PREVIEW / futures_30min / 2009-10-16

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-16.parquet
  size:    61 KB
  rows:    2,058

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
2009-10-16 00:00:00	ES	Futures	1056.57	1057.54	1056.57	1057.3	808.0
2009-10-16 00:30:00	ES	Futures	1057.3	1058.02	1057.3	1057.54	2052.0
2009-10-16 01:00:00	ES	Futures	1057.54	1057.78	1057.3	1057.54	1247.0
2009-10-16 01:30:00	ES	Futures	1057.54	1058.02	1057.54	1057.54	1630.0
2009-10-16 02:00:00	ES	Futures	1057.54	1057.78	1057.06	1057.3	4262.0
2009-10-16 02:30:00	ES	Futures	1057.54	1057.78	1057.06	1057.06	4299.0
2009-10-16 03:00:00	ES	Futures	1057.06	1061.42	1057.06	1060.2	20755.0
2009-10-16 03:30:00	ES	Futures	1060.2	1061.17	1058.51	1058.99	13802.0
2009-10-16 04:00:00	ES	Futures	1058.99	1059.72	1058.02	1059.48	6544.0
2009-10-16 04:30:00	ES	Futures	1059.48	1059.48	1057.06	1057.54	7992.0
2009-10-16 05:00:00	ES	Futures	1057.54	1058.75	1057.3	1058.02	4967.0
2009-10-16 05:30:00	ES	Futures	1058.02	1058.99	1057.78	1058.51	5921.0
2009-10-16 06:00:00	ES	Futures	1058.27	1058.75	1057.78	1057.78	3981.0
2009-10-16 06:30:00	ES	Futures	1057.78	1058.27	1053.42	1054.15	27023.0
2009-10-16 07:00:00	ES	Futures	1053.91	1054.15	1051.24	1051.97	41883.0
2009-10-16 07:30:00	ES	Futures	1051.97	1052.45	1049.79	1051.73	28210.0
2009-10-16 08:00:00	ES	Futures	1051.97	1051.97	1046.88	1048.34	58353.0
2009-10-16 08:30:00	ES	Futures	1048.58	1049.3	1048.09	1049.06	27836.0
2009-10-16 09:00:00	ES	Futures	1049.06	1051.48	1048.82	1049.79	49851.0
2009-10-16 09:30:00	ES	Futures	1049.55	1052.21	1047.37	1048.09	273988.0
2009-10-16 10:00:00	ES	Futures	1048.09	1048.34	1044.7	1046.88	229634.0
2009-10-16 10:30:00	ES	Futures	1047.12	1047.37	1043.98	1045.43	124752.0
2009-10-16 11:00:00	ES	Futures	1045.43	1048.58	1044.94	1048.09	133914.0
2009-10-16 11:30:00	ES	Futures	1047.85	1048.09	1044.94	1047.12	75240.0
2009-10-16 12:00:00	ES	Futures	1047.12	1048.34	1046.4	1046.88	58425.0
2009-10-16 12:30:00	ES	Futures	1046.88	1048.34	1045.91	1048.09	48752.0
2009-10-16 13:00:00	ES	Futures	1048.09	1051.73	1046.88	1051.73	77687.0
2009-10-16 13:30:00	ES	Futures	1051.48	1053.18	1051.0	1051.0	90106.0
2009-10-16 14:00:00	ES	Futures	1051.24	1051.73	1048.82	1051.24	103664.0
2009-10-16 14:30:00	ES	Futures	1051.24	1051.48	1050.03	1050.52	39621.0
2009-10-16 15:00:00	ES	Futures	1050.52	1052.7	1050.27	1051.97	91055.0
2009-10-16 15:30:00	ES	Futures	1051.97	1054.39	1049.3	1050.52	207931.0
2009-10-16 16:00:00	ES	Futures	1050.27	1051.0	1047.12	1048.58	117411.0
2009-10-16 00:00:00	NQ	Futures	1997.5	1998.93	1996.93	1998.36	71.0
2009-10-16 00:30:00	NQ	Futures	1998.07	1999.5	1998.07	1998.36	49.0
2009-10-16 01:00:00	NQ	Futures	1998.36	1998.64	1997.79	1998.07	69.0
2009-10-16 01:30:00	NQ	Futures	1998.07	1998.64	1997.5	1997.79	190.0
2009-10-16 02:00:00	NQ	Futures	1997.79	1998.07	1996.36	1997.21	448.0
2009-10-16 02:30:00	NQ	Futures	1997.5	1997.5	1996.36	1996.36	239.0
2009-10-16 03:00:00	NQ	Futures	1996.36	2002.92	1996.36	2000.92	1691.0
2009-10-16 03:30:00	NQ	Futures	2001.21	2005.49	1999.78	2000.92	1970.0
2009-10-16 04:00:00	NQ	Futures	2000.64	2001.49	1998.64	2001.21	644.0
2009-10-16 04:30:00	NQ	Futures	2001.49	2001.78	1997.79	1998.36	659.0
2009-10-16 05:00:00	NQ	Futures	1998.07	2000.35	1997.79	1998.93	494.0
2009-10-16 05:30:00	NQ	Futures	1998.93	2000.92	1998.64	2000.35	532.0
2009-10-16 06:00:00	NQ	Futures	2000.35	2000.64	1999.21	1999.5	341.0
2009-10-16 06:30:00	NQ	Futures	1999.21	2000.07	1993.22	1993.51	1736.0
2009-10-16 07:00:00	NQ	Futures	1993.51	1993.79	1988.37	1988.94	2558.0
2009-10-16 07:30:00	NQ	Futures	1989.51	1990.37	1986.66	1989.8	2132.0
2009-10-16 08:00:00	NQ	Futures	1989.51	1990.08	1981.53	1983.81	4607.0

> showing 50 of 2,058 rows — these rows as CSV

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