PREVIEW / futures_30min / 2009-10-01

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-01.parquet
  size:    70 KB
  rows:    2,405

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
2009-10-01 00:00:00	ES	Futures	1018.54	1019.03	1017.82	1018.3	1725.0
2009-10-01 00:30:00	ES	Futures	1018.3	1018.54	1017.57	1018.3	845.0
2009-10-01 01:00:00	ES	Futures	1018.3	1018.78	1018.06	1018.54	831.0
2009-10-01 01:30:00	ES	Futures	1018.54	1018.78	1017.82	1018.3	1821.0
2009-10-01 02:00:00	ES	Futures	1018.06	1019.03	1017.57	1018.54	3867.0
2009-10-01 02:30:00	ES	Futures	1018.54	1019.75	1018.06	1019.03	2474.0
2009-10-01 03:00:00	ES	Futures	1019.03	1021.69	1017.57	1021.45	14922.0
2009-10-01 03:30:00	ES	Futures	1021.45	1022.42	1020.0	1020.72	10739.0
2009-10-01 04:00:00	ES	Futures	1020.72	1020.96	1019.27	1019.75	7909.0
2009-10-01 04:30:00	ES	Futures	1020.0	1020.24	1015.15	1016.12	18260.0
2009-10-01 05:00:00	ES	Futures	1015.88	1018.06	1015.15	1016.6	8905.0
2009-10-01 05:30:00	ES	Futures	1016.6	1017.33	1014.91	1015.39	7727.0
2009-10-01 06:00:00	ES	Futures	1015.15	1016.36	1014.42	1015.39	9207.0
2009-10-01 06:30:00	ES	Futures	1015.39	1015.64	1013.46	1014.18	9754.0
2009-10-01 07:00:00	ES	Futures	1014.18	1015.64	1013.94	1014.91	6710.0
2009-10-01 07:30:00	ES	Futures	1014.91	1015.88	1013.7	1015.15	14474.0
2009-10-01 08:00:00	ES	Futures	1014.91	1016.36	1014.18	1015.39	17347.0
2009-10-01 08:30:00	ES	Futures	1015.39	1017.82	1012.49	1016.85	63401.0
2009-10-01 09:00:00	ES	Futures	1016.85	1017.57	1015.15	1016.36	32170.0
2009-10-01 09:30:00	ES	Futures	1016.36	1016.6	1010.06	1011.76	267948.0
2009-10-01 10:00:00	ES	Futures	1012.0	1014.91	1004.49	1005.95	398071.0
2009-10-01 10:30:00	ES	Futures	1005.95	1008.37	1004.74	1006.43	154069.0
2009-10-01 11:00:00	ES	Futures	1006.19	1006.67	999.41	1000.62	274212.0
2009-10-01 11:30:00	ES	Futures	1000.62	1002.07	999.41	1001.34	114018.0
2009-10-01 12:00:00	ES	Futures	1001.34	1003.28	999.65	1002.56	85463.0
2009-10-01 12:30:00	ES	Futures	1002.56	1003.52	1000.86	1001.59	65706.0
2009-10-01 13:00:00	ES	Futures	1001.59	1001.83	996.74	998.44	152929.0
2009-10-01 13:30:00	ES	Futures	998.44	1001.1	997.47	999.89	89054.0
2009-10-01 14:00:00	ES	Futures	999.65	1002.56	998.44	1002.07	95106.0
2009-10-01 14:30:00	ES	Futures	1002.31	1002.31	999.16	999.89	103666.0
2009-10-01 15:00:00	ES	Futures	1000.13	1000.13	997.47	997.95	149811.0
2009-10-01 15:30:00	ES	Futures	998.2	1000.62	992.62	993.11	338932.0
2009-10-01 16:00:00	ES	Futures	993.11	996.74	992.87	995.29	172342.0
2009-10-01 16:30:00	ES	Futures	995.05	995.53	994.56	995.53	6538.0
2009-10-01 17:00:00	ES	Futures	995.53	995.77	994.32	994.56	3023.0
2009-10-01 18:00:00	ES	Futures	994.56	994.8	993.59	993.84	2727.0
2009-10-01 18:30:00	ES	Futures	993.84	994.8	993.59	994.56	1575.0
2009-10-01 19:00:00	ES	Futures	994.56	994.56	993.84	994.08	773.0
2009-10-01 19:30:00	ES	Futures	994.08	994.56	993.35	993.35	2897.0
2009-10-01 20:00:00	ES	Futures	993.35	994.56	991.9	994.08	6142.0
2009-10-01 20:30:00	ES	Futures	994.32	994.8	993.84	994.56	2808.0
2009-10-01 21:00:00	ES	Futures	994.32	994.8	993.35	993.59	2926.0
2009-10-01 21:30:00	ES	Futures	993.84	994.56	993.59	994.56	1983.0
2009-10-01 22:00:00	ES	Futures	994.32	994.8	993.59	993.84	2260.0
2009-10-01 22:30:00	ES	Futures	993.84	994.32	993.11	993.35	1742.0
2009-10-01 23:00:00	ES	Futures	993.35	993.59	992.62	992.62	848.0
2009-10-01 23:30:00	ES	Futures	992.87	993.59	992.38	993.11	1210.0
2009-10-01 00:00:00	NQ	Futures	1955.01	1956.72	1953.87	1954.72	89.0
2009-10-01 00:30:00	NQ	Futures	1954.72	1955.01	1953.58	1954.44	56.0
2009-10-01 01:00:00	NQ	Futures	1954.72	1955.29	1953.58	1954.44	139.0

> showing 50 of 2,405 rows — these rows as CSV

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