PREVIEW / futures_30min / 2009-10-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-15.parquet
  size:    70 KB
  rows:    2,415

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
2009-10-15 00:00:00	ES	Futures	1053.66	1054.15	1053.42	1053.66	710.0
2009-10-15 00:30:00	ES	Futures	1053.66	1054.39	1053.42	1053.91	852.0
2009-10-15 01:00:00	ES	Futures	1053.91	1054.15	1053.66	1053.91	766.0
2009-10-15 01:30:00	ES	Futures	1053.91	1054.88	1053.66	1054.63	824.0
2009-10-15 02:00:00	ES	Futures	1054.88	1055.12	1054.15	1054.88	2219.0
2009-10-15 02:30:00	ES	Futures	1054.88	1055.12	1053.66	1053.91	4153.0
2009-10-15 03:00:00	ES	Futures	1053.91	1055.36	1053.18	1053.91	13612.0
2009-10-15 03:30:00	ES	Futures	1053.91	1054.39	1053.18	1053.66	9908.0
2009-10-15 04:00:00	ES	Futures	1053.66	1054.88	1052.7	1054.63	10258.0
2009-10-15 04:30:00	ES	Futures	1054.63	1055.12	1053.42	1054.88	5604.0
2009-10-15 05:00:00	ES	Futures	1054.88	1055.12	1054.39	1054.63	7015.0
2009-10-15 05:30:00	ES	Futures	1054.88	1055.12	1054.15	1054.39	5864.0
2009-10-15 06:00:00	ES	Futures	1054.63	1054.88	1053.66	1054.39	10852.0
2009-10-15 06:30:00	ES	Futures	1054.39	1054.63	1053.91	1054.63	6166.0
2009-10-15 07:00:00	ES	Futures	1054.63	1056.09	1050.52	1051.0	49609.0
2009-10-15 07:30:00	ES	Futures	1051.0	1051.73	1048.58	1049.3	31435.0
2009-10-15 08:00:00	ES	Futures	1049.3	1050.76	1046.88	1047.85	54145.0
2009-10-15 08:30:00	ES	Futures	1047.85	1050.27	1047.37	1048.82	49441.0
2009-10-15 09:00:00	ES	Futures	1048.58	1050.03	1048.58	1049.55	28693.0
2009-10-15 09:30:00	ES	Futures	1049.55	1053.66	1049.3	1053.42	170892.0
2009-10-15 10:00:00	ES	Futures	1053.66	1053.66	1050.03	1051.24	188154.0
2009-10-15 10:30:00	ES	Futures	1051.0	1051.97	1049.06	1051.48	130593.0
2009-10-15 11:00:00	ES	Futures	1051.48	1052.94	1050.03	1050.52	92265.0
2009-10-15 11:30:00	ES	Futures	1050.76	1052.21	1049.79	1051.73	54672.0
2009-10-15 12:00:00	ES	Futures	1051.97	1054.15	1051.73	1052.7	101165.0
2009-10-15 12:30:00	ES	Futures	1052.94	1053.42	1051.73	1052.21	41428.0
2009-10-15 13:00:00	ES	Futures	1051.97	1053.42	1051.48	1053.42	33668.0
2009-10-15 13:30:00	ES	Futures	1053.42	1054.15	1052.45	1053.18	59654.0
2009-10-15 14:00:00	ES	Futures	1053.42	1054.63	1052.7	1053.42	71352.0
2009-10-15 14:30:00	ES	Futures	1053.66	1057.3	1053.42	1056.81	116518.0
2009-10-15 15:00:00	ES	Futures	1056.81	1057.78	1054.63	1054.88	108133.0
2009-10-15 15:30:00	ES	Futures	1054.63	1058.51	1054.39	1057.78	171015.0
2009-10-15 16:00:00	ES	Futures	1057.78	1059.24	1055.36	1055.84	175757.0
2009-10-15 16:30:00	ES	Futures	1056.33	1057.78	1055.84	1055.84	10502.0
2009-10-15 17:00:00	ES	Futures	1056.09	1057.78	1056.09	1056.57	4328.0
2009-10-15 17:30:00	ES	Futures	1056.57	1056.57	1056.57	1056.57	2.0
2009-10-15 18:00:00	ES	Futures	1056.81	1057.78	1056.57	1057.06	2165.0
2009-10-15 18:30:00	ES	Futures	1057.06	1057.3	1056.57	1056.81	824.0
2009-10-15 19:00:00	ES	Futures	1056.81	1057.3	1056.57	1057.06	513.0
2009-10-15 19:30:00	ES	Futures	1057.3	1058.02	1057.06	1057.54	1543.0
2009-10-15 20:00:00	ES	Futures	1057.54	1058.75	1057.3	1058.27	2776.0
2009-10-15 20:30:00	ES	Futures	1058.27	1058.51	1057.78	1058.02	994.0
2009-10-15 21:00:00	ES	Futures	1058.27	1058.51	1057.3	1057.54	1633.0
2009-10-15 21:30:00	ES	Futures	1057.3	1057.54	1056.57	1056.81	1494.0
2009-10-15 22:00:00	ES	Futures	1056.81	1058.51	1056.57	1057.3	2748.0
2009-10-15 22:30:00	ES	Futures	1057.54	1057.54	1057.06	1057.3	629.0
2009-10-15 23:00:00	ES	Futures	1057.06	1057.54	1057.06	1057.06	394.0
2009-10-15 23:30:00	ES	Futures	1057.06	1057.3	1056.33	1056.81	1810.0
2009-10-15 00:00:00	NQ	Futures	1992.08	1992.37	1991.8	1991.8	33.0
2009-10-15 00:30:00	NQ	Futures	1991.8	1992.94	1991.23	1992.08	86.0

> showing 50 of 2,415 rows — these rows as CSV

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