PREVIEW / futures_30min / 2009-09-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-11.parquet
  size:    56 KB
  rows:    1,881

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
2009-09-11 00:00:00	ES	Futures	1003.97	1004.21	1002.77	1003.25	463.0
2009-09-11 00:30:00	ES	Futures	1003.25	1003.49	1002.77	1003.01	589.0
2009-09-11 01:00:00	ES	Futures	1003.01	1003.49	1003.01	1003.49	348.0
2009-09-11 01:30:00	ES	Futures	1003.25	1003.73	1002.77	1003.25	1457.0
2009-09-11 02:00:00	ES	Futures	1003.25	1004.7	1003.01	1004.46	2014.0
2009-09-11 02:30:00	ES	Futures	1004.46	1004.7	1002.77	1003.25	2782.0
2009-09-11 03:00:00	ES	Futures	1003.25	1005.18	1003.01	1004.21	6120.0
2009-09-11 03:30:00	ES	Futures	1003.97	1004.7	1002.77	1004.46	3436.0
2009-09-11 04:00:00	ES	Futures	1004.21	1005.66	1003.49	1003.97	3819.0
2009-09-11 04:30:00	ES	Futures	1003.73	1005.66	1003.25	1005.18	3932.0
2009-09-11 05:00:00	ES	Futures	1005.42	1007.11	1004.94	1006.87	4661.0
2009-09-11 05:30:00	ES	Futures	1006.63	1007.11	1005.66	1005.9	1714.0
2009-09-11 06:00:00	ES	Futures	1005.9	1007.11	1005.42	1006.63	2187.0
2009-09-11 06:30:00	ES	Futures	1006.87	1007.11	1005.9	1006.87	2264.0
2009-09-11 07:00:00	ES	Futures	1006.87	1006.87	1005.9	1006.14	2081.0
2009-09-11 07:30:00	ES	Futures	1006.14	1007.11	1005.9	1006.63	3045.0
2009-09-11 08:00:00	ES	Futures	1006.63	1006.63	1005.66	1006.14	4986.0
2009-09-11 08:30:00	ES	Futures	1006.39	1007.11	1005.66	1006.63	5395.0
2009-09-11 09:00:00	ES	Futures	1006.63	1009.28	1006.63	1007.83	18694.0
2009-09-11 09:30:00	ES	Futures	1008.07	1011.21	1006.63	1010.0	51589.0
2009-09-11 10:00:00	ES	Futures	1010.24	1011.21	1005.9	1007.59	37067.0
2009-09-11 10:30:00	ES	Futures	1007.59	1010.0	1007.59	1008.8	17851.0
2009-09-11 11:00:00	ES	Futures	1008.8	1010.24	1007.11	1007.11	19518.0
2009-09-11 11:30:00	ES	Futures	1007.35	1008.07	1005.18	1006.87	25486.0
2009-09-11 12:00:00	ES	Futures	1006.63	1007.35	1003.97	1004.21	19143.0
2009-09-11 12:30:00	ES	Futures	1004.21	1004.7	1001.32	1003.97	23783.0
2009-09-11 13:00:00	ES	Futures	1004.21	1005.42	1003.25	1004.46	9309.0
2009-09-11 13:30:00	ES	Futures	1004.46	1005.66	1002.77	1003.01	10449.0
2009-09-11 14:00:00	ES	Futures	1002.77	1005.66	1002.77	1005.18	10856.0
2009-09-11 14:30:00	ES	Futures	1005.42	1006.63	1004.7	1005.18	10053.0
2009-09-11 15:00:00	ES	Futures	1005.18	1007.35	1004.7	1007.35	7476.0
2009-09-11 15:30:00	ES	Futures	1007.35	1008.07	1005.42	1005.9	22362.0
2009-09-11 16:00:00	ES	Futures	1005.9	1006.39	1004.21	1004.94	12333.0
2009-09-11 00:00:00	NQ	Futures	1917.63	1917.91	1915.92	1916.2	51.0
2009-09-11 00:30:00	NQ	Futures	1916.77	1917.06	1916.2	1916.49	37.0
2009-09-11 01:00:00	NQ	Futures	1916.49	1917.34	1916.2	1916.77	30.0
2009-09-11 01:30:00	NQ	Futures	1917.06	1917.91	1916.2	1917.63	66.0
2009-09-11 02:00:00	NQ	Futures	1916.77	1919.91	1916.2	1919.91	253.0
2009-09-11 02:30:00	NQ	Futures	1919.34	1919.34	1915.63	1916.2	220.0
2009-09-11 03:00:00	NQ	Futures	1915.92	1919.62	1915.92	1917.91	156.0
2009-09-11 03:30:00	NQ	Futures	1917.91	1918.48	1915.63	1918.48	163.0
2009-09-11 04:00:00	NQ	Futures	1918.48	1920.19	1915.92	1916.2	152.0
2009-09-11 04:30:00	NQ	Futures	1916.2	1919.62	1915.35	1919.34	170.0
2009-09-11 05:00:00	NQ	Futures	1919.34	1922.19	1919.05	1920.76	174.0
2009-09-11 05:30:00	NQ	Futures	1920.76	1921.62	1919.05	1919.05	66.0
2009-09-11 06:00:00	NQ	Futures	1919.34	1921.33	1919.05	1921.33	96.0
2009-09-11 06:30:00	NQ	Futures	1921.33	1922.19	1919.91	1921.33	154.0
2009-09-11 07:00:00	NQ	Futures	1921.33	1921.62	1920.48	1921.33	176.0
2009-09-11 07:30:00	NQ	Futures	1921.33	1925.6	1921.05	1923.32	887.0
2009-09-11 08:00:00	NQ	Futures	1923.04	1923.32	1921.9	1922.76	222.0

> showing 50 of 1,881 rows — these rows as CSV

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