PREVIEW / futures_30min / 2009-11-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-03.parquet
  size:    72 KB
  rows:    2,486

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
2009-11-03 00:00:00	ES	Futures	1008.61	1009.1	1008.13	1008.37	886.0
2009-11-03 00:30:00	ES	Futures	1008.37	1009.1	1007.88	1008.37	930.0
2009-11-03 01:00:00	ES	Futures	1008.37	1008.85	1007.88	1008.85	1133.0
2009-11-03 01:30:00	ES	Futures	1008.85	1009.1	1007.16	1007.16	2728.0
2009-11-03 02:00:00	ES	Futures	1007.4	1007.4	1004.49	1005.46	7493.0
2009-11-03 02:30:00	ES	Futures	1005.7	1005.7	1004.01	1004.98	7098.0
2009-11-03 03:00:00	ES	Futures	1004.98	1005.22	1000.86	1001.34	24635.0
2009-11-03 03:30:00	ES	Futures	1001.34	1002.8	1000.38	1001.1	16407.0
2009-11-03 04:00:00	ES	Futures	1001.34	1003.04	1000.86	1001.1	12402.0
2009-11-03 04:30:00	ES	Futures	1001.1	1001.34	996.26	996.74	27971.0
2009-11-03 05:00:00	ES	Futures	996.98	998.68	995.29	996.98	25574.0
2009-11-03 05:30:00	ES	Futures	996.98	998.68	996.02	998.68	12546.0
2009-11-03 06:00:00	ES	Futures	998.68	998.92	994.56	995.53	18808.0
2009-11-03 06:30:00	ES	Futures	995.53	996.74	995.05	996.02	11058.0
2009-11-03 07:00:00	ES	Futures	996.02	998.44	995.53	997.47	17274.0
2009-11-03 07:30:00	ES	Futures	997.47	1001.1	997.47	999.89	40978.0
2009-11-03 08:00:00	ES	Futures	999.65	1003.04	999.41	1002.31	40843.0
2009-11-03 08:30:00	ES	Futures	1002.31	1002.31	998.68	999.65	41116.0
2009-11-03 09:00:00	ES	Futures	999.41	1000.86	998.68	1000.62	30861.0
2009-11-03 09:30:00	ES	Futures	1000.38	1006.67	998.68	1004.98	277755.0
2009-11-03 10:00:00	ES	Futures	1005.22	1008.13	1001.1	1002.07	253724.0
2009-11-03 10:30:00	ES	Futures	1001.83	1007.4	1000.62	1004.49	173844.0
2009-11-03 11:00:00	ES	Futures	1004.74	1006.43	1000.62	1001.83	131960.0
2009-11-03 11:30:00	ES	Futures	1001.83	1003.28	998.92	1002.56	103019.0
2009-11-03 12:00:00	ES	Futures	1002.31	1004.25	999.89	1002.56	75996.0
2009-11-03 12:30:00	ES	Futures	1002.56	1009.1	1002.56	1005.22	131559.0
2009-11-03 13:00:00	ES	Futures	1005.22	1007.16	1004.25	1004.98	64135.0
2009-11-03 13:30:00	ES	Futures	1004.98	1007.88	1004.74	1007.88	78172.0
2009-11-03 14:00:00	ES	Futures	1007.88	1010.55	1007.64	1008.37	101631.0
2009-11-03 14:30:00	ES	Futures	1008.61	1010.06	1004.01	1005.22	125261.0
2009-11-03 15:00:00	ES	Futures	1004.98	1006.92	1004.49	1006.92	96445.0
2009-11-03 15:30:00	ES	Futures	1006.92	1010.31	1006.67	1009.34	230833.0
2009-11-03 16:00:00	ES	Futures	1009.34	1010.31	1008.61	1009.1	84320.0
2009-11-03 16:30:00	ES	Futures	1009.34	1009.58	1008.61	1009.34	3661.0
2009-11-03 17:00:00	ES	Futures	1009.34	1009.58	1008.85	1009.58	1340.0
2009-11-03 18:00:00	ES	Futures	1009.34	1010.06	1008.37	1009.82	2096.0
2009-11-03 18:30:00	ES	Futures	1010.06	1010.79	1009.58	1010.55	2160.0
2009-11-03 19:00:00	ES	Futures	1010.55	1011.03	1009.58	1010.06	1855.0
2009-11-03 19:30:00	ES	Futures	1010.06	1011.03	1009.1	1010.79	2384.0
2009-11-03 20:00:00	ES	Futures	1010.79	1011.52	1010.55	1011.28	2461.0
2009-11-03 20:30:00	ES	Futures	1011.28	1011.28	1010.55	1010.79	1443.0
2009-11-03 21:00:00	ES	Futures	1011.03	1011.03	1010.31	1010.79	2584.0
2009-11-03 21:30:00	ES	Futures	1010.79	1012.97	1010.79	1012.49	4151.0
2009-11-03 22:00:00	ES	Futures	1012.49	1013.21	1012.0	1012.73	2303.0
2009-11-03 22:30:00	ES	Futures	1012.73	1012.97	1012.24	1012.49	1185.0
2009-11-03 23:00:00	ES	Futures	1012.73	1012.73	1012.49	1012.73	840.0
2009-11-03 23:30:00	ES	Futures	1012.73	1012.97	1011.76	1012.49	1387.0
2009-11-03 00:00:00	NQ	Futures	1906.52	1907.09	1905.95	1905.95	65.0
2009-11-03 00:30:00	NQ	Futures	1905.95	1906.81	1905.38	1905.67	57.0
2009-11-03 01:00:00	NQ	Futures	1905.67	1906.52	1905.1	1906.52	35.0

> showing 50 of 2,486 rows — these rows as CSV

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