PREVIEW / futures_30min / 2009-09-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-15.parquet
  size:    67 KB
  rows:    2,318

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
2009-09-15 00:00:00	ES	Futures	1008.61	1009.34	1008.37	1008.61	899.0
2009-09-15 00:30:00	ES	Futures	1008.61	1008.85	1007.88	1008.37	763.0
2009-09-15 01:00:00	ES	Futures	1008.13	1008.13	1007.4	1008.13	1045.0
2009-09-15 01:30:00	ES	Futures	1008.13	1009.34	1007.88	1008.85	1322.0
2009-09-15 02:00:00	ES	Futures	1008.85	1010.79	1008.85	1010.55	3486.0
2009-09-15 02:30:00	ES	Futures	1010.31	1011.03	1009.58	1010.06	3025.0
2009-09-15 03:00:00	ES	Futures	1010.31	1010.79	1008.85	1010.55	13285.0
2009-09-15 03:30:00	ES	Futures	1010.55	1010.79	1007.4	1008.13	14345.0
2009-09-15 04:00:00	ES	Futures	1008.13	1009.34	1007.64	1008.61	7506.0
2009-09-15 04:30:00	ES	Futures	1008.61	1009.1	1007.4	1008.37	5314.0
2009-09-15 05:00:00	ES	Futures	1008.37	1008.37	1006.43	1007.88	9460.0
2009-09-15 05:30:00	ES	Futures	1007.88	1008.85	1007.4	1008.85	4285.0
2009-09-15 06:00:00	ES	Futures	1008.61	1010.31	1008.13	1010.06	7231.0
2009-09-15 06:30:00	ES	Futures	1010.06	1010.55	1009.58	1010.06	3459.0
2009-09-15 07:00:00	ES	Futures	1010.06	1010.55	1008.85	1009.1	4984.0
2009-09-15 07:30:00	ES	Futures	1008.85	1012.24	1008.61	1011.52	16949.0
2009-09-15 08:00:00	ES	Futures	1011.52	1012.0	1010.06	1010.06	21000.0
2009-09-15 08:30:00	ES	Futures	1010.31	1016.12	1010.06	1013.46	70116.0
2009-09-15 09:00:00	ES	Futures	1013.21	1013.94	1011.76	1012.73	41192.0
2009-09-15 09:30:00	ES	Futures	1012.97	1014.91	1009.58	1011.03	295569.0
2009-09-15 10:00:00	ES	Futures	1011.28	1011.28	1005.95	1010.79	342702.0
2009-09-15 10:30:00	ES	Futures	1010.79	1012.97	1010.31	1012.73	157898.0
2009-09-15 11:00:00	ES	Futures	1012.73	1012.97	1009.1	1009.58	118358.0
2009-09-15 11:30:00	ES	Futures	1009.58	1013.7	1009.34	1012.73	93042.0
2009-09-15 12:00:00	ES	Futures	1012.73	1013.7	1011.76	1012.49	79019.0
2009-09-15 12:30:00	ES	Futures	1012.49	1014.67	1011.76	1014.18	70867.0
2009-09-15 13:00:00	ES	Futures	1014.18	1016.85	1013.7	1015.88	121030.0
2009-09-15 13:30:00	ES	Futures	1016.12	1017.33	1015.15	1016.6	70761.0
2009-09-15 14:00:00	ES	Futures	1016.85	1017.09	1015.15	1016.36	62561.0
2009-09-15 14:30:00	ES	Futures	1016.6	1016.85	1013.7	1015.64	88279.0
2009-09-15 15:00:00	ES	Futures	1015.64	1019.27	1014.67	1018.06	108126.0
2009-09-15 15:30:00	ES	Futures	1018.06	1018.54	1014.42	1015.39	203119.0
2009-09-15 16:00:00	ES	Futures	1015.39	1015.64	1013.21	1013.46	117893.0
2009-09-15 16:30:00	ES	Futures	1013.21	1013.46	1012.0	1012.24	8892.0
2009-09-15 17:00:00	ES	Futures	1012.24	1013.21	1012.24	1012.73	2079.0
2009-09-15 18:00:00	ES	Futures	1012.97	1014.18	1012.73	1013.94	4078.0
2009-09-15 18:30:00	ES	Futures	1013.94	1014.42	1013.46	1013.94	2386.0
2009-09-15 19:00:00	ES	Futures	1013.7	1013.94	1012.97	1013.46	471.0
2009-09-15 19:30:00	ES	Futures	1013.7	1014.42	1013.21	1014.18	926.0
2009-09-15 20:00:00	ES	Futures	1014.18	1014.67	1013.94	1014.18	1674.0
2009-09-15 20:30:00	ES	Futures	1014.42	1015.15	1014.42	1015.15	1430.0
2009-09-15 21:00:00	ES	Futures	1015.15	1015.64	1014.42	1014.67	3323.0
2009-09-15 21:30:00	ES	Futures	1014.91	1014.91	1013.46	1014.42	1322.0
2009-09-15 22:00:00	ES	Futures	1014.42	1014.42	1012.97	1013.46	1372.0
2009-09-15 22:30:00	ES	Futures	1013.21	1013.46	1012.73	1013.21	1256.0
2009-09-15 23:00:00	ES	Futures	1012.97	1015.39	1012.97	1014.67	3057.0
2009-09-15 23:30:00	ES	Futures	1014.67	1016.12	1013.94	1015.39	3247.0
2009-09-15 00:00:00	NQ	Futures	1920.78	1921.64	1920.5	1920.5	56.0
2009-09-15 00:30:00	NQ	Futures	1920.5	1920.78	1919.36	1919.36	44.0
2009-09-15 01:00:00	NQ	Futures	1919.64	1919.93	1919.07	1919.36	90.0

> showing 50 of 2,318 rows — these rows as CSV

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