PREVIEW / futures_30min / 2009-11-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-24.parquet
  size:    66 KB
  rows:    2,414

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
2009-11-24 00:00:00	ES	Futures	1066.99	1067.47	1066.74	1067.23	2038.0
2009-11-24 00:30:00	ES	Futures	1067.23	1067.71	1066.99	1067.23	2082.0
2009-11-24 01:00:00	ES	Futures	1067.23	1067.47	1066.26	1066.5	5831.0
2009-11-24 01:30:00	ES	Futures	1066.26	1066.5	1065.05	1065.53	10502.0
2009-11-24 02:00:00	ES	Futures	1065.53	1066.26	1065.05	1065.78	7614.0
2009-11-24 02:30:00	ES	Futures	1066.02	1066.74	1064.81	1066.26	6215.0
2009-11-24 03:00:00	ES	Futures	1066.02	1067.71	1065.78	1067.23	10340.0
2009-11-24 03:30:00	ES	Futures	1066.99	1067.71	1066.02	1067.23	6375.0
2009-11-24 04:00:00	ES	Futures	1066.99	1068.2	1066.99	1067.96	7841.0
2009-11-24 04:30:00	ES	Futures	1067.96	1068.68	1067.71	1067.96	4829.0
2009-11-24 05:00:00	ES	Futures	1067.96	1070.86	1067.96	1070.14	13935.0
2009-11-24 05:30:00	ES	Futures	1069.89	1072.07	1069.89	1071.59	8820.0
2009-11-24 06:00:00	ES	Futures	1071.83	1072.32	1070.86	1071.35	6866.0
2009-11-24 06:30:00	ES	Futures	1071.35	1071.35	1070.14	1070.38	5249.0
2009-11-24 07:00:00	ES	Futures	1070.38	1072.32	1070.14	1072.07	10091.0
2009-11-24 07:30:00	ES	Futures	1072.32	1072.32	1071.1	1071.83	14785.0
2009-11-24 08:00:00	ES	Futures	1072.07	1072.56	1070.86	1072.07	21821.0
2009-11-24 08:30:00	ES	Futures	1072.07	1072.32	1069.17	1070.62	33772.0
2009-11-24 09:00:00	ES	Futures	1070.62	1072.32	1070.14	1070.86	20498.0
2009-11-24 09:30:00	ES	Futures	1070.86	1071.1	1062.14	1065.29	245360.0
2009-11-24 10:00:00	ES	Futures	1065.29	1067.71	1060.93	1064.08	221958.0
2009-11-24 10:30:00	ES	Futures	1064.32	1070.38	1063.84	1068.92	159668.0
2009-11-24 11:00:00	ES	Futures	1069.17	1069.65	1065.53	1066.26	85990.0
2009-11-24 11:30:00	ES	Futures	1066.02	1067.71	1065.05	1067.47	75361.0
2009-11-24 12:00:00	ES	Futures	1067.47	1068.2	1066.99	1067.23	42214.0
2009-11-24 12:30:00	ES	Futures	1067.47	1067.96	1065.78	1066.02	37342.0
2009-11-24 13:00:00	ES	Futures	1066.26	1068.44	1066.02	1067.71	49244.0
2009-11-24 13:30:00	ES	Futures	1067.71	1068.44	1067.23	1067.71	18342.0
2009-11-24 14:00:00	ES	Futures	1067.96	1070.38	1066.5	1069.65	100963.0
2009-11-24 14:30:00	ES	Futures	1069.65	1072.32	1069.17	1071.35	84461.0
2009-11-24 15:00:00	ES	Futures	1071.1	1071.83	1069.65	1070.38	49618.0
2009-11-24 15:30:00	ES	Futures	1070.62	1070.62	1068.2	1070.38	115284.0
2009-11-24 16:00:00	ES	Futures	1070.38	1070.38	1068.68	1068.92	67790.0
2009-11-24 16:30:00	ES	Futures	1068.92	1069.17	1068.44	1069.17	4587.0
2009-11-24 17:00:00	ES	Futures	1069.17	1069.41	1068.44	1068.68	1630.0
2009-11-24 18:00:00	ES	Futures	1068.92	1069.41	1067.96	1068.2	2099.0
2009-11-24 18:30:00	ES	Futures	1068.2	1069.17	1068.2	1068.92	1441.0
2009-11-24 19:00:00	ES	Futures	1068.92	1070.62	1068.92	1070.14	2871.0
2009-11-24 19:30:00	ES	Futures	1070.38	1070.38	1068.44	1068.68	2313.0
2009-11-24 20:00:00	ES	Futures	1068.68	1070.14	1068.44	1069.89	1710.0
2009-11-24 20:30:00	ES	Futures	1069.89	1070.38	1069.17	1069.65	3037.0
2009-11-24 21:00:00	ES	Futures	1069.65	1070.38	1069.17	1070.38	2293.0
2009-11-24 21:30:00	ES	Futures	1070.14	1070.38	1069.41	1069.89	1115.0
2009-11-24 22:00:00	ES	Futures	1069.89	1070.14	1068.92	1069.89	1435.0
2009-11-24 22:30:00	ES	Futures	1069.89	1070.62	1069.89	1070.38	1088.0
2009-11-24 23:00:00	ES	Futures	1070.38	1070.62	1070.14	1070.38	1940.0
2009-11-24 23:30:00	ES	Futures	1070.62	1070.86	1070.38	1070.86	1125.0
2009-11-24 00:00:00	NQ	Futures	2037.14	2038.0	2036.86	2037.71	49.0
2009-11-24 00:30:00	NQ	Futures	2037.71	2038.28	2037.43	2037.43	57.0
2009-11-24 01:00:00	NQ	Futures	2037.14	2037.43	2035.43	2035.43	108.0

> showing 50 of 2,414 rows — these rows as CSV

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