PREVIEW / futures_30min / 2009-08-23

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-23.parquet
  size:    16 KB
  rows:    357

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
2009-08-23 18:00:00	ES	Futures	988.78	990.23	988.3	989.74	5695.0
2009-08-23 18:30:00	ES	Futures	989.74	990.71	989.26	989.5	1965.0
2009-08-23 19:00:00	ES	Futures	989.5	990.23	988.78	989.99	1640.0
2009-08-23 19:30:00	ES	Futures	990.23	990.23	988.3	989.02	2457.0
2009-08-23 20:00:00	ES	Futures	989.26	990.71	989.02	990.23	2643.0
2009-08-23 20:30:00	ES	Futures	990.47	995.05	990.23	993.6	14744.0
2009-08-23 21:00:00	ES	Futures	993.84	996.01	993.36	994.81	5598.0
2009-08-23 21:30:00	ES	Futures	995.05	995.05	992.88	993.36	4744.0
2009-08-23 22:00:00	ES	Futures	993.36	994.57	992.88	993.6	3373.0
2009-08-23 22:30:00	ES	Futures	993.84	995.05	993.6	994.81	1777.0
2009-08-23 23:00:00	ES	Futures	994.81	995.05	993.12	993.6	1299.0
2009-08-23 23:30:00	ES	Futures	993.84	995.29	993.84	994.81	1791.0
2009-08-23 18:00:00	NQ	Futures	1862.66	1864.94	1860.67	1864.94	368.0
2009-08-23 18:30:00	NQ	Futures	1864.65	1865.51	1863.51	1863.51	100.0
2009-08-23 19:00:00	NQ	Futures	1863.23	1864.37	1862.09	1864.37	122.0
2009-08-23 19:30:00	NQ	Futures	1864.08	1864.08	1861.24	1862.09	198.0
2009-08-23 20:00:00	NQ	Futures	1862.66	1865.79	1862.66	1864.94	179.0
2009-08-23 20:30:00	NQ	Futures	1864.94	1874.05	1864.94	1871.77	1186.0
2009-08-23 21:00:00	NQ	Futures	1871.77	1877.76	1871.2	1874.05	888.0
2009-08-23 21:30:00	NQ	Futures	1874.05	1874.34	1870.35	1870.92	313.0
2009-08-23 22:00:00	NQ	Futures	1871.2	1872.91	1870.35	1872.06	274.0
2009-08-23 22:30:00	NQ	Futures	1872.06	1874.62	1872.06	1874.34	171.0
2009-08-23 23:00:00	NQ	Futures	1874.34	1874.62	1871.49	1872.63	266.0
2009-08-23 23:30:00	NQ	Futures	1872.91	1874.91	1872.34	1874.91	295.0
2009-08-23 18:00:00	YM	Futures	8772.0	8785.9	8765.6	8780.4	228.0
2009-08-23 18:30:00	YM	Futures	8781.3	8790.5	8779.4	8780.4	65.0
2009-08-23 19:00:00	YM	Futures	8778.5	8785.9	8775.7	8785.9	88.0
2009-08-23 19:30:00	YM	Futures	8785.9	8785.9	8773.9	8777.6	92.0
2009-08-23 20:00:00	YM	Futures	8777.6	8789.6	8776.7	8787.8	146.0
2009-08-23 20:30:00	YM	Futures	8788.7	8829.4	8787.8	8818.3	972.0
2009-08-23 21:00:00	YM	Futures	8818.3	8847.9	8818.3	8834.9	1257.0
2009-08-23 21:30:00	YM	Futures	8834.9	8835.8	8818.3	8819.2	871.0
2009-08-23 22:00:00	YM	Futures	8820.1	8829.4	8813.7	8824.8	554.0
2009-08-23 22:30:00	YM	Futures	8824.8	8834.0	8823.8	8833.1	228.0
2009-08-23 23:00:00	YM	Futures	8831.2	8832.1	8817.4	8820.1	343.0
2009-08-23 23:30:00	YM	Futures	8822.0	8834.0	8820.1	8832.1	325.0
2009-08-23 18:00:00	CL	Futures	167.52	168.64	167.52	168.05	370.0
2009-08-23 18:30:00	CL	Futures	168.14	168.36	168.14	168.16	63.0
2009-08-23 19:00:00	CL	Futures	168.14	168.21	167.64	167.87	86.0
2009-08-23 19:30:00	CL	Futures	167.87	167.87	167.71	167.84	126.0
2009-08-23 20:00:00	CL	Futures	167.82	168.52	167.71	168.5	280.0
2009-08-23 20:30:00	CL	Futures	168.46	168.8	168.0	168.27	964.0
2009-08-23 21:00:00	CL	Futures	168.27	168.89	168.18	168.66	793.0
2009-08-23 21:30:00	CL	Futures	168.68	168.89	168.43	168.46	528.0
2009-08-23 22:00:00	CL	Futures	168.46	168.75	168.3	168.66	287.0
2009-08-23 22:30:00	CL	Futures	168.61	168.71	168.41	168.57	91.0
2009-08-23 23:00:00	CL	Futures	168.64	168.68	168.43	168.55	55.0
2009-08-23 23:30:00	CL	Futures	168.55	168.68	168.52	168.66	78.0
2009-08-23 18:00:00	GC	Futures	1347.8	1349.2	1347.6	1349.2	231.0
2009-08-23 18:30:00	GC	Futures	1349.2	1350.0	1348.5	1348.5	125.0

> showing 50 of 357 rows — these rows as CSV

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