PREVIEW / futures_30min / 2009-10-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-06.parquet
  size:    67 KB
  rows:    2,401

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
2009-10-06 00:00:00	ES	Futures	1004.49	1004.49	1003.77	1004.01	1255.0
2009-10-06 00:30:00	ES	Futures	1004.01	1004.25	1003.52	1003.77	1214.0
2009-10-06 01:00:00	ES	Futures	1003.77	1004.74	1003.52	1004.74	1809.0
2009-10-06 01:30:00	ES	Futures	1004.49	1005.46	1004.25	1005.22	1658.0
2009-10-06 02:00:00	ES	Futures	1004.98	1005.22	1004.25	1004.98	3698.0
2009-10-06 02:30:00	ES	Futures	1005.22	1005.7	1004.01	1005.22	2940.0
2009-10-06 03:00:00	ES	Futures	1005.46	1007.16	1004.49	1005.95	15725.0
2009-10-06 03:30:00	ES	Futures	1005.95	1007.88	1004.98	1007.16	10746.0
2009-10-06 04:00:00	ES	Futures	1006.92	1008.85	1006.92	1008.37	10156.0
2009-10-06 04:30:00	ES	Futures	1008.61	1008.85	1006.92	1008.61	7536.0
2009-10-06 05:00:00	ES	Futures	1008.37	1014.42	1008.37	1012.97	32968.0
2009-10-06 05:30:00	ES	Futures	1012.97	1013.21	1011.52	1012.0	14006.0
2009-10-06 06:00:00	ES	Futures	1012.24	1013.21	1011.52	1013.21	7862.0
2009-10-06 06:30:00	ES	Futures	1012.97	1014.42	1012.97	1013.94	11400.0
2009-10-06 07:00:00	ES	Futures	1013.7	1014.18	1012.97	1013.94	9530.0
2009-10-06 07:30:00	ES	Futures	1013.94	1015.15	1013.46	1013.94	12427.0
2009-10-06 08:00:00	ES	Futures	1013.94	1014.18	1012.0	1012.73	21425.0
2009-10-06 08:30:00	ES	Futures	1012.73	1012.97	1011.28	1012.0	16372.0
2009-10-06 09:00:00	ES	Futures	1012.0	1012.97	1010.31	1010.55	26709.0
2009-10-06 09:30:00	ES	Futures	1010.31	1018.54	1010.06	1017.57	292852.0
2009-10-06 10:00:00	ES	Futures	1017.57	1019.27	1016.36	1016.6	168338.0
2009-10-06 10:30:00	ES	Futures	1016.36	1020.0	1016.36	1019.51	135699.0
2009-10-06 11:00:00	ES	Futures	1019.75	1023.87	1019.03	1021.45	184077.0
2009-10-06 11:30:00	ES	Futures	1021.45	1021.93	1019.51	1020.48	75562.0
2009-10-06 12:00:00	ES	Futures	1020.24	1021.45	1020.0	1020.72	41705.0
2009-10-06 12:30:00	ES	Futures	1020.72	1022.18	1018.3	1018.54	60919.0
2009-10-06 13:00:00	ES	Futures	1018.78	1019.03	1016.6	1018.54	73887.0
2009-10-06 13:30:00	ES	Futures	1018.3	1019.03	1013.94	1015.39	113814.0
2009-10-06 14:00:00	ES	Futures	1015.64	1015.64	1010.31	1011.03	179788.0
2009-10-06 14:30:00	ES	Futures	1011.03	1015.15	1010.31	1014.42	146346.0
2009-10-06 15:00:00	ES	Futures	1014.42	1019.27	1013.7	1018.54	165733.0
2009-10-06 15:30:00	ES	Futures	1018.54	1019.75	1015.39	1018.06	189957.0
2009-10-06 16:00:00	ES	Futures	1018.06	1018.54	1015.64	1015.88	94146.0
2009-10-06 16:30:00	ES	Futures	1015.64	1016.85	1015.64	1016.6	7123.0
2009-10-06 17:00:00	ES	Futures	1016.85	1016.85	1016.12	1016.36	1136.0
2009-10-06 18:00:00	ES	Futures	1016.36	1016.6	1016.12	1016.6	1483.0
2009-10-06 18:30:00	ES	Futures	1016.6	1017.09	1016.36	1016.85	663.0
2009-10-06 19:00:00	ES	Futures	1016.85	1017.09	1016.85	1017.09	747.0
2009-10-06 19:30:00	ES	Futures	1017.09	1017.57	1016.85	1017.33	1691.0
2009-10-06 20:00:00	ES	Futures	1017.33	1017.82	1016.6	1017.09	1536.0
2009-10-06 20:30:00	ES	Futures	1016.85	1017.33	1015.88	1016.6	2790.0
2009-10-06 21:00:00	ES	Futures	1016.6	1017.57	1015.64	1015.88	2724.0
2009-10-06 21:30:00	ES	Futures	1016.12	1016.12	1015.39	1015.88	1481.0
2009-10-06 22:00:00	ES	Futures	1015.64	1015.88	1014.91	1015.64	1340.0
2009-10-06 22:30:00	ES	Futures	1015.64	1016.85	1015.39	1016.36	1463.0
2009-10-06 23:00:00	ES	Futures	1016.12	1018.3	1016.12	1018.06	2549.0
2009-10-06 23:30:00	ES	Futures	1018.3	1018.54	1017.82	1018.06	1323.0
2009-10-06 00:00:00	NQ	Futures	1912.51	1913.37	1911.94	1912.51	129.0
2009-10-06 00:30:00	NQ	Futures	1912.51	1913.08	1911.94	1911.94	161.0
2009-10-06 01:00:00	NQ	Futures	1911.94	1913.65	1911.94	1913.65	100.0

> showing 50 of 2,401 rows — these rows as CSV

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