PREVIEW / futures_30min / 2009-10-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-13.parquet
  size:    71 KB
  rows:    2,466

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
2009-10-13 00:00:00	ES	Futures	1037.92	1039.13	1037.68	1038.89	1928.0
2009-10-13 00:30:00	ES	Futures	1038.65	1038.89	1038.16	1038.4	680.0
2009-10-13 01:00:00	ES	Futures	1038.4	1038.65	1037.68	1037.92	935.0
2009-10-13 01:30:00	ES	Futures	1038.16	1038.16	1037.19	1037.92	1058.0
2009-10-13 02:00:00	ES	Futures	1037.92	1038.65	1037.19	1037.44	2891.0
2009-10-13 02:30:00	ES	Futures	1037.19	1038.4	1036.95	1038.16	2323.0
2009-10-13 03:00:00	ES	Futures	1038.16	1039.13	1036.71	1038.65	13198.0
2009-10-13 03:30:00	ES	Futures	1038.65	1039.13	1035.26	1036.22	12990.0
2009-10-13 04:00:00	ES	Futures	1035.98	1037.19	1035.5	1037.19	6793.0
2009-10-13 04:30:00	ES	Futures	1037.19	1038.4	1036.47	1037.44	6142.0
2009-10-13 05:00:00	ES	Futures	1037.44	1037.44	1034.53	1035.5	11457.0
2009-10-13 05:30:00	ES	Futures	1035.5	1036.71	1034.77	1036.47	6530.0
2009-10-13 06:00:00	ES	Futures	1036.22	1037.92	1035.98	1037.19	6027.0
2009-10-13 06:30:00	ES	Futures	1037.19	1038.4	1036.95	1038.4	3652.0
2009-10-13 07:00:00	ES	Futures	1038.16	1040.34	1038.16	1039.62	12320.0
2009-10-13 07:30:00	ES	Futures	1039.62	1040.83	1038.65	1038.89	12813.0
2009-10-13 08:00:00	ES	Futures	1038.65	1039.37	1036.95	1037.92	16751.0
2009-10-13 08:30:00	ES	Futures	1037.92	1038.65	1036.22	1036.22	14514.0
2009-10-13 09:00:00	ES	Futures	1036.47	1037.19	1035.26	1035.74	28032.0
2009-10-13 09:30:00	ES	Futures	1035.74	1037.68	1031.86	1032.35	188631.0
2009-10-13 10:00:00	ES	Futures	1032.35	1033.08	1029.93	1033.08	205984.0
2009-10-13 10:30:00	ES	Futures	1033.08	1034.04	1032.11	1033.56	80425.0
2009-10-13 11:00:00	ES	Futures	1033.56	1034.04	1031.62	1033.56	73487.0
2009-10-13 11:30:00	ES	Futures	1033.32	1038.4	1033.32	1037.92	147301.0
2009-10-13 12:00:00	ES	Futures	1037.68	1038.65	1035.5	1036.22	95430.0
2009-10-13 12:30:00	ES	Futures	1036.22	1036.71	1035.74	1036.22	29703.0
2009-10-13 13:00:00	ES	Futures	1035.98	1037.19	1035.98	1036.47	45204.0
2009-10-13 13:30:00	ES	Futures	1036.71	1036.95	1034.77	1036.22	52304.0
2009-10-13 14:00:00	ES	Futures	1036.22	1036.71	1033.08	1035.01	95673.0
2009-10-13 14:30:00	ES	Futures	1035.26	1036.95	1034.53	1035.5	57955.0
2009-10-13 15:00:00	ES	Futures	1035.74	1038.65	1035.01	1037.44	74421.0
2009-10-13 15:30:00	ES	Futures	1037.68	1037.92	1035.74	1037.44	121827.0
2009-10-13 16:00:00	ES	Futures	1037.44	1037.44	1034.77	1035.26	68136.0
2009-10-13 16:30:00	ES	Futures	1039.37	1042.28	1039.37	1041.31	33567.0
2009-10-13 17:00:00	ES	Futures	1041.07	1047.85	1041.07	1044.46	23992.0
2009-10-13 18:00:00	ES	Futures	1044.46	1045.43	1043.73	1044.22	4425.0
2009-10-13 18:30:00	ES	Futures	1044.22	1044.7	1043.01	1043.25	1777.0
2009-10-13 19:00:00	ES	Futures	1043.25	1043.49	1042.76	1043.25	1547.0
2009-10-13 19:30:00	ES	Futures	1043.25	1044.22	1043.01	1043.98	1197.0
2009-10-13 20:00:00	ES	Futures	1043.98	1044.22	1043.01	1043.25	1515.0
2009-10-13 20:30:00	ES	Futures	1043.49	1043.49	1042.28	1043.01	1799.0
2009-10-13 21:00:00	ES	Futures	1043.01	1044.22	1042.76	1043.98	1473.0
2009-10-13 21:30:00	ES	Futures	1043.98	1044.94	1043.98	1044.7	1689.0
2009-10-13 22:00:00	ES	Futures	1044.94	1044.94	1044.22	1044.7	1135.0
2009-10-13 22:30:00	ES	Futures	1044.7	1044.7	1044.22	1044.7	677.0
2009-10-13 23:00:00	ES	Futures	1044.7	1045.43	1044.46	1044.94	1370.0
2009-10-13 23:30:00	ES	Futures	1045.19	1045.19	1044.7	1044.94	480.0
2009-10-13 00:00:00	NQ	Futures	1970.69	1972.69	1970.41	1972.69	110.0
2009-10-13 00:30:00	NQ	Futures	1972.4	1972.4	1970.98	1970.98	108.0
2009-10-13 01:00:00	NQ	Futures	1971.26	1971.83	1970.41	1970.98	53.0

> showing 50 of 2,466 rows — these rows as CSV

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