PREVIEW / futures_30min / 2009-11-26

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-26.parquet
  size:    54 KB
  rows:    1,727

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
2009-11-26 00:00:00	ES	Futures	1071.1	1071.35	1069.89	1070.38	1166.0
2009-11-26 00:30:00	ES	Futures	1070.62	1070.86	1069.41	1069.65	2291.0
2009-11-26 01:00:00	ES	Futures	1069.65	1070.14	1069.41	1070.14	869.0
2009-11-26 01:30:00	ES	Futures	1070.14	1070.62	1069.17	1069.89	2427.0
2009-11-26 02:00:00	ES	Futures	1069.89	1070.14	1066.99	1068.2	6994.0
2009-11-26 02:30:00	ES	Futures	1068.2	1069.41	1068.2	1068.68	3241.0
2009-11-26 03:00:00	ES	Futures	1068.92	1069.17	1065.05	1065.78	19713.0
2009-11-26 03:30:00	ES	Futures	1065.78	1066.02	1062.87	1063.6	18809.0
2009-11-26 04:00:00	ES	Futures	1063.35	1063.84	1060.2	1061.66	25084.0
2009-11-26 04:30:00	ES	Futures	1061.66	1063.11	1060.2	1061.42	11678.0
2009-11-26 05:00:00	ES	Futures	1061.66	1062.63	1060.2	1061.42	9432.0
2009-11-26 05:30:00	ES	Futures	1061.66	1061.66	1058.02	1061.42	16049.0
2009-11-26 06:00:00	ES	Futures	1061.42	1063.6	1061.17	1063.11	9027.0
2009-11-26 06:30:00	ES	Futures	1063.11	1063.35	1061.66	1062.63	4123.0
2009-11-26 07:00:00	ES	Futures	1062.38	1063.35	1061.66	1062.63	5480.0
2009-11-26 07:30:00	ES	Futures	1062.63	1063.35	1061.66	1063.11	3162.0
2009-11-26 08:00:00	ES	Futures	1063.11	1063.6	1062.14	1062.14	3287.0
2009-11-26 08:30:00	ES	Futures	1061.9	1062.38	1061.17	1061.9	4193.0
2009-11-26 09:00:00	ES	Futures	1061.9	1062.14	1058.75	1060.45	9062.0
2009-11-26 09:30:00	ES	Futures	1060.45	1060.93	1052.21	1053.91	34186.0
2009-11-26 10:00:00	ES	Futures	1054.15	1056.09	1052.45	1052.94	21271.0
2009-11-26 10:30:00	ES	Futures	1052.94	1053.91	1049.3	1049.55	20258.0
2009-11-26 11:00:00	ES	Futures	1049.3	1052.7	1049.3	1051.0	32145.0
2009-11-26 18:00:00	ES	Futures	1052.7	1054.63	1050.76	1051.0	8341.0
2009-11-26 18:30:00	ES	Futures	1050.76	1052.7	1050.03	1051.97	6495.0
2009-11-26 19:00:00	ES	Futures	1051.73	1053.66	1051.24	1052.7	4167.0
2009-11-26 19:30:00	ES	Futures	1052.94	1052.94	1051.0	1052.21	2472.0
2009-11-26 20:00:00	ES	Futures	1051.97	1052.21	1050.76	1051.0	2052.0
2009-11-26 20:30:00	ES	Futures	1051.0	1051.48	1050.03	1050.27	3396.0
2009-11-26 21:00:00	ES	Futures	1050.27	1050.52	1049.06	1049.3	4836.0
2009-11-26 21:30:00	ES	Futures	1049.55	1052.7	1049.3	1051.48	2832.0
2009-11-26 22:00:00	ES	Futures	1051.97	1053.18	1051.48	1051.73	2295.0
2009-11-26 22:30:00	ES	Futures	1051.73	1051.97	1051.0	1051.73	1066.0
2009-11-26 23:00:00	ES	Futures	1051.48	1051.73	1049.06	1049.06	3548.0
2009-11-26 23:30:00	ES	Futures	1049.3	1050.52	1043.98	1044.94	10081.0
2009-11-26 00:00:00	NQ	Futures	2039.42	2039.99	2037.43	2038.0	42.0
2009-11-26 00:30:00	NQ	Futures	2038.57	2038.85	2036.57	2036.86	40.0
2009-11-26 01:00:00	NQ	Futures	2036.86	2037.71	2036.57	2037.71	59.0
2009-11-26 01:30:00	NQ	Futures	2037.71	2038.85	2035.43	2036.86	242.0
2009-11-26 02:00:00	NQ	Futures	2037.14	2037.71	2032.58	2034.58	544.0
2009-11-26 02:30:00	NQ	Futures	2034.86	2036.86	2034.58	2035.15	329.0
2009-11-26 03:00:00	NQ	Futures	2035.43	2035.72	2027.73	2028.3	1119.0
2009-11-26 03:30:00	NQ	Futures	2028.3	2028.3	2024.59	2024.88	1047.0
2009-11-26 04:00:00	NQ	Futures	2024.88	2028.02	2022.6	2025.45	3031.0
2009-11-26 04:30:00	NQ	Futures	2025.16	2027.73	2021.74	2024.31	796.0
2009-11-26 05:00:00	NQ	Futures	2024.88	2026.87	2022.88	2024.59	433.0
2009-11-26 05:30:00	NQ	Futures	2024.59	2025.16	2018.32	2024.88	603.0
2009-11-26 06:00:00	NQ	Futures	2025.16	2029.16	2024.31	2028.3	525.0
2009-11-26 06:30:00	NQ	Futures	2028.02	2028.02	2025.16	2026.3	240.0
2009-11-26 07:00:00	NQ	Futures	2026.87	2028.02	2025.73	2027.16	139.0

> showing 50 of 1,727 rows — these rows as CSV

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