PREVIEW / futures_30min / 2009-09-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-17.parquet
  size:    68 KB
  rows:    2,363

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
2009-09-17 00:00:00	ES	Futures	1030.9	1030.9	1028.96	1029.44	3366.0
2009-09-17 00:30:00	ES	Futures	1029.44	1030.17	1029.44	1029.68	954.0
2009-09-17 01:00:00	ES	Futures	1029.93	1031.38	1029.68	1031.14	1402.0
2009-09-17 01:30:00	ES	Futures	1031.14	1036.71	1030.9	1032.59	12032.0
2009-09-17 02:00:00	ES	Futures	1032.59	1033.56	1031.14	1033.32	7143.0
2009-09-17 02:30:00	ES	Futures	1033.08	1033.8	1032.59	1033.56	6634.0
2009-09-17 03:00:00	ES	Futures	1033.56	1033.8	1031.62	1032.35	16286.0
2009-09-17 03:30:00	ES	Futures	1032.35	1033.56	1031.38	1032.83	11116.0
2009-09-17 04:00:00	ES	Futures	1032.83	1033.56	1030.17	1030.41	13093.0
2009-09-17 04:30:00	ES	Futures	1030.41	1031.14	1029.2	1029.68	10555.0
2009-09-17 05:00:00	ES	Futures	1029.44	1031.62	1029.2	1031.62	6516.0
2009-09-17 05:30:00	ES	Futures	1031.62	1033.32	1031.38	1033.08	6222.0
2009-09-17 06:00:00	ES	Futures	1033.08	1033.08	1031.86	1032.35	5511.0
2009-09-17 06:30:00	ES	Futures	1032.35	1033.08	1032.11	1032.83	4579.0
2009-09-17 07:00:00	ES	Futures	1032.83	1033.08	1030.9	1031.38	6395.0
2009-09-17 07:30:00	ES	Futures	1031.62	1031.86	1029.44	1029.68	11106.0
2009-09-17 08:00:00	ES	Futures	1029.93	1031.86	1029.44	1030.41	15911.0
2009-09-17 08:30:00	ES	Futures	1030.41	1032.11	1027.99	1028.23	41226.0
2009-09-17 09:00:00	ES	Futures	1028.23	1029.44	1027.26	1029.2	35090.0
2009-09-17 09:30:00	ES	Futures	1029.44	1036.22	1029.2	1035.98	267988.0
2009-09-17 10:00:00	ES	Futures	1035.98	1038.16	1029.44	1030.65	346697.0
2009-09-17 10:30:00	ES	Futures	1030.65	1034.77	1030.41	1033.8	151857.0
2009-09-17 11:00:00	ES	Futures	1033.8	1035.74	1032.11	1035.01	140734.0
2009-09-17 11:30:00	ES	Futures	1035.26	1035.26	1029.93	1031.38	136866.0
2009-09-17 12:00:00	ES	Futures	1031.38	1031.86	1026.54	1029.2	147325.0
2009-09-17 12:30:00	ES	Futures	1029.2	1030.17	1024.6	1025.08	123060.0
2009-09-17 13:00:00	ES	Futures	1025.08	1027.26	1023.39	1024.6	101936.0
2009-09-17 13:30:00	ES	Futures	1024.6	1028.47	1024.11	1027.99	83533.0
2009-09-17 14:00:00	ES	Futures	1027.99	1028.72	1026.78	1027.75	90006.0
2009-09-17 14:30:00	ES	Futures	1027.5	1030.9	1027.5	1029.68	89712.0
2009-09-17 15:00:00	ES	Futures	1029.93	1031.38	1028.72	1030.41	82912.0
2009-09-17 15:30:00	ES	Futures	1030.65	1030.65	1026.29	1029.2	191569.0
2009-09-17 16:00:00	ES	Futures	1028.96	1030.17	1028.47	1029.68	78239.0
2009-09-17 16:30:00	ES	Futures	1029.93	1029.93	1029.44	1029.68	5305.0
2009-09-17 17:00:00	ES	Futures	1029.93	1030.17	1028.72	1029.68	2706.0
2009-09-17 18:00:00	ES	Futures	1029.2	1029.44	1028.96	1028.96	843.0
2009-09-17 18:30:00	ES	Futures	1028.96	1029.2	1028.72	1028.72	377.0
2009-09-17 19:00:00	ES	Futures	1028.72	1028.96	1028.47	1028.47	710.0
2009-09-17 19:30:00	ES	Futures	1028.72	1028.72	1027.5	1027.75	2484.0
2009-09-17 20:00:00	ES	Futures	1027.75	1027.99	1027.02	1027.26	2395.0
2009-09-17 20:30:00	ES	Futures	1027.5	1028.23	1027.26	1027.75	1632.0
2009-09-17 21:00:00	ES	Futures	1027.99	1028.23	1024.84	1025.08	5256.0
2009-09-17 21:30:00	ES	Futures	1025.32	1025.57	1023.14	1023.63	6274.0
2009-09-17 22:00:00	ES	Futures	1023.87	1024.84	1023.63	1024.6	2312.0
2009-09-17 22:30:00	ES	Futures	1024.6	1026.29	1024.6	1025.57	3081.0
2009-09-17 23:00:00	ES	Futures	1025.32	1025.81	1024.6	1025.57	1013.0
2009-09-17 23:30:00	ES	Futures	1025.57	1027.02	1025.32	1026.54	2254.0
2009-09-17 00:00:00	NQ	Futures	1959.85	1959.85	1957.57	1957.86	337.0
2009-09-17 00:30:00	NQ	Futures	1957.86	1959.28	1957.57	1958.14	188.0
2009-09-17 01:00:00	NQ	Futures	1958.43	1960.71	1958.14	1960.14	258.0

> showing 50 of 2,363 rows — these rows as CSV

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