PREVIEW / futures_30min / 2009-11-15

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-15.parquet
  size:    18 KB
  rows:    427

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
2009-11-15 18:00:00	ES	Futures	1058.02	1060.69	1057.06	1060.45	5258.0
2009-11-15 18:30:00	ES	Futures	1060.69	1064.32	1060.45	1063.84	8672.0
2009-11-15 19:00:00	ES	Futures	1064.08	1064.08	1062.14	1062.38	4356.0
2009-11-15 19:30:00	ES	Futures	1062.38	1062.63	1060.93	1062.14	5597.0
2009-11-15 20:00:00	ES	Futures	1062.14	1063.11	1061.17	1062.63	2193.0
2009-11-15 20:30:00	ES	Futures	1062.63	1063.84	1062.63	1063.35	3535.0
2009-11-15 21:00:00	ES	Futures	1063.35	1064.32	1063.35	1063.84	1800.0
2009-11-15 21:30:00	ES	Futures	1063.84	1064.56	1063.6	1064.32	1615.0
2009-11-15 22:00:00	ES	Futures	1064.08	1064.32	1063.6	1063.84	1101.0
2009-11-15 22:30:00	ES	Futures	1063.84	1064.32	1063.6	1063.6	793.0
2009-11-15 23:00:00	ES	Futures	1063.6	1064.81	1063.35	1064.56	1661.0
2009-11-15 23:30:00	ES	Futures	1064.56	1064.81	1063.84	1064.08	892.0
2009-11-15 18:00:00	NQ	Futures	2041.42	2044.27	2038.85	2044.27	642.0
2009-11-15 18:30:00	NQ	Futures	2044.27	2051.12	2044.27	2049.98	1021.0
2009-11-15 19:00:00	NQ	Futures	2049.98	2051.12	2046.84	2047.98	323.0
2009-11-15 19:30:00	NQ	Futures	2047.69	2047.98	2044.84	2047.41	396.0
2009-11-15 20:00:00	NQ	Futures	2046.84	2048.83	2045.41	2047.98	215.0
2009-11-15 20:30:00	NQ	Futures	2048.26	2050.26	2048.26	2049.41	309.0
2009-11-15 21:00:00	NQ	Futures	2049.12	2050.26	2049.12	2049.69	188.0
2009-11-15 21:30:00	NQ	Futures	2049.98	2051.12	2049.41	2050.26	197.0
2009-11-15 22:00:00	NQ	Futures	2050.26	2050.83	2049.98	2050.26	79.0
2009-11-15 22:30:00	NQ	Futures	2050.55	2050.83	2049.69	2049.98	80.0
2009-11-15 23:00:00	NQ	Futures	2049.98	2051.12	2049.41	2050.83	190.0
2009-11-15 23:30:00	NQ	Futures	2051.12	2051.12	2050.26	2050.55	114.0
2009-11-15 18:00:00	YM	Futures	9527.9	9551.1	9525.1	9550.2	500.0
2009-11-15 18:30:00	YM	Futures	9553.0	9579.0	9553.0	9576.3	539.0
2009-11-15 19:00:00	YM	Futures	9576.3	9578.1	9561.4	9564.2	214.0
2009-11-15 19:30:00	YM	Futures	9565.1	9566.0	9552.1	9561.4	316.0
2009-11-15 20:00:00	YM	Futures	9560.4	9570.7	9555.8	9566.9	126.0
2009-11-15 20:30:00	YM	Futures	9568.8	9576.3	9568.8	9572.5	192.0
2009-11-15 21:00:00	YM	Futures	9572.5	9580.0	9571.6	9576.3	228.0
2009-11-15 21:30:00	YM	Futures	9578.1	9582.8	9576.3	9579.0	173.0
2009-11-15 22:00:00	YM	Futures	9579.0	9579.0	9572.5	9577.2	133.0
2009-11-15 22:30:00	YM	Futures	9576.3	9580.0	9573.5	9574.4	101.0
2009-11-15 23:00:00	YM	Futures	9574.4	9581.8	9570.7	9580.0	119.0
2009-11-15 23:30:00	YM	Futures	9581.8	9581.8	9574.4	9575.3	122.0
2009-11-15 18:00:00	CL	Futures	170.99	171.85	170.64	171.85	207.0
2009-11-15 18:30:00	CL	Futures	171.9	172.1	171.79	172.01	101.0
2009-11-15 19:00:00	CL	Futures	171.99	172.1	171.85	172.1	92.0
2009-11-15 19:30:00	CL	Futures	171.94	172.03	171.83	171.94	36.0
2009-11-15 20:00:00	CL	Futures	171.9	172.16	171.74	172.03	83.0
2009-11-15 20:30:00	CL	Futures	172.14	172.34	172.05	172.1	127.0
2009-11-15 21:00:00	CL	Futures	172.03	172.1	172.01	172.1	102.0
2009-11-15 21:30:00	CL	Futures	172.1	172.14	171.79	171.83	106.0
2009-11-15 22:00:00	CL	Futures	171.83	172.34	171.83	172.25	193.0
2009-11-15 22:30:00	CL	Futures	172.25	172.63	172.14	172.41	111.0
2009-11-15 23:00:00	CL	Futures	172.41	172.76	172.34	172.7	106.0
2009-11-15 23:30:00	CL	Futures	172.72	172.81	172.41	172.52	117.0
2009-11-15 18:00:00	GC	Futures	1580.4	1592.1	1580.2	1589.4	4387.0
2009-11-15 18:30:00	GC	Futures	1589.3	1589.3	1586.9	1587.9	1036.0

> showing 50 of 427 rows — these rows as CSV

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