PREVIEW / futures_30min / 2009-10-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-12.parquet
  size:    66 KB
  rows:    2,349

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
2009-10-12 00:00:00	ES	Futures	1034.77	1035.26	1034.53	1035.01	444.0
2009-10-12 00:30:00	ES	Futures	1035.01	1035.98	1034.77	1035.98	1142.0
2009-10-12 01:00:00	ES	Futures	1035.74	1036.22	1035.5	1035.74	585.0
2009-10-12 01:30:00	ES	Futures	1035.74	1036.22	1035.5	1035.74	777.0
2009-10-12 02:00:00	ES	Futures	1035.74	1037.68	1035.5	1036.47	4139.0
2009-10-12 02:30:00	ES	Futures	1036.47	1036.71	1035.5	1036.22	3935.0
2009-10-12 03:00:00	ES	Futures	1035.98	1036.47	1034.29	1035.74	10058.0
2009-10-12 03:30:00	ES	Futures	1035.74	1036.22	1034.53	1036.22	10604.0
2009-10-12 04:00:00	ES	Futures	1036.22	1041.07	1035.26	1040.58	24823.0
2009-10-12 04:30:00	ES	Futures	1040.83	1041.07	1039.62	1041.07	7384.0
2009-10-12 05:00:00	ES	Futures	1041.07	1042.04	1040.34	1040.83	8964.0
2009-10-12 05:30:00	ES	Futures	1040.83	1041.07	1039.62	1040.34	5071.0
2009-10-12 06:00:00	ES	Futures	1040.58	1041.31	1040.58	1040.83	4631.0
2009-10-12 06:30:00	ES	Futures	1040.83	1041.8	1040.34	1041.8	4489.0
2009-10-12 07:00:00	ES	Futures	1041.8	1043.25	1041.07	1041.8	17096.0
2009-10-12 07:30:00	ES	Futures	1041.8	1042.28	1041.31	1041.8	6562.0
2009-10-12 08:00:00	ES	Futures	1041.8	1041.8	1040.1	1041.07	8827.0
2009-10-12 08:30:00	ES	Futures	1041.31	1041.31	1039.62	1040.1	10758.0
2009-10-12 09:00:00	ES	Futures	1040.1	1040.58	1039.13	1039.86	10414.0
2009-10-12 09:30:00	ES	Futures	1039.62	1042.52	1038.4	1042.28	100302.0
2009-10-12 10:00:00	ES	Futures	1042.52	1042.76	1040.1	1040.83	107661.0
2009-10-12 10:30:00	ES	Futures	1041.07	1042.28	1040.83	1042.04	54851.0
2009-10-12 11:00:00	ES	Futures	1042.04	1042.28	1041.07	1041.07	44938.0
2009-10-12 11:30:00	ES	Futures	1041.07	1041.31	1040.1	1040.58	35078.0
2009-10-12 12:00:00	ES	Futures	1040.58	1041.8	1040.1	1040.58	26622.0
2009-10-12 12:30:00	ES	Futures	1040.58	1041.55	1040.1	1041.31	25096.0
2009-10-12 13:00:00	ES	Futures	1041.31	1041.8	1040.83	1040.83	22098.0
2009-10-12 13:30:00	ES	Futures	1041.07	1041.8	1040.34	1041.31	27686.0
2009-10-12 14:00:00	ES	Futures	1041.31	1041.55	1035.98	1036.71	134795.0
2009-10-12 14:30:00	ES	Futures	1036.71	1037.44	1034.77	1036.95	97919.0
2009-10-12 15:00:00	ES	Futures	1037.19	1038.4	1036.95	1038.4	60495.0
2009-10-12 15:30:00	ES	Futures	1038.4	1039.37	1036.71	1039.13	115414.0
2009-10-12 16:00:00	ES	Futures	1039.13	1039.37	1037.68	1037.92	50739.0
2009-10-12 16:30:00	ES	Futures	1037.68	1038.16	1037.44	1037.68	2587.0
2009-10-12 17:00:00	ES	Futures	1037.68	1038.65	1037.44	1038.4	1229.0
2009-10-12 18:00:00	ES	Futures	1038.16	1038.4	1037.68	1037.92	626.0
2009-10-12 18:30:00	ES	Futures	1037.68	1038.16	1037.68	1037.68	185.0
2009-10-12 19:00:00	ES	Futures	1037.68	1037.92	1037.19	1037.68	591.0
2009-10-12 19:30:00	ES	Futures	1037.68	1038.16	1037.19	1037.44	1078.0
2009-10-12 20:00:00	ES	Futures	1037.44	1037.92	1037.19	1037.68	943.0
2009-10-12 20:30:00	ES	Futures	1037.44	1037.68	1036.95	1036.95	1191.0
2009-10-12 21:00:00	ES	Futures	1037.19	1037.44	1036.71	1037.19	1143.0
2009-10-12 21:30:00	ES	Futures	1037.44	1037.44	1035.98	1036.22	1666.0
2009-10-12 22:00:00	ES	Futures	1036.47	1036.95	1035.26	1035.98	3417.0
2009-10-12 22:30:00	ES	Futures	1035.98	1037.68	1035.74	1036.71	1711.0
2009-10-12 23:00:00	ES	Futures	1036.95	1037.68	1036.95	1037.44	1031.0
2009-10-12 23:30:00	ES	Futures	1037.44	1037.92	1037.44	1037.68	788.0
2009-10-12 00:00:00	NQ	Futures	1968.41	1968.41	1967.84	1967.84	30.0
2009-10-12 00:30:00	NQ	Futures	1968.12	1969.55	1968.12	1969.27	88.0
2009-10-12 01:00:00	NQ	Futures	1969.27	1970.12	1968.98	1969.84	55.0

> showing 50 of 2,349 rows — these rows as CSV

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