PREVIEW / futures_30min / 2009-11-18

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-18.parquet
  size:    66 KB
  rows:    2,370

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
2009-11-18 00:00:00	ES	Futures	1072.07	1072.56	1071.59	1071.59	1344.0
2009-11-18 00:30:00	ES	Futures	1071.59	1072.8	1071.59	1072.32	1085.0
2009-11-18 01:00:00	ES	Futures	1072.32	1072.8	1071.59	1072.8	872.0
2009-11-18 01:30:00	ES	Futures	1072.56	1073.28	1072.07	1073.04	1016.0
2009-11-18 02:00:00	ES	Futures	1072.8	1074.25	1072.8	1073.04	4213.0
2009-11-18 02:30:00	ES	Futures	1073.04	1073.53	1072.32	1072.32	2276.0
2009-11-18 03:00:00	ES	Futures	1072.56	1074.01	1071.83	1072.56	9068.0
2009-11-18 03:30:00	ES	Futures	1072.56	1073.53	1071.83	1072.56	7128.0
2009-11-18 04:00:00	ES	Futures	1072.56	1073.04	1071.83	1072.8	5270.0
2009-11-18 04:30:00	ES	Futures	1072.8	1073.28	1072.56	1073.28	6118.0
2009-11-18 05:00:00	ES	Futures	1073.04	1073.77	1072.8	1073.04	3677.0
2009-11-18 05:30:00	ES	Futures	1073.04	1074.25	1073.04	1074.01	1838.0
2009-11-18 06:00:00	ES	Futures	1074.01	1075.71	1073.77	1075.22	6110.0
2009-11-18 06:30:00	ES	Futures	1074.98	1075.71	1074.74	1075.46	4548.0
2009-11-18 07:00:00	ES	Futures	1075.46	1075.71	1074.01	1074.25	3872.0
2009-11-18 07:30:00	ES	Futures	1074.01	1075.46	1073.53	1075.22	13842.0
2009-11-18 08:00:00	ES	Futures	1075.22	1075.71	1072.8	1073.04	18031.0
2009-11-18 08:30:00	ES	Futures	1073.04	1073.53	1070.38	1072.07	58001.0
2009-11-18 09:00:00	ES	Futures	1071.83	1073.53	1070.86	1073.53	32408.0
2009-11-18 09:30:00	ES	Futures	1073.28	1074.98	1067.96	1068.92	225515.0
2009-11-18 10:00:00	ES	Futures	1068.68	1070.14	1066.5	1069.65	129263.0
2009-11-18 10:30:00	ES	Futures	1069.89	1072.8	1068.68	1071.59	130736.0
2009-11-18 11:00:00	ES	Futures	1071.59	1073.53	1069.89	1071.59	87815.0
2009-11-18 11:30:00	ES	Futures	1071.35	1072.07	1070.14	1072.07	45605.0
2009-11-18 12:00:00	ES	Futures	1071.83	1072.56	1069.89	1070.86	49126.0
2009-11-18 12:30:00	ES	Futures	1071.1	1071.83	1068.68	1069.17	62542.0
2009-11-18 13:00:00	ES	Futures	1069.17	1069.41	1066.99	1068.44	102514.0
2009-11-18 13:30:00	ES	Futures	1068.44	1070.62	1068.2	1069.65	55317.0
2009-11-18 14:00:00	ES	Futures	1069.89	1071.83	1069.41	1070.86	47499.0
2009-11-18 14:30:00	ES	Futures	1070.62	1071.35	1068.68	1069.89	45600.0
2009-11-18 15:00:00	ES	Futures	1070.14	1072.32	1069.89	1071.83	68453.0
2009-11-18 15:30:00	ES	Futures	1071.83	1074.01	1070.62	1073.53	140789.0
2009-11-18 16:00:00	ES	Futures	1073.53	1074.25	1072.8	1074.01	71386.0
2009-11-18 16:30:00	ES	Futures	1074.01	1074.74	1073.77	1074.5	3019.0
2009-11-18 17:00:00	ES	Futures	1074.5	1074.98	1074.25	1074.98	1204.0
2009-11-18 18:00:00	ES	Futures	1074.5	1074.98	1074.25	1074.25	1448.0
2009-11-18 18:30:00	ES	Futures	1074.25	1074.98	1074.01	1074.01	1194.0
2009-11-18 19:00:00	ES	Futures	1074.01	1074.5	1073.28	1073.77	2381.0
2009-11-18 19:30:00	ES	Futures	1073.53	1074.01	1072.56	1072.8	3830.0
2009-11-18 20:00:00	ES	Futures	1072.8	1073.04	1070.38	1070.38	5790.0
2009-11-18 20:30:00	ES	Futures	1070.38	1072.32	1070.38	1072.07	2179.0
2009-11-18 21:00:00	ES	Futures	1072.07	1072.56	1071.1	1071.1	1952.0
2009-11-18 21:30:00	ES	Futures	1071.1	1072.07	1071.1	1071.59	1436.0
2009-11-18 22:00:00	ES	Futures	1071.83	1071.83	1070.86	1071.1	865.0
2009-11-18 22:30:00	ES	Futures	1071.1	1071.1	1069.89	1070.14	4323.0
2009-11-18 23:00:00	ES	Futures	1070.38	1070.62	1069.65	1069.65	2691.0
2009-11-18 23:30:00	ES	Futures	1069.65	1071.59	1069.65	1071.1	1511.0
2009-11-18 00:00:00	NQ	Futures	2059.96	2061.67	2059.96	2059.96	44.0
2009-11-18 00:30:00	NQ	Futures	2059.96	2061.95	2059.96	2061.38	83.0
2009-11-18 01:00:00	NQ	Futures	2061.1	2061.38	2060.24	2061.38	127.0

> showing 50 of 2,370 rows — these rows as CSV

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