PREVIEW / futures_30min / 2009-07-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-26.parquet
  size:    17 KB
  rows:    404

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
2009-07-26 18:00:00	ES	Futures	942.48	942.48	939.82	939.82	5704.0
2009-07-26 18:30:00	ES	Futures	940.06	940.55	939.34	940.55	1705.0
2009-07-26 19:00:00	ES	Futures	940.55	940.79	939.58	940.79	1049.0
2009-07-26 19:30:00	ES	Futures	940.79	940.79	939.82	940.79	1053.0
2009-07-26 20:00:00	ES	Futures	940.55	942.23	940.31	941.75	2018.0
2009-07-26 20:30:00	ES	Futures	941.75	943.44	941.75	942.48	2537.0
2009-07-26 21:00:00	ES	Futures	942.72	943.44	942.23	942.23	1378.0
2009-07-26 21:30:00	ES	Futures	942.23	943.2	941.99	942.96	1360.0
2009-07-26 22:00:00	ES	Futures	942.72	942.96	941.75	942.48	1027.0
2009-07-26 22:30:00	ES	Futures	942.72	942.72	941.99	942.72	425.0
2009-07-26 23:00:00	ES	Futures	942.48	943.92	942.23	943.68	1425.0
2009-07-26 23:30:00	ES	Futures	943.68	945.85	943.68	945.85	4930.0
2009-07-26 18:00:00	NQ	Futures	1819.65	1819.65	1814.24	1815.38	431.0
2009-07-26 18:30:00	NQ	Futures	1814.53	1816.24	1813.96	1816.24	103.0
2009-07-26 19:00:00	NQ	Futures	1815.95	1816.24	1814.24	1815.95	105.0
2009-07-26 19:30:00	NQ	Futures	1816.24	1816.81	1814.81	1816.81	86.0
2009-07-26 20:00:00	NQ	Futures	1815.95	1819.37	1815.95	1819.08	65.0
2009-07-26 20:30:00	NQ	Futures	1819.37	1821.36	1818.23	1819.94	285.0
2009-07-26 21:00:00	NQ	Futures	1820.22	1821.08	1818.8	1818.8	70.0
2009-07-26 21:30:00	NQ	Futures	1819.08	1821.65	1819.08	1820.22	124.0
2009-07-26 22:00:00	NQ	Futures	1820.22	1820.51	1818.8	1820.51	164.0
2009-07-26 22:30:00	NQ	Futures	1820.51	1820.51	1819.37	1819.94	25.0
2009-07-26 23:00:00	NQ	Futures	1820.22	1822.22	1819.37	1821.93	95.0
2009-07-26 23:30:00	NQ	Futures	1822.22	1826.2	1821.93	1825.63	310.0
2009-07-26 18:00:00	YM	Futures	8368.9	8374.5	8350.4	8351.3	254.0
2009-07-26 18:30:00	YM	Futures	8351.3	8354.1	8346.7	8353.2	115.0
2009-07-26 19:00:00	YM	Futures	8354.1	8355.0	8349.5	8353.2	129.0
2009-07-26 19:30:00	YM	Futures	8353.2	8354.1	8349.5	8354.1	105.0
2009-07-26 20:00:00	YM	Futures	8354.1	8362.4	8351.3	8362.4	285.0
2009-07-26 20:30:00	YM	Futures	8362.4	8371.7	8362.4	8367.1	514.0
2009-07-26 21:00:00	YM	Futures	8366.1	8371.7	8363.4	8364.3	232.0
2009-07-26 21:30:00	YM	Futures	8363.4	8370.8	8361.5	8367.1	165.0
2009-07-26 22:00:00	YM	Futures	8368.0	8368.9	8358.7	8364.3	323.0
2009-07-26 22:30:00	YM	Futures	8366.1	8367.1	8363.4	8365.2	54.0
2009-07-26 23:00:00	YM	Futures	8367.1	8375.4	8365.2	8375.4	104.0
2009-07-26 23:30:00	YM	Futures	8374.5	8396.6	8374.5	8391.1	348.0
2009-07-26 18:00:00	CL	Futures	158.88	159.11	158.18	158.2	465.0
2009-07-26 18:30:00	CL	Futures	158.27	158.29	158.11	158.2	148.0
2009-07-26 19:00:00	CL	Futures	158.2	158.36	158.15	158.36	125.0
2009-07-26 19:30:00	CL	Futures	158.34	158.39	158.04	158.27	222.0
2009-07-26 20:00:00	CL	Futures	158.25	158.48	158.01	158.48	262.0
2009-07-26 20:30:00	CL	Futures	158.5	159.16	158.5	158.95	436.0
2009-07-26 21:00:00	CL	Futures	159.02	160.28	158.9	159.98	1211.0
2009-07-26 21:30:00	CL	Futures	159.88	160.37	159.88	160.02	746.0
2009-07-26 22:00:00	CL	Futures	160.07	160.07	159.74	159.84	245.0
2009-07-26 22:30:00	CL	Futures	159.84	159.86	159.55	159.65	253.0
2009-07-26 23:00:00	CL	Futures	159.72	160.12	159.72	159.98	177.0
2009-07-26 23:30:00	CL	Futures	159.98	160.37	159.93	160.12	221.0
2009-07-26 18:00:00	GC	Futures	1347.3	1348.2	1346.9	1347.3	118.0
2009-07-26 18:30:00	GC	Futures	1346.8	1346.8	1345.5	1345.9	36.0

> showing 50 of 404 rows — these rows as CSV

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