PREVIEW / futures_30min / 2009-09-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-16.parquet
  size:    68 KB
  rows:    2,390

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
2009-09-16 00:00:00	ES	Futures	1015.39	1015.88	1014.67	1014.91	998.0
2009-09-16 00:30:00	ES	Futures	1014.91	1014.91	1013.21	1013.7	2865.0
2009-09-16 01:00:00	ES	Futures	1013.46	1013.94	1012.97	1013.21	1590.0
2009-09-16 01:30:00	ES	Futures	1013.21	1015.39	1013.21	1015.39	2357.0
2009-09-16 02:00:00	ES	Futures	1015.15	1015.88	1015.15	1015.64	4435.0
2009-09-16 02:30:00	ES	Futures	1015.39	1016.12	1014.91	1015.88	3783.0
2009-09-16 03:00:00	ES	Futures	1015.64	1017.82	1015.39	1017.33	21830.0
2009-09-16 03:30:00	ES	Futures	1017.09	1017.33	1015.64	1016.85	13519.0
2009-09-16 04:00:00	ES	Futures	1016.85	1017.57	1016.6	1017.33	7870.0
2009-09-16 04:30:00	ES	Futures	1017.57	1017.82	1016.12	1016.85	4915.0
2009-09-16 05:00:00	ES	Futures	1016.85	1017.82	1016.6	1017.82	5047.0
2009-09-16 05:30:00	ES	Futures	1017.57	1018.3	1017.57	1017.82	6784.0
2009-09-16 06:00:00	ES	Futures	1017.82	1018.3	1017.33	1018.06	3184.0
2009-09-16 06:30:00	ES	Futures	1018.06	1019.03	1017.57	1018.78	8388.0
2009-09-16 07:00:00	ES	Futures	1018.54	1019.51	1017.09	1017.82	12841.0
2009-09-16 07:30:00	ES	Futures	1017.82	1018.78	1017.33	1018.54	6358.0
2009-09-16 08:00:00	ES	Futures	1018.54	1018.54	1017.33	1017.57	11658.0
2009-09-16 08:30:00	ES	Futures	1017.82	1019.03	1016.36	1018.78	22578.0
2009-09-16 09:00:00	ES	Futures	1018.54	1020.72	1018.3	1018.78	43916.0
2009-09-16 09:30:00	ES	Futures	1018.78	1020.48	1015.15	1017.33	268490.0
2009-09-16 10:00:00	ES	Futures	1017.33	1020.48	1017.33	1018.54	208024.0
2009-09-16 10:30:00	ES	Futures	1018.3	1022.66	1018.3	1021.93	198303.0
2009-09-16 11:00:00	ES	Futures	1021.69	1022.66	1020.48	1020.72	102946.0
2009-09-16 11:30:00	ES	Futures	1020.96	1025.81	1020.72	1025.57	167717.0
2009-09-16 12:00:00	ES	Futures	1025.57	1027.5	1025.32	1026.05	121064.0
2009-09-16 12:30:00	ES	Futures	1026.05	1027.5	1025.32	1025.81	71332.0
2009-09-16 13:00:00	ES	Futures	1025.81	1030.17	1025.57	1029.68	105725.0
2009-09-16 13:30:00	ES	Futures	1029.68	1030.17	1027.99	1028.72	89597.0
2009-09-16 14:00:00	ES	Futures	1028.96	1030.65	1028.72	1029.2	122066.0
2009-09-16 14:30:00	ES	Futures	1029.2	1029.93	1027.5	1027.75	124476.0
2009-09-16 15:00:00	ES	Futures	1027.75	1029.44	1026.78	1029.2	108081.0
2009-09-16 15:30:00	ES	Futures	1029.2	1030.9	1027.99	1030.65	179685.0
2009-09-16 16:00:00	ES	Futures	1030.65	1030.9	1029.44	1030.65	116313.0
2009-09-16 16:30:00	ES	Futures	1030.17	1030.65	1029.44	1030.17	7969.0
2009-09-16 17:00:00	ES	Futures	1030.17	1031.62	1029.93	1030.41	3824.0
2009-09-16 18:00:00	ES	Futures	1030.41	1030.9	1029.93	1030.17	1925.0
2009-09-16 18:30:00	ES	Futures	1030.17	1030.17	1029.44	1029.93	627.0
2009-09-16 19:00:00	ES	Futures	1029.93	1030.65	1029.93	1030.65	568.0
2009-09-16 19:30:00	ES	Futures	1030.65	1031.62	1030.41	1031.14	2012.0
2009-09-16 20:00:00	ES	Futures	1031.14	1031.38	1030.65	1031.14	1510.0
2009-09-16 20:30:00	ES	Futures	1030.9	1031.38	1030.65	1030.9	970.0
2009-09-16 21:00:00	ES	Futures	1030.9	1031.38	1030.65	1030.65	872.0
2009-09-16 21:30:00	ES	Futures	1030.65	1031.14	1030.65	1030.9	940.0
2009-09-16 22:00:00	ES	Futures	1030.65	1031.62	1030.65	1031.62	1453.0
2009-09-16 22:30:00	ES	Futures	1031.38	1031.62	1030.41	1030.41	2489.0
2009-09-16 23:00:00	ES	Futures	1030.41	1031.38	1030.17	1030.65	1587.0
2009-09-16 23:30:00	ES	Futures	1030.9	1031.38	1030.41	1030.65	1140.0
2009-09-16 00:00:00	NQ	Futures	1937.89	1939.04	1937.32	1937.61	190.0
2009-09-16 00:30:00	NQ	Futures	1937.32	1937.61	1934.19	1934.47	263.0
2009-09-16 01:00:00	NQ	Futures	1934.47	1934.76	1933.62	1933.9	201.0

> showing 50 of 2,390 rows — these rows as CSV

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