PREVIEW / futures_30min / 2009-10-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-25.parquet
  size:    18 KB
  rows:    422

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
2009-10-25 18:00:00	ES	Futures	1043.01	1045.91	1041.55	1044.46	4830.0
2009-10-25 18:30:00	ES	Futures	1044.46	1044.7	1043.73	1044.46	1062.0
2009-10-25 19:00:00	ES	Futures	1044.22	1044.46	1043.49	1043.49	1125.0
2009-10-25 19:30:00	ES	Futures	1043.25	1043.73	1042.28	1042.52	3162.0
2009-10-25 20:00:00	ES	Futures	1042.28	1043.25	1042.28	1042.52	2867.0
2009-10-25 20:30:00	ES	Futures	1042.52	1045.67	1042.28	1044.7	3518.0
2009-10-25 21:00:00	ES	Futures	1044.46	1046.4	1044.22	1045.19	3171.0
2009-10-25 21:30:00	ES	Futures	1045.19	1045.91	1044.7	1045.43	3045.0
2009-10-25 22:00:00	ES	Futures	1045.43	1046.16	1045.19	1045.67	2766.0
2009-10-25 22:30:00	ES	Futures	1045.43	1045.91	1044.7	1045.43	1447.0
2009-10-25 23:00:00	ES	Futures	1045.19	1045.43	1044.22	1044.7	585.0
2009-10-25 23:30:00	ES	Futures	1044.7	1044.94	1044.22	1044.46	557.0
2009-10-25 18:00:00	NQ	Futures	1997.5	2003.49	1994.08	2000.64	262.0
2009-10-25 18:30:00	NQ	Futures	2000.35	2000.92	1998.93	2000.64	61.0
2009-10-25 19:00:00	NQ	Futures	1999.78	2000.07	1998.36	1998.36	77.0
2009-10-25 19:30:00	NQ	Futures	1998.36	1999.21	1996.36	1996.36	349.0
2009-10-25 20:00:00	NQ	Futures	1996.36	1997.79	1996.07	1996.93	223.0
2009-10-25 20:30:00	NQ	Futures	1996.93	2003.2	1996.93	2001.21	379.0
2009-10-25 21:00:00	NQ	Futures	2001.78	2005.77	2000.64	2003.2	473.0
2009-10-25 21:30:00	NQ	Futures	2003.2	2004.91	2002.92	2003.49	432.0
2009-10-25 22:00:00	NQ	Futures	2003.77	2004.91	2003.49	2003.77	282.0
2009-10-25 22:30:00	NQ	Futures	2003.77	2004.06	2002.06	2003.2	131.0
2009-10-25 23:00:00	NQ	Futures	2003.49	2003.49	2001.78	2002.63	83.0
2009-10-25 23:30:00	NQ	Futures	2002.63	2002.92	2001.49	2001.78	67.0
2009-10-25 18:00:00	YM	Futures	9232.1	9255.3	9221.9	9244.2	150.0
2009-10-25 18:30:00	YM	Futures	9246.0	9246.0	9240.5	9243.2	43.0
2009-10-25 19:00:00	YM	Futures	9242.3	9243.2	9234.9	9234.9	191.0
2009-10-25 19:30:00	YM	Futures	9234.9	9237.7	9226.5	9227.4	162.0
2009-10-25 20:00:00	YM	Futures	9230.2	9233.0	9227.4	9229.3	99.0
2009-10-25 20:30:00	YM	Futures	9229.3	9253.5	9229.3	9244.2	235.0
2009-10-25 21:00:00	YM	Futures	9246.0	9261.8	9244.2	9254.4	532.0
2009-10-25 21:30:00	YM	Futures	9254.4	9260.0	9250.7	9255.3	256.0
2009-10-25 22:00:00	YM	Futures	9255.3	9262.8	9255.3	9259.1	184.0
2009-10-25 22:30:00	YM	Futures	9258.1	9259.1	9253.5	9256.3	103.0
2009-10-25 23:00:00	YM	Futures	9256.3	9257.2	9247.0	9252.5	91.0
2009-10-25 23:30:00	YM	Futures	9251.6	9251.6	9247.9	9249.8	56.0
2009-10-25 18:00:00	CL	Futures	177.98	178.49	177.86	178.29	452.0
2009-10-25 18:30:00	CL	Futures	178.31	178.45	178.13	178.18	219.0
2009-10-25 19:00:00	CL	Futures	178.18	178.69	178.15	178.53	299.0
2009-10-25 19:30:00	CL	Futures	178.49	178.49	178.09	178.09	202.0
2009-10-25 20:00:00	CL	Futures	178.09	178.2	177.89	177.95	348.0
2009-10-25 20:30:00	CL	Futures	177.98	178.24	177.8	178.2	487.0
2009-10-25 21:00:00	CL	Futures	178.2	178.56	178.13	178.45	479.0
2009-10-25 21:30:00	CL	Futures	178.42	178.71	178.29	178.71	369.0
2009-10-25 22:00:00	CL	Futures	178.71	178.8	178.49	178.76	647.0
2009-10-25 22:30:00	CL	Futures	178.8	178.8	178.33	178.56	269.0
2009-10-25 23:00:00	CL	Futures	178.53	178.6	178.47	178.49	60.0
2009-10-25 23:30:00	CL	Futures	178.51	178.53	177.86	178.18	572.0
2009-10-25 18:30:00	ZN	Futures	94.29466	94.357398	94.257017	94.357398	5316.0
2009-10-25 19:00:00	ZN	Futures	94.34485	94.357398	94.332303	94.332303	977.0

> showing 50 of 422 rows — these rows as CSV

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