PREVIEW / futures_30min / 2009-09-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-24.parquet
  size:    70 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
2009-09-24 00:00:00	ES	Futures	1023.14	1023.39	1022.42	1022.66	2418.0
2009-09-24 00:30:00	ES	Futures	1022.66	1022.66	1019.51	1020.0	7861.0
2009-09-24 01:00:00	ES	Futures	1020.24	1022.18	1020.0	1021.69	4471.0
2009-09-24 01:30:00	ES	Futures	1021.69	1023.87	1021.45	1023.63	4832.0
2009-09-24 02:00:00	ES	Futures	1023.63	1025.32	1022.42	1024.11	9715.0
2009-09-24 02:30:00	ES	Futures	1024.11	1025.57	1023.87	1025.08	4874.0
2009-09-24 03:00:00	ES	Futures	1025.08	1025.57	1019.75	1020.72	20208.0
2009-09-24 03:30:00	ES	Futures	1020.96	1022.42	1019.75	1021.93	11701.0
2009-09-24 04:00:00	ES	Futures	1021.93	1021.93	1020.0	1020.96	12319.0
2009-09-24 04:30:00	ES	Futures	1020.96	1023.63	1020.72	1023.14	9818.0
2009-09-24 05:00:00	ES	Futures	1023.14	1025.08	1022.9	1024.84	9407.0
2009-09-24 05:30:00	ES	Futures	1024.6	1027.75	1024.36	1026.78	14812.0
2009-09-24 06:00:00	ES	Futures	1026.78	1027.02	1025.32	1026.05	8335.0
2009-09-24 06:30:00	ES	Futures	1025.81	1026.78	1023.63	1024.11	10054.0
2009-09-24 07:00:00	ES	Futures	1024.11	1026.05	1023.39	1026.05	9544.0
2009-09-24 07:30:00	ES	Futures	1025.81	1026.54	1024.6	1026.05	10198.0
2009-09-24 08:00:00	ES	Futures	1026.29	1028.47	1025.81	1027.99	22618.0
2009-09-24 08:30:00	ES	Futures	1028.23	1030.9	1024.84	1029.44	61857.0
2009-09-24 09:00:00	ES	Futures	1029.68	1029.93	1026.29	1026.54	29878.0
2009-09-24 09:30:00	ES	Futures	1026.54	1028.96	1023.63	1024.11	208948.0
2009-09-24 10:00:00	ES	Futures	1024.11	1024.36	1013.46	1016.12	395318.0
2009-09-24 10:30:00	ES	Futures	1016.12	1016.36	1010.79	1014.42	225610.0
2009-09-24 11:00:00	ES	Futures	1014.67	1016.36	1013.21	1014.42	106643.0
2009-09-24 11:30:00	ES	Futures	1014.18	1015.39	1011.76	1013.46	86886.0
2009-09-24 12:00:00	ES	Futures	1013.21	1014.42	1012.24	1012.97	57808.0
2009-09-24 12:30:00	ES	Futures	1012.73	1013.94	1010.79	1011.28	61264.0
2009-09-24 13:00:00	ES	Futures	1011.28	1014.67	1011.28	1012.49	75331.0
2009-09-24 13:30:00	ES	Futures	1012.49	1012.97	1009.1	1011.03	103436.0
2009-09-24 14:00:00	ES	Futures	1011.03	1012.0	1008.61	1010.79	103564.0
2009-09-24 14:30:00	ES	Futures	1010.55	1014.18	1010.31	1013.7	112993.0
2009-09-24 15:00:00	ES	Futures	1013.7	1016.12	1012.49	1014.18	145250.0
2009-09-24 15:30:00	ES	Futures	1014.18	1015.88	1012.49	1013.46	187318.0
2009-09-24 16:00:00	ES	Futures	1013.46	1013.94	1011.03	1011.52	107488.0
2009-09-24 16:30:00	ES	Futures	1011.52	1012.49	1011.52	1012.0	6504.0
2009-09-24 17:00:00	ES	Futures	1012.0	1012.49	1010.79	1012.0	4259.0
2009-09-24 18:00:00	ES	Futures	1012.24	1012.49	1011.76	1012.0	1232.0
2009-09-24 18:30:00	ES	Futures	1012.24	1012.24	1011.28	1011.76	1076.0
2009-09-24 19:00:00	ES	Futures	1011.52	1012.0	1010.79	1010.79	2427.0
2009-09-24 19:30:00	ES	Futures	1011.03	1011.28	1010.31	1010.79	3022.0
2009-09-24 20:00:00	ES	Futures	1011.03	1011.52	1009.82	1010.06	5376.0
2009-09-24 20:30:00	ES	Futures	1010.06	1011.28	1009.82	1010.55	2729.0
2009-09-24 21:00:00	ES	Futures	1010.55	1011.52	1009.58	1011.03	5432.0
2009-09-24 21:30:00	ES	Futures	1011.28	1013.7	1011.03	1012.97	6718.0
2009-09-24 22:00:00	ES	Futures	1012.97	1013.94	1012.49	1013.46	2453.0
2009-09-24 22:30:00	ES	Futures	1013.46	1013.7	1012.73	1013.21	1315.0
2009-09-24 23:00:00	ES	Futures	1013.46	1013.46	1012.0	1012.49	1220.0
2009-09-24 23:30:00	ES	Futures	1012.24	1013.46	1012.24	1012.73	1447.0
2009-09-24 00:00:00	NQ	Futures	1964.13	1964.13	1962.42	1962.42	323.0
2009-09-24 00:30:00	NQ	Futures	1962.42	1962.42	1956.43	1958.43	1169.0
2009-09-24 01:00:00	NQ	Futures	1958.71	1961.0	1958.71	1960.42	678.0

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

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