PREVIEW / futures_30min / 2009-07-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-12.parquet
  size:    18 KB
  rows:    416

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
2009-07-12 18:00:00	ES	Futures	843.84	845.05	843.12	845.05	2351.0
2009-07-12 18:30:00	ES	Futures	844.8	846.25	844.8	845.53	1376.0
2009-07-12 19:00:00	ES	Futures	845.53	846.25	845.29	845.53	739.0
2009-07-12 19:30:00	ES	Futures	845.53	845.77	844.56	845.53	734.0
2009-07-12 20:00:00	ES	Futures	845.53	846.49	845.53	846.25	2752.0
2009-07-12 20:30:00	ES	Futures	846.49	846.49	845.53	846.25	1843.0
2009-07-12 21:00:00	ES	Futures	846.25	846.49	844.56	844.56	1466.0
2009-07-12 21:30:00	ES	Futures	844.56	844.8	841.43	841.67	4121.0
2009-07-12 22:00:00	ES	Futures	841.43	841.91	839.5	840.7	4529.0
2009-07-12 22:30:00	ES	Futures	840.95	840.95	838.05	838.77	3697.0
2009-07-12 23:00:00	ES	Futures	839.02	840.46	837.81	839.26	3882.0
2009-07-12 23:30:00	ES	Futures	839.02	839.5	837.81	838.29	1829.0
2009-07-12 18:00:00	NQ	Futures	1616.01	1616.01	1612.31	1616.01	235.0
2009-07-12 18:30:00	NQ	Futures	1616.58	1618.86	1616.58	1617.15	142.0
2009-07-12 19:00:00	NQ	Futures	1617.15	1618.58	1616.87	1617.44	24.0
2009-07-12 19:30:00	NQ	Futures	1617.44	1617.72	1616.01	1617.15	72.0
2009-07-12 20:00:00	NQ	Futures	1616.58	1619.43	1616.58	1617.72	84.0
2009-07-12 20:30:00	NQ	Futures	1617.44	1618.58	1617.15	1618.29	85.0
2009-07-12 21:00:00	NQ	Futures	1618.01	1618.01	1615.44	1615.44	102.0
2009-07-12 21:30:00	NQ	Futures	1615.44	1615.44	1609.18	1609.18	251.0
2009-07-12 22:00:00	NQ	Futures	1609.46	1609.46	1605.48	1607.19	348.0
2009-07-12 22:30:00	NQ	Futures	1607.47	1607.75	1603.2	1603.48	199.0
2009-07-12 23:00:00	NQ	Futures	1603.77	1606.62	1602.34	1605.48	210.0
2009-07-12 23:30:00	NQ	Futures	1605.19	1606.05	1604.62	1604.62	239.0
2009-07-12 18:00:00	YM	Futures	7476.6	7486.8	7474.8	7486.8	117.0
2009-07-12 18:30:00	YM	Futures	7487.7	7501.6	7487.7	7497.0	67.0
2009-07-12 19:00:00	YM	Futures	7496.0	7498.8	7492.3	7492.3	23.0
2009-07-12 19:30:00	YM	Futures	7490.5	7494.2	7487.7	7493.3	25.0
2009-07-12 20:00:00	YM	Futures	7493.3	7502.5	7493.3	7500.7	91.0
2009-07-12 20:30:00	YM	Futures	7499.7	7502.5	7496.0	7498.8	112.0
2009-07-12 21:00:00	YM	Futures	7499.7	7500.7	7485.9	7485.9	84.0
2009-07-12 21:30:00	YM	Futures	7485.9	7485.9	7462.8	7462.8	239.0
2009-07-12 22:00:00	YM	Futures	7463.7	7463.7	7448.9	7455.4	237.0
2009-07-12 22:30:00	YM	Futures	7455.4	7457.2	7436.9	7442.4	171.0
2009-07-12 23:00:00	YM	Futures	7441.5	7453.5	7435.9	7447.0	253.0
2009-07-12 23:30:00	YM	Futures	7447.0	7447.0	7435.9	7438.7	186.0
2009-07-12 18:00:00	CL	Futures	141.749	142.033	141.157	141.749	433.0
2009-07-12 18:30:00	CL	Futures	141.82	142.436	141.749	142.246	445.0
2009-07-12 19:00:00	CL	Futures	142.246	142.554	142.081	142.317	309.0
2009-07-12 19:30:00	CL	Futures	142.317	142.317	141.844	141.986	102.0
2009-07-12 20:00:00	CL	Futures	142.01	142.341	141.867	142.057	160.0
2009-07-12 20:30:00	CL	Futures	142.057	142.459	142.01	142.459	123.0
2009-07-12 21:00:00	CL	Futures	142.483	142.673	142.27	142.459	422.0
2009-07-12 21:30:00	CL	Futures	142.459	142.483	142.033	142.057	284.0
2009-07-12 22:00:00	CL	Futures	142.081	142.081	141.323	141.938	440.0
2009-07-12 22:30:00	CL	Futures	141.938	142.057	141.323	141.346	169.0
2009-07-12 23:00:00	CL	Futures	141.323	141.441	140.897	140.968	411.0
2009-07-12 23:30:00	CL	Futures	140.944	140.944	140.352	140.541	539.0
2009-07-12 18:00:00	GC	Futures	1292.5	1292.5	1290.8	1291.4	129.0
2009-07-12 18:30:00	GC	Futures	1291.8	1295.6	1291.5	1294.9	201.0

> showing 50 of 416 rows — these rows as CSV

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