PREVIEW / futures_30min / 2009-10-28

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-28.parquet
  size:    73 KB
  rows:    2,523

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
2009-10-28 00:00:00	ES	Futures	1027.02	1027.26	1025.81	1025.81	1589.0
2009-10-28 00:30:00	ES	Futures	1026.05	1026.54	1025.57	1026.05	1527.0
2009-10-28 01:00:00	ES	Futures	1026.05	1026.29	1025.32	1025.81	2502.0
2009-10-28 01:30:00	ES	Futures	1025.81	1026.78	1025.57	1026.05	1292.0
2009-10-28 02:00:00	ES	Futures	1026.05	1026.78	1025.81	1026.54	1780.0
2009-10-28 02:30:00	ES	Futures	1026.54	1028.23	1026.54	1028.23	2685.0
2009-10-28 03:00:00	ES	Futures	1028.23	1028.96	1027.5	1027.75	3945.0
2009-10-28 03:30:00	ES	Futures	1027.75	1028.47	1026.78	1028.23	4629.0
2009-10-28 04:00:00	ES	Futures	1027.99	1028.47	1023.87	1025.08	24709.0
2009-10-28 04:30:00	ES	Futures	1024.84	1026.54	1022.42	1023.14	17281.0
2009-10-28 05:00:00	ES	Futures	1023.14	1024.11	1022.42	1023.63	22339.0
2009-10-28 05:30:00	ES	Futures	1023.63	1024.11	1022.42	1023.39	11619.0
2009-10-28 06:00:00	ES	Futures	1023.14	1023.39	1019.75	1020.72	24828.0
2009-10-28 06:30:00	ES	Futures	1020.48	1022.66	1020.0	1022.42	17577.0
2009-10-28 07:00:00	ES	Futures	1022.42	1023.14	1020.96	1021.21	17095.0
2009-10-28 07:30:00	ES	Futures	1021.21	1023.14	1020.48	1023.14	16982.0
2009-10-28 08:00:00	ES	Futures	1023.14	1024.11	1022.18	1023.14	17744.0
2009-10-28 08:30:00	ES	Futures	1023.14	1024.6	1021.21	1024.11	32340.0
2009-10-28 09:00:00	ES	Futures	1023.87	1024.84	1021.21	1023.87	52776.0
2009-10-28 09:30:00	ES	Futures	1024.11	1027.26	1021.21	1022.66	261242.0
2009-10-28 10:00:00	ES	Futures	1022.42	1023.63	1018.3	1020.48	256041.0
2009-10-28 10:30:00	ES	Futures	1020.48	1021.93	1014.18	1017.33	274548.0
2009-10-28 11:00:00	ES	Futures	1017.33	1020.0	1015.39	1019.03	141719.0
2009-10-28 11:30:00	ES	Futures	1018.78	1019.27	1015.64	1016.6	103880.0
2009-10-28 12:00:00	ES	Futures	1016.6	1018.54	1013.7	1015.88	107339.0
2009-10-28 12:30:00	ES	Futures	1015.88	1016.12	1011.28	1012.97	164516.0
2009-10-28 13:00:00	ES	Futures	1012.97	1019.03	1012.24	1015.64	146413.0
2009-10-28 13:30:00	ES	Futures	1015.64	1017.33	1014.42	1014.67	90097.0
2009-10-28 14:00:00	ES	Futures	1014.67	1015.39	1010.79	1011.76	144122.0
2009-10-28 14:30:00	ES	Futures	1012.0	1013.7	1010.31	1011.03	172909.0
2009-10-28 15:00:00	ES	Futures	1011.03	1012.97	1008.61	1009.82	192802.0
2009-10-28 15:30:00	ES	Futures	1009.82	1010.55	1006.43	1007.4	334380.0
2009-10-28 16:00:00	ES	Futures	1007.16	1007.4	1005.7	1006.19	142588.0
2009-10-28 16:30:00	ES	Futures	1006.43	1007.4	1005.22	1005.95	11258.0
2009-10-28 17:00:00	ES	Futures	1005.95	1006.67	1005.7	1006.19	3224.0
2009-10-28 18:00:00	ES	Futures	1006.43	1006.92	1004.98	1005.46	4193.0
2009-10-28 18:30:00	ES	Futures	1005.46	1005.95	1004.98	1005.95	2824.0
2009-10-28 19:00:00	ES	Futures	1005.95	1006.67	1005.7	1006.19	1753.0
2009-10-28 19:30:00	ES	Futures	1006.43	1006.43	1005.22	1005.7	2385.0
2009-10-28 20:00:00	ES	Futures	1005.7	1006.43	1005.22	1005.46	2891.0
2009-10-28 20:30:00	ES	Futures	1005.46	1006.67	1005.22	1006.67	2034.0
2009-10-28 21:00:00	ES	Futures	1006.67	1008.13	1006.43	1007.88	3565.0
2009-10-28 21:30:00	ES	Futures	1007.88	1008.13	1007.16	1007.64	2137.0
2009-10-28 22:00:00	ES	Futures	1007.64	1008.13	1007.16	1008.13	2077.0
2009-10-28 22:30:00	ES	Futures	1008.13	1008.37	1007.64	1007.64	2459.0
2009-10-28 23:00:00	ES	Futures	1007.64	1007.88	1006.67	1007.4	3771.0
2009-10-28 23:30:00	ES	Futures	1007.4	1007.88	1006.92	1007.64	1537.0
2009-10-28 00:00:00	NQ	Futures	1959.57	1960.42	1957.29	1957.29	97.0
2009-10-28 00:30:00	NQ	Futures	1957.29	1958.14	1957.0	1957.29	113.0
2009-10-28 01:00:00	NQ	Futures	1957.0	1957.86	1956.43	1957.57	136.0

> showing 50 of 2,523 rows — these rows as CSV

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