PREVIEW / futures_30min / 2009-09-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-27.parquet
  size:    18 KB
  rows:    423

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
2009-09-27 18:00:00	ES	Futures	1009.82	1012.24	1009.82	1011.28	5536.0
2009-09-27 18:30:00	ES	Futures	1011.28	1011.52	1011.03	1011.28	357.0
2009-09-27 19:00:00	ES	Futures	1011.28	1011.28	1007.64	1008.37	4249.0
2009-09-27 19:30:00	ES	Futures	1008.37	1008.37	1006.19	1007.16	3111.0
2009-09-27 20:00:00	ES	Futures	1006.92	1008.61	1005.7	1007.64	6296.0
2009-09-27 20:30:00	ES	Futures	1007.4	1007.88	1005.22	1006.19	8587.0
2009-09-27 21:00:00	ES	Futures	1006.19	1007.16	1004.25	1004.49	5977.0
2009-09-27 21:30:00	ES	Futures	1004.25	1005.22	1003.52	1005.22	5516.0
2009-09-27 22:00:00	ES	Futures	1005.22	1005.95	1004.74	1005.46	2424.0
2009-09-27 22:30:00	ES	Futures	1005.22	1006.43	1005.22	1006.19	1240.0
2009-09-27 23:00:00	ES	Futures	1006.19	1006.43	1005.22	1005.95	1653.0
2009-09-27 23:30:00	ES	Futures	1005.95	1006.19	1004.25	1004.49	1894.0
2009-09-27 18:00:00	NQ	Futures	1935.9	1940.46	1934.76	1938.75	621.0
2009-09-27 18:30:00	NQ	Futures	1939.04	1939.32	1938.46	1938.75	26.0
2009-09-27 19:00:00	NQ	Futures	1938.75	1939.04	1932.48	1932.48	677.0
2009-09-27 19:30:00	NQ	Futures	1932.48	1932.76	1930.19	1931.05	221.0
2009-09-27 20:00:00	NQ	Futures	1930.76	1933.33	1927.34	1930.76	767.0
2009-09-27 20:30:00	NQ	Futures	1931.05	1931.33	1928.2	1929.62	634.0
2009-09-27 21:00:00	NQ	Futures	1929.05	1930.76	1926.77	1927.06	524.0
2009-09-27 21:30:00	NQ	Futures	1926.77	1928.48	1925.63	1928.48	439.0
2009-09-27 22:00:00	NQ	Futures	1928.2	1929.91	1927.91	1928.48	266.0
2009-09-27 22:30:00	NQ	Futures	1928.2	1930.48	1928.2	1930.48	188.0
2009-09-27 23:00:00	NQ	Futures	1930.19	1930.48	1928.48	1929.91	280.0
2009-09-27 23:30:00	NQ	Futures	1929.91	1930.19	1926.77	1927.63	248.0
2009-09-27 18:00:00	YM	Futures	8950.2	8971.6	8945.6	8967.0	382.0
2009-09-27 18:30:00	YM	Futures	8965.1	8966.0	8962.3	8962.3	38.0
2009-09-27 19:00:00	YM	Futures	8962.3	8962.3	8939.1	8942.8	162.0
2009-09-27 19:30:00	YM	Futures	8941.9	8941.9	8926.1	8933.5	129.0
2009-09-27 20:00:00	YM	Futures	8933.5	8945.6	8921.4	8933.5	487.0
2009-09-27 20:30:00	YM	Futures	8935.4	8936.3	8918.6	8926.1	412.0
2009-09-27 21:00:00	YM	Futures	8926.1	8930.7	8910.2	8910.2	351.0
2009-09-27 21:30:00	YM	Futures	8910.2	8915.8	8902.8	8915.8	355.0
2009-09-27 22:00:00	YM	Futures	8914.9	8922.3	8913.0	8919.5	152.0
2009-09-27 22:30:00	YM	Futures	8918.6	8926.1	8916.7	8926.1	103.0
2009-09-27 23:00:00	YM	Futures	8925.1	8925.1	8916.7	8920.5	269.0
2009-09-27 23:30:00	YM	Futures	8922.3	8922.3	8910.2	8911.2	130.0
2009-09-27 18:00:00	CL	Futures	148.78	149.54	148.78	149.23	532.0
2009-09-27 18:30:00	CL	Futures	149.16	149.52	149.11	149.27	194.0
2009-09-27 19:00:00	CL	Futures	149.25	149.38	149.16	149.27	119.0
2009-09-27 19:30:00	CL	Futures	149.27	149.74	149.18	149.72	238.0
2009-09-27 20:00:00	CL	Futures	149.68	149.9	149.56	149.79	490.0
2009-09-27 20:30:00	CL	Futures	149.79	149.92	149.11	149.16	611.0
2009-09-27 21:00:00	CL	Futures	149.16	149.38	148.62	148.66	469.0
2009-09-27 21:30:00	CL	Futures	148.69	148.69	147.65	147.94	1169.0
2009-09-27 22:00:00	CL	Futures	147.9	148.33	147.74	148.06	363.0
2009-09-27 22:30:00	CL	Futures	148.01	148.08	147.81	148.06	210.0
2009-09-27 23:00:00	CL	Futures	148.03	148.03	147.43	147.45	329.0
2009-09-27 23:30:00	CL	Futures	147.43	147.65	147.43	147.54	268.0
2009-09-27 18:00:00	GC	Futures	1401.8	1405.8	1401.4	1404.6	547.0
2009-09-27 18:30:00	GC	Futures	1405.1	1405.6	1404.4	1405.1	149.0

> showing 50 of 423 rows — these rows as CSV

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