PREVIEW / futures_30min / 2009-10-11

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-11.parquet
  size:    18 KB
  rows:    418

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
2009-10-11 18:00:00	ES	Futures	1034.53	1035.74	1034.29	1035.5	2881.0
2009-10-11 18:30:00	ES	Futures	1035.5	1035.74	1034.77	1035.5	1119.0
2009-10-11 19:00:00	ES	Futures	1035.74	1037.68	1035.26	1037.44	2292.0
2009-10-11 19:30:00	ES	Futures	1037.19	1037.68	1036.95	1036.95	1701.0
2009-10-11 20:00:00	ES	Futures	1037.19	1037.19	1033.8	1034.53	2787.0
2009-10-11 20:30:00	ES	Futures	1034.77	1035.26	1034.04	1034.29	1380.0
2009-10-11 21:00:00	ES	Futures	1034.53	1035.26	1034.29	1034.53	851.0
2009-10-11 21:30:00	ES	Futures	1034.53	1035.26	1034.53	1035.01	899.0
2009-10-11 22:00:00	ES	Futures	1034.77	1035.01	1034.29	1034.53	981.0
2009-10-11 22:30:00	ES	Futures	1034.53	1034.77	1034.29	1034.53	532.0
2009-10-11 23:00:00	ES	Futures	1034.53	1035.01	1034.29	1034.77	384.0
2009-10-11 23:30:00	ES	Futures	1034.77	1035.01	1034.53	1035.01	162.0
2009-10-11 18:00:00	NQ	Futures	1967.84	1970.12	1967.84	1969.55	141.0
2009-10-11 18:30:00	NQ	Futures	1969.55	1970.41	1969.27	1970.41	36.0
2009-10-11 19:00:00	NQ	Futures	1970.12	1973.54	1969.84	1973.54	236.0
2009-10-11 19:30:00	NQ	Futures	1973.26	1973.83	1972.4	1972.69	137.0
2009-10-11 20:00:00	NQ	Futures	1972.4	1972.69	1966.7	1968.12	275.0
2009-10-11 20:30:00	NQ	Futures	1968.41	1968.98	1967.55	1967.84	157.0
2009-10-11 21:00:00	NQ	Futures	1968.12	1969.27	1967.55	1967.55	94.0
2009-10-11 21:30:00	NQ	Futures	1968.12	1968.98	1968.12	1968.7	39.0
2009-10-11 22:00:00	NQ	Futures	1968.41	1968.7	1966.98	1967.55	135.0
2009-10-11 22:30:00	NQ	Futures	1967.55	1968.12	1967.55	1967.84	47.0
2009-10-11 23:00:00	NQ	Futures	1967.84	1967.84	1966.98	1967.84	106.0
2009-10-11 23:30:00	NQ	Futures	1967.55	1968.12	1967.27	1967.84	23.0
2009-10-11 18:00:00	YM	Futures	9124.2	9132.6	9120.5	9131.6	211.0
2009-10-11 18:30:00	YM	Futures	9127.9	9130.7	9127.9	9130.7	42.0
2009-10-11 19:00:00	YM	Futures	9131.6	9150.2	9129.8	9150.2	249.0
2009-10-11 19:30:00	YM	Futures	9147.4	9152.1	9144.6	9144.6	161.0
2009-10-11 20:00:00	YM	Futures	9144.6	9144.6	9117.7	9124.2	462.0
2009-10-11 20:30:00	YM	Futures	9124.2	9127.0	9115.8	9116.7	416.0
2009-10-11 21:00:00	YM	Futures	9117.7	9124.2	9115.8	9120.5	146.0
2009-10-11 21:30:00	YM	Futures	9119.5	9126.0	9119.5	9125.1	72.0
2009-10-11 22:00:00	YM	Futures	9123.3	9124.2	9115.8	9119.5	132.0
2009-10-11 22:30:00	YM	Futures	9120.5	9122.3	9118.6	9120.5	41.0
2009-10-11 23:00:00	YM	Futures	9120.5	9122.3	9118.6	9122.3	66.0
2009-10-11 23:30:00	YM	Futures	9119.5	9124.2	9119.5	9122.3	38.0
2009-10-11 18:00:00	CL	Futures	162.47	163.1	162.27	162.83	611.0
2009-10-11 18:30:00	CL	Futures	162.85	163.19	162.74	162.97	263.0
2009-10-11 19:00:00	CL	Futures	163.03	163.1	162.7	163.03	220.0
2009-10-11 19:30:00	CL	Futures	163.03	163.17	162.99	163.03	170.0
2009-10-11 20:00:00	CL	Futures	163.03	163.15	162.67	162.79	219.0
2009-10-11 20:30:00	CL	Futures	162.81	162.83	162.05	162.11	634.0
2009-10-11 21:00:00	CL	Futures	162.11	162.56	162.11	162.43	341.0
2009-10-11 21:30:00	CL	Futures	162.45	162.47	162.23	162.38	212.0
2009-10-11 22:00:00	CL	Futures	162.38	162.38	162.16	162.27	210.0
2009-10-11 22:30:00	CL	Futures	162.29	162.47	162.23	162.34	188.0
2009-10-11 23:00:00	CL	Futures	162.38	162.5	162.34	162.47	58.0
2009-10-11 23:30:00	CL	Futures	162.43	162.5	162.16	162.47	124.0
2009-10-11 18:00:00	GC	Futures	1482.1	1486.0	1480.9	1483.3	876.0
2009-10-11 18:30:00	GC	Futures	1483.3	1488.4	1483.3	1487.9	523.0

> showing 50 of 418 rows — these rows as CSV

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