PREVIEW / futures_30min / 2009-11-10

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-10.parquet
  size:    66 KB
  rows:    2,408

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
2009-11-10 00:00:00	ES	Futures	1056.09	1056.33	1054.88	1055.12	4718.0
2009-11-10 00:30:00	ES	Futures	1054.88	1055.12	1054.15	1054.15	4319.0
2009-11-10 01:00:00	ES	Futures	1054.39	1054.88	1053.66	1054.15	2684.0
2009-11-10 01:30:00	ES	Futures	1054.39	1055.36	1054.39	1055.12	2273.0
2009-11-10 02:00:00	ES	Futures	1055.12	1055.36	1053.91	1054.39	4755.0
2009-11-10 02:30:00	ES	Futures	1054.39	1054.63	1053.66	1053.91	5134.0
2009-11-10 03:00:00	ES	Futures	1053.91	1054.39	1052.94	1053.66	21922.0
2009-11-10 03:30:00	ES	Futures	1053.66	1055.36	1052.94	1054.63	14936.0
2009-11-10 04:00:00	ES	Futures	1054.88	1056.57	1054.39	1055.36	12418.0
2009-11-10 04:30:00	ES	Futures	1055.36	1055.84	1054.63	1055.12	7190.0
2009-11-10 05:00:00	ES	Futures	1055.36	1055.36	1052.94	1054.39	16189.0
2009-11-10 05:30:00	ES	Futures	1054.39	1057.06	1054.39	1056.57	10229.0
2009-11-10 06:00:00	ES	Futures	1056.57	1056.57	1055.12	1055.36	5242.0
2009-11-10 06:30:00	ES	Futures	1055.36	1056.33	1054.63	1054.88	8073.0
2009-11-10 07:00:00	ES	Futures	1054.63	1055.6	1054.63	1054.63	6478.0
2009-11-10 07:30:00	ES	Futures	1054.63	1055.36	1053.66	1054.88	16236.0
2009-11-10 08:00:00	ES	Futures	1054.88	1055.36	1053.66	1054.39	17327.0
2009-11-10 08:30:00	ES	Futures	1054.39	1055.12	1053.42	1054.15	14570.0
2009-11-10 09:00:00	ES	Futures	1053.91	1054.63	1052.94	1054.63	26998.0
2009-11-10 09:30:00	ES	Futures	1054.63	1059.48	1053.91	1057.54	195087.0
2009-11-10 10:00:00	ES	Futures	1057.3	1059.96	1056.33	1059.72	144426.0
2009-11-10 10:30:00	ES	Futures	1059.96	1060.45	1054.39	1054.63	176975.0
2009-11-10 11:00:00	ES	Futures	1054.39	1055.6	1052.45	1054.15	163088.0
2009-11-10 11:30:00	ES	Futures	1054.39	1056.81	1052.94	1054.63	116532.0
2009-11-10 12:00:00	ES	Futures	1054.63	1055.12	1051.48	1051.48	92646.0
2009-11-10 12:30:00	ES	Futures	1051.73	1054.88	1051.24	1054.88	85236.0
2009-11-10 13:00:00	ES	Futures	1054.63	1055.12	1052.45	1053.42	63519.0
2009-11-10 13:30:00	ES	Futures	1053.66	1054.88	1052.45	1054.63	58722.0
2009-11-10 14:00:00	ES	Futures	1054.63	1056.57	1053.66	1055.84	62191.0
2009-11-10 14:30:00	ES	Futures	1056.09	1057.78	1055.84	1057.06	77019.0
2009-11-10 15:00:00	ES	Futures	1057.3	1059.24	1056.09	1058.02	103733.0
2009-11-10 15:30:00	ES	Futures	1058.27	1058.27	1055.12	1056.81	166157.0
2009-11-10 16:00:00	ES	Futures	1056.81	1058.02	1056.81	1058.02	63647.0
2009-11-10 16:30:00	ES	Futures	1057.78	1059.72	1057.78	1059.24	7324.0
2009-11-10 17:00:00	ES	Futures	1059.48	1059.96	1058.99	1059.72	2466.0
2009-11-10 18:00:00	ES	Futures	1059.72	1059.96	1058.99	1059.48	2059.0
2009-11-10 18:30:00	ES	Futures	1059.48	1060.2	1059.48	1059.96	1508.0
2009-11-10 19:00:00	ES	Futures	1059.96	1062.87	1059.96	1061.66	8857.0
2009-11-10 19:30:00	ES	Futures	1061.66	1062.14	1061.42	1061.42	1446.0
2009-11-10 20:00:00	ES	Futures	1061.42	1061.66	1059.96	1060.69	3341.0
2009-11-10 20:30:00	ES	Futures	1060.69	1061.42	1059.72	1060.2	2098.0
2009-11-10 21:00:00	ES	Futures	1059.96	1061.66	1059.72	1060.2	5400.0
2009-11-10 21:30:00	ES	Futures	1060.2	1061.17	1060.2	1060.93	1085.0
2009-11-10 22:00:00	ES	Futures	1061.17	1061.42	1060.45	1060.45	718.0
2009-11-10 22:30:00	ES	Futures	1060.69	1060.69	1058.99	1059.24	2292.0
2009-11-10 23:00:00	ES	Futures	1059.48	1059.72	1059.24	1059.48	1583.0
2009-11-10 23:30:00	ES	Futures	1059.24	1059.72	1058.99	1058.99	1438.0
2009-11-10 00:00:00	NQ	Futures	2012.04	2012.04	2009.48	2009.48	306.0
2009-11-10 00:30:00	NQ	Futures	2009.76	2009.76	2008.05	2008.34	222.0
2009-11-10 01:00:00	NQ	Futures	2008.34	2009.48	2007.77	2008.05	210.0

> showing 50 of 2,408 rows — these rows as CSV

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