PREVIEW / futures_30min / 2009-09-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-25.parquet
  size:    58 KB
  rows:    1,931

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
2009-09-25 00:00:00	ES	Futures	1012.73	1013.94	1012.24	1013.21	1348.0
2009-09-25 00:30:00	ES	Futures	1013.21	1016.85	1012.73	1016.6	7046.0
2009-09-25 01:00:00	ES	Futures	1016.6	1016.85	1015.64	1015.88	1969.0
2009-09-25 01:30:00	ES	Futures	1015.88	1016.12	1014.42	1014.67	2211.0
2009-09-25 02:00:00	ES	Futures	1014.67	1016.12	1014.67	1015.88	4237.0
2009-09-25 02:30:00	ES	Futures	1015.88	1016.6	1013.94	1014.91	4453.0
2009-09-25 03:00:00	ES	Futures	1014.91	1016.12	1012.49	1013.94	13039.0
2009-09-25 03:30:00	ES	Futures	1013.94	1015.15	1012.73	1013.46	12583.0
2009-09-25 04:00:00	ES	Futures	1013.21	1013.46	1011.28	1012.73	9625.0
2009-09-25 04:30:00	ES	Futures	1012.73	1014.67	1012.73	1014.18	7167.0
2009-09-25 05:00:00	ES	Futures	1014.18	1014.67	1012.73	1013.46	5369.0
2009-09-25 05:30:00	ES	Futures	1013.46	1015.64	1013.21	1015.15	4860.0
2009-09-25 06:00:00	ES	Futures	1015.15	1016.36	1015.15	1015.15	6040.0
2009-09-25 06:30:00	ES	Futures	1015.39	1015.64	1013.94	1014.67	6170.0
2009-09-25 07:00:00	ES	Futures	1014.67	1015.39	1013.94	1013.94	7209.0
2009-09-25 07:30:00	ES	Futures	1013.94	1015.88	1013.94	1015.39	5567.0
2009-09-25 08:00:00	ES	Futures	1015.15	1015.39	1013.21	1014.42	16572.0
2009-09-25 08:30:00	ES	Futures	1014.42	1014.42	1007.4	1009.82	78075.0
2009-09-25 09:00:00	ES	Futures	1009.58	1011.28	1009.1	1011.03	26278.0
2009-09-25 09:30:00	ES	Futures	1011.03	1015.64	1008.61	1013.46	232260.0
2009-09-25 10:00:00	ES	Futures	1013.46	1016.36	1009.82	1014.18	194556.0
2009-09-25 10:30:00	ES	Futures	1013.94	1014.91	1010.55	1012.0	166826.0
2009-09-25 11:00:00	ES	Futures	1011.76	1013.46	1009.58	1011.52	123872.0
2009-09-25 11:30:00	ES	Futures	1011.76	1012.24	1008.37	1008.85	83367.0
2009-09-25 12:00:00	ES	Futures	1009.1	1009.82	1004.49	1005.95	170793.0
2009-09-25 12:30:00	ES	Futures	1005.95	1006.43	1004.98	1005.46	45898.0
2009-09-25 13:00:00	ES	Futures	1005.7	1007.16	1004.01	1006.67	97787.0
2009-09-25 13:30:00	ES	Futures	1006.67	1010.31	1005.95	1009.82	67889.0
2009-09-25 14:00:00	ES	Futures	1010.06	1011.28	1009.1	1009.1	72949.0
2009-09-25 14:30:00	ES	Futures	1009.1	1012.24	1008.37	1012.0	73412.0
2009-09-25 15:00:00	ES	Futures	1012.0	1012.24	1009.58	1011.03	59188.0
2009-09-25 15:30:00	ES	Futures	1010.79	1011.28	1006.92	1008.13	154475.0
2009-09-25 16:00:00	ES	Futures	1008.13	1009.1	1007.4	1008.85	76612.0
2009-09-25 00:00:00	NQ	Futures	1937.61	1939.89	1936.75	1938.75	202.0
2009-09-25 00:30:00	NQ	Futures	1938.18	1945.59	1937.89	1944.74	592.0
2009-09-25 01:00:00	NQ	Futures	1944.74	1946.16	1943.88	1944.17	417.0
2009-09-25 01:30:00	NQ	Futures	1944.17	1944.45	1941.89	1942.46	384.0
2009-09-25 02:00:00	NQ	Futures	1942.17	1945.59	1942.17	1944.74	701.0
2009-09-25 02:30:00	NQ	Futures	1944.74	1946.45	1942.46	1943.6	596.0
2009-09-25 03:00:00	NQ	Futures	1943.88	1945.59	1939.61	1941.32	2017.0
2009-09-25 03:30:00	NQ	Futures	1941.03	1942.74	1939.04	1940.18	1477.0
2009-09-25 04:00:00	NQ	Futures	1939.89	1941.32	1937.61	1939.61	1190.0
2009-09-25 04:30:00	NQ	Futures	1939.89	1943.6	1939.61	1942.46	900.0
2009-09-25 05:00:00	NQ	Futures	1942.17	1943.03	1939.89	1940.18	1124.0
2009-09-25 05:30:00	NQ	Futures	1940.18	1941.89	1938.46	1941.89	1219.0
2009-09-25 06:00:00	NQ	Futures	1941.6	1944.74	1940.46	1941.03	1822.0
2009-09-25 06:30:00	NQ	Futures	1940.75	1941.32	1938.46	1939.89	708.0
2009-09-25 07:00:00	NQ	Futures	1939.61	1941.89	1938.75	1939.32	387.0
2009-09-25 07:30:00	NQ	Futures	1939.61	1944.45	1939.04	1941.32	620.0
2009-09-25 08:00:00	NQ	Futures	1941.32	1941.6	1937.89	1940.75	1730.0

> showing 50 of 1,931 rows — these rows as CSV

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