PREVIEW / futures_30min / 2009-11-20

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-20.parquet
  size:    58 KB
  rows:    1,928

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
2009-11-20 00:00:00	ES	Futures	1060.45	1060.93	1059.72	1060.93	1411.0
2009-11-20 00:30:00	ES	Futures	1060.69	1060.93	1059.72	1059.96	1482.0
2009-11-20 01:00:00	ES	Futures	1059.96	1060.2	1059.48	1059.96	593.0
2009-11-20 01:30:00	ES	Futures	1059.96	1059.96	1058.75	1059.48	1582.0
2009-11-20 02:00:00	ES	Futures	1059.48	1059.72	1058.27	1058.51	3940.0
2009-11-20 02:30:00	ES	Futures	1058.51	1059.72	1057.54	1059.24	3362.0
2009-11-20 03:00:00	ES	Futures	1059.24	1060.69	1058.02	1060.69	12056.0
2009-11-20 03:30:00	ES	Futures	1060.45	1060.45	1059.48	1059.96	6839.0
2009-11-20 04:00:00	ES	Futures	1059.96	1060.69	1059.48	1060.2	7027.0
2009-11-20 04:30:00	ES	Futures	1060.2	1060.93	1060.2	1060.69	6745.0
2009-11-20 05:00:00	ES	Futures	1060.45	1060.93	1058.75	1058.99	6435.0
2009-11-20 05:30:00	ES	Futures	1058.99	1058.99	1056.81	1057.54	14542.0
2009-11-20 06:00:00	ES	Futures	1057.78	1058.02	1056.09	1056.57	9126.0
2009-11-20 06:30:00	ES	Futures	1056.57	1057.06	1054.39	1054.88	19232.0
2009-11-20 07:00:00	ES	Futures	1054.88	1055.12	1049.79	1051.48	47643.0
2009-11-20 07:30:00	ES	Futures	1051.48	1052.94	1050.76	1052.94	16848.0
2009-11-20 08:00:00	ES	Futures	1052.7	1053.91	1052.21	1053.66	19120.0
2009-11-20 08:30:00	ES	Futures	1053.66	1054.88	1052.45	1054.39	34540.0
2009-11-20 09:00:00	ES	Futures	1054.15	1054.88	1053.42	1053.91	37125.0
2009-11-20 09:30:00	ES	Futures	1053.66	1058.75	1053.42	1055.6	219509.0
2009-11-20 10:00:00	ES	Futures	1055.84	1057.3	1053.18	1056.33	137538.0
2009-11-20 10:30:00	ES	Futures	1056.33	1056.57	1052.7	1053.18	97354.0
2009-11-20 11:00:00	ES	Futures	1053.18	1054.88	1051.48	1052.21	104675.0
2009-11-20 11:30:00	ES	Futures	1052.21	1054.15	1051.48	1053.66	72436.0
2009-11-20 12:00:00	ES	Futures	1053.66	1053.91	1052.21	1052.94	40439.0
2009-11-20 12:30:00	ES	Futures	1052.94	1053.42	1051.73	1052.45	32691.0
2009-11-20 13:00:00	ES	Futures	1052.7	1053.66	1052.45	1053.18	26759.0
2009-11-20 13:30:00	ES	Futures	1053.18	1055.6	1052.7	1054.88	48260.0
2009-11-20 14:00:00	ES	Futures	1055.12	1055.84	1054.39	1055.84	31410.0
2009-11-20 14:30:00	ES	Futures	1055.84	1056.81	1054.39	1054.63	64717.0
2009-11-20 15:00:00	ES	Futures	1054.88	1056.81	1054.39	1056.57	39223.0
2009-11-20 15:30:00	ES	Futures	1056.57	1058.75	1056.09	1056.57	150589.0
2009-11-20 16:00:00	ES	Futures	1056.57	1056.81	1055.36	1056.33	92161.0
2009-11-20 00:00:00	NQ	Futures	2023.45	2023.74	2022.03	2023.45	144.0
2009-11-20 00:30:00	NQ	Futures	2023.17	2023.74	2021.46	2022.03	137.0
2009-11-20 01:00:00	NQ	Futures	2022.03	2022.03	2020.89	2021.46	123.0
2009-11-20 01:30:00	NQ	Futures	2021.46	2021.74	2020.32	2021.46	228.0
2009-11-20 02:00:00	NQ	Futures	2021.17	2021.46	2019.17	2019.17	392.0
2009-11-20 02:30:00	NQ	Futures	2019.17	2021.46	2017.46	2020.6	598.0
2009-11-20 03:00:00	NQ	Futures	2020.32	2023.45	2018.6	2023.17	1052.0
2009-11-20 03:30:00	NQ	Futures	2023.17	2023.45	2021.17	2021.46	1056.0
2009-11-20 04:00:00	NQ	Futures	2021.46	2022.6	2019.75	2021.74	1159.0
2009-11-20 04:30:00	NQ	Futures	2021.74	2022.6	2021.46	2021.74	622.0
2009-11-20 05:00:00	NQ	Futures	2021.74	2022.03	2018.89	2018.89	514.0
2009-11-20 05:30:00	NQ	Futures	2018.89	2019.46	2015.75	2016.89	1205.0
2009-11-20 06:00:00	NQ	Futures	2017.18	2017.75	2013.47	2014.04	1527.0
2009-11-20 06:30:00	NQ	Futures	2013.76	2014.61	2010.33	2010.62	2315.0
2009-11-20 07:00:00	NQ	Futures	2010.33	2010.62	2002.06	2005.77	5053.0
2009-11-20 07:30:00	NQ	Futures	2006.06	2008.62	2004.91	2008.34	1367.0
2009-11-20 08:00:00	NQ	Futures	2008.62	2010.05	2006.91	2009.19	1282.0

> showing 50 of 1,928 rows — these rows as CSV

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