PREVIEW / futures_30min / 2009-10-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-04.parquet
  size:    18 KB
  rows:    413

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
2009-10-04 18:00:00	ES	Futures	989.96	990.2	987.78	988.51	3627.0
2009-10-04 18:30:00	ES	Futures	988.51	989.72	988.26	989.72	1894.0
2009-10-04 19:00:00	ES	Futures	989.72	993.84	989.72	991.66	4753.0
2009-10-04 19:30:00	ES	Futures	991.66	991.66	989.23	990.93	2616.0
2009-10-04 20:00:00	ES	Futures	990.93	992.87	990.93	991.66	3580.0
2009-10-04 20:30:00	ES	Futures	991.66	992.87	991.66	992.38	2479.0
2009-10-04 21:00:00	ES	Futures	992.38	993.59	992.14	992.87	2593.0
2009-10-04 21:30:00	ES	Futures	993.11	993.35	992.14	992.38	1037.0
2009-10-04 22:00:00	ES	Futures	992.14	993.35	992.14	993.11	1686.0
2009-10-04 22:30:00	ES	Futures	993.35	993.35	992.38	992.87	1175.0
2009-10-04 23:00:00	ES	Futures	993.11	993.35	992.38	992.62	631.0
2009-10-04 23:30:00	ES	Futures	992.87	993.11	991.66	992.62	1826.0
2009-10-04 18:00:00	NQ	Futures	1896.54	1896.54	1893.4	1893.69	349.0
2009-10-04 18:30:00	NQ	Futures	1894.26	1896.83	1894.26	1895.97	78.0
2009-10-04 19:00:00	NQ	Futures	1896.83	1903.96	1896.83	1900.53	376.0
2009-10-04 19:30:00	NQ	Futures	1900.53	1900.53	1896.54	1899.39	160.0
2009-10-04 20:00:00	NQ	Futures	1899.68	1902.53	1899.11	1900.82	316.0
2009-10-04 20:30:00	NQ	Futures	1900.82	1903.39	1900.82	1902.53	365.0
2009-10-04 21:00:00	NQ	Futures	1902.53	1905.1	1901.96	1903.67	300.0
2009-10-04 21:30:00	NQ	Futures	1903.67	1904.24	1901.39	1901.96	176.0
2009-10-04 22:00:00	NQ	Futures	1901.39	1903.96	1901.39	1903.39	60.0
2009-10-04 22:30:00	NQ	Futures	1903.67	1903.67	1901.96	1903.1	35.0
2009-10-04 23:00:00	NQ	Futures	1903.39	1903.39	1901.67	1902.25	23.0
2009-10-04 23:30:00	NQ	Futures	1902.53	1903.1	1900.25	1902.82	194.0
2009-10-04 18:00:00	YM	Futures	8773.5	8775.4	8758.6	8763.3	192.0
2009-10-04 18:30:00	YM	Futures	8766.1	8774.4	8766.1	8773.5	29.0
2009-10-04 19:00:00	YM	Futures	8774.4	8805.1	8774.4	8791.2	233.0
2009-10-04 19:30:00	YM	Futures	8791.2	8791.2	8774.4	8784.7	196.0
2009-10-04 20:00:00	YM	Futures	8785.6	8798.6	8783.7	8791.2	251.0
2009-10-04 20:30:00	YM	Futures	8791.2	8800.5	8791.2	8795.8	183.0
2009-10-04 21:00:00	YM	Futures	8797.7	8807.9	8795.8	8801.4	168.0
2009-10-04 21:30:00	YM	Futures	8802.3	8804.2	8794.0	8796.8	93.0
2009-10-04 22:00:00	YM	Futures	8794.9	8805.1	8794.9	8804.2	152.0
2009-10-04 22:30:00	YM	Futures	8804.2	8804.2	8797.7	8801.4	54.0
2009-10-04 23:00:00	YM	Futures	8801.4	8801.4	8796.8	8796.8	39.0
2009-10-04 23:30:00	YM	Futures	8800.5	8802.3	8791.2	8799.5	134.0
2009-10-04 18:00:00	CL	Futures	157.01	157.05	155.91	156.09	310.0
2009-10-04 18:30:00	CL	Futures	156.09	156.09	155.82	156.09	234.0
2009-10-04 19:00:00	CL	Futures	156.09	156.47	156.09	156.45	230.0
2009-10-04 19:30:00	CL	Futures	156.47	156.47	156.22	156.36	121.0
2009-10-04 20:00:00	CL	Futures	156.36	157.05	156.22	157.01	428.0
2009-10-04 20:30:00	CL	Futures	157.03	157.19	156.89	156.98	424.0
2009-10-04 21:00:00	CL	Futures	156.98	157.32	156.96	157.19	378.0
2009-10-04 21:30:00	CL	Futures	157.16	157.23	156.96	157.16	194.0
2009-10-04 22:00:00	CL	Futures	157.21	157.25	157.16	157.21	105.0
2009-10-04 22:30:00	CL	Futures	157.21	157.32	157.14	157.3	96.0
2009-10-04 23:00:00	CL	Futures	157.32	157.32	157.19	157.21	170.0
2009-10-04 23:30:00	CL	Futures	157.19	157.21	156.87	157.12	137.0
2009-10-04 18:00:00	GC	Futures	1417.2	1417.2	1414.1	1414.4	294.0
2009-10-04 18:30:00	GC	Futures	1414.7	1416.2	1413.8	1415.9	173.0

> showing 50 of 413 rows — these rows as CSV

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