PREVIEW / futures_30min / 2009-11-06

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-06.parquet
  size:    59 KB
  rows:    2,004

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
2009-11-06 00:00:00	ES	Futures	1028.47	1029.2	1028.47	1028.96	1714.0
2009-11-06 00:30:00	ES	Futures	1029.2	1029.2	1028.47	1028.96	1780.0
2009-11-06 01:00:00	ES	Futures	1029.2	1029.2	1028.47	1028.96	1002.0
2009-11-06 01:30:00	ES	Futures	1028.96	1028.96	1028.47	1028.72	576.0
2009-11-06 02:00:00	ES	Futures	1028.96	1030.9	1028.47	1030.65	5451.0
2009-11-06 02:30:00	ES	Futures	1030.9	1030.9	1028.72	1028.72	4761.0
2009-11-06 03:00:00	ES	Futures	1028.72	1030.41	1027.99	1029.93	15318.0
2009-11-06 03:30:00	ES	Futures	1029.93	1033.32	1029.68	1032.83	21879.0
2009-11-06 04:00:00	ES	Futures	1032.83	1033.08	1029.93	1030.17	15397.0
2009-11-06 04:30:00	ES	Futures	1030.17	1031.14	1029.68	1030.9	12440.0
2009-11-06 05:00:00	ES	Futures	1030.65	1031.14	1028.47	1029.68	14266.0
2009-11-06 05:30:00	ES	Futures	1029.93	1030.65	1029.44	1030.65	9037.0
2009-11-06 06:00:00	ES	Futures	1030.41	1032.11	1030.41	1030.65	8801.0
2009-11-06 06:30:00	ES	Futures	1030.65	1031.14	1030.17	1030.65	6978.0
2009-11-06 07:00:00	ES	Futures	1030.65	1031.86	1030.17	1030.65	8367.0
2009-11-06 07:30:00	ES	Futures	1030.65	1032.35	1030.41	1031.86	12675.0
2009-11-06 08:00:00	ES	Futures	1031.86	1036.22	1031.62	1034.29	26631.0
2009-11-06 08:30:00	ES	Futures	1034.53	1034.53	1020.72	1023.14	210440.0
2009-11-06 09:00:00	ES	Futures	1023.14	1025.57	1021.93	1024.84	60052.0
2009-11-06 09:30:00	ES	Futures	1024.6	1035.26	1022.66	1033.8	328228.0
2009-11-06 10:00:00	ES	Futures	1033.56	1035.98	1027.75	1027.99	208415.0
2009-11-06 10:30:00	ES	Futures	1027.99	1030.41	1024.6	1029.93	253653.0
2009-11-06 11:00:00	ES	Futures	1029.68	1030.9	1027.26	1029.93	112653.0
2009-11-06 11:30:00	ES	Futures	1029.93	1031.86	1029.2	1030.41	99285.0
2009-11-06 12:00:00	ES	Futures	1030.41	1034.04	1030.41	1033.08	73391.0
2009-11-06 12:30:00	ES	Futures	1033.08	1034.04	1030.65	1031.62	61946.0
2009-11-06 13:00:00	ES	Futures	1031.38	1033.8	1030.17	1032.83	43892.0
2009-11-06 13:30:00	ES	Futures	1032.59	1034.53	1031.38	1032.11	62967.0
2009-11-06 14:00:00	ES	Futures	1032.11	1033.32	1030.65	1032.35	44914.0
2009-11-06 14:30:00	ES	Futures	1032.11	1033.08	1030.17	1030.65	40594.0
2009-11-06 15:00:00	ES	Futures	1030.65	1032.11	1028.72	1031.86	82686.0
2009-11-06 15:30:00	ES	Futures	1032.11	1033.8	1030.9	1033.56	120836.0
2009-11-06 16:00:00	ES	Futures	1033.32	1033.8	1032.59	1033.08	69151.0
2009-11-06 00:00:00	NQ	Futures	1958.71	1959.57	1958.71	1959.28	89.0
2009-11-06 00:30:00	NQ	Futures	1959.57	1959.85	1959.0	1959.0	54.0
2009-11-06 01:00:00	NQ	Futures	1959.57	1959.85	1959.0	1959.28	44.0
2009-11-06 01:30:00	NQ	Futures	1959.28	1959.57	1959.28	1959.28	70.0
2009-11-06 02:00:00	NQ	Futures	1959.57	1962.99	1958.71	1962.99	474.0
2009-11-06 02:30:00	NQ	Futures	1962.71	1962.71	1959.0	1959.0	419.0
2009-11-06 03:00:00	NQ	Futures	1959.0	1961.85	1957.57	1960.71	970.0
2009-11-06 03:30:00	NQ	Futures	1960.71	1966.98	1960.71	1965.27	1522.0
2009-11-06 04:00:00	NQ	Futures	1965.27	1965.56	1960.14	1960.14	987.0
2009-11-06 04:30:00	NQ	Futures	1960.42	1962.99	1960.42	1962.42	855.0
2009-11-06 05:00:00	NQ	Futures	1962.42	1962.99	1959.57	1962.42	1361.0
2009-11-06 05:30:00	NQ	Futures	1962.42	1963.56	1961.57	1962.99	594.0
2009-11-06 06:00:00	NQ	Futures	1963.28	1966.13	1962.71	1963.28	680.0
2009-11-06 06:30:00	NQ	Futures	1963.56	1964.42	1962.42	1962.99	281.0
2009-11-06 07:00:00	NQ	Futures	1962.99	1965.56	1962.42	1963.28	457.0
2009-11-06 07:30:00	NQ	Futures	1963.56	1966.7	1962.71	1965.84	582.0
2009-11-06 08:00:00	NQ	Futures	1965.84	1982.1	1965.27	1972.12	3830.0

> showing 50 of 2,004 rows — these rows as CSV

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