PREVIEW / futures_30min / 2009-11-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-08.parquet
  size:    19 KB
  rows:    452

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
2009-11-08 18:00:00	ES	Futures	1032.59	1034.29	1032.35	1033.8	4838.0
2009-11-08 18:30:00	ES	Futures	1034.04	1034.29	1032.35	1033.08	2856.0
2009-11-08 19:00:00	ES	Futures	1032.83	1034.04	1031.86	1033.8	3796.0
2009-11-08 19:30:00	ES	Futures	1034.04	1036.47	1033.8	1035.74	5379.0
2009-11-08 20:00:00	ES	Futures	1035.74	1037.68	1035.74	1036.47	6901.0
2009-11-08 20:30:00	ES	Futures	1036.71	1036.71	1035.5	1035.5	1760.0
2009-11-08 21:00:00	ES	Futures	1035.5	1036.71	1035.5	1036.22	1255.0
2009-11-08 21:30:00	ES	Futures	1035.98	1036.71	1035.98	1036.22	1002.0
2009-11-08 22:00:00	ES	Futures	1036.47	1036.47	1035.74	1036.47	839.0
2009-11-08 22:30:00	ES	Futures	1036.47	1036.95	1035.98	1036.47	1267.0
2009-11-08 23:00:00	ES	Futures	1036.22	1037.19	1035.98	1036.95	1648.0
2009-11-08 23:30:00	ES	Futures	1036.95	1037.19	1036.47	1037.19	1290.0
2009-11-08 18:00:00	NQ	Futures	1971.26	1974.97	1971.26	1974.4	149.0
2009-11-08 18:30:00	NQ	Futures	1974.4	1974.68	1971.55	1972.12	122.0
2009-11-08 19:00:00	NQ	Futures	1972.12	1974.97	1970.69	1974.97	183.0
2009-11-08 19:30:00	NQ	Futures	1974.4	1978.96	1974.4	1978.68	792.0
2009-11-08 20:00:00	NQ	Futures	1978.96	1981.53	1978.68	1979.53	625.0
2009-11-08 20:30:00	NQ	Futures	1979.82	1979.82	1977.54	1977.82	148.0
2009-11-08 21:00:00	NQ	Futures	1978.11	1979.53	1978.11	1978.68	55.0
2009-11-08 21:30:00	NQ	Futures	1978.96	1979.53	1978.68	1978.96	64.0
2009-11-08 22:00:00	NQ	Futures	1978.68	1978.96	1978.11	1978.96	67.0
2009-11-08 22:30:00	NQ	Futures	1979.25	1979.82	1977.82	1979.25	119.0
2009-11-08 23:00:00	NQ	Futures	1978.68	1980.39	1978.39	1979.82	116.0
2009-11-08 23:30:00	NQ	Futures	1980.1	1980.39	1978.96	1980.39	28.0
2009-11-08 18:00:00	YM	Futures	9282.3	9290.7	9276.7	9287.0	161.0
2009-11-08 18:30:00	YM	Futures	9288.8	9288.8	9277.7	9280.5	60.0
2009-11-08 19:00:00	YM	Futures	9281.4	9288.8	9273.0	9287.9	210.0
2009-11-08 19:30:00	YM	Futures	9287.9	9312.1	9287.9	9305.6	591.0
2009-11-08 20:00:00	YM	Futures	9302.8	9327.0	9302.8	9313.0	632.0
2009-11-08 20:30:00	YM	Futures	9313.0	9313.9	9302.8	9302.8	210.0
2009-11-08 21:00:00	YM	Futures	9303.7	9311.1	9303.7	9304.6	74.0
2009-11-08 21:30:00	YM	Futures	9307.4	9310.2	9307.4	9308.4	24.0
2009-11-08 22:00:00	YM	Futures	9309.3	9310.2	9305.6	9310.2	32.0
2009-11-08 22:30:00	YM	Futures	9310.2	9313.9	9307.4	9309.3	61.0
2009-11-08 23:00:00	YM	Futures	9308.4	9313.9	9307.4	9313.0	113.0
2009-11-08 23:30:00	YM	Futures	9313.9	9315.8	9311.1	9315.8	52.0
2009-11-08 18:00:00	CL	Futures	174.0	174.49	173.86	174.38	880.0
2009-11-08 18:30:00	CL	Futures	174.42	174.42	173.78	174.09	565.0
2009-11-08 19:00:00	CL	Futures	174.09	174.38	174.02	174.33	529.0
2009-11-08 19:30:00	CL	Futures	174.36	174.85	174.31	174.78	1300.0
2009-11-08 20:00:00	CL	Futures	174.76	174.96	174.62	174.74	720.0
2009-11-08 20:30:00	CL	Futures	174.74	174.96	174.53	174.65	376.0
2009-11-08 21:00:00	CL	Futures	174.67	174.96	174.67	174.94	256.0
2009-11-08 21:30:00	CL	Futures	174.94	175.14	174.85	175.12	409.0
2009-11-08 22:00:00	CL	Futures	175.14	175.14	174.85	174.89	339.0
2009-11-08 22:30:00	CL	Futures	174.91	175.03	174.87	174.98	130.0
2009-11-08 23:00:00	CL	Futures	174.96	175.25	174.96	175.18	545.0
2009-11-08 23:30:00	CL	Futures	175.14	175.29	175.07	175.21	269.0
2009-11-08 18:00:00	GC	Futures	1549.9	1552.4	1549.3	1550.7	1303.0
2009-11-08 18:30:00	GC	Futures	1550.7	1551.2	1547.4	1549.6	627.0

> showing 50 of 452 rows — these rows as CSV

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