PREVIEW / futures_30min / 2009-10-30

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-10-30.parquet
  size:    62 KB
  rows:    1,974

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
2009-10-30 00:00:00	ES	Futures	1028.23	1028.96	1027.75	1028.23	1718.0
2009-10-30 00:30:00	ES	Futures	1028.23	1028.72	1028.23	1028.72	721.0
2009-10-30 01:00:00	ES	Futures	1028.72	1029.44	1027.75	1027.75	1354.0
2009-10-30 01:30:00	ES	Futures	1027.75	1028.47	1027.02	1027.26	2583.0
2009-10-30 02:00:00	ES	Futures	1027.02	1027.75	1026.54	1026.78	2280.0
2009-10-30 02:30:00	ES	Futures	1026.78	1027.26	1026.54	1026.78	991.0
2009-10-30 03:00:00	ES	Futures	1027.02	1027.26	1026.05	1026.29	4991.0
2009-10-30 03:30:00	ES	Futures	1026.54	1026.78	1025.32	1025.81	5202.0
2009-10-30 04:00:00	ES	Futures	1025.57	1025.81	1022.9	1023.87	19410.0
2009-10-30 04:30:00	ES	Futures	1024.11	1026.54	1023.63	1026.29	8144.0
2009-10-30 05:00:00	ES	Futures	1026.29	1027.99	1025.57	1026.29	18227.0
2009-10-30 05:30:00	ES	Futures	1026.54	1026.54	1024.11	1025.08	11575.0
2009-10-30 06:00:00	ES	Futures	1024.84	1025.81	1024.6	1025.32	6394.0
2009-10-30 06:30:00	ES	Futures	1025.57	1026.29	1024.36	1025.08	5549.0
2009-10-30 07:00:00	ES	Futures	1025.08	1025.81	1024.6	1024.84	7307.0
2009-10-30 07:30:00	ES	Futures	1024.84	1025.08	1023.14	1024.84	16143.0
2009-10-30 08:00:00	ES	Futures	1024.84	1025.81	1024.11	1024.84	15584.0
2009-10-30 08:30:00	ES	Futures	1025.08	1026.54	1023.63	1023.87	31724.0
2009-10-30 09:00:00	ES	Futures	1023.63	1025.57	1023.14	1025.57	32705.0
2009-10-30 09:30:00	ES	Futures	1025.57	1028.72	1019.75	1021.69	347460.0
2009-10-30 10:00:00	ES	Futures	1021.69	1026.29	1020.96	1021.93	191540.0
2009-10-30 10:30:00	ES	Futures	1022.18	1023.14	1018.78	1022.42	147499.0
2009-10-30 11:00:00	ES	Futures	1022.42	1022.66	1018.54	1019.27	124280.0
2009-10-30 11:30:00	ES	Futures	1019.03	1020.48	1009.82	1012.49	308444.0
2009-10-30 12:00:00	ES	Futures	1012.49	1015.39	1005.46	1006.43	261789.0
2009-10-30 12:30:00	ES	Futures	1006.43	1009.34	1000.86	1002.56	296934.0
2009-10-30 13:00:00	ES	Futures	1002.56	1006.92	1002.07	1003.52	155568.0
2009-10-30 13:30:00	ES	Futures	1003.52	1004.74	998.92	1001.83	181624.0
2009-10-30 14:00:00	ES	Futures	1001.83	1008.13	1001.83	1004.49	173478.0
2009-10-30 14:30:00	ES	Futures	1004.49	1004.74	1000.38	1003.04	158528.0
2009-10-30 15:00:00	ES	Futures	1003.04	1003.04	997.47	1001.34	245074.0
2009-10-30 15:30:00	ES	Futures	1001.1	1005.95	999.16	999.41	388891.0
2009-10-30 16:00:00	ES	Futures	999.65	1000.86	997.47	1000.13	163826.0
2009-10-30 00:00:00	NQ	Futures	1948.16	1949.02	1947.59	1947.88	87.0
2009-10-30 00:30:00	NQ	Futures	1948.16	1948.73	1948.16	1948.73	23.0
2009-10-30 01:00:00	NQ	Futures	1949.02	1950.16	1947.88	1947.88	90.0
2009-10-30 01:30:00	NQ	Futures	1947.31	1948.16	1945.59	1945.88	208.0
2009-10-30 02:00:00	NQ	Futures	1945.88	1946.74	1945.31	1945.88	101.0
2009-10-30 02:30:00	NQ	Futures	1945.88	1945.88	1945.02	1945.59	81.0
2009-10-30 03:00:00	NQ	Futures	1945.88	1946.45	1944.45	1944.74	283.0
2009-10-30 03:30:00	NQ	Futures	1945.02	1945.02	1943.03	1943.88	316.0
2009-10-30 04:00:00	NQ	Futures	1943.6	1947.02	1940.46	1941.89	2731.0
2009-10-30 04:30:00	NQ	Futures	1942.46	1947.02	1941.89	1947.02	783.0
2009-10-30 05:00:00	NQ	Futures	1947.02	1949.59	1945.02	1947.31	1574.0
2009-10-30 05:30:00	NQ	Futures	1947.59	1947.59	1943.31	1944.45	763.0
2009-10-30 06:00:00	NQ	Futures	1944.74	1946.74	1944.45	1945.59	559.0
2009-10-30 06:30:00	NQ	Futures	1945.88	1947.59	1944.17	1946.16	610.0
2009-10-30 07:00:00	NQ	Futures	1946.16	1947.02	1944.74	1945.02	629.0
2009-10-30 07:30:00	NQ	Futures	1945.02	1945.02	1941.6	1945.02	1212.0
2009-10-30 08:00:00	NQ	Futures	1944.45	1947.02	1943.6	1944.74	1399.0

> showing 50 of 1,974 rows — these rows as CSV

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