PREVIEW / futures_30min / 2009-10-27

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-27.parquet
  size:    71 KB
  rows:    2,473

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
2009-10-27 00:00:00	ES	Futures	1031.62	1032.11	1030.9	1031.14	1861.0
2009-10-27 00:30:00	ES	Futures	1030.9	1031.38	1030.65	1030.65	1368.0
2009-10-27 01:00:00	ES	Futures	1030.9	1031.62	1030.65	1030.9	1105.0
2009-10-27 01:30:00	ES	Futures	1030.9	1031.86	1030.9	1031.62	1127.0
2009-10-27 02:00:00	ES	Futures	1031.86	1032.83	1031.62	1032.83	1831.0
2009-10-27 02:30:00	ES	Futures	1032.83	1033.56	1032.11	1033.32	1524.0
2009-10-27 03:00:00	ES	Futures	1033.08	1034.04	1032.11	1032.35	3397.0
2009-10-27 03:30:00	ES	Futures	1032.35	1034.04	1031.86	1033.32	7830.0
2009-10-27 04:00:00	ES	Futures	1033.32	1035.01	1031.62	1033.56	25758.0
2009-10-27 04:30:00	ES	Futures	1033.32	1033.8	1031.38	1032.83	13027.0
2009-10-27 05:00:00	ES	Futures	1032.59	1033.56	1030.9	1031.62	12681.0
2009-10-27 05:30:00	ES	Futures	1031.38	1033.32	1031.14	1032.83	9556.0
2009-10-27 06:00:00	ES	Futures	1033.08	1034.53	1032.59	1034.04	10223.0
2009-10-27 06:30:00	ES	Futures	1034.04	1035.01	1033.32	1034.29	6663.0
2009-10-27 07:00:00	ES	Futures	1034.29	1036.47	1034.04	1035.74	17269.0
2009-10-27 07:30:00	ES	Futures	1035.74	1035.98	1033.08	1035.01	12172.0
2009-10-27 08:00:00	ES	Futures	1034.77	1035.01	1031.86	1032.11	17419.0
2009-10-27 08:30:00	ES	Futures	1031.86	1034.04	1031.86	1034.04	18881.0
2009-10-27 09:00:00	ES	Futures	1034.04	1035.5	1031.38	1032.35	33478.0
2009-10-27 09:30:00	ES	Futures	1032.35	1035.5	1029.93	1031.14	256448.0
2009-10-27 10:00:00	ES	Futures	1031.14	1033.08	1024.11	1033.08	384165.0
2009-10-27 10:30:00	ES	Futures	1032.83	1035.98	1030.41	1033.08	228088.0
2009-10-27 11:00:00	ES	Futures	1033.08	1033.8	1029.93	1033.32	125466.0
2009-10-27 11:30:00	ES	Futures	1033.32	1034.53	1031.86	1033.8	101505.0
2009-10-27 12:00:00	ES	Futures	1033.8	1034.29	1030.9	1031.38	75712.0
2009-10-27 12:30:00	ES	Futures	1031.14	1032.35	1029.2	1029.68	99625.0
2009-10-27 13:00:00	ES	Futures	1029.68	1030.9	1025.32	1026.05	137070.0
2009-10-27 13:30:00	ES	Futures	1025.81	1028.72	1024.36	1027.02	149724.0
2009-10-27 14:00:00	ES	Futures	1027.02	1030.9	1024.84	1029.44	117436.0
2009-10-27 14:30:00	ES	Futures	1029.44	1032.35	1027.5	1031.14	97661.0
2009-10-27 15:00:00	ES	Futures	1031.14	1031.86	1028.23	1029.68	88220.0
2009-10-27 15:30:00	ES	Futures	1029.44	1030.17	1025.32	1026.78	260442.0
2009-10-27 16:00:00	ES	Futures	1026.78	1027.99	1025.32	1027.26	106077.0
2009-10-27 16:30:00	ES	Futures	1027.99	1029.2	1027.5	1028.96	5613.0
2009-10-27 17:00:00	ES	Futures	1028.96	1028.96	1028.47	1028.72	1304.0
2009-10-27 18:00:00	ES	Futures	1028.72	1029.93	1028.72	1029.2	3791.0
2009-10-27 18:30:00	ES	Futures	1029.2	1029.93	1029.2	1029.44	1151.0
2009-10-27 19:00:00	ES	Futures	1029.68	1029.68	1029.2	1029.44	1141.0
2009-10-27 19:30:00	ES	Futures	1029.44	1029.68	1028.96	1029.68	1026.0
2009-10-27 20:00:00	ES	Futures	1029.68	1029.93	1028.96	1029.2	1240.0
2009-10-27 20:30:00	ES	Futures	1029.2	1029.68	1027.75	1027.99	3101.0
2009-10-27 21:00:00	ES	Futures	1027.99	1028.72	1027.99	1028.47	1615.0
2009-10-27 21:30:00	ES	Futures	1028.72	1028.96	1027.5	1028.72	2511.0
2009-10-27 22:00:00	ES	Futures	1028.72	1029.2	1028.23	1028.47	1841.0
2009-10-27 22:30:00	ES	Futures	1028.47	1028.72	1026.54	1026.78	4214.0
2009-10-27 23:00:00	ES	Futures	1026.54	1027.02	1026.05	1026.54	2556.0
2009-10-27 23:30:00	ES	Futures	1026.54	1027.02	1026.05	1027.02	1637.0
2009-10-27 00:00:00	NQ	Futures	1988.66	1989.23	1987.52	1987.8	46.0
2009-10-27 00:30:00	NQ	Futures	1987.8	1988.09	1987.23	1987.23	82.0
2009-10-27 01:00:00	NQ	Futures	1987.52	1988.94	1987.52	1987.52	92.0

> showing 50 of 2,473 rows — these rows as CSV

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