PREVIEW / futures_30min / 2009-10-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-26.parquet
  size:    69 KB
  rows:    2,444

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
2009-10-26 00:00:00	ES	Futures	1044.46	1044.7	1043.49	1044.22	1218.0
2009-10-26 00:30:00	ES	Futures	1043.98	1044.46	1043.73	1044.22	469.0
2009-10-26 01:00:00	ES	Futures	1043.98	1044.7	1043.49	1043.98	1341.0
2009-10-26 01:30:00	ES	Futures	1043.73	1045.67	1043.49	1045.43	705.0
2009-10-26 02:00:00	ES	Futures	1045.43	1046.16	1044.7	1045.91	1874.0
2009-10-26 02:30:00	ES	Futures	1046.16	1046.88	1045.91	1046.64	1554.0
2009-10-26 03:00:00	ES	Futures	1046.64	1047.12	1045.67	1045.91	2927.0
2009-10-26 03:30:00	ES	Futures	1046.16	1047.85	1044.7	1047.85	6198.0
2009-10-26 04:00:00	ES	Futures	1047.85	1049.06	1046.16	1046.64	11376.0
2009-10-26 04:30:00	ES	Futures	1046.64	1047.12	1044.7	1044.94	10049.0
2009-10-26 05:00:00	ES	Futures	1045.19	1046.88	1044.7	1045.43	5943.0
2009-10-26 05:30:00	ES	Futures	1045.43	1048.34	1045.43	1047.85	6425.0
2009-10-26 06:00:00	ES	Futures	1047.85	1049.06	1047.37	1047.85	8023.0
2009-10-26 06:30:00	ES	Futures	1047.61	1048.34	1046.4	1046.4	5984.0
2009-10-26 07:00:00	ES	Futures	1046.4	1046.64	1043.98	1043.98	13988.0
2009-10-26 07:30:00	ES	Futures	1044.22	1045.19	1043.73	1043.98	5269.0
2009-10-26 08:00:00	ES	Futures	1044.22	1045.67	1043.98	1045.43	9060.0
2009-10-26 08:30:00	ES	Futures	1045.19	1045.43	1043.73	1045.43	12744.0
2009-10-26 09:00:00	ES	Futures	1045.43	1046.88	1042.76	1043.98	28091.0
2009-10-26 09:30:00	ES	Futures	1043.73	1053.18	1043.73	1052.21	269300.0
2009-10-26 10:00:00	ES	Futures	1052.21	1054.63	1051.97	1052.7	185194.0
2009-10-26 10:30:00	ES	Futures	1052.7	1053.91	1050.52	1051.97	123744.0
2009-10-26 11:00:00	ES	Futures	1051.73	1053.66	1046.16	1046.4	171962.0
2009-10-26 11:30:00	ES	Futures	1046.4	1046.64	1031.86	1032.35	389178.0
2009-10-26 12:00:00	ES	Futures	1032.11	1034.53	1029.2	1033.56	176132.0
2009-10-26 12:30:00	ES	Futures	1033.56	1035.98	1032.11	1035.26	104552.0
2009-10-26 13:00:00	ES	Futures	1035.26	1035.74	1030.9	1033.08	87332.0
2009-10-26 13:30:00	ES	Futures	1032.83	1035.74	1032.11	1033.32	64453.0
2009-10-26 14:00:00	ES	Futures	1033.32	1034.29	1030.17	1031.86	87789.0
2009-10-26 14:30:00	ES	Futures	1031.86	1032.83	1028.72	1031.38	143903.0
2009-10-26 15:00:00	ES	Futures	1031.38	1032.59	1028.23	1028.96	94485.0
2009-10-26 15:30:00	ES	Futures	1028.96	1034.29	1028.72	1030.41	205320.0
2009-10-26 16:00:00	ES	Futures	1030.65	1033.56	1030.41	1033.08	71984.0
2009-10-26 16:30:00	ES	Futures	1033.08	1033.32	1031.86	1032.35	4967.0
2009-10-26 17:00:00	ES	Futures	1032.35	1032.83	1031.86	1032.59	1920.0
2009-10-26 18:00:00	ES	Futures	1031.86	1032.11	1030.9	1031.38	4158.0
2009-10-26 18:30:00	ES	Futures	1031.38	1031.62	1030.9	1031.14	1562.0
2009-10-26 19:00:00	ES	Futures	1031.14	1031.38	1030.65	1030.9	1154.0
2009-10-26 19:30:00	ES	Futures	1030.9	1031.62	1030.65	1031.62	1146.0
2009-10-26 20:00:00	ES	Futures	1031.86	1033.08	1031.62	1032.83	3284.0
2009-10-26 20:30:00	ES	Futures	1032.59	1032.83	1031.38	1031.38	1600.0
2009-10-26 21:00:00	ES	Futures	1031.38	1031.62	1030.65	1031.14	2622.0
2009-10-26 21:30:00	ES	Futures	1031.14	1031.38	1030.41	1031.14	2629.0
2009-10-26 22:00:00	ES	Futures	1031.14	1031.86	1030.9	1030.9	1850.0
2009-10-26 22:30:00	ES	Futures	1031.14	1031.62	1031.14	1031.38	1428.0
2009-10-26 23:00:00	ES	Futures	1031.62	1031.86	1030.65	1030.9	1105.0
2009-10-26 23:30:00	ES	Futures	1030.65	1032.11	1030.65	1031.86	1926.0
2009-10-26 00:00:00	NQ	Futures	2002.06	2002.06	2000.35	2000.92	36.0
2009-10-26 00:30:00	NQ	Futures	2001.49	2002.06	2000.92	2001.49	39.0
2009-10-26 01:00:00	NQ	Futures	2001.21	2002.06	2000.35	2000.35	83.0

> showing 50 of 2,444 rows — these rows as CSV

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