PREVIEW / futures_30min / 2009-11-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-04.parquet
  size:    70 KB
  rows:    2,473

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
2009-11-04 00:00:00	ES	Futures	1012.49	1013.94	1012.24	1012.97	2729.0
2009-11-04 00:30:00	ES	Futures	1012.73	1013.7	1012.73	1013.46	1121.0
2009-11-04 01:00:00	ES	Futures	1013.46	1013.7	1012.97	1013.21	1418.0
2009-11-04 01:30:00	ES	Futures	1013.46	1014.42	1013.21	1013.46	1941.0
2009-11-04 02:00:00	ES	Futures	1013.46	1013.7	1012.0	1012.97	7507.0
2009-11-04 02:30:00	ES	Futures	1012.97	1013.7	1012.49	1012.73	7861.0
2009-11-04 03:00:00	ES	Futures	1012.73	1013.94	1011.76	1013.46	17798.0
2009-11-04 03:30:00	ES	Futures	1013.46	1015.88	1013.21	1015.15	18484.0
2009-11-04 04:00:00	ES	Futures	1015.15	1015.39	1014.42	1014.91	14403.0
2009-11-04 04:30:00	ES	Futures	1015.15	1016.36	1014.91	1016.12	13294.0
2009-11-04 05:00:00	ES	Futures	1016.12	1016.36	1015.15	1016.12	12876.0
2009-11-04 05:30:00	ES	Futures	1016.12	1016.6	1015.15	1015.64	9176.0
2009-11-04 06:00:00	ES	Futures	1015.39	1016.12	1015.15	1015.88	7430.0
2009-11-04 06:30:00	ES	Futures	1016.12	1016.6	1015.39	1016.36	7674.0
2009-11-04 07:00:00	ES	Futures	1016.36	1016.6	1014.18	1014.67	15940.0
2009-11-04 07:30:00	ES	Futures	1014.91	1014.91	1013.94	1014.67	8599.0
2009-11-04 08:00:00	ES	Futures	1014.42	1016.6	1012.49	1016.12	37936.0
2009-11-04 08:30:00	ES	Futures	1016.36	1018.78	1016.12	1017.33	39483.0
2009-11-04 09:00:00	ES	Futures	1017.33	1018.78	1016.85	1017.57	40948.0
2009-11-04 09:30:00	ES	Futures	1017.33	1019.51	1015.15	1018.3	220748.0
2009-11-04 10:00:00	ES	Futures	1018.3	1024.11	1015.88	1022.9	285096.0
2009-11-04 10:30:00	ES	Futures	1022.9	1024.6	1021.93	1024.6	133664.0
2009-11-04 11:00:00	ES	Futures	1024.6	1024.6	1021.93	1021.93	85046.0
2009-11-04 11:30:00	ES	Futures	1021.93	1022.42	1020.24	1020.96	71512.0
2009-11-04 12:00:00	ES	Futures	1020.96	1021.69	1018.78	1020.24	88124.0
2009-11-04 12:30:00	ES	Futures	1020.48	1021.21	1019.51	1020.0	41398.0
2009-11-04 13:00:00	ES	Futures	1020.0	1020.48	1018.54	1019.03	43921.0
2009-11-04 13:30:00	ES	Futures	1019.27	1019.75	1018.06	1019.27	47961.0
2009-11-04 14:00:00	ES	Futures	1019.03	1023.87	1013.46	1014.67	206298.0
2009-11-04 14:30:00	ES	Futures	1014.42	1025.57	1013.46	1023.14	235106.0
2009-11-04 15:00:00	ES	Futures	1023.14	1023.39	1019.03	1020.48	124941.0
2009-11-04 15:30:00	ES	Futures	1020.24	1020.72	1009.1	1011.03	384060.0
2009-11-04 16:00:00	ES	Futures	1011.03	1014.91	1010.55	1014.67	92883.0
2009-11-04 16:30:00	ES	Futures	1014.18	1015.15	1013.46	1014.18	11111.0
2009-11-04 17:00:00	ES	Futures	1014.18	1014.91	1013.7	1013.7	2545.0
2009-11-04 18:00:00	ES	Futures	1014.18	1014.42	1013.7	1014.18	1918.0
2009-11-04 18:30:00	ES	Futures	1013.94	1014.42	1012.0	1012.24	3687.0
2009-11-04 19:00:00	ES	Futures	1012.0	1012.97	1011.52	1012.73	3065.0
2009-11-04 19:30:00	ES	Futures	1012.73	1013.46	1011.28	1011.52	3499.0
2009-11-04 20:00:00	ES	Futures	1011.52	1011.76	1010.79	1011.28	3606.0
2009-11-04 20:30:00	ES	Futures	1011.03	1011.28	1010.31	1010.55	3389.0
2009-11-04 21:00:00	ES	Futures	1010.79	1011.76	1009.82	1011.52	3417.0
2009-11-04 21:30:00	ES	Futures	1011.52	1012.0	1010.55	1010.79	1650.0
2009-11-04 22:00:00	ES	Futures	1010.79	1011.03	1009.82	1010.06	1250.0
2009-11-04 22:30:00	ES	Futures	1009.82	1010.79	1009.58	1010.31	3161.0
2009-11-04 23:00:00	ES	Futures	1010.06	1010.79	1009.82	1010.06	833.0
2009-11-04 23:30:00	ES	Futures	1010.06	1010.31	1009.82	1010.06	955.0
2009-11-04 00:00:00	NQ	Futures	1915.36	1917.36	1915.36	1916.22	143.0
2009-11-04 00:30:00	NQ	Futures	1916.22	1917.36	1916.22	1917.36	26.0
2009-11-04 01:00:00	NQ	Futures	1917.36	1917.65	1915.36	1916.22	137.0

> showing 50 of 2,473 rows — these rows as CSV

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