PREVIEW / futures_30min / 2009-11-12

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-12.parquet
  size:    70 KB
  rows:    2,462

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
2009-11-12 00:00:00	ES	Futures	1058.27	1058.99	1057.3	1058.75	3748.0
2009-11-12 00:30:00	ES	Futures	1058.75	1059.48	1058.51	1059.48	1305.0
2009-11-12 01:00:00	ES	Futures	1059.24	1059.72	1057.54	1057.54	1739.0
2009-11-12 01:30:00	ES	Futures	1057.78	1058.51	1057.54	1058.02	1595.0
2009-11-12 02:00:00	ES	Futures	1058.27	1059.48	1058.27	1058.75	2867.0
2009-11-12 02:30:00	ES	Futures	1058.99	1058.99	1057.3	1057.78	4425.0
2009-11-12 03:00:00	ES	Futures	1057.54	1060.45	1057.3	1059.72	18741.0
2009-11-12 03:30:00	ES	Futures	1059.48	1060.2	1058.27	1058.51	11931.0
2009-11-12 04:00:00	ES	Futures	1058.75	1058.99	1055.36	1055.6	21922.0
2009-11-12 04:30:00	ES	Futures	1055.84	1057.54	1055.12	1056.57	12041.0
2009-11-12 05:00:00	ES	Futures	1056.57	1060.69	1056.09	1060.2	15888.0
2009-11-12 05:30:00	ES	Futures	1059.96	1060.93	1059.48	1059.96	7056.0
2009-11-12 06:00:00	ES	Futures	1060.2	1060.93	1058.75	1058.99	9247.0
2009-11-12 06:30:00	ES	Futures	1058.99	1059.24	1057.3	1058.27	13776.0
2009-11-12 07:00:00	ES	Futures	1058.27	1060.45	1056.81	1057.06	16123.0
2009-11-12 07:30:00	ES	Futures	1057.06	1058.02	1055.84	1057.54	19301.0
2009-11-12 08:00:00	ES	Futures	1057.54	1059.96	1057.3	1059.72	16131.0
2009-11-12 08:30:00	ES	Futures	1059.72	1061.42	1057.3	1059.48	46511.0
2009-11-12 09:00:00	ES	Futures	1059.48	1061.17	1058.99	1061.17	21181.0
2009-11-12 09:30:00	ES	Futures	1061.17	1066.26	1057.78	1065.29	243187.0
2009-11-12 10:00:00	ES	Futures	1065.05	1066.74	1060.2	1062.38	187533.0
2009-11-12 10:30:00	ES	Futures	1062.38	1064.81	1060.45	1061.66	124468.0
2009-11-12 11:00:00	ES	Futures	1061.42	1061.66	1056.09	1057.3	199156.0
2009-11-12 11:30:00	ES	Futures	1057.3	1057.3	1054.63	1056.09	137819.0
2009-11-12 12:00:00	ES	Futures	1056.09	1057.54	1055.84	1056.57	50716.0
2009-11-12 12:30:00	ES	Futures	1056.57	1058.51	1054.63	1056.09	84847.0
2009-11-12 13:00:00	ES	Futures	1056.09	1056.33	1053.18	1054.88	103215.0
2009-11-12 13:30:00	ES	Futures	1055.12	1056.81	1054.15	1055.36	52025.0
2009-11-12 14:00:00	ES	Futures	1055.36	1057.06	1054.39	1055.12	64601.0
2009-11-12 14:30:00	ES	Futures	1054.88	1056.33	1052.21	1052.94	83374.0
2009-11-12 15:00:00	ES	Futures	1052.7	1053.42	1050.76	1051.73	109772.0
2009-11-12 15:30:00	ES	Futures	1051.48	1052.7	1048.82	1051.73	208603.0
2009-11-12 16:00:00	ES	Futures	1051.48	1053.66	1051.48	1053.66	92390.0
2009-11-12 16:30:00	ES	Futures	1053.66	1053.91	1052.45	1052.7	5050.0
2009-11-12 17:00:00	ES	Futures	1052.94	1053.18	1052.21	1052.45	1503.0
2009-11-12 18:00:00	ES	Futures	1052.7	1052.94	1052.45	1052.7	1176.0
2009-11-12 18:30:00	ES	Futures	1052.94	1053.66	1052.7	1052.94	1356.0
2009-11-12 19:00:00	ES	Futures	1053.18	1053.66	1052.21	1052.21	1852.0
2009-11-12 19:30:00	ES	Futures	1052.45	1052.45	1051.48	1051.97	2672.0
2009-11-12 20:00:00	ES	Futures	1051.97	1052.45	1051.73	1051.97	1328.0
2009-11-12 20:30:00	ES	Futures	1051.97	1051.97	1051.24	1051.73	1928.0
2009-11-12 21:00:00	ES	Futures	1051.73	1053.42	1051.48	1053.18	1284.0
2009-11-12 21:30:00	ES	Futures	1053.42	1054.15	1053.18	1053.66	2464.0
2009-11-12 22:00:00	ES	Futures	1053.91	1054.88	1053.42	1053.42	2639.0
2009-11-12 22:30:00	ES	Futures	1053.42	1055.36	1053.42	1054.88	2204.0
2009-11-12 23:00:00	ES	Futures	1054.39	1054.63	1053.18	1053.18	1922.0
2009-11-12 23:30:00	ES	Futures	1053.42	1054.63	1053.18	1054.63	855.0
2009-11-12 00:00:00	NQ	Futures	2028.3	2028.87	2026.3	2028.59	282.0
2009-11-12 00:30:00	NQ	Futures	2028.59	2029.73	2028.02	2029.73	116.0
2009-11-12 01:00:00	NQ	Futures	2029.44	2030.3	2026.59	2026.87	166.0

> showing 50 of 2,462 rows — these rows as CSV

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