PREVIEW / futures_30min / 2009-11-25

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-25.parquet
  size:    65 KB
  rows:    2,356

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
2009-11-25 00:00:00	ES	Futures	1070.86	1071.1	1070.38	1071.1	1520.0
2009-11-25 00:30:00	ES	Futures	1071.1	1071.1	1070.38	1070.86	1138.0
2009-11-25 01:00:00	ES	Futures	1070.62	1072.32	1070.62	1071.83	4108.0
2009-11-25 01:30:00	ES	Futures	1071.83	1072.56	1071.83	1072.56	2268.0
2009-11-25 02:00:00	ES	Futures	1072.32	1073.53	1072.32	1073.28	5602.0
2009-11-25 02:30:00	ES	Futures	1073.28	1074.74	1073.28	1073.53	6264.0
2009-11-25 03:00:00	ES	Futures	1073.53	1074.98	1073.28	1073.53	11518.0
2009-11-25 03:30:00	ES	Futures	1073.53	1074.25	1072.32	1072.8	8302.0
2009-11-25 04:00:00	ES	Futures	1072.8	1073.53	1071.59	1072.8	7347.0
2009-11-25 04:30:00	ES	Futures	1072.8	1074.74	1072.07	1074.25	5942.0
2009-11-25 05:00:00	ES	Futures	1074.25	1074.74	1073.53	1073.77	3559.0
2009-11-25 05:30:00	ES	Futures	1073.77	1074.5	1071.83	1072.32	6293.0
2009-11-25 06:00:00	ES	Futures	1072.07	1074.01	1071.35	1073.53	8177.0
2009-11-25 06:30:00	ES	Futures	1073.53	1074.74	1073.28	1073.77	6543.0
2009-11-25 07:00:00	ES	Futures	1073.53	1074.01	1072.56	1073.77	6024.0
2009-11-25 07:30:00	ES	Futures	1073.77	1074.5	1072.8	1074.01	10499.0
2009-11-25 08:00:00	ES	Futures	1074.01	1074.25	1072.56	1073.77	10418.0
2009-11-25 08:30:00	ES	Futures	1073.77	1076.68	1071.59	1073.77	61601.0
2009-11-25 09:00:00	ES	Futures	1073.77	1074.25	1071.1	1072.32	59229.0
2009-11-25 09:30:00	ES	Futures	1072.32	1072.8	1068.92	1070.86	150295.0
2009-11-25 10:00:00	ES	Futures	1071.1	1073.28	1070.14	1071.1	125465.0
2009-11-25 10:30:00	ES	Futures	1071.35	1074.01	1071.35	1072.56	85342.0
2009-11-25 11:00:00	ES	Futures	1072.56	1074.98	1072.07	1074.25	66717.0
2009-11-25 11:30:00	ES	Futures	1074.25	1075.46	1074.01	1074.5	41862.0
2009-11-25 12:00:00	ES	Futures	1074.74	1074.98	1072.56	1073.53	40905.0
2009-11-25 12:30:00	ES	Futures	1073.28	1073.53	1072.07	1073.04	21776.0
2009-11-25 13:00:00	ES	Futures	1073.04	1074.01	1072.8	1073.28	23707.0
2009-11-25 13:30:00	ES	Futures	1073.28	1074.01	1073.04	1073.77	14789.0
2009-11-25 14:00:00	ES	Futures	1073.77	1074.5	1072.56	1074.01	33311.0
2009-11-25 14:30:00	ES	Futures	1074.25	1075.71	1073.77	1075.22	34407.0
2009-11-25 15:00:00	ES	Futures	1074.98	1075.46	1074.01	1074.98	43454.0
2009-11-25 15:30:00	ES	Futures	1074.98	1075.22	1073.53	1074.25	90523.0
2009-11-25 16:00:00	ES	Futures	1074.5	1075.22	1074.01	1074.25	49891.0
2009-11-25 16:30:00	ES	Futures	1074.25	1074.74	1074.25	1074.5	787.0
2009-11-25 17:00:00	ES	Futures	1074.25	1075.22	1074.25	1074.5	922.0
2009-11-25 18:00:00	ES	Futures	1074.74	1074.74	1074.01	1074.25	396.0
2009-11-25 18:30:00	ES	Futures	1074.25	1074.5	1073.77	1074.01	799.0
2009-11-25 19:00:00	ES	Futures	1074.01	1074.25	1073.53	1074.25	785.0
2009-11-25 19:30:00	ES	Futures	1074.25	1074.25	1073.77	1074.01	476.0
2009-11-25 20:00:00	ES	Futures	1074.01	1076.68	1074.01	1075.95	3096.0
2009-11-25 20:30:00	ES	Futures	1075.95	1076.19	1074.98	1074.98	1416.0
2009-11-25 21:00:00	ES	Futures	1075.22	1075.22	1073.53	1074.01	1860.0
2009-11-25 21:30:00	ES	Futures	1074.01	1074.01	1072.07	1072.32	2570.0
2009-11-25 22:00:00	ES	Futures	1072.56	1073.53	1072.32	1073.28	649.0
2009-11-25 22:30:00	ES	Futures	1073.28	1073.28	1070.38	1071.83	3045.0
2009-11-25 23:00:00	ES	Futures	1072.07	1072.56	1070.14	1070.62	1997.0
2009-11-25 23:30:00	ES	Futures	1070.86	1071.59	1070.62	1071.1	1202.0
2009-11-25 00:00:00	NQ	Futures	2041.7	2042.28	2041.7	2041.99	29.0
2009-11-25 00:30:00	NQ	Futures	2041.99	2042.85	2041.7	2042.28	74.0
2009-11-25 01:00:00	NQ	Futures	2042.28	2044.56	2042.28	2044.27	296.0

> showing 50 of 2,356 rows — these rows as CSV

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