futures	154.276	154.347	153.873	154.063	335.0
2009-07-05 22:00:00	CL	Futures	154.039	154.11	153.092	153.376	1145.0
2009-07-05 22:30:00	CL	Futures	153.352	154.039	153.234	153.802	667.0
2009-07-05 23:00:00	CL	Futures	153.802	154.299	153.755	153.944	252.0
2009-07-05 23:30:00	CL	Futures	153.992	154.252	153.779	154.134	227.0
2009-07-05 18:00:00	GC	Futures	1320.4	1320.8	1319.4	1320.1	110.0
2009-07-05 18:30:00	GC	Futures	1320.1	1320.1	1316.6	1317.4	280.0

> showing 50 of 393 rows — these rows as CSV

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