PREVIEW / futures_30min / 2009-08-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-09.parquet
  size:    18 KB
  rows:    423

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
2009-08-09 18:00:00	ES	Futures	970.21	970.93	968.52	969.49	5457.0
2009-08-09 18:30:00	ES	Futures	969.49	969.73	968.28	969.25	1812.0
2009-08-09 19:00:00	ES	Futures	969.25	969.49	968.28	968.52	1123.0
2009-08-09 19:30:00	ES	Futures	968.76	970.69	968.28	969.49	2672.0
2009-08-09 20:00:00	ES	Futures	969.49	970.93	969.0	969.49	2094.0
2009-08-09 20:30:00	ES	Futures	969.49	970.93	969.25	970.45	2815.0
2009-08-09 21:00:00	ES	Futures	970.45	970.93	969.73	970.69	945.0
2009-08-09 21:30:00	ES	Futures	970.93	972.14	970.45	970.69	2479.0
2009-08-09 22:00:00	ES	Futures	970.69	971.66	970.45	971.17	1014.0
2009-08-09 22:30:00	ES	Futures	971.42	971.9	971.17	971.66	479.0
2009-08-09 23:00:00	ES	Futures	971.66	971.9	970.45	970.45	829.0
2009-08-09 23:30:00	ES	Futures	970.45	970.93	969.49	969.97	1126.0
2009-08-09 18:00:00	NQ	Futures	1844.43	1844.72	1839.88	1841.58	306.0
2009-08-09 18:30:00	NQ	Futures	1842.15	1842.44	1840.16	1841.3	72.0
2009-08-09 19:00:00	NQ	Futures	1841.3	1841.3	1839.02	1840.44	105.0
2009-08-09 19:30:00	NQ	Futures	1840.16	1843.86	1839.59	1840.73	378.0
2009-08-09 20:00:00	NQ	Futures	1840.73	1843.58	1840.16	1840.73	221.0
2009-08-09 20:30:00	NQ	Futures	1841.01	1843.58	1841.01	1842.72	188.0
2009-08-09 21:00:00	NQ	Futures	1842.72	1843.29	1841.01	1843.29	174.0
2009-08-09 21:30:00	NQ	Futures	1843.29	1845.29	1842.44	1843.29	177.0
2009-08-09 22:00:00	NQ	Futures	1843.58	1845.0	1843.01	1844.15	52.0
2009-08-09 22:30:00	NQ	Futures	1844.15	1844.72	1843.58	1844.43	22.0
2009-08-09 23:00:00	NQ	Futures	1844.43	1845.0	1842.44	1842.44	68.0
2009-08-09 23:30:00	NQ	Futures	1842.15	1843.29	1841.01	1841.58	93.0
2009-08-09 18:00:00	YM	Futures	8618.6	8624.1	8603.8	8611.2	254.0
2009-08-09 18:30:00	YM	Futures	8612.1	8614.9	8606.5	8611.2	61.0
2009-08-09 19:00:00	YM	Futures	8610.2	8612.1	8604.7	8605.6	99.0
2009-08-09 19:30:00	YM	Futures	8605.6	8622.3	8603.8	8613.9	266.0
2009-08-09 20:00:00	YM	Futures	8613.0	8622.3	8612.1	8614.9	145.0
2009-08-09 20:30:00	YM	Futures	8614.9	8625.0	8612.1	8624.1	85.0
2009-08-09 21:00:00	YM	Futures	8623.2	8627.8	8615.8	8626.0	73.0
2009-08-09 21:30:00	YM	Futures	8626.9	8636.1	8624.1	8624.1	149.0
2009-08-09 22:00:00	YM	Futures	8624.1	8630.6	8623.2	8629.7	99.0
2009-08-09 22:30:00	YM	Futures	8629.7	8631.5	8628.7	8630.6	11.0
2009-08-09 23:00:00	YM	Futures	8630.6	8634.3	8623.2	8624.1	138.0
2009-08-09 23:30:00	YM	Futures	8622.3	8625.0	8615.8	8617.6	123.0
2009-08-09 18:00:00	CL	Futures	164.99	164.99	164.18	164.46	350.0
2009-08-09 18:30:00	CL	Futures	164.43	164.53	164.25	164.5	74.0
2009-08-09 19:00:00	CL	Futures	164.46	164.81	164.43	164.64	81.0
2009-08-09 19:30:00	CL	Futures	164.64	164.74	164.48	164.64	117.0
2009-08-09 20:00:00	CL	Futures	164.71	164.78	164.53	164.57	136.0
2009-08-09 20:30:00	CL	Futures	164.62	164.69	164.32	164.6	174.0
2009-08-09 21:00:00	CL	Futures	164.6	164.83	164.39	164.83	154.0
2009-08-09 21:30:00	CL	Futures	164.81	165.3	164.76	164.99	289.0
2009-08-09 22:00:00	CL	Futures	164.97	165.35	164.97	165.3	166.0
2009-08-09 22:30:00	CL	Futures	165.25	165.42	165.18	165.39	89.0
2009-08-09 23:00:00	CL	Futures	165.37	166.0	165.23	165.7	475.0
2009-08-09 23:30:00	CL	Futures	165.72	165.98	165.67	165.95	121.0
2009-08-09 18:00:00	GC	Futures	1350.3	1351.4	1349.6	1349.9	414.0
2009-08-09 18:30:00	GC	Futures	1350.6	1351.3	1349.7	1350.7	105.0

> showing 50 of 423 rows — these rows as CSV

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