PREVIEW / futures_30min / 2009-11-22

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-22.parquet
  size:    17 KB
  rows:    399

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
2009-11-22 18:00:00	ES	Futures	1055.84	1057.06	1055.12	1056.33	11199.0
2009-11-22 18:30:00	ES	Futures	1056.57	1056.81	1056.09	1056.09	1576.0
2009-11-22 19:00:00	ES	Futures	1056.33	1060.45	1056.33	1059.96	6245.0
2009-11-22 19:30:00	ES	Futures	1059.96	1059.96	1059.24	1059.48	2247.0
2009-11-22 20:00:00	ES	Futures	1059.48	1059.72	1058.51	1058.75	1811.0
2009-11-22 20:30:00	ES	Futures	1058.99	1059.48	1058.51	1059.24	1393.0
2009-11-22 21:00:00	ES	Futures	1059.24	1060.45	1059.24	1060.45	2510.0
2009-11-22 21:30:00	ES	Futures	1060.45	1060.45	1059.96	1060.45	672.0
2009-11-22 22:00:00	ES	Futures	1060.45	1060.45	1059.48	1059.72	623.0
2009-11-22 22:30:00	ES	Futures	1059.96	1060.69	1059.72	1060.69	785.0
2009-11-22 23:00:00	ES	Futures	1060.45	1060.69	1059.96	1060.2	761.0
2009-11-22 23:30:00	ES	Futures	1060.2	1060.45	1059.96	1060.2	910.0
2009-11-22 18:00:00	NQ	Futures	2011.19	2013.19	2010.33	2012.33	168.0
2009-11-22 18:30:00	NQ	Futures	2012.33	2012.62	2011.47	2012.33	64.0
2009-11-22 19:00:00	NQ	Futures	2012.33	2019.46	2012.33	2018.32	410.0
2009-11-22 19:30:00	NQ	Futures	2018.32	2020.03	2018.32	2019.17	113.0
2009-11-22 20:00:00	NQ	Futures	2019.17	2019.46	2017.46	2018.32	343.0
2009-11-22 20:30:00	NQ	Futures	2018.32	2018.6	2017.75	2018.6	71.0
2009-11-22 21:00:00	NQ	Futures	2018.6	2020.6	2018.6	2020.03	168.0
2009-11-22 21:30:00	NQ	Futures	2020.03	2020.32	2020.03	2020.32	32.0
2009-11-22 22:00:00	NQ	Futures	2020.32	2020.32	2018.6	2018.89	44.0
2009-11-22 22:30:00	NQ	Futures	2019.17	2020.89	2018.89	2020.6	112.0
2009-11-22 23:00:00	NQ	Futures	2020.32	2020.6	2019.75	2019.75	56.0
2009-11-22 23:30:00	NQ	Futures	2020.32	2020.32	2019.75	2019.75	45.0
2009-11-22 18:00:00	YM	Futures	9584.6	9591.1	9575.3	9589.3	157.0
2009-11-22 18:30:00	YM	Futures	9591.1	9591.1	9586.5	9590.2	57.0
2009-11-22 19:00:00	YM	Futures	9591.1	9621.8	9589.3	9615.3	378.0
2009-11-22 19:30:00	YM	Futures	9616.2	9618.1	9611.6	9615.3	177.0
2009-11-22 20:00:00	YM	Futures	9614.4	9616.2	9605.1	9608.8	172.0
2009-11-22 20:30:00	YM	Futures	9608.8	9613.5	9607.9	9611.6	68.0
2009-11-22 21:00:00	YM	Futures	9611.6	9620.9	9611.6	9619.0	142.0
2009-11-22 21:30:00	YM	Futures	9620.0	9620.9	9616.2	9620.9	33.0
2009-11-22 22:00:00	YM	Futures	9619.0	9620.0	9614.4	9616.2	61.0
2009-11-22 22:30:00	YM	Futures	9616.2	9624.6	9616.2	9622.8	113.0
2009-11-22 23:00:00	YM	Futures	9622.8	9625.6	9620.0	9620.9	113.0
2009-11-22 23:30:00	YM	Futures	9620.9	9621.8	9618.1	9619.0	62.0
2009-11-22 18:00:00	CL	Futures	172.32	173.07	172.1	172.72	2694.0
2009-11-22 18:30:00	CL	Futures	172.72	172.76	172.16	172.5	1488.0
2009-11-22 19:00:00	CL	Futures	172.47	172.87	172.41	172.63	1371.0
2009-11-22 19:30:00	CL	Futures	172.65	173.01	172.65	172.81	882.0
2009-11-22 20:00:00	CL	Futures	172.78	172.96	172.72	172.96	1167.0
2009-11-22 20:30:00	CL	Futures	172.9	173.14	172.9	172.96	723.0
2009-11-22 21:00:00	CL	Futures	172.94	173.36	172.94	173.32	1257.0
2009-11-22 21:30:00	CL	Futures	173.34	173.36	173.12	173.29	1011.0
2009-11-22 22:00:00	CL	Futures	173.29	173.29	172.9	173.05	747.0
2009-11-22 22:30:00	CL	Futures	173.03	173.4	172.83	173.4	1203.0
2009-11-22 23:00:00	CL	Futures	173.38	173.4	173.09	173.32	495.0
2009-11-22 23:30:00	CL	Futures	173.34	173.49	173.27	173.34	807.0
2009-11-22 18:00:00	GC	Futures	1626.1	1636.0	1625.6	1633.6	3938.0
2009-11-22 18:30:00	GC	Futures	1633.7	1635.7	1633.0	1634.7	1117.0

> showing 50 of 399 rows — these rows as CSV

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