PREVIEW / futures_30min / 2009-11-29

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-11-29.parquet
  size:    18 KB
  rows:    433

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
2009-11-29 18:00:00	ES	Futures	1057.54	1062.14	1057.3	1058.75	15034.0
2009-11-29 18:30:00	ES	Futures	1058.75	1060.93	1058.75	1059.72	3715.0
2009-11-29 19:00:00	ES	Futures	1059.72	1060.45	1058.27	1058.51	6995.0
2009-11-29 19:30:00	ES	Futures	1058.51	1059.48	1058.02	1059.48	4629.0
2009-11-29 20:00:00	ES	Futures	1059.48	1063.84	1059.24	1062.38	13734.0
2009-11-29 20:30:00	ES	Futures	1062.63	1063.11	1061.66	1062.14	4651.0
2009-11-29 21:00:00	ES	Futures	1061.9	1062.38	1061.17	1061.9	2954.0
2009-11-29 21:30:00	ES	Futures	1062.14	1062.87	1061.9	1062.38	2759.0
2009-11-29 22:00:00	ES	Futures	1062.38	1062.63	1061.17	1062.38	2787.0
2009-11-29 22:30:00	ES	Futures	1062.63	1062.87	1061.66	1061.9	2061.0
2009-11-29 23:00:00	ES	Futures	1061.9	1063.35	1061.66	1062.38	2983.0
2009-11-29 23:30:00	ES	Futures	1062.63	1063.35	1062.14	1062.38	2566.0
2009-11-29 18:00:00	NQ	Futures	2011.19	2023.45	2011.19	2014.9	1595.0
2009-11-29 18:30:00	NQ	Futures	2014.61	2019.17	2014.61	2016.89	251.0
2009-11-29 19:00:00	NQ	Futures	2016.89	2017.75	2013.76	2014.61	328.0
2009-11-29 19:30:00	NQ	Futures	2014.33	2016.32	2013.76	2016.32	171.0
2009-11-29 20:00:00	NQ	Futures	2016.32	2024.88	2016.32	2022.31	864.0
2009-11-29 20:30:00	NQ	Futures	2022.31	2023.74	2020.89	2021.46	335.0
2009-11-29 21:00:00	NQ	Futures	2021.46	2022.03	2020.6	2022.03	200.0
2009-11-29 21:30:00	NQ	Futures	2022.03	2023.45	2021.74	2022.31	176.0
2009-11-29 22:00:00	NQ	Futures	2022.88	2023.45	2020.6	2022.6	315.0
2009-11-29 22:30:00	NQ	Futures	2022.6	2023.45	2021.46	2022.03	186.0
2009-11-29 23:00:00	NQ	Futures	2021.74	2024.02	2021.46	2022.31	194.0
2009-11-29 23:30:00	NQ	Futures	2022.88	2024.59	2022.03	2022.88	116.0
2009-11-29 18:00:00	YM	Futures	9589.3	9621.8	9588.3	9596.7	663.0
2009-11-29 18:30:00	YM	Futures	9600.4	9613.5	9597.6	9606.0	153.0
2009-11-29 19:00:00	YM	Futures	9606.0	9610.7	9594.9	9600.4	344.0
2009-11-29 19:30:00	YM	Futures	9599.5	9606.0	9594.9	9604.2	169.0
2009-11-29 20:00:00	YM	Futures	9605.1	9643.2	9603.2	9628.3	778.0
2009-11-29 20:30:00	YM	Futures	9628.3	9633.0	9619.0	9621.8	395.0
2009-11-29 21:00:00	YM	Futures	9622.8	9625.6	9616.2	9622.8	162.0
2009-11-29 21:30:00	YM	Futures	9623.7	9631.1	9623.7	9624.6	240.0
2009-11-29 22:00:00	YM	Futures	9624.6	9628.3	9616.2	9626.5	275.0
2009-11-29 22:30:00	YM	Futures	9626.5	9628.3	9621.8	9621.8	140.0
2009-11-29 23:00:00	YM	Futures	9620.9	9632.1	9620.0	9623.7	227.0
2009-11-29 23:30:00	YM	Futures	9626.5	9631.1	9623.7	9624.6	97.0
2009-11-29 18:00:00	CL	Futures	168.44	169.84	168.44	169.33	3772.0
2009-11-29 18:30:00	CL	Futures	169.31	169.93	169.22	169.31	2264.0
2009-11-29 19:00:00	CL	Futures	169.33	169.33	168.11	168.27	2628.0
2009-11-29 19:30:00	CL	Futures	168.27	168.4	167.87	168.4	1966.0
2009-11-29 20:00:00	CL	Futures	168.4	170.17	168.4	169.75	3956.0
2009-11-29 20:30:00	CL	Futures	169.75	169.95	169.33	169.62	1562.0
2009-11-29 21:00:00	CL	Futures	169.57	169.64	169.44	169.53	584.0
2009-11-29 21:30:00	CL	Futures	169.53	170.19	169.53	169.95	820.0
2009-11-29 22:00:00	CL	Futures	169.95	169.95	169.71	169.86	488.0
2009-11-29 22:30:00	CL	Futures	169.86	169.95	169.64	169.86	600.0
2009-11-29 23:00:00	CL	Futures	169.86	170.04	169.82	169.88	348.0
2009-11-29 23:30:00	CL	Futures	169.88	169.93	169.71	169.71	550.0
2009-11-29 18:00:00	GC	Futures	1665.8	1670.0	1644.3	1650.7	6695.0
2009-11-29 18:30:00	GC	Futures	1650.7	1655.9	1649.6	1651.7	2903.0

> showing 50 of 433 rows — these rows as CSV

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