PREVIEW / futures_30min / 2009-10-07

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-07.parquet
  size:    70 KB
  rows:    2,475

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
2009-10-07 00:00:00	ES	Futures	1018.3	1021.21	1017.57	1018.06	4518.0
2009-10-07 00:30:00	ES	Futures	1018.06	1019.27	1017.82	1019.03	819.0
2009-10-07 01:00:00	ES	Futures	1019.03	1019.51	1018.54	1018.54	927.0
2009-10-07 01:30:00	ES	Futures	1018.78	1020.0	1018.54	1018.78	1382.0
2009-10-07 02:00:00	ES	Futures	1018.78	1019.51	1018.3	1018.78	1982.0
2009-10-07 02:30:00	ES	Futures	1018.54	1020.0	1018.06	1019.51	3403.0
2009-10-07 03:00:00	ES	Futures	1019.27	1021.93	1016.85	1020.24	18201.0
2009-10-07 03:30:00	ES	Futures	1020.48	1020.48	1018.54	1020.48	9486.0
2009-10-07 04:00:00	ES	Futures	1020.48	1021.21	1019.51	1020.0	9186.0
2009-10-07 04:30:00	ES	Futures	1020.0	1021.69	1020.0	1020.72	11856.0
2009-10-07 05:00:00	ES	Futures	1020.48	1021.69	1019.75	1020.0	8812.0
2009-10-07 05:30:00	ES	Futures	1020.0	1020.72	1019.51	1020.0	3838.0
2009-10-07 06:00:00	ES	Futures	1020.0	1020.72	1019.75	1020.24	4114.0
2009-10-07 06:30:00	ES	Futures	1020.24	1020.24	1017.57	1017.57	8986.0
2009-10-07 07:00:00	ES	Futures	1017.33	1018.78	1016.12	1016.6	13328.0
2009-10-07 07:30:00	ES	Futures	1016.85	1018.06	1016.6	1016.85	6417.0
2009-10-07 08:00:00	ES	Futures	1017.09	1017.33	1015.64	1017.09	21493.0
2009-10-07 08:30:00	ES	Futures	1017.09	1017.09	1012.73	1013.7	34706.0
2009-10-07 09:00:00	ES	Futures	1013.46	1015.88	1013.21	1015.39	20160.0
2009-10-07 09:30:00	ES	Futures	1015.64	1019.27	1013.7	1017.09	245707.0
2009-10-07 10:00:00	ES	Futures	1017.09	1020.48	1015.88	1018.78	164486.0
2009-10-07 10:30:00	ES	Futures	1018.78	1019.03	1015.39	1018.54	170230.0
2009-10-07 11:00:00	ES	Futures	1018.78	1021.69	1018.06	1018.54	108638.0
2009-10-07 11:30:00	ES	Futures	1018.3	1018.54	1015.15	1015.15	73629.0
2009-10-07 12:00:00	ES	Futures	1015.15	1017.57	1014.91	1017.09	49287.0
2009-10-07 12:30:00	ES	Futures	1017.09	1018.54	1015.39	1018.54	52495.0
2009-10-07 13:00:00	ES	Futures	1018.54	1018.78	1016.6	1017.82	46035.0
2009-10-07 13:30:00	ES	Futures	1017.82	1018.78	1016.12	1017.82	51946.0
2009-10-07 14:00:00	ES	Futures	1017.82	1017.82	1014.91	1015.88	84812.0
2009-10-07 14:30:00	ES	Futures	1016.12	1018.78	1015.39	1018.06	73446.0
2009-10-07 15:00:00	ES	Futures	1018.06	1019.03	1016.6	1018.54	107265.0
2009-10-07 15:30:00	ES	Futures	1018.78	1021.45	1018.3	1020.72	162645.0
2009-10-07 16:00:00	ES	Futures	1020.72	1021.21	1019.27	1020.96	89558.0
2009-10-07 16:30:00	ES	Futures	1020.72	1025.81	1020.48	1023.87	14240.0
2009-10-07 17:00:00	ES	Futures	1023.87	1024.11	1022.9	1024.11	3012.0
2009-10-07 18:00:00	ES	Futures	1023.87	1024.6	1023.87	1023.87	3120.0
2009-10-07 18:30:00	ES	Futures	1024.11	1024.11	1023.63	1023.87	1195.0
2009-10-07 19:00:00	ES	Futures	1023.87	1026.54	1023.39	1026.05	5666.0
2009-10-07 19:30:00	ES	Futures	1025.81	1026.78	1025.57	1025.81	2683.0
2009-10-07 20:00:00	ES	Futures	1025.81	1026.05	1024.84	1025.32	2194.0
2009-10-07 20:30:00	ES	Futures	1025.32	1031.38	1025.32	1028.47	24528.0
2009-10-07 21:00:00	ES	Futures	1028.47	1031.38	1028.47	1029.93	10086.0
2009-10-07 21:30:00	ES	Futures	1029.93	1031.38	1029.2	1030.65	5337.0
2009-10-07 22:00:00	ES	Futures	1030.65	1030.9	1029.44	1030.17	3215.0
2009-10-07 22:30:00	ES	Futures	1030.17	1030.65	1029.68	1029.93	2473.0
2009-10-07 23:00:00	ES	Futures	1029.93	1030.41	1029.68	1030.17	1060.0
2009-10-07 23:30:00	ES	Futures	1030.17	1030.65	1029.44	1029.68	1558.0
2009-10-07 00:00:00	NQ	Futures	1942.74	1948.16	1941.89	1942.46	585.0
2009-10-07 00:30:00	NQ	Futures	1942.46	1945.02	1942.17	1944.45	69.0
2009-10-07 01:00:00	NQ	Futures	1944.74	1945.59	1943.88	1943.88	69.0

> showing 50 of 2,475 rows — these rows as CSV

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