PREVIEW / futures_30min / 2009-08-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-16.parquet
  size:    17 KB
  rows:    400

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
2009-08-16 18:00:00	ES	Futures	968.76	968.76	967.07	967.8	5416.0
2009-08-16 18:30:00	ES	Futures	967.56	968.04	967.32	967.8	1395.0
2009-08-16 19:00:00	ES	Futures	967.8	967.8	966.59	967.56	1590.0
2009-08-16 19:30:00	ES	Futures	967.56	967.8	967.32	967.56	1354.0
2009-08-16 20:00:00	ES	Futures	967.56	967.56	966.11	966.35	3206.0
2009-08-16 20:30:00	ES	Futures	966.59	966.59	965.15	965.39	3684.0
2009-08-16 21:00:00	ES	Futures	965.39	965.63	964.18	964.18	4396.0
2009-08-16 21:30:00	ES	Futures	964.42	964.66	963.94	964.18	2289.0
2009-08-16 22:00:00	ES	Futures	964.18	964.66	963.94	964.66	3090.0
2009-08-16 22:30:00	ES	Futures	964.66	964.66	963.22	963.22	4059.0
2009-08-16 23:00:00	ES	Futures	963.22	963.7	962.98	963.22	1859.0
2009-08-16 23:30:00	ES	Futures	963.22	963.7	962.73	962.73	1777.0
2009-08-16 18:00:00	NQ	Futures	1836.74	1837.03	1833.32	1834.46	527.0
2009-08-16 18:30:00	NQ	Futures	1834.46	1835.6	1834.46	1835.32	59.0
2009-08-16 19:00:00	NQ	Futures	1834.75	1834.75	1832.19	1833.89	172.0
2009-08-16 19:30:00	NQ	Futures	1834.46	1835.32	1833.89	1834.46	85.0
2009-08-16 20:00:00	NQ	Futures	1834.46	1834.75	1831.62	1831.9	437.0
2009-08-16 20:30:00	NQ	Futures	1832.19	1832.47	1829.91	1830.19	281.0
2009-08-16 21:00:00	NQ	Futures	1830.19	1830.48	1828.77	1828.77	288.0
2009-08-16 21:30:00	NQ	Futures	1829.34	1829.91	1828.48	1829.34	119.0
2009-08-16 22:00:00	NQ	Futures	1829.05	1830.19	1828.48	1829.34	98.0
2009-08-16 22:30:00	NQ	Futures	1829.34	1829.91	1827.34	1827.34	338.0
2009-08-16 23:00:00	NQ	Futures	1827.34	1827.63	1826.77	1827.06	85.0
2009-08-16 23:30:00	NQ	Futures	1827.34	1827.91	1826.2	1826.49	188.0
2009-08-16 18:00:00	YM	Futures	8603.8	8604.7	8591.7	8593.6	344.0
2009-08-16 18:30:00	YM	Futures	8594.5	8597.3	8593.6	8595.4	49.0
2009-08-16 19:00:00	YM	Futures	8597.3	8597.3	8587.1	8591.7	71.0
2009-08-16 19:30:00	YM	Futures	8593.6	8596.4	8590.8	8593.6	90.0
2009-08-16 20:00:00	YM	Futures	8591.7	8591.7	8582.5	8583.4	167.0
2009-08-16 20:30:00	YM	Futures	8583.4	8584.3	8573.2	8573.2	133.0
2009-08-16 21:00:00	YM	Futures	8576.0	8576.9	8567.7	8567.7	287.0
2009-08-16 21:30:00	YM	Futures	8567.7	8568.6	8563.1	8565.9	198.0
2009-08-16 22:00:00	YM	Futures	8566.8	8570.5	8562.2	8570.5	97.0
2009-08-16 22:30:00	YM	Futures	8570.5	8570.5	8558.5	8559.4	218.0
2009-08-16 23:00:00	YM	Futures	8559.4	8563.1	8557.5	8557.5	96.0
2009-08-16 23:30:00	YM	Futures	8557.5	8562.2	8555.7	8555.7	58.0
2009-08-16 18:00:00	CL	Futures	158.32	158.51	157.67	157.87	186.0
2009-08-16 18:30:00	CL	Futures	158.05	158.28	158.01	158.19	23.0
2009-08-16 19:00:00	CL	Futures	158.23	158.3	157.83	157.83	34.0
2009-08-16 19:30:00	CL	Futures	157.85	158.07	157.85	157.92	53.0
2009-08-16 20:00:00	CL	Futures	157.87	157.87	157.3	157.3	172.0
2009-08-16 20:30:00	CL	Futures	157.37	157.37	156.89	157.01	204.0
2009-08-16 21:00:00	CL	Futures	156.98	157.12	156.85	156.96	155.0
2009-08-16 21:30:00	CL	Futures	156.96	157.01	156.8	157.01	134.0
2009-08-16 22:00:00	CL	Futures	156.94	157.42	156.83	157.39	214.0
2009-08-16 22:30:00	CL	Futures	157.39	157.39	156.8	156.87	86.0
2009-08-16 23:00:00	CL	Futures	156.94	157.19	156.94	157.1	39.0
2009-08-16 23:30:00	CL	Futures	157.12	157.19	156.89	156.96	46.0
2009-08-16 18:00:00	GC	Futures	1339.9	1340.1	1338.9	1339.6	109.0
2009-08-16 18:30:00	GC	Futures	1339.3	1340.3	1339.0	1339.7	72.0

> showing 50 of 400 rows — these rows as CSV

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