PREVIEW / futures_30min / 2009-08-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-02.parquet
  size:    18 KB
  rows:    418

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
2009-08-02 18:00:00	ES	Futures	948.02	951.64	948.02	948.51	8145.0
2009-08-02 18:30:00	ES	Futures	948.26	949.47	947.78	948.99	1179.0
2009-08-02 19:00:00	ES	Futures	949.23	950.92	949.23	950.68	1079.0
2009-08-02 19:30:00	ES	Futures	950.68	950.68	949.71	949.95	1572.0
2009-08-02 20:00:00	ES	Futures	950.19	950.68	947.3	949.47	5047.0
2009-08-02 20:30:00	ES	Futures	949.47	949.47	948.02	948.75	1844.0
2009-08-02 21:00:00	ES	Futures	948.51	949.71	948.26	948.99	1436.0
2009-08-02 21:30:00	ES	Futures	949.23	949.47	948.26	948.51	927.0
2009-08-02 22:00:00	ES	Futures	948.51	949.71	948.02	949.23	1127.0
2009-08-02 22:30:00	ES	Futures	948.99	951.64	948.99	951.4	2020.0
2009-08-02 23:00:00	ES	Futures	951.64	952.61	950.92	952.36	2368.0
2009-08-02 23:30:00	ES	Futures	952.12	952.36	951.64	951.88	723.0
2009-08-02 18:00:00	NQ	Futures	1824.21	1830.48	1824.21	1825.35	630.0
2009-08-02 18:30:00	NQ	Futures	1825.07	1826.49	1823.36	1825.92	199.0
2009-08-02 19:00:00	NQ	Futures	1826.2	1830.48	1825.92	1830.19	180.0
2009-08-02 19:30:00	NQ	Futures	1829.91	1829.91	1828.2	1829.05	70.0
2009-08-02 20:00:00	NQ	Futures	1829.05	1829.05	1823.93	1827.34	392.0
2009-08-02 20:30:00	NQ	Futures	1826.49	1827.06	1825.63	1826.49	257.0
2009-08-02 21:00:00	NQ	Futures	1826.77	1828.2	1825.92	1826.77	118.0
2009-08-02 21:30:00	NQ	Futures	1826.77	1826.77	1826.2	1826.49	38.0
2009-08-02 22:00:00	NQ	Futures	1826.49	1828.48	1825.07	1827.63	138.0
2009-08-02 22:30:00	NQ	Futures	1827.34	1831.62	1827.34	1831.33	204.0
2009-08-02 23:00:00	NQ	Futures	1831.33	1832.76	1830.19	1832.76	186.0
2009-08-02 23:30:00	NQ	Futures	1832.47	1833.32	1831.9	1832.19	91.0
2009-08-02 18:00:00	YM	Futures	8414.2	8449.3	8413.3	8427.2	276.0
2009-08-02 18:30:00	YM	Futures	8426.2	8435.5	8422.5	8430.9	73.0
2009-08-02 19:00:00	YM	Futures	8429.0	8446.6	8429.0	8443.8	50.0
2009-08-02 19:30:00	YM	Futures	8443.8	8443.8	8439.2	8440.1	69.0
2009-08-02 20:00:00	YM	Futures	8439.2	8442.0	8420.7	8433.6	251.0
2009-08-02 20:30:00	YM	Futures	8434.6	8434.6	8425.3	8429.9	71.0
2009-08-02 21:00:00	YM	Futures	8429.9	8436.4	8427.2	8433.6	57.0
2009-08-02 21:30:00	YM	Futures	8434.6	8434.6	8426.2	8426.2	31.0
2009-08-02 22:00:00	YM	Futures	8428.1	8438.3	8424.4	8432.7	140.0
2009-08-02 22:30:00	YM	Futures	8438.3	8454.0	8436.4	8452.1	165.0
2009-08-02 23:00:00	YM	Futures	8454.0	8462.3	8448.4	8456.7	133.0
2009-08-02 23:30:00	YM	Futures	8457.7	8457.7	8452.1	8455.8	100.0
2009-08-02 18:00:00	CL	Futures	161.8	162.26	161.33	161.42	535.0
2009-08-02 18:30:00	CL	Futures	161.4	162.24	161.31	162.1	494.0
2009-08-02 19:00:00	CL	Futures	162.08	162.68	161.94	162.43	622.0
2009-08-02 19:30:00	CL	Futures	162.5	162.8	162.4	162.4	337.0
2009-08-02 20:00:00	CL	Futures	162.43	162.8	162.22	162.75	930.0
2009-08-02 20:30:00	CL	Futures	162.75	162.85	162.1	162.45	1095.0
2009-08-02 21:00:00	CL	Futures	162.47	162.71	162.45	162.52	448.0
2009-08-02 21:30:00	CL	Futures	162.5	162.64	162.45	162.47	578.0
2009-08-02 22:00:00	CL	Futures	162.45	162.73	162.33	162.59	621.0
2009-08-02 22:30:00	CL	Futures	162.59	163.41	162.57	163.03	1159.0
2009-08-02 23:00:00	CL	Futures	163.06	163.69	163.01	163.55	798.0
2009-08-02 23:30:00	CL	Futures	163.55	163.8	163.41	163.52	847.0
2009-08-02 18:00:00	GC	Futures	1347.3	1350.0	1347.1	1349.0	357.0
2009-08-02 18:30:00	GC	Futures	1348.6	1349.3	1348.0	1348.6	85.0

> showing 50 of 418 rows — these rows as CSV

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