PREVIEW / futures_30min / 2009-11-02

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-02.parquet
  size:    70 KB
  rows:    2,520

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
2009-11-02 00:00:00	ES	Futures	1004.25	1006.43	1004.25	1006.19	2134.0
2009-11-02 00:30:00	ES	Futures	1005.95	1007.4	1005.22	1006.92	3484.0
2009-11-02 01:00:00	ES	Futures	1006.92	1006.92	1005.22	1006.43	2188.0
2009-11-02 01:30:00	ES	Futures	1006.43	1006.92	1004.98	1005.22	2951.0
2009-11-02 02:00:00	ES	Futures	1005.22	1007.16	1004.25	1007.16	5786.0
2009-11-02 02:30:00	ES	Futures	1006.92	1007.64	1005.95	1006.19	6453.0
2009-11-02 03:00:00	ES	Futures	1006.19	1007.64	1003.04	1007.16	31067.0
2009-11-02 03:30:00	ES	Futures	1007.16	1009.1	1006.43	1008.37	24157.0
2009-11-02 04:00:00	ES	Futures	1008.37	1009.1	1005.7	1006.19	17416.0
2009-11-02 04:30:00	ES	Futures	1006.19	1008.13	1004.74	1006.67	18584.0
2009-11-02 05:00:00	ES	Futures	1006.67	1007.88	1006.43	1006.67	11443.0
2009-11-02 05:30:00	ES	Futures	1006.43	1008.13	1005.95	1007.64	11891.0
2009-11-02 06:00:00	ES	Futures	1007.64	1008.13	1006.19	1007.16	9540.0
2009-11-02 06:30:00	ES	Futures	1006.92	1008.37	1006.43	1007.4	12535.0
2009-11-02 07:00:00	ES	Futures	1007.4	1007.64	1005.46	1006.43	13297.0
2009-11-02 07:30:00	ES	Futures	1006.19	1006.92	1004.74	1005.46	8554.0
2009-11-02 08:00:00	ES	Futures	1005.46	1006.67	1004.98	1006.43	12805.0
2009-11-02 08:30:00	ES	Futures	1006.43	1006.43	1004.25	1004.74	11406.0
2009-11-02 09:00:00	ES	Futures	1004.49	1005.46	1003.52	1004.25	27423.0
2009-11-02 09:30:00	ES	Futures	1004.25	1008.13	1001.83	1007.64	266627.0
2009-11-02 10:00:00	ES	Futures	1007.64	1016.36	1007.4	1014.42	373506.0
2009-11-02 10:30:00	ES	Futures	1014.42	1016.85	1009.34	1009.82	179842.0
2009-11-02 11:00:00	ES	Futures	1009.58	1014.67	1008.37	1012.24	155272.0
2009-11-02 11:30:00	ES	Futures	1012.0	1013.7	1010.31	1011.76	85565.0
2009-11-02 12:00:00	ES	Futures	1011.76	1012.24	1006.92	1007.16	96025.0
2009-11-02 12:30:00	ES	Futures	1007.16	1008.13	994.56	995.05	236491.0
2009-11-02 13:00:00	ES	Futures	995.05	1002.8	994.08	1001.83	152851.0
2009-11-02 13:30:00	ES	Futures	1001.83	1002.31	995.53	995.77	139599.0
2009-11-02 14:00:00	ES	Futures	995.77	1003.28	994.08	1003.04	174191.0
2009-11-02 14:30:00	ES	Futures	1003.04	1005.22	1000.13	1002.07	188199.0
2009-11-02 15:00:00	ES	Futures	1002.31	1004.74	999.41	1001.83	140302.0
2009-11-02 15:30:00	ES	Futures	1001.59	1007.64	1001.34	1006.43	227083.0
2009-11-02 16:00:00	ES	Futures	1006.43	1007.16	1005.46	1006.92	75575.0
2009-11-02 16:30:00	ES	Futures	1006.92	1009.1	1006.67	1008.61	6952.0
2009-11-02 17:00:00	ES	Futures	1008.61	1009.1	1008.37	1008.61	1473.0
2009-11-02 18:00:00	ES	Futures	1008.13	1008.61	1007.64	1007.88	2112.0
2009-11-02 18:30:00	ES	Futures	1007.88	1008.61	1007.64	1008.13	1003.0
2009-11-02 19:00:00	ES	Futures	1007.88	1011.52	1007.88	1010.31	5288.0
2009-11-02 19:30:00	ES	Futures	1010.31	1010.55	1009.58	1010.55	2588.0
2009-11-02 20:00:00	ES	Futures	1010.55	1010.55	1009.1	1009.34	1739.0
2009-11-02 20:30:00	ES	Futures	1009.58	1009.82	1009.1	1009.1	1435.0
2009-11-02 21:00:00	ES	Futures	1009.34	1009.58	1008.61	1009.1	1433.0
2009-11-02 21:30:00	ES	Futures	1009.1	1009.82	1008.37	1009.1	2379.0
2009-11-02 22:00:00	ES	Futures	1008.85	1009.58	1008.61	1009.1	824.0
2009-11-02 22:30:00	ES	Futures	1008.85	1009.82	1008.13	1009.34	2814.0
2009-11-02 23:00:00	ES	Futures	1009.1	1010.31	1008.85	1009.1	1308.0
2009-11-02 23:30:00	ES	Futures	1009.1	1009.34	1008.13	1008.61	1147.0
2009-11-02 00:00:00	NQ	Futures	1901.67	1904.81	1901.39	1904.24	190.0
2009-11-02 00:30:00	NQ	Futures	1904.24	1906.81	1903.1	1905.95	182.0
2009-11-02 01:00:00	NQ	Futures	1905.95	1906.52	1903.96	1905.95	341.0

> showing 50 of 2,520 rows — these rows as CSV

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