PREVIEW / futures_30min / 2009-09-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-22.parquet
  size:    64 KB
  rows:    2,323

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
2009-09-22 00:00:00	ES	Futures	1029.44	1029.68	1028.72	1028.96	659.0
2009-09-22 00:30:00	ES	Futures	1028.96	1029.2	1028.72	1029.2	326.0
2009-09-22 01:00:00	ES	Futures	1029.2	1029.44	1028.96	1029.2	415.0
2009-09-22 01:30:00	ES	Futures	1028.96	1029.2	1028.72	1028.72	463.0
2009-09-22 02:00:00	ES	Futures	1028.96	1030.41	1028.72	1029.44	4578.0
2009-09-22 02:30:00	ES	Futures	1029.68	1030.41	1029.44	1029.68	2637.0
2009-09-22 03:00:00	ES	Futures	1029.93	1033.08	1029.68	1032.83	17120.0
2009-09-22 03:30:00	ES	Futures	1032.83	1035.5	1032.59	1034.53	16115.0
2009-09-22 04:00:00	ES	Futures	1034.53	1035.26	1034.04	1034.29	7877.0
2009-09-22 04:30:00	ES	Futures	1034.29	1035.01	1034.04	1034.29	5067.0
2009-09-22 05:00:00	ES	Futures	1034.29	1034.77	1033.32	1033.8	7664.0
2009-09-22 05:30:00	ES	Futures	1033.8	1034.29	1033.32	1033.8	3945.0
2009-09-22 06:00:00	ES	Futures	1033.8	1035.5	1033.8	1034.53	8132.0
2009-09-22 06:30:00	ES	Futures	1034.77	1035.74	1034.04	1035.01	6333.0
2009-09-22 07:00:00	ES	Futures	1035.26	1035.26	1034.04	1034.53	7321.0
2009-09-22 07:30:00	ES	Futures	1034.53	1035.01	1034.04	1034.29	7131.0
2009-09-22 08:00:00	ES	Futures	1034.29	1034.77	1033.32	1033.32	15848.0
2009-09-22 08:30:00	ES	Futures	1033.56	1034.29	1033.08	1033.08	15290.0
2009-09-22 09:00:00	ES	Futures	1033.32	1034.29	1032.11	1032.83	28110.0
2009-09-22 09:30:00	ES	Futures	1032.83	1033.32	1030.17	1030.65	187375.0
2009-09-22 10:00:00	ES	Futures	1030.65	1032.83	1028.47	1031.14	153927.0
2009-09-22 10:30:00	ES	Futures	1031.14	1031.62	1028.47	1030.65	142871.0
2009-09-22 11:00:00	ES	Futures	1030.65	1033.56	1030.41	1032.11	84684.0
2009-09-22 11:30:00	ES	Futures	1031.86	1033.08	1030.9	1033.08	53939.0
2009-09-22 12:00:00	ES	Futures	1033.08	1035.5	1032.83	1035.01	95052.0
2009-09-22 12:30:00	ES	Futures	1035.01	1035.74	1033.8	1034.04	42192.0
2009-09-22 13:00:00	ES	Futures	1034.04	1035.98	1032.11	1033.08	76628.0
2009-09-22 13:30:00	ES	Futures	1033.32	1034.04	1031.86	1033.32	56937.0
2009-09-22 14:00:00	ES	Futures	1033.32	1034.29	1032.59	1033.8	38005.0
2009-09-22 14:30:00	ES	Futures	1033.8	1034.77	1032.35	1034.77	55937.0
2009-09-22 15:00:00	ES	Futures	1034.77	1034.77	1032.35	1034.29	70398.0
2009-09-22 15:30:00	ES	Futures	1034.29	1035.5	1032.35	1033.08	122933.0
2009-09-22 16:00:00	ES	Futures	1033.32	1034.29	1032.83	1034.29	56922.0
2009-09-22 16:30:00	ES	Futures	1034.04	1034.04	1033.32	1033.56	4054.0
2009-09-22 17:00:00	ES	Futures	1033.56	1034.04	1033.32	1033.32	1806.0
2009-09-22 18:00:00	ES	Futures	1033.32	1034.29	1033.32	1034.29	1679.0
2009-09-22 18:30:00	ES	Futures	1034.29	1035.01	1034.04	1034.29	981.0
2009-09-22 19:00:00	ES	Futures	1034.29	1035.01	1034.04	1034.77	763.0
2009-09-22 19:30:00	ES	Futures	1034.77	1034.77	1034.04	1034.53	379.0
2009-09-22 20:00:00	ES	Futures	1034.29	1034.53	1032.83	1032.83	3038.0
2009-09-22 20:30:00	ES	Futures	1032.83	1033.32	1032.35	1032.83	1833.0
2009-09-22 21:00:00	ES	Futures	1032.83	1032.83	1030.65	1031.86	3278.0
2009-09-22 21:30:00	ES	Futures	1031.86	1032.11	1031.38	1032.11	1240.0
2009-09-22 22:00:00	ES	Futures	1031.86	1032.35	1031.38	1031.62	1179.0
2009-09-22 22:30:00	ES	Futures	1031.62	1033.08	1031.14	1032.59	2022.0
2009-09-22 23:00:00	ES	Futures	1032.59	1033.56	1032.59	1032.83	1242.0
2009-09-22 23:30:00	ES	Futures	1032.83	1033.32	1032.59	1033.32	695.0
2009-09-22 00:00:00	NQ	Futures	1976.68	1976.97	1975.25	1975.25	85.0
2009-09-22 00:30:00	NQ	Futures	1975.25	1976.11	1975.25	1976.11	34.0
2009-09-22 01:00:00	NQ	Futures	1976.11	1976.11	1975.25	1975.83	59.0

> showing 50 of 2,323 rows — these rows as CSV

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