PREVIEW / futures_30min / 2009-07-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-19.parquet
  size:    18 KB
  rows:    396

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
2009-07-19 18:00:00	ES	Futures	903.89	903.89	902.2	902.44	4181.0
2009-07-19 18:30:00	ES	Futures	902.44	903.41	901.48	901.96	1997.0
2009-07-19 19:00:00	ES	Futures	901.96	901.96	900.75	901.0	1957.0
2009-07-19 19:30:00	ES	Futures	901.24	901.96	901.0	901.48	683.0
2009-07-19 20:00:00	ES	Futures	901.48	902.44	901.24	901.48	1400.0
2009-07-19 20:30:00	ES	Futures	901.72	903.41	901.48	902.68	2108.0
2009-07-19 21:00:00	ES	Futures	902.68	902.92	902.44	902.68	599.0
2009-07-19 21:30:00	ES	Futures	902.68	904.61	902.68	903.17	2340.0
2009-07-19 22:00:00	ES	Futures	903.17	905.82	902.92	905.58	2444.0
2009-07-19 22:30:00	ES	Futures	905.58	906.78	905.58	906.78	2254.0
2009-07-19 23:00:00	ES	Futures	906.54	908.47	906.3	907.75	3929.0
2009-07-19 23:30:00	ES	Futures	907.75	908.23	907.02	907.02	1320.0
2009-07-19 18:00:00	NQ	Futures	1740.48	1741.33	1738.2	1739.05	634.0
2009-07-19 18:30:00	NQ	Futures	1739.05	1740.76	1736.49	1737.34	177.0
2009-07-19 19:00:00	NQ	Futures	1737.34	1737.34	1735.92	1736.2	99.0
2009-07-19 19:30:00	NQ	Futures	1736.2	1738.2	1735.63	1738.2	89.0
2009-07-19 20:00:00	NQ	Futures	1737.63	1739.34	1737.06	1737.34	76.0
2009-07-19 20:30:00	NQ	Futures	1737.63	1741.33	1737.63	1738.77	228.0
2009-07-19 21:00:00	NQ	Futures	1738.77	1740.19	1738.77	1740.19	36.0
2009-07-19 21:30:00	NQ	Futures	1740.19	1745.89	1740.19	1741.33	506.0
2009-07-19 22:00:00	NQ	Futures	1741.62	1746.46	1741.62	1746.46	228.0
2009-07-19 22:30:00	NQ	Futures	1746.46	1748.17	1745.89	1747.6	356.0
2009-07-19 23:00:00	NQ	Futures	1747.6	1751.58	1747.31	1749.31	453.0
2009-07-19 23:30:00	NQ	Futures	1749.88	1750.16	1748.45	1748.45	235.0
2009-07-19 18:00:00	YM	Futures	8038.8	8044.4	8027.7	8032.3	172.0
2009-07-19 18:30:00	YM	Futures	8035.1	8038.8	8025.9	8026.8	45.0
2009-07-19 19:00:00	YM	Futures	8026.8	8027.7	8015.7	8016.6	154.0
2009-07-19 19:30:00	YM	Futures	8016.6	8025.9	8013.8	8025.9	231.0
2009-07-19 20:00:00	YM	Futures	8024.0	8028.6	8022.2	8024.0	63.0
2009-07-19 20:30:00	YM	Futures	8025.9	8035.1	8025.9	8030.5	114.0
2009-07-19 21:00:00	YM	Futures	8032.3	8034.2	8029.6	8032.3	31.0
2009-07-19 21:30:00	YM	Futures	8032.3	8044.4	8032.3	8036.0	121.0
2009-07-19 22:00:00	YM	Futures	8034.2	8057.3	8033.3	8057.3	128.0
2009-07-19 22:30:00	YM	Futures	8058.2	8064.7	8055.5	8064.7	106.0
2009-07-19 23:00:00	YM	Futures	8062.8	8080.4	8059.1	8075.8	322.0
2009-07-19 23:30:00	YM	Futures	8075.8	8076.7	8069.3	8070.2	110.0
2009-07-19 18:00:00	CL	Futures	150.286	150.309	149.889	150.053	114.0
2009-07-19 18:30:00	CL	Futures	150.099	150.753	150.099	150.356	228.0
2009-07-19 19:00:00	CL	Futures	150.426	150.613	150.379	150.543	158.0
2009-07-19 19:30:00	CL	Futures	150.543	150.59	150.286	150.333	33.0
2009-07-19 20:00:00	CL	Futures	150.309	150.356	150.123	150.193	63.0
2009-07-19 20:30:00	CL	Futures	150.216	150.356	150.216	150.356	104.0
2009-07-19 21:00:00	CL	Futures	150.333	151.057	150.309	151.057	178.0
2009-07-19 21:30:00	CL	Futures	151.057	151.64	150.963	151.057	380.0
2009-07-19 22:00:00	CL	Futures	151.08	151.92	150.987	151.897	378.0
2009-07-19 22:30:00	CL	Futures	151.944	151.967	151.71	151.874	165.0
2009-07-19 23:00:00	CL	Futures	151.897	152.037	151.64	151.64	247.0
2009-07-19 23:30:00	CL	Futures	151.64	151.757	151.523	151.64	175.0
2009-07-19 18:00:00	GC	Futures	1329.6	1329.9	1327.5	1328.8	218.0
2009-07-19 18:30:00	GC	Futures	1328.8	1330.5	1328.8	1330.3	161.0

> showing 50 of 396 rows — these rows as CSV

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