PREVIEW / futures_30min / 2009-10-19

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-19.parquet
  size:    69 KB
  rows:    2,458

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
2009-10-19 00:00:00	ES	Futures	1046.64	1046.64	1045.91	1045.91	968.0
2009-10-19 00:30:00	ES	Futures	1045.91	1046.88	1045.91	1046.4	1205.0
2009-10-19 01:00:00	ES	Futures	1046.4	1047.85	1046.4	1047.37	1189.0
2009-10-19 01:30:00	ES	Futures	1047.37	1048.58	1047.12	1047.85	2096.0
2009-10-19 02:00:00	ES	Futures	1047.85	1049.79	1047.85	1049.79	3975.0
2009-10-19 02:30:00	ES	Futures	1049.55	1050.76	1049.55	1050.76	3625.0
2009-10-19 03:00:00	ES	Futures	1050.76	1053.91	1050.52	1053.91	20769.0
2009-10-19 03:30:00	ES	Futures	1053.91	1055.6	1053.66	1054.88	15033.0
2009-10-19 04:00:00	ES	Futures	1054.88	1055.12	1053.18	1054.15	9637.0
2009-10-19 04:30:00	ES	Futures	1054.15	1054.63	1053.18	1054.39	7292.0
2009-10-19 05:00:00	ES	Futures	1054.39	1054.88	1053.18	1053.42	6351.0
2009-10-19 05:30:00	ES	Futures	1053.66	1055.12	1053.42	1053.42	7926.0
2009-10-19 06:00:00	ES	Futures	1053.42	1054.88	1053.42	1054.15	5173.0
2009-10-19 06:30:00	ES	Futures	1054.15	1054.39	1053.42	1054.15	4460.0
2009-10-19 07:00:00	ES	Futures	1053.91	1055.12	1053.91	1054.63	8229.0
2009-10-19 07:30:00	ES	Futures	1054.88	1054.88	1053.91	1054.39	5481.0
2009-10-19 08:00:00	ES	Futures	1054.39	1054.63	1052.7	1053.66	12601.0
2009-10-19 08:30:00	ES	Futures	1053.42	1054.39	1052.7	1053.66	19513.0
2009-10-19 09:00:00	ES	Futures	1053.66	1053.91	1051.73	1052.21	21105.0
2009-10-19 09:30:00	ES	Futures	1052.45	1053.91	1049.06	1049.79	155407.0
2009-10-19 10:00:00	ES	Futures	1049.79	1054.88	1049.3	1054.63	179454.0
2009-10-19 10:30:00	ES	Futures	1054.63	1058.99	1054.63	1057.54	159433.0
2009-10-19 11:00:00	ES	Futures	1057.54	1060.2	1057.06	1059.48	113733.0
2009-10-19 11:30:00	ES	Futures	1059.72	1061.66	1059.24	1060.93	94727.0
2009-10-19 12:00:00	ES	Futures	1061.17	1061.17	1059.96	1059.96	43263.0
2009-10-19 12:30:00	ES	Futures	1059.96	1060.93	1059.72	1060.2	43058.0
2009-10-19 13:00:00	ES	Futures	1060.45	1061.42	1059.24	1060.2	69988.0
2009-10-19 13:30:00	ES	Futures	1060.2	1062.63	1059.96	1060.93	79020.0
2009-10-19 14:00:00	ES	Futures	1061.17	1062.63	1060.69	1061.9	58097.0
2009-10-19 14:30:00	ES	Futures	1061.9	1062.38	1060.2	1061.9	55417.0
2009-10-19 15:00:00	ES	Futures	1061.66	1062.14	1059.48	1059.96	70762.0
2009-10-19 15:30:00	ES	Futures	1059.72	1061.42	1059.24	1059.72	133684.0
2009-10-19 16:00:00	ES	Futures	1059.96	1059.96	1056.33	1056.81	107350.0
2009-10-19 16:30:00	ES	Futures	1055.84	1062.38	1055.84	1061.42	33441.0
2009-10-19 17:00:00	ES	Futures	1061.42	1062.38	1060.69	1060.93	4733.0
2009-10-19 18:00:00	ES	Futures	1060.69	1061.42	1060.2	1060.45	2109.0
2009-10-19 18:30:00	ES	Futures	1060.45	1061.42	1059.96	1060.45	1271.0
2009-10-19 19:00:00	ES	Futures	1060.45	1061.17	1060.2	1061.17	391.0
2009-10-19 19:30:00	ES	Futures	1061.17	1061.42	1060.69	1061.42	736.0
2009-10-19 20:00:00	ES	Futures	1061.17	1061.42	1060.69	1060.93	913.0
2009-10-19 20:30:00	ES	Futures	1060.93	1061.66	1060.93	1061.66	1188.0
2009-10-19 21:00:00	ES	Futures	1061.42	1062.14	1061.17	1061.17	1086.0
2009-10-19 21:30:00	ES	Futures	1061.17	1062.14	1061.17	1061.9	700.0
2009-10-19 22:00:00	ES	Futures	1061.9	1061.9	1061.17	1061.42	804.0
2009-10-19 22:30:00	ES	Futures	1061.42	1061.66	1060.69	1061.17	648.0
2009-10-19 23:00:00	ES	Futures	1061.17	1061.9	1060.69	1061.42	1156.0
2009-10-19 23:30:00	ES	Futures	1061.66	1061.9	1060.69	1060.93	757.0
2009-10-19 00:00:00	NQ	Futures	1973.26	1973.54	1971.83	1972.69	165.0
2009-10-19 00:30:00	NQ	Futures	1972.69	1973.83	1972.69	1973.54	103.0
2009-10-19 01:00:00	NQ	Futures	1973.83	1975.25	1973.26	1974.68	196.0

> showing 50 of 2,458 rows — these rows as CSV

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