PREVIEW / futures_30min / 2009-09-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-18.parquet
  size:    57 KB
  rows:    1,904

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
2009-09-18 00:00:00	ES	Futures	1026.54	1027.5	1026.05	1027.26	1463.0
2009-09-18 00:30:00	ES	Futures	1027.26	1027.5	1026.54	1027.02	1434.0
2009-09-18 01:00:00	ES	Futures	1026.78	1028.96	1026.78	1027.99	4211.0
2009-09-18 01:30:00	ES	Futures	1027.99	1028.47	1026.78	1026.78	1791.0
2009-09-18 02:00:00	ES	Futures	1027.02	1027.99	1026.78	1026.78	3921.0
2009-09-18 02:30:00	ES	Futures	1026.78	1027.26	1025.08	1026.29	6436.0
2009-09-18 03:00:00	ES	Futures	1026.05	1028.23	1024.84	1027.99	14888.0
2009-09-18 03:30:00	ES	Futures	1027.99	1028.47	1026.05	1026.54	9087.0
2009-09-18 04:00:00	ES	Futures	1026.54	1026.54	1024.6	1026.54	9201.0
2009-09-18 04:30:00	ES	Futures	1026.29	1027.75	1026.29	1027.5	5582.0
2009-09-18 05:00:00	ES	Futures	1027.5	1028.72	1026.05	1028.72	6512.0
2009-09-18 05:30:00	ES	Futures	1028.47	1029.93	1027.99	1029.68	13974.0
2009-09-18 06:00:00	ES	Futures	1029.44	1030.9	1029.44	1029.93	8495.0
2009-09-18 06:30:00	ES	Futures	1029.93	1031.38	1029.68	1030.9	5949.0
2009-09-18 07:00:00	ES	Futures	1031.14	1031.62	1030.41	1030.65	6977.0
2009-09-18 07:30:00	ES	Futures	1030.65	1031.14	1030.41	1030.9	5983.0
2009-09-18 08:00:00	ES	Futures	1030.65	1032.11	1029.68	1031.86	19684.0
2009-09-18 08:30:00	ES	Futures	1031.86	1032.83	1031.62	1032.83	35276.0
2009-09-18 09:00:00	ES	Futures	1032.83	1034.53	1032.59	1033.8	51719.0
2009-09-18 09:30:00	ES	Futures	1033.8	1034.04	1029.2	1029.93	299150.0
2009-09-18 10:00:00	ES	Futures	1029.93	1030.17	1027.26	1028.23	233407.0
2009-09-18 10:30:00	ES	Futures	1028.23	1031.62	1027.99	1029.93	159014.0
2009-09-18 11:00:00	ES	Futures	1030.17	1030.65	1028.47	1028.47	107981.0
2009-09-18 11:30:00	ES	Futures	1028.72	1029.68	1027.26	1027.26	123989.0
2009-09-18 12:00:00	ES	Futures	1027.5	1028.96	1026.29	1028.23	90438.0
2009-09-18 12:30:00	ES	Futures	1027.99	1031.38	1027.99	1031.14	69769.0
2009-09-18 13:00:00	ES	Futures	1031.14	1031.86	1030.41	1031.62	32037.0
2009-09-18 13:30:00	ES	Futures	1031.62	1033.32	1030.9	1032.59	47142.0
2009-09-18 14:00:00	ES	Futures	1032.59	1033.32	1032.11	1032.35	41836.0
2009-09-18 14:30:00	ES	Futures	1032.35	1032.83	1030.9	1031.38	41270.0
2009-09-18 15:00:00	ES	Futures	1031.14	1034.04	1031.14	1033.32	74051.0
2009-09-18 15:30:00	ES	Futures	1033.08	1033.56	1029.44	1029.68	177557.0
2009-09-18 16:00:00	ES	Futures	1029.93	1030.17	1027.26	1027.75	98420.0
2009-09-18 00:00:00	NQ	Futures	1958.71	1960.42	1957.57	1959.85	172.0
2009-09-18 00:30:00	NQ	Futures	1959.85	1960.14	1958.71	1959.28	148.0
2009-09-18 01:00:00	NQ	Futures	1959.28	1962.99	1959.28	1961.0	255.0
2009-09-18 01:30:00	NQ	Futures	1961.0	1961.28	1958.71	1958.71	130.0
2009-09-18 02:00:00	NQ	Futures	1958.71	1961.28	1958.71	1959.0	306.0
2009-09-18 02:30:00	NQ	Futures	1958.71	1959.0	1956.15	1958.43	377.0
2009-09-18 03:00:00	NQ	Futures	1958.14	1959.85	1955.86	1959.0	1871.0
2009-09-18 03:30:00	NQ	Futures	1959.28	1959.57	1955.86	1956.43	704.0
2009-09-18 04:00:00	NQ	Futures	1956.15	1957.0	1953.87	1957.0	847.0
2009-09-18 04:30:00	NQ	Futures	1957.0	1959.57	1956.72	1958.71	418.0
2009-09-18 05:00:00	NQ	Futures	1958.71	1961.0	1956.15	1960.71	318.0
2009-09-18 05:30:00	NQ	Futures	1961.0	1962.71	1960.14	1962.14	547.0
2009-09-18 06:00:00	NQ	Futures	1962.71	1964.13	1962.14	1962.99	541.0
2009-09-18 06:30:00	NQ	Futures	1962.71	1964.99	1962.42	1964.42	297.0
2009-09-18 07:00:00	NQ	Futures	1964.7	1965.27	1964.13	1964.13	351.0
2009-09-18 07:30:00	NQ	Futures	1964.13	1964.7	1963.85	1964.7	206.0
2009-09-18 08:00:00	NQ	Futures	1964.7	1966.7	1962.71	1966.41	1308.0

> showing 50 of 1,904 rows — these rows as CSV

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