PREVIEW / futures_30min / 2009-09-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-09-30.parquet
  size:    68 KB
  rows:    2,398

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
2009-09-30 00:00:00	ES	Futures	1023.39	1023.63	1022.18	1022.18	1118.0
2009-09-30 00:30:00	ES	Futures	1021.93	1023.63	1021.93	1023.14	1109.0
2009-09-30 01:00:00	ES	Futures	1023.39	1023.63	1022.9	1023.39	660.0
2009-09-30 01:30:00	ES	Futures	1023.39	1024.11	1023.14	1023.63	1309.0
2009-09-30 02:00:00	ES	Futures	1023.87	1024.11	1022.66	1022.9	2888.0
2009-09-30 02:30:00	ES	Futures	1022.9	1024.36	1022.9	1024.36	3241.0
2009-09-30 03:00:00	ES	Futures	1024.36	1025.08	1023.87	1024.6	9106.0
2009-09-30 03:30:00	ES	Futures	1024.36	1025.08	1023.63	1024.11	4835.0
2009-09-30 04:00:00	ES	Futures	1024.11	1025.08	1024.11	1024.84	5715.0
2009-09-30 04:30:00	ES	Futures	1025.08	1027.5	1024.84	1027.26	13364.0
2009-09-30 05:00:00	ES	Futures	1027.26	1027.99	1026.54	1027.75	9171.0
2009-09-30 05:30:00	ES	Futures	1027.5	1027.75	1026.29	1027.02	4618.0
2009-09-30 06:00:00	ES	Futures	1026.78	1027.26	1025.81	1025.81	3598.0
2009-09-30 06:30:00	ES	Futures	1025.81	1026.54	1025.81	1025.81	2887.0
2009-09-30 07:00:00	ES	Futures	1026.05	1026.54	1024.84	1026.05	6398.0
2009-09-30 07:30:00	ES	Futures	1025.81	1027.02	1025.32	1026.29	7910.0
2009-09-30 08:00:00	ES	Futures	1026.29	1027.02	1023.39	1024.84	32447.0
2009-09-30 08:30:00	ES	Futures	1024.84	1030.17	1024.84	1026.29	54686.0
2009-09-30 09:00:00	ES	Futures	1026.54	1026.54	1025.32	1025.81	14776.0
2009-09-30 09:30:00	ES	Futures	1025.81	1027.02	1009.1	1010.79	448079.0
2009-09-30 10:00:00	ES	Futures	1010.79	1012.73	1009.58	1011.28	249971.0
2009-09-30 10:30:00	ES	Futures	1011.28	1012.49	1010.06	1011.76	162954.0
2009-09-30 11:00:00	ES	Futures	1012.0	1015.88	1011.52	1015.15	110401.0
2009-09-30 11:30:00	ES	Futures	1015.15	1017.09	1013.7	1015.88	100019.0
2009-09-30 12:00:00	ES	Futures	1015.88	1018.3	1014.91	1017.57	90973.0
2009-09-30 12:30:00	ES	Futures	1017.82	1022.9	1017.57	1021.93	187110.0
2009-09-30 13:00:00	ES	Futures	1021.69	1026.29	1021.69	1024.36	186368.0
2009-09-30 13:30:00	ES	Futures	1024.36	1024.84	1021.93	1022.9	104102.0
2009-09-30 14:00:00	ES	Futures	1022.9	1024.11	1021.45	1022.9	67114.0
2009-09-30 14:30:00	ES	Futures	1022.9	1025.08	1019.75	1020.0	112959.0
2009-09-30 15:00:00	ES	Futures	1020.0	1020.0	1014.42	1015.64	235321.0
2009-09-30 15:30:00	ES	Futures	1015.64	1021.69	1014.91	1018.54	414504.0
2009-09-30 16:00:00	ES	Futures	1018.54	1021.45	1017.57	1021.21	181607.0
2009-09-30 16:30:00	ES	Futures	1020.72	1020.96	1019.03	1019.51	16056.0
2009-09-30 17:00:00	ES	Futures	1019.51	1019.75	1018.78	1019.51	2990.0
2009-09-30 18:00:00	ES	Futures	1019.27	1019.75	1018.78	1018.78	2860.0
2009-09-30 18:30:00	ES	Futures	1018.78	1020.96	1018.78	1020.96	2544.0
2009-09-30 19:00:00	ES	Futures	1020.96	1021.45	1020.72	1020.72	1322.0
2009-09-30 19:30:00	ES	Futures	1020.96	1021.69	1020.24	1021.21	1829.0
2009-09-30 20:00:00	ES	Futures	1021.21	1021.69	1020.72	1021.21	1902.0
2009-09-30 20:30:00	ES	Futures	1020.96	1023.14	1020.72	1021.45	4747.0
2009-09-30 21:00:00	ES	Futures	1021.69	1021.69	1019.03	1019.51	2829.0
2009-09-30 21:30:00	ES	Futures	1019.27	1019.51	1017.82	1017.82	4722.0
2009-09-30 22:00:00	ES	Futures	1017.82	1019.27	1017.82	1018.06	1973.0
2009-09-30 22:30:00	ES	Futures	1018.3	1018.78	1017.57	1018.06	3186.0
2009-09-30 23:00:00	ES	Futures	1018.06	1018.3	1017.57	1017.57	933.0
2009-09-30 23:30:00	ES	Futures	1017.57	1018.54	1017.57	1018.3	1548.0
2009-09-30 00:00:00	NQ	Futures	1959.0	1959.28	1956.43	1956.72	176.0
2009-09-30 00:30:00	NQ	Futures	1956.43	1959.85	1956.43	1958.71	93.0
2009-09-30 01:00:00	NQ	Futures	1958.43	1959.28	1957.29	1958.43	188.0

> showing 50 of 2,398 rows — these rows as CSV

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