PREVIEW / futures_30min / 2009-11-17

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-17.parquet
  size:    66 KB
  rows:    2,406

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
2009-11-17 00:00:00	ES	Futures	1068.68	1069.41	1068.44	1068.68	1362.0
2009-11-17 00:30:00	ES	Futures	1068.44	1068.44	1066.74	1066.99	5528.0
2009-11-17 01:00:00	ES	Futures	1067.23	1067.96	1066.99	1067.47	1938.0
2009-11-17 01:30:00	ES	Futures	1067.71	1069.41	1067.71	1069.17	1799.0
2009-11-17 02:00:00	ES	Futures	1069.17	1071.35	1069.17	1070.38	5505.0
2009-11-17 02:30:00	ES	Futures	1070.14	1070.38	1069.17	1069.17	4715.0
2009-11-17 03:00:00	ES	Futures	1069.17	1070.62	1068.92	1068.92	13714.0
2009-11-17 03:30:00	ES	Futures	1068.92	1069.41	1067.96	1068.68	9212.0
2009-11-17 04:00:00	ES	Futures	1068.68	1070.86	1067.96	1070.62	7634.0
2009-11-17 04:30:00	ES	Futures	1070.62	1072.07	1070.14	1071.59	8094.0
2009-11-17 05:00:00	ES	Futures	1071.83	1072.07	1069.89	1070.14	6766.0
2009-11-17 05:30:00	ES	Futures	1070.38	1070.86	1069.41	1069.89	6131.0
2009-11-17 06:00:00	ES	Futures	1070.14	1070.86	1069.65	1070.86	6850.0
2009-11-17 06:30:00	ES	Futures	1071.1	1072.07	1070.62	1071.35	6345.0
2009-11-17 07:00:00	ES	Futures	1071.59	1071.83	1067.23	1068.44	16750.0
2009-11-17 07:30:00	ES	Futures	1068.2	1069.65	1067.47	1069.41	11749.0
2009-11-17 08:00:00	ES	Futures	1069.41	1069.65	1068.68	1069.41	9149.0
2009-11-17 08:30:00	ES	Futures	1069.41	1071.35	1067.71	1070.38	30900.0
2009-11-17 09:00:00	ES	Futures	1070.38	1070.86	1068.92	1069.89	19514.0
2009-11-17 09:30:00	ES	Futures	1069.89	1073.04	1068.2	1070.86	187426.0
2009-11-17 10:00:00	ES	Futures	1070.86	1072.32	1068.68	1071.59	142585.0
2009-11-17 10:30:00	ES	Futures	1071.59	1071.59	1066.02	1068.68	153990.0
2009-11-17 11:00:00	ES	Futures	1068.68	1069.65	1065.78	1067.96	109435.0
2009-11-17 11:30:00	ES	Futures	1067.96	1069.41	1067.23	1068.68	70320.0
2009-11-17 12:00:00	ES	Futures	1068.92	1072.07	1067.96	1070.86	65077.0
2009-11-17 12:30:00	ES	Futures	1071.1	1072.56	1070.38	1070.62	43493.0
2009-11-17 13:00:00	ES	Futures	1070.62	1072.32	1069.17	1070.86	66562.0
2009-11-17 13:30:00	ES	Futures	1070.86	1073.77	1070.62	1072.32	64957.0
2009-11-17 14:00:00	ES	Futures	1072.32	1072.56	1070.62	1071.1	60915.0
2009-11-17 14:30:00	ES	Futures	1071.35	1072.32	1069.65	1071.35	54536.0
2009-11-17 15:00:00	ES	Futures	1071.1	1073.53	1070.86	1072.8	78899.0
2009-11-17 15:30:00	ES	Futures	1072.56	1074.5	1071.83	1074.25	135427.0
2009-11-17 16:00:00	ES	Futures	1074.25	1074.25	1072.56	1072.8	75603.0
2009-11-17 16:30:00	ES	Futures	1073.04	1073.04	1072.56	1073.04	2823.0
2009-11-17 17:00:00	ES	Futures	1073.04	1073.28	1072.8	1072.8	1621.0
2009-11-17 18:00:00	ES	Futures	1073.04	1073.77	1072.56	1073.53	2613.0
2009-11-17 18:30:00	ES	Futures	1073.77	1074.25	1073.28	1074.01	1532.0
2009-11-17 19:00:00	ES	Futures	1074.01	1076.19	1074.01	1075.46	5371.0
2009-11-17 19:30:00	ES	Futures	1075.46	1075.95	1075.22	1075.71	1107.0
2009-11-17 20:00:00	ES	Futures	1075.71	1075.95	1074.25	1074.5	3185.0
2009-11-17 20:30:00	ES	Futures	1074.5	1074.74	1073.04	1073.28	3847.0
2009-11-17 21:00:00	ES	Futures	1073.28	1074.5	1072.56	1073.77	2733.0
2009-11-17 21:30:00	ES	Futures	1074.01	1074.25	1073.28	1073.53	667.0
2009-11-17 22:00:00	ES	Futures	1073.53	1074.25	1072.8	1072.8	1307.0
2009-11-17 22:30:00	ES	Futures	1072.8	1072.8	1071.1	1071.83	3422.0
2009-11-17 23:00:00	ES	Futures	1071.83	1072.07	1070.86	1072.07	3455.0
2009-11-17 23:30:00	ES	Futures	1072.07	1072.32	1071.59	1071.83	996.0
2009-11-17 00:00:00	NQ	Futures	2052.26	2053.11	2051.12	2051.12	52.0
2009-11-17 00:30:00	NQ	Futures	2050.83	2050.83	2047.98	2048.83	314.0
2009-11-17 01:00:00	NQ	Futures	2048.55	2049.98	2047.98	2049.41	100.0

> showing 50 of 2,406 rows — these rows as CSV

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