PREVIEW / futures_30min / 2009-10-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-20.parquet
  size:    71 KB
  rows:    2,451

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
2009-10-20 00:00:00	ES	Futures	1060.93	1061.42	1060.93	1061.17	325.0
2009-10-20 00:30:00	ES	Futures	1061.17	1061.66	1061.17	1061.42	355.0
2009-10-20 01:00:00	ES	Futures	1061.42	1061.66	1059.96	1059.96	1089.0
2009-10-20 01:30:00	ES	Futures	1059.96	1061.17	1059.96	1061.17	1212.0
2009-10-20 02:00:00	ES	Futures	1061.17	1063.35	1061.17	1062.38	6592.0
2009-10-20 02:30:00	ES	Futures	1062.38	1063.11	1061.66	1063.11	5618.0
2009-10-20 03:00:00	ES	Futures	1062.87	1063.11	1060.93	1062.14	15179.0
2009-10-20 03:30:00	ES	Futures	1061.9	1062.14	1058.02	1058.51	23769.0
2009-10-20 04:00:00	ES	Futures	1058.27	1058.51	1055.12	1057.06	25017.0
2009-10-20 04:30:00	ES	Futures	1056.81	1057.78	1056.33	1056.57	6620.0
2009-10-20 05:00:00	ES	Futures	1056.57	1059.48	1056.33	1058.51	9881.0
2009-10-20 05:30:00	ES	Futures	1058.27	1060.2	1058.27	1059.48	4995.0
2009-10-20 06:00:00	ES	Futures	1059.48	1060.69	1058.27	1058.99	7821.0
2009-10-20 06:30:00	ES	Futures	1058.75	1059.48	1058.02	1058.51	7554.0
2009-10-20 07:00:00	ES	Futures	1058.51	1061.42	1058.27	1060.93	14178.0
2009-10-20 07:30:00	ES	Futures	1060.69	1064.81	1060.69	1062.87	38539.0
2009-10-20 08:00:00	ES	Futures	1062.63	1063.11	1059.72	1060.69	17765.0
2009-10-20 08:30:00	ES	Futures	1060.45	1060.69	1057.3	1060.2	49443.0
2009-10-20 09:00:00	ES	Futures	1060.2	1061.9	1059.96	1060.69	28271.0
2009-10-20 09:30:00	ES	Futures	1060.69	1061.17	1054.63	1057.54	260195.0
2009-10-20 10:00:00	ES	Futures	1057.54	1058.99	1053.42	1055.36	203523.0
2009-10-20 10:30:00	ES	Futures	1055.36	1058.02	1054.63	1057.3	115627.0
2009-10-20 11:00:00	ES	Futures	1057.3	1057.78	1054.39	1054.88	106074.0
2009-10-20 11:30:00	ES	Futures	1055.12	1055.6	1049.79	1051.48	163396.0
2009-10-20 12:00:00	ES	Futures	1051.48	1052.21	1048.82	1051.0	123096.0
2009-10-20 12:30:00	ES	Futures	1051.0	1051.48	1048.34	1050.52	83874.0
2009-10-20 13:00:00	ES	Futures	1050.76	1052.45	1050.52	1052.21	50542.0
2009-10-20 13:30:00	ES	Futures	1052.21	1052.7	1049.79	1050.27	72486.0
2009-10-20 14:00:00	ES	Futures	1050.03	1053.91	1049.79	1052.21	100199.0
2009-10-20 14:30:00	ES	Futures	1052.21	1054.15	1051.24	1053.42	73173.0
2009-10-20 15:00:00	ES	Futures	1053.42	1053.91	1050.52	1052.21	88193.0
2009-10-20 15:30:00	ES	Futures	1052.45	1054.63	1052.21	1053.66	157562.0
2009-10-20 16:00:00	ES	Futures	1053.91	1056.09	1053.66	1055.36	76430.0
2009-10-20 16:30:00	ES	Futures	1055.12	1055.12	1053.42	1054.15	6794.0
2009-10-20 17:00:00	ES	Futures	1053.91	1054.15	1052.94	1053.66	5106.0
2009-10-20 18:00:00	ES	Futures	1053.66	1055.12	1053.66	1054.63	1742.0
2009-10-20 18:30:00	ES	Futures	1054.63	1054.88	1053.91	1053.91	798.0
2009-10-20 19:00:00	ES	Futures	1053.91	1054.39	1053.66	1054.15	629.0
2009-10-20 19:30:00	ES	Futures	1054.39	1054.88	1053.66	1054.15	1147.0
2009-10-20 20:00:00	ES	Futures	1053.91	1054.88	1053.66	1054.63	2092.0
2009-10-20 20:30:00	ES	Futures	1054.63	1054.63	1053.66	1054.15	1632.0
2009-10-20 21:00:00	ES	Futures	1054.15	1054.63	1053.66	1054.63	653.0
2009-10-20 21:30:00	ES	Futures	1054.39	1054.63	1052.94	1053.42	1710.0
2009-10-20 22:00:00	ES	Futures	1053.18	1053.66	1052.7	1053.18	1635.0
2009-10-20 22:30:00	ES	Futures	1053.42	1054.15	1053.18	1053.18	958.0
2009-10-20 23:00:00	ES	Futures	1053.42	1053.66	1052.94	1053.18	1199.0
2009-10-20 23:30:00	ES	Futures	1053.18	1053.18	1052.7	1052.94	1036.0
2009-10-20 00:00:00	NQ	Futures	2016.61	2016.61	2016.32	2016.61	32.0
2009-10-20 00:30:00	NQ	Futures	2017.18	2017.75	2017.18	2017.75	25.0
2009-10-20 01:00:00	NQ	Futures	2017.18	2017.18	2015.18	2015.18	91.0

> showing 50 of 2,451 rows — these rows as CSV

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