PREVIEW / futures_30min / 2009-11-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-05.parquet
  size:    67 KB
  rows:    2,443

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
2009-11-05 00:00:00	ES	Futures	1009.82	1011.52	1009.58	1010.06	2441.0
2009-11-05 00:30:00	ES	Futures	1009.82	1011.03	1009.58	1010.79	1284.0
2009-11-05 01:00:00	ES	Futures	1010.55	1011.52	1010.06	1011.03	802.0
2009-11-05 01:30:00	ES	Futures	1011.03	1011.52	1009.82	1010.06	1445.0
2009-11-05 02:00:00	ES	Futures	1010.06	1011.52	1009.82	1010.06	4162.0
2009-11-05 02:30:00	ES	Futures	1010.06	1010.31	1009.1	1010.06	4990.0
2009-11-05 03:00:00	ES	Futures	1009.82	1011.52	1009.1	1011.28	19992.0
2009-11-05 03:30:00	ES	Futures	1011.03	1011.52	1006.92	1007.4	26418.0
2009-11-05 04:00:00	ES	Futures	1007.16	1011.03	1006.67	1010.31	19836.0
2009-11-05 04:30:00	ES	Futures	1010.31	1014.67	1010.31	1013.21	23280.0
2009-11-05 05:00:00	ES	Futures	1012.97	1013.46	1011.52	1012.0	17274.0
2009-11-05 05:30:00	ES	Futures	1012.24	1014.42	1012.24	1014.18	6955.0
2009-11-05 06:00:00	ES	Futures	1014.18	1015.88	1013.46	1014.18	10815.0
2009-11-05 06:30:00	ES	Futures	1014.18	1014.18	1012.97	1013.46	5937.0
2009-11-05 07:00:00	ES	Futures	1013.7	1015.64	1012.97	1015.64	10523.0
2009-11-05 07:30:00	ES	Futures	1015.64	1016.6	1015.39	1016.12	23212.0
2009-11-05 08:00:00	ES	Futures	1016.12	1016.36	1014.42	1016.36	18082.0
2009-11-05 08:30:00	ES	Futures	1016.6	1019.75	1016.36	1018.54	67385.0
2009-11-05 09:00:00	ES	Futures	1018.3	1020.72	1018.06	1018.78	53047.0
2009-11-05 09:30:00	ES	Futures	1018.78	1023.87	1016.85	1023.39	255387.0
2009-11-05 10:00:00	ES	Futures	1023.39	1025.57	1021.93	1023.63	189134.0
2009-11-05 10:30:00	ES	Futures	1023.63	1028.96	1023.39	1027.99	170297.0
2009-11-05 11:00:00	ES	Futures	1027.99	1028.96	1025.81	1027.26	125334.0
2009-11-05 11:30:00	ES	Futures	1027.02	1027.26	1022.9	1023.39	91705.0
2009-11-05 12:00:00	ES	Futures	1023.39	1025.32	1022.9	1025.08	69960.0
2009-11-05 12:30:00	ES	Futures	1025.08	1027.99	1023.87	1027.99	62426.0
2009-11-05 13:00:00	ES	Futures	1027.75	1028.47	1026.54	1027.02	49224.0
2009-11-05 13:30:00	ES	Futures	1027.02	1029.93	1026.54	1027.02	68787.0
2009-11-05 14:00:00	ES	Futures	1027.02	1027.5	1025.32	1026.54	63875.0
2009-11-05 14:30:00	ES	Futures	1026.54	1029.68	1026.05	1028.96	64172.0
2009-11-05 15:00:00	ES	Futures	1028.96	1030.65	1027.75	1028.96	96500.0
2009-11-05 15:30:00	ES	Futures	1029.2	1030.9	1027.26	1030.65	181900.0
2009-11-05 16:00:00	ES	Futures	1030.65	1030.9	1029.44	1030.41	94024.0
2009-11-05 16:30:00	ES	Futures	1030.17	1031.14	1029.68	1030.65	5641.0
2009-11-05 17:00:00	ES	Futures	1030.9	1031.38	1030.41	1030.65	2420.0
2009-11-05 18:00:00	ES	Futures	1030.9	1030.9	1029.93	1030.17	1490.0
2009-11-05 18:30:00	ES	Futures	1030.17	1030.17	1029.44	1029.68	2555.0
2009-11-05 19:00:00	ES	Futures	1029.68	1030.17	1029.2	1029.44	1937.0
2009-11-05 19:30:00	ES	Futures	1029.68	1030.65	1029.44	1029.93	1348.0
2009-11-05 20:00:00	ES	Futures	1029.93	1030.17	1029.44	1029.93	855.0
2009-11-05 20:30:00	ES	Futures	1029.93	1030.17	1029.44	1029.93	889.0
2009-11-05 21:00:00	ES	Futures	1029.93	1030.65	1029.44	1029.68	1460.0
2009-11-05 21:30:00	ES	Futures	1029.93	1030.17	1029.68	1029.68	587.0
2009-11-05 22:00:00	ES	Futures	1029.68	1030.65	1029.2	1030.41	1312.0
2009-11-05 22:30:00	ES	Futures	1030.41	1030.65	1029.44	1029.93	900.0
2009-11-05 23:00:00	ES	Futures	1029.93	1030.17	1028.96	1029.44	2445.0
2009-11-05 23:30:00	ES	Futures	1029.44	1029.68	1028.47	1028.47	1747.0
2009-11-05 00:00:00	NQ	Futures	1915.93	1917.93	1915.08	1915.36	102.0
2009-11-05 00:30:00	NQ	Futures	1915.36	1917.65	1915.08	1916.5	82.0
2009-11-05 01:00:00	NQ	Futures	1916.5	1918.79	1916.5	1918.5	35.0

> showing 50 of 2,443 rows — these rows as CSV

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