PREVIEW / futures_30min / 2009-10-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-29.parquet
  size:    73 KB
  rows:    2,528

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
2009-10-29 00:00:00	ES	Futures	1007.64	1008.61	1007.4	1008.13	1441.0
2009-10-29 00:30:00	ES	Futures	1008.13	1009.1	1008.13	1008.85	1567.0
2009-10-29 01:00:00	ES	Futures	1008.85	1009.34	1008.61	1009.1	2427.0
2009-10-29 01:30:00	ES	Futures	1009.1	1009.34	1007.88	1008.37	1247.0
2009-10-29 02:00:00	ES	Futures	1008.13	1008.37	1006.43	1007.16	2758.0
2009-10-29 02:30:00	ES	Futures	1007.16	1007.88	1006.43	1007.88	1678.0
2009-10-29 03:00:00	ES	Futures	1007.64	1009.34	1007.64	1008.37	6282.0
2009-10-29 03:30:00	ES	Futures	1008.37	1011.03	1008.13	1010.31	11624.0
2009-10-29 04:00:00	ES	Futures	1010.06	1011.52	1007.88	1011.03	24883.0
2009-10-29 04:30:00	ES	Futures	1011.28	1011.76	1009.34	1010.31	17667.0
2009-10-29 05:00:00	ES	Futures	1010.31	1011.76	1009.58	1010.79	12852.0
2009-10-29 05:30:00	ES	Futures	1010.79	1011.52	1010.31	1011.28	7257.0
2009-10-29 06:00:00	ES	Futures	1011.52	1011.52	1009.82	1010.31	9966.0
2009-10-29 06:30:00	ES	Futures	1010.06	1011.52	1009.34	1011.28	8757.0
2009-10-29 07:00:00	ES	Futures	1011.03	1011.76	1010.55	1011.28	14889.0
2009-10-29 07:30:00	ES	Futures	1011.03	1011.52	1008.85	1009.58	14925.0
2009-10-29 08:00:00	ES	Futures	1009.58	1011.03	1007.64	1010.06	32914.0
2009-10-29 08:30:00	ES	Futures	1010.06	1017.09	1009.58	1017.09	141233.0
2009-10-29 09:00:00	ES	Futures	1017.09	1017.33	1014.42	1014.42	45425.0
2009-10-29 09:30:00	ES	Futures	1014.42	1016.85	1012.24	1015.64	292872.0
2009-10-29 10:00:00	ES	Futures	1015.64	1021.45	1014.67	1018.54	272507.0
2009-10-29 10:30:00	ES	Futures	1018.3	1019.75	1016.6	1019.51	115017.0
2009-10-29 11:00:00	ES	Futures	1019.51	1021.45	1019.27	1020.48	108790.0
2009-10-29 11:30:00	ES	Futures	1020.48	1021.93	1019.27	1020.72	94404.0
2009-10-29 12:00:00	ES	Futures	1020.72	1024.36	1020.0	1023.63	114836.0
2009-10-29 12:30:00	ES	Futures	1023.87	1026.78	1023.39	1025.32	119960.0
2009-10-29 13:00:00	ES	Futures	1025.32	1026.29	1024.36	1025.08	74279.0
2009-10-29 13:30:00	ES	Futures	1025.08	1027.5	1024.84	1026.29	75345.0
2009-10-29 14:00:00	ES	Futures	1026.29	1026.78	1025.08	1026.05	62506.0
2009-10-29 14:30:00	ES	Futures	1026.05	1029.2	1026.05	1028.96	95111.0
2009-10-29 15:00:00	ES	Futures	1028.96	1030.9	1028.47	1028.72	133910.0
2009-10-29 15:30:00	ES	Futures	1028.96	1029.93	1025.81	1028.47	232224.0
2009-10-29 16:00:00	ES	Futures	1028.47	1028.96	1027.5	1028.47	96799.0
2009-10-29 16:30:00	ES	Futures	1028.23	1028.47	1027.02	1027.26	4113.0
2009-10-29 17:00:00	ES	Futures	1027.02	1028.47	1027.02	1028.23	1711.0
2009-10-29 18:00:00	ES	Futures	1028.47	1029.68	1028.23	1028.96	2848.0
2009-10-29 18:30:00	ES	Futures	1029.2	1029.44	1028.47	1029.2	1092.0
2009-10-29 19:00:00	ES	Futures	1029.2	1029.68	1028.72	1029.2	1249.0
2009-10-29 19:30:00	ES	Futures	1029.2	1029.44	1027.75	1028.23	2144.0
2009-10-29 20:00:00	ES	Futures	1028.23	1028.72	1027.26	1027.75	1742.0
2009-10-29 20:30:00	ES	Futures	1027.75	1027.99	1026.54	1027.26	2921.0
2009-10-29 21:00:00	ES	Futures	1027.26	1027.5	1026.78	1027.02	901.0
2009-10-29 21:30:00	ES	Futures	1027.02	1027.5	1026.78	1027.5	1079.0
2009-10-29 22:00:00	ES	Futures	1027.26	1027.75	1026.78	1026.78	1026.0
2009-10-29 22:30:00	ES	Futures	1026.78	1027.5	1026.54	1027.26	967.0
2009-10-29 23:00:00	ES	Futures	1027.02	1027.75	1027.02	1027.75	859.0
2009-10-29 23:30:00	ES	Futures	1027.5	1028.47	1027.5	1028.23	1895.0
2009-10-29 00:00:00	NQ	Futures	1918.22	1919.64	1917.93	1918.5	97.0
2009-10-29 00:30:00	NQ	Futures	1919.07	1919.64	1919.07	1919.36	84.0
2009-10-29 01:00:00	NQ	Futures	1919.64	1920.78	1919.36	1920.5	139.0

> showing 50 of 2,528 rows — these rows as CSV

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