PREVIEW / futures_30min / 2009-08-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-08-30.parquet
  size:    17 KB
  rows:    395

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
2009-08-30 18:00:00	ES	Futures	990.23	990.47	988.78	989.5	3639.0
2009-08-30 18:30:00	ES	Futures	989.26	989.5	988.3	988.54	1292.0
2009-08-30 19:00:00	ES	Futures	988.3	989.26	988.3	989.02	555.0
2009-08-30 19:30:00	ES	Futures	989.02	989.99	988.78	989.5	1460.0
2009-08-30 20:00:00	ES	Futures	989.74	994.09	989.26	994.09	7058.0
2009-08-30 20:30:00	ES	Futures	994.09	994.57	990.71	991.19	3373.0
2009-08-30 21:00:00	ES	Futures	991.43	991.43	987.82	988.3	4781.0
2009-08-30 21:30:00	ES	Futures	988.3	988.54	986.61	986.61	6730.0
2009-08-30 22:00:00	ES	Futures	986.85	988.3	986.61	987.57	2885.0
2009-08-30 22:30:00	ES	Futures	987.57	988.06	985.89	986.13	3506.0
2009-08-30 23:00:00	ES	Futures	986.13	986.37	985.64	985.89	2857.0
2009-08-30 23:30:00	ES	Futures	985.64	986.37	985.16	986.37	3893.0
2009-08-30 18:00:00	NQ	Futures	1869.78	1870.35	1867.22	1867.79	342.0
2009-08-30 18:30:00	NQ	Futures	1867.5	1868.07	1866.08	1866.65	107.0
2009-08-30 19:00:00	NQ	Futures	1865.79	1867.5	1865.79	1867.22	35.0
2009-08-30 19:30:00	NQ	Futures	1867.5	1868.93	1866.93	1867.79	166.0
2009-08-30 20:00:00	NQ	Futures	1868.07	1873.48	1868.07	1873.2	936.0
2009-08-30 20:30:00	NQ	Futures	1874.05	1874.05	1868.36	1868.36	314.0
2009-08-30 21:00:00	NQ	Futures	1869.21	1869.21	1862.38	1863.51	376.0
2009-08-30 21:30:00	NQ	Futures	1863.8	1863.8	1860.38	1860.95	245.0
2009-08-30 22:00:00	NQ	Futures	1860.67	1863.51	1860.38	1862.66	130.0
2009-08-30 22:30:00	NQ	Futures	1862.66	1863.51	1859.24	1859.81	165.0
2009-08-30 23:00:00	NQ	Futures	1859.53	1860.1	1858.67	1858.67	185.0
2009-08-30 23:30:00	NQ	Futures	1858.96	1859.24	1857.82	1858.39	867.0
2009-08-30 18:00:00	YM	Futures	8805.3	8812.7	8800.7	8803.5	292.0
2009-08-30 18:30:00	YM	Futures	8803.5	8803.5	8792.4	8792.4	131.0
2009-08-30 19:00:00	YM	Futures	8792.4	8800.7	8791.5	8799.8	87.0
2009-08-30 19:30:00	YM	Futures	8799.8	8806.3	8797.0	8801.6	91.0
2009-08-30 20:00:00	YM	Futures	8801.6	8836.8	8801.6	8834.9	415.0
2009-08-30 20:30:00	YM	Futures	8836.8	8837.7	8810.9	8815.5	274.0
2009-08-30 21:00:00	YM	Futures	8817.4	8817.4	8787.8	8791.5	341.0
2009-08-30 21:30:00	YM	Futures	8792.4	8792.4	8774.8	8778.5	325.0
2009-08-30 22:00:00	YM	Futures	8778.5	8788.7	8777.6	8784.1	82.0
2009-08-30 22:30:00	YM	Futures	8784.1	8788.7	8771.1	8772.0	200.0
2009-08-30 23:00:00	YM	Futures	8773.0	8774.8	8766.5	8768.3	181.0
2009-08-30 23:30:00	YM	Futures	8768.3	8771.1	8764.6	8770.2	464.0
2009-08-30 18:00:00	CL	Futures	165.25	166.64	165.25	166.21	725.0
2009-08-30 18:30:00	CL	Futures	166.18	166.28	165.93	166.03	141.0
2009-08-30 19:00:00	CL	Futures	165.96	166.16	165.93	166.16	77.0
2009-08-30 19:30:00	CL	Futures	166.16	166.16	165.87	165.96	99.0
2009-08-30 20:00:00	CL	Futures	166.0	166.25	165.93	166.12	184.0
2009-08-30 20:30:00	CL	Futures	166.16	166.23	165.82	166.09	269.0
2009-08-30 21:00:00	CL	Futures	166.03	166.07	165.18	165.37	417.0
2009-08-30 21:30:00	CL	Futures	165.39	165.43	164.87	164.96	633.0
2009-08-30 22:00:00	CL	Futures	164.98	165.09	164.82	164.98	328.0
2009-08-30 22:30:00	CL	Futures	164.98	164.98	164.71	164.75	441.0
2009-08-30 23:00:00	CL	Futures	164.75	164.89	164.19	164.25	727.0
2009-08-30 23:30:00	CL	Futures	164.23	164.57	164.05	164.53	297.0
2009-08-30 18:00:00	GC	Futures	1351.4	1352.8	1349.9	1352.8	335.0
2009-08-30 18:30:00	GC	Futures	1352.7	1353.3	1351.6	1351.7	156.0

> showing 50 of 395 rows — these rows as CSV

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