PREVIEW / futures_30min / 2009-11-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-09.parquet
  size:    68 KB
  rows:    2,469

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
2009-11-09 00:00:00	ES	Futures	1037.19	1037.44	1036.22	1036.22	1050.0
2009-11-09 00:30:00	ES	Futures	1036.47	1036.71	1035.5	1035.98	1515.0
2009-11-09 01:00:00	ES	Futures	1035.98	1035.98	1035.26	1035.26	881.0
2009-11-09 01:30:00	ES	Futures	1035.5	1036.22	1035.01	1036.22	2991.0
2009-11-09 02:00:00	ES	Futures	1036.22	1039.37	1035.98	1039.13	10583.0
2009-11-09 02:30:00	ES	Futures	1039.13	1039.86	1038.4	1038.89	4891.0
2009-11-09 03:00:00	ES	Futures	1038.89	1040.58	1038.89	1039.37	19176.0
2009-11-09 03:30:00	ES	Futures	1039.62	1041.07	1039.62	1040.1	11903.0
2009-11-09 04:00:00	ES	Futures	1040.1	1041.07	1039.37	1040.58	8083.0
2009-11-09 04:30:00	ES	Futures	1040.58	1043.01	1039.86	1042.52	18462.0
2009-11-09 05:00:00	ES	Futures	1042.76	1042.76	1041.31	1041.31	11126.0
2009-11-09 05:30:00	ES	Futures	1041.31	1043.01	1041.07	1043.01	8308.0
2009-11-09 06:00:00	ES	Futures	1043.25	1044.94	1043.25	1043.49	21732.0
2009-11-09 06:30:00	ES	Futures	1043.49	1043.98	1042.28	1042.76	8587.0
2009-11-09 07:00:00	ES	Futures	1042.52	1043.49	1042.04	1043.25	10692.0
2009-11-09 07:30:00	ES	Futures	1043.25	1044.22	1043.01	1043.49	7356.0
2009-11-09 08:00:00	ES	Futures	1043.73	1043.73	1041.55	1041.8	16983.0
2009-11-09 08:30:00	ES	Futures	1041.8	1043.01	1041.55	1041.8	12839.0
2009-11-09 09:00:00	ES	Futures	1042.04	1043.01	1041.07	1041.07	29183.0
2009-11-09 09:30:00	ES	Futures	1041.31	1044.94	1040.58	1044.46	220688.0
2009-11-09 10:00:00	ES	Futures	1044.46	1048.09	1044.22	1046.4	187068.0
2009-11-09 10:30:00	ES	Futures	1046.64	1048.58	1045.91	1047.85	111259.0
2009-11-09 11:00:00	ES	Futures	1048.09	1050.27	1046.64	1049.79	146844.0
2009-11-09 11:30:00	ES	Futures	1049.79	1050.76	1049.06	1049.55	69243.0
2009-11-09 12:00:00	ES	Futures	1049.55	1051.0	1049.06	1050.27	54406.0
2009-11-09 12:30:00	ES	Futures	1050.03	1051.48	1049.79	1051.48	58506.0
2009-11-09 13:00:00	ES	Futures	1051.24	1051.97	1050.27	1051.0	66170.0
2009-11-09 13:30:00	ES	Futures	1051.24	1053.66	1050.52	1053.18	107748.0
2009-11-09 14:00:00	ES	Futures	1052.94	1053.66	1052.21	1053.42	71111.0
2009-11-09 14:30:00	ES	Futures	1053.42	1055.36	1053.18	1055.12	100661.0
2009-11-09 15:00:00	ES	Futures	1054.88	1055.6	1054.15	1054.63	65716.0
2009-11-09 15:30:00	ES	Futures	1054.88	1057.3	1053.18	1057.06	218401.0
2009-11-09 16:00:00	ES	Futures	1057.06	1058.02	1056.81	1057.78	114280.0
2009-11-09 16:30:00	ES	Futures	1057.54	1058.02	1057.06	1057.54	6176.0
2009-11-09 17:00:00	ES	Futures	1057.54	1057.54	1056.57	1057.54	4751.0
2009-11-09 18:00:00	ES	Futures	1057.54	1057.78	1056.81	1057.3	2612.0
2009-11-09 18:30:00	ES	Futures	1057.3	1057.3	1056.81	1057.06	2024.0
2009-11-09 19:00:00	ES	Futures	1057.06	1057.54	1056.81	1057.3	2479.0
2009-11-09 19:30:00	ES	Futures	1057.3	1057.78	1057.3	1057.54	2938.0
2009-11-09 20:00:00	ES	Futures	1057.54	1057.54	1056.81	1057.06	2957.0
2009-11-09 20:30:00	ES	Futures	1057.06	1057.3	1056.33	1056.57	3442.0
2009-11-09 21:00:00	ES	Futures	1056.57	1057.3	1056.57	1056.81	1487.0
2009-11-09 21:30:00	ES	Futures	1056.81	1057.06	1056.57	1056.57	747.0
2009-11-09 22:00:00	ES	Futures	1056.57	1056.81	1055.6	1056.57	3540.0
2009-11-09 22:30:00	ES	Futures	1056.33	1056.33	1055.84	1055.84	1210.0
2009-11-09 23:00:00	ES	Futures	1055.84	1056.81	1055.84	1056.09	1823.0
2009-11-09 23:30:00	ES	Futures	1056.09	1056.57	1056.09	1056.09	675.0
2009-11-09 00:00:00	NQ	Futures	1980.1	1980.96	1979.25	1979.25	142.0
2009-11-09 00:30:00	NQ	Futures	1978.96	1979.25	1977.25	1978.68	85.0
2009-11-09 01:00:00	NQ	Futures	1978.39	1978.39	1976.97	1977.25	86.0

> showing 50 of 2,469 rows — these rows as CSV

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