PREVIEW / futures_30min / 2009-11-13

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-13.parquet
  size:    57 KB
  rows:    1,958

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
2009-11-13 00:00:00	ES	Futures	1054.39	1054.88	1052.94	1053.66	2088.0
2009-11-13 00:30:00	ES	Futures	1053.66	1054.88	1053.42	1054.63	1757.0
2009-11-13 01:00:00	ES	Futures	1054.63	1054.63	1053.42	1053.91	913.0
2009-11-13 01:30:00	ES	Futures	1053.66	1055.36	1053.42	1055.12	1886.0
2009-11-13 02:00:00	ES	Futures	1055.12	1055.6	1054.39	1055.12	4045.0
2009-11-13 02:30:00	ES	Futures	1055.12	1055.84	1054.63	1055.6	2439.0
2009-11-13 03:00:00	ES	Futures	1055.84	1057.06	1054.15	1056.81	15873.0
2009-11-13 03:30:00	ES	Futures	1056.57	1057.54	1055.36	1057.3	8348.0
2009-11-13 04:00:00	ES	Futures	1057.3	1057.54	1056.33	1057.06	5963.0
2009-11-13 04:30:00	ES	Futures	1057.06	1057.3	1056.09	1056.81	4399.0
2009-11-13 05:00:00	ES	Futures	1056.57	1056.81	1055.6	1056.33	5830.0
2009-11-13 05:30:00	ES	Futures	1056.33	1056.33	1055.6	1055.84	2451.0
2009-11-13 06:00:00	ES	Futures	1056.09	1058.02	1056.09	1057.78	8089.0
2009-11-13 06:30:00	ES	Futures	1057.78	1057.78	1057.06	1057.54	3053.0
2009-11-13 07:00:00	ES	Futures	1057.78	1057.78	1054.88	1055.12	9810.0
2009-11-13 07:30:00	ES	Futures	1054.88	1056.57	1054.88	1055.6	7822.0
2009-11-13 08:00:00	ES	Futures	1055.36	1055.84	1054.39	1055.6	12942.0
2009-11-13 08:30:00	ES	Futures	1055.6	1057.06	1054.39	1056.33	17415.0
2009-11-13 09:00:00	ES	Futures	1056.57	1057.06	1053.66	1054.39	27199.0
2009-11-13 09:30:00	ES	Futures	1054.63	1055.84	1049.06	1050.27	237908.0
2009-11-13 10:00:00	ES	Futures	1050.27	1056.33	1049.3	1054.39	143578.0
2009-11-13 10:30:00	ES	Futures	1054.63	1059.72	1052.94	1057.78	159783.0
2009-11-13 11:00:00	ES	Futures	1057.54	1058.75	1056.57	1057.78	62988.0
2009-11-13 11:30:00	ES	Futures	1057.78	1059.72	1056.33	1056.57	61592.0
2009-11-13 12:00:00	ES	Futures	1056.57	1061.66	1056.57	1061.17	75575.0
2009-11-13 12:30:00	ES	Futures	1061.17	1061.9	1059.96	1060.45	45274.0
2009-11-13 13:00:00	ES	Futures	1060.69	1061.17	1059.72	1060.93	32463.0
2009-11-13 13:30:00	ES	Futures	1060.93	1061.17	1058.02	1058.51	50452.0
2009-11-13 14:00:00	ES	Futures	1058.75	1059.72	1056.57	1057.3	57498.0
2009-11-13 14:30:00	ES	Futures	1057.3	1057.54	1053.18	1053.42	91450.0
2009-11-13 15:00:00	ES	Futures	1053.42	1056.09	1052.45	1055.12	81969.0
2009-11-13 15:30:00	ES	Futures	1055.12	1058.51	1054.63	1057.54	139148.0
2009-11-13 16:00:00	ES	Futures	1057.54	1058.02	1056.81	1057.54	67451.0
2009-11-13 00:00:00	NQ	Futures	2026.02	2026.02	2023.17	2024.31	120.0
2009-11-13 00:30:00	NQ	Futures	2025.16	2026.59	2024.31	2026.59	106.0
2009-11-13 01:00:00	NQ	Futures	2026.3	2026.59	2024.02	2024.31	173.0
2009-11-13 01:30:00	NQ	Futures	2023.74	2028.02	2023.74	2027.45	93.0
2009-11-13 02:00:00	NQ	Futures	2027.16	2027.73	2026.02	2026.87	334.0
2009-11-13 02:30:00	NQ	Futures	2026.59	2028.02	2026.59	2028.02	215.0
2009-11-13 03:00:00	NQ	Futures	2027.73	2030.3	2025.73	2030.01	1427.0
2009-11-13 03:30:00	NQ	Futures	2030.3	2030.87	2027.73	2030.87	800.0
2009-11-13 04:00:00	NQ	Futures	2030.58	2030.87	2028.87	2030.01	735.0
2009-11-13 04:30:00	NQ	Futures	2030.3	2030.58	2028.3	2029.44	326.0
2009-11-13 05:00:00	NQ	Futures	2029.44	2029.73	2027.73	2028.87	356.0
2009-11-13 05:30:00	NQ	Futures	2029.16	2029.16	2027.73	2028.3	181.0
2009-11-13 06:00:00	NQ	Futures	2028.3	2032.58	2028.3	2031.72	808.0
2009-11-13 06:30:00	NQ	Futures	2031.44	2031.44	2029.73	2030.87	382.0
2009-11-13 07:00:00	NQ	Futures	2030.58	2030.87	2025.45	2026.3	995.0
2009-11-13 07:30:00	NQ	Futures	2026.3	2029.16	2026.02	2027.73	1077.0
2009-11-13 08:00:00	NQ	Futures	2027.45	2028.3	2025.45	2027.73	1253.0

> showing 50 of 1,958 rows — these rows as CSV

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