PREVIEW / futures_30min / 2009-09-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-29.parquet
  size:    65 KB
  rows:    2,344

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
2009-09-29 00:00:00	ES	Futures	1026.05	1026.78	1026.05	1026.78	862.0
2009-09-29 00:30:00	ES	Futures	1026.54	1027.26	1026.29	1027.02	600.0
2009-09-29 01:00:00	ES	Futures	1027.02	1027.5	1026.54	1027.02	1075.0
2009-09-29 01:30:00	ES	Futures	1027.26	1027.5	1026.78	1027.02	1260.0
2009-09-29 02:00:00	ES	Futures	1026.78	1026.78	1025.08	1025.81	4586.0
2009-09-29 02:30:00	ES	Futures	1025.57	1027.99	1025.57	1027.5	4491.0
2009-09-29 03:00:00	ES	Futures	1027.75	1027.75	1024.36	1025.57	9997.0
2009-09-29 03:30:00	ES	Futures	1025.32	1025.81	1024.11	1024.6	7691.0
2009-09-29 04:00:00	ES	Futures	1024.6	1025.32	1023.87	1025.08	7876.0
2009-09-29 04:30:00	ES	Futures	1025.32	1025.32	1023.63	1024.36	8593.0
2009-09-29 05:00:00	ES	Futures	1024.36	1024.6	1023.39	1023.63	6538.0
2009-09-29 05:30:00	ES	Futures	1023.87	1025.08	1023.39	1024.6	4624.0
2009-09-29 06:00:00	ES	Futures	1024.6	1026.05	1023.39	1023.63	6761.0
2009-09-29 06:30:00	ES	Futures	1023.63	1024.36	1023.14	1024.11	4995.0
2009-09-29 07:00:00	ES	Futures	1024.11	1025.32	1023.63	1024.84	5477.0
2009-09-29 07:30:00	ES	Futures	1024.84	1026.29	1024.11	1024.11	8379.0
2009-09-29 08:00:00	ES	Futures	1024.11	1026.29	1023.39	1025.81	23157.0
2009-09-29 08:30:00	ES	Futures	1025.81	1026.54	1025.08	1026.05	11902.0
2009-09-29 09:00:00	ES	Futures	1026.29	1030.41	1026.05	1027.5	50885.0
2009-09-29 09:30:00	ES	Futures	1027.75	1032.59	1026.29	1031.62	220655.0
2009-09-29 10:00:00	ES	Futures	1031.38	1031.38	1022.66	1026.29	277584.0
2009-09-29 10:30:00	ES	Futures	1026.54	1028.47	1022.9	1023.14	145673.0
2009-09-29 11:00:00	ES	Futures	1023.14	1024.6	1021.69	1024.36	85154.0
2009-09-29 11:30:00	ES	Futures	1024.6	1024.84	1020.48	1022.18	97509.0
2009-09-29 12:00:00	ES	Futures	1022.42	1024.6	1021.93	1022.66	66812.0
2009-09-29 12:30:00	ES	Futures	1022.9	1025.81	1022.66	1025.81	46966.0
2009-09-29 13:00:00	ES	Futures	1025.81	1027.99	1025.57	1027.02	68689.0
2009-09-29 13:30:00	ES	Futures	1027.02	1027.5	1025.81	1027.26	39429.0
2009-09-29 14:00:00	ES	Futures	1027.5	1027.75	1025.08	1025.81	52617.0
2009-09-29 14:30:00	ES	Futures	1026.05	1026.54	1023.87	1025.81	59337.0
2009-09-29 15:00:00	ES	Futures	1025.81	1026.78	1024.11	1024.36	59466.0
2009-09-29 15:30:00	ES	Futures	1024.11	1025.57	1022.66	1022.9	144814.0
2009-09-29 16:00:00	ES	Futures	1022.9	1024.11	1021.45	1021.69	83917.0
2009-09-29 16:30:00	ES	Futures	1021.93	1022.42	1021.69	1021.93	2937.0
2009-09-29 17:00:00	ES	Futures	1021.69	1022.66	1020.96	1022.18	2674.0
2009-09-29 18:00:00	ES	Futures	1022.18	1022.42	1021.69	1022.42	722.0
2009-09-29 18:30:00	ES	Futures	1022.18	1022.66	1022.18	1022.42	583.0
2009-09-29 19:00:00	ES	Futures	1022.42	1022.66	1022.18	1022.42	273.0
2009-09-29 19:30:00	ES	Futures	1022.66	1023.14	1022.18	1022.9	959.0
2009-09-29 20:00:00	ES	Futures	1022.9	1023.63	1022.9	1023.39	1542.0
2009-09-29 20:30:00	ES	Futures	1023.63	1023.87	1023.39	1023.63	1325.0
2009-09-29 21:00:00	ES	Futures	1023.87	1024.11	1023.39	1023.39	2277.0
2009-09-29 21:30:00	ES	Futures	1023.63	1024.11	1022.18	1023.39	3783.0
2009-09-29 22:00:00	ES	Futures	1023.63	1024.36	1023.39	1023.63	1963.0
2009-09-29 22:30:00	ES	Futures	1023.63	1024.11	1023.14	1023.87	810.0
2009-09-29 23:00:00	ES	Futures	1023.63	1023.87	1023.14	1023.39	695.0
2009-09-29 23:30:00	ES	Futures	1023.39	1024.11	1022.9	1023.63	915.0
2009-09-29 00:00:00	NQ	Futures	1964.42	1965.56	1964.13	1964.99	220.0
2009-09-29 00:30:00	NQ	Futures	1964.99	1965.56	1964.42	1965.56	140.0
2009-09-29 01:00:00	NQ	Futures	1965.56	1965.84	1964.7	1965.56	187.0

> showing 50 of 2,344 rows — these rows as CSV

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