PREVIEW / futures_30min / 2009-10-21

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-21.parquet
  size:    72 KB
  rows:    2,469

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
2009-10-21 00:00:00	ES	Futures	1052.94	1053.66	1052.94	1053.66	967.0
2009-10-21 00:30:00	ES	Futures	1053.42	1054.63	1053.18	1054.15	1447.0
2009-10-21 01:00:00	ES	Futures	1054.15	1055.84	1053.91	1055.6	3553.0
2009-10-21 01:30:00	ES	Futures	1055.6	1056.33	1055.12	1055.6	2366.0
2009-10-21 02:00:00	ES	Futures	1055.84	1056.09	1052.7	1052.94	5650.0
2009-10-21 02:30:00	ES	Futures	1052.94	1057.54	1052.7	1055.6	10941.0
2009-10-21 03:00:00	ES	Futures	1055.6	1057.3	1053.42	1055.6	17111.0
2009-10-21 03:30:00	ES	Futures	1055.84	1057.06	1054.39	1054.63	10035.0
2009-10-21 04:00:00	ES	Futures	1054.88	1054.88	1051.48	1052.21	15566.0
2009-10-21 04:30:00	ES	Futures	1052.45	1054.15	1051.0	1053.91	10984.0
2009-10-21 05:00:00	ES	Futures	1053.66	1053.91	1049.3	1051.0	14912.0
2009-10-21 05:30:00	ES	Futures	1051.0	1051.24	1048.34	1050.27	16363.0
2009-10-21 06:00:00	ES	Futures	1050.52	1050.76	1048.34	1049.79	9148.0
2009-10-21 06:30:00	ES	Futures	1049.79	1050.76	1048.58	1049.79	10290.0
2009-10-21 07:00:00	ES	Futures	1049.79	1050.03	1049.06	1049.55	9189.0
2009-10-21 07:30:00	ES	Futures	1049.55	1049.79	1047.12	1049.06	27852.0
2009-10-21 08:00:00	ES	Futures	1049.06	1052.21	1049.06	1051.73	44329.0
2009-10-21 08:30:00	ES	Futures	1051.73	1052.7	1050.03	1051.73	27043.0
2009-10-21 09:00:00	ES	Futures	1051.48	1052.21	1051.0	1051.97	16828.0
2009-10-21 09:30:00	ES	Futures	1051.97	1060.45	1051.48	1058.51	280686.0
2009-10-21 10:00:00	ES	Futures	1058.75	1062.63	1058.51	1060.69	201182.0
2009-10-21 10:30:00	ES	Futures	1060.69	1064.32	1059.48	1061.42	204895.0
2009-10-21 11:00:00	ES	Futures	1061.42	1061.9	1059.24	1061.66	125446.0
2009-10-21 11:30:00	ES	Futures	1061.66	1061.66	1057.78	1058.99	110661.0
2009-10-21 12:00:00	ES	Futures	1058.75	1059.96	1057.3	1059.48	72199.0
2009-10-21 12:30:00	ES	Futures	1059.48	1060.69	1058.75	1060.2	50424.0
2009-10-21 13:00:00	ES	Futures	1060.2	1060.45	1058.99	1059.72	44012.0
2009-10-21 13:30:00	ES	Futures	1059.48	1061.66	1058.27	1061.42	70298.0
2009-10-21 14:00:00	ES	Futures	1061.42	1061.42	1057.78	1058.99	86002.0
2009-10-21 14:30:00	ES	Futures	1058.99	1060.69	1057.3	1059.96	79569.0
2009-10-21 15:00:00	ES	Futures	1059.96	1060.45	1051.97	1052.7	199275.0
2009-10-21 15:30:00	ES	Futures	1052.7	1052.94	1043.49	1044.7	445798.0
2009-10-21 16:00:00	ES	Futures	1044.46	1044.94	1039.13	1044.46	164626.0
2009-10-21 16:30:00	ES	Futures	1043.01	1043.98	1042.76	1043.49	10570.0
2009-10-21 17:00:00	ES	Futures	1043.49	1043.73	1042.76	1043.49	2916.0
2009-10-21 18:00:00	ES	Futures	1043.73	1043.98	1042.52	1043.25	3390.0
2009-10-21 18:30:00	ES	Futures	1043.25	1043.49	1042.52	1043.01	2079.0
2009-10-21 19:00:00	ES	Futures	1043.01	1043.98	1042.76	1043.73	2033.0
2009-10-21 19:30:00	ES	Futures	1043.73	1044.22	1042.76	1044.22	1957.0
2009-10-21 20:00:00	ES	Futures	1044.22	1044.7	1043.49	1043.98	2295.0
2009-10-21 20:30:00	ES	Futures	1043.98	1044.94	1043.73	1044.7	2095.0
2009-10-21 21:00:00	ES	Futures	1044.46	1044.7	1043.25	1043.73	1721.0
2009-10-21 21:30:00	ES	Futures	1043.73	1045.19	1043.49	1043.49	3045.0
2009-10-21 22:00:00	ES	Futures	1043.49	1045.19	1042.52	1043.01	6043.0
2009-10-21 22:30:00	ES	Futures	1043.01	1043.98	1041.8	1042.04	4055.0
2009-10-21 23:00:00	ES	Futures	1042.04	1043.49	1041.55	1042.52	2932.0
2009-10-21 23:30:00	ES	Futures	1042.52	1043.49	1041.8	1042.28	1419.0
2009-10-21 00:00:00	NQ	Futures	2002.35	2003.2	2001.78	2002.63	43.0
2009-10-21 00:30:00	NQ	Futures	2002.92	2004.34	2002.92	2004.34	120.0
2009-10-21 01:00:00	NQ	Futures	2004.34	2006.63	2004.06	2006.34	384.0

> showing 50 of 2,469 rows — these rows as CSV

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