PREVIEW / futures_30min / 2009-10-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-09.parquet
  size:    58 KB
  rows:    1,892

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
2009-10-09 00:00:00	ES	Futures	1030.41	1031.62	1030.17	1030.65	1458.0
2009-10-09 00:30:00	ES	Futures	1030.9	1030.9	1030.41	1030.41	782.0
2009-10-09 01:00:00	ES	Futures	1030.65	1031.38	1030.17	1030.17	2196.0
2009-10-09 01:30:00	ES	Futures	1030.17	1030.9	1029.93	1030.65	1302.0
2009-10-09 02:00:00	ES	Futures	1030.65	1031.14	1029.93	1030.17	3692.0
2009-10-09 02:30:00	ES	Futures	1030.41	1030.41	1027.5	1027.75	9190.0
2009-10-09 03:00:00	ES	Futures	1027.5	1034.04	1027.5	1032.83	19113.0
2009-10-09 03:30:00	ES	Futures	1032.59	1033.8	1031.86	1032.59	9597.0
2009-10-09 04:00:00	ES	Futures	1032.35	1033.56	1029.93	1030.9	10703.0
2009-10-09 04:30:00	ES	Futures	1030.65	1031.14	1028.96	1029.68	11094.0
2009-10-09 05:00:00	ES	Futures	1029.44	1030.17	1028.96	1029.68	4002.0
2009-10-09 05:30:00	ES	Futures	1029.68	1029.93	1026.78	1027.02	9000.0
2009-10-09 06:00:00	ES	Futures	1027.02	1029.68	1026.78	1028.96	8013.0
2009-10-09 06:30:00	ES	Futures	1028.96	1029.44	1028.23	1028.96	4574.0
2009-10-09 07:00:00	ES	Futures	1029.2	1030.9	1028.96	1029.68	10255.0
2009-10-09 07:30:00	ES	Futures	1029.44	1030.17	1028.72	1028.96	6116.0
2009-10-09 08:00:00	ES	Futures	1028.96	1029.2	1025.57	1026.29	29687.0
2009-10-09 08:30:00	ES	Futures	1026.54	1029.68	1026.29	1028.72	26731.0
2009-10-09 09:00:00	ES	Futures	1028.72	1029.44	1027.02	1028.96	30918.0
2009-10-09 09:30:00	ES	Futures	1028.72	1031.38	1026.05	1031.14	162856.0
2009-10-09 10:00:00	ES	Futures	1031.38	1032.11	1029.2	1030.65	117602.0
2009-10-09 10:30:00	ES	Futures	1030.9	1032.35	1029.68	1031.14	83189.0
2009-10-09 11:00:00	ES	Futures	1031.14	1032.59	1030.41	1031.86	74219.0
2009-10-09 11:30:00	ES	Futures	1031.62	1032.59	1029.93	1030.41	68220.0
2009-10-09 12:00:00	ES	Futures	1030.41	1030.9	1028.72	1028.96	60932.0
2009-10-09 12:30:00	ES	Futures	1028.96	1030.9	1028.72	1030.9	30516.0
2009-10-09 13:00:00	ES	Futures	1030.9	1031.86	1030.41	1031.38	37094.0
2009-10-09 13:30:00	ES	Futures	1031.62	1031.62	1030.65	1031.38	24570.0
2009-10-09 14:00:00	ES	Futures	1031.14	1031.38	1029.93	1030.41	54500.0
2009-10-09 14:30:00	ES	Futures	1030.41	1032.59	1030.41	1032.59	45590.0
2009-10-09 15:00:00	ES	Futures	1032.59	1034.53	1032.11	1033.08	113633.0
2009-10-09 15:30:00	ES	Futures	1033.08	1034.77	1032.11	1034.29	127213.0
2009-10-09 16:00:00	ES	Futures	1034.53	1035.26	1033.8	1035.01	80780.0
2009-10-09 00:00:00	NQ	Futures	1953.87	1954.72	1953.29	1953.87	183.0
2009-10-09 00:30:00	NQ	Futures	1954.15	1954.72	1953.58	1953.87	97.0
2009-10-09 01:00:00	NQ	Futures	1953.87	1955.29	1953.01	1953.29	118.0
2009-10-09 01:30:00	NQ	Futures	1953.29	1954.44	1953.01	1954.44	119.0
2009-10-09 02:00:00	NQ	Futures	1954.15	1956.15	1954.15	1955.29	990.0
2009-10-09 02:30:00	NQ	Futures	1955.29	1955.29	1949.87	1950.16	846.0
2009-10-09 03:00:00	NQ	Futures	1950.16	1958.43	1949.87	1957.29	3625.0
2009-10-09 03:30:00	NQ	Futures	1957.0	1959.28	1955.86	1957.29	1128.0
2009-10-09 04:00:00	NQ	Futures	1957.57	1959.0	1953.01	1954.15	1435.0
2009-10-09 04:30:00	NQ	Futures	1954.15	1954.44	1951.3	1952.44	805.0
2009-10-09 05:00:00	NQ	Futures	1952.15	1953.01	1951.3	1952.15	310.0
2009-10-09 05:30:00	NQ	Futures	1952.15	1952.44	1947.31	1947.31	793.0
2009-10-09 06:00:00	NQ	Futures	1947.31	1952.15	1947.31	1951.01	384.0
2009-10-09 06:30:00	NQ	Futures	1950.73	1951.58	1949.87	1950.73	152.0
2009-10-09 07:00:00	NQ	Futures	1951.01	1955.01	1951.01	1953.01	998.0
2009-10-09 07:30:00	NQ	Futures	1953.01	1953.58	1951.3	1951.3	607.0
2009-10-09 08:00:00	NQ	Futures	1951.58	1951.87	1946.74	1948.73	2107.0

> showing 50 of 1,892 rows — these rows as CSV

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