PREVIEW / futures_30min / 2009-12-03

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-03.parquet
  size:    70 KB
  rows:    2,520

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
2009-12-03 00:00:00	ES	Futures	1078.13	1078.37	1077.64	1078.37	1928.0
2009-12-03 00:30:00	ES	Futures	1078.13	1078.37	1077.16	1078.37	1777.0
2009-12-03 01:00:00	ES	Futures	1078.13	1079.82	1077.64	1079.34	3648.0
2009-12-03 01:30:00	ES	Futures	1079.34	1079.58	1078.61	1079.34	2099.0
2009-12-03 02:00:00	ES	Futures	1079.1	1080.31	1078.86	1080.07	6733.0
2009-12-03 02:30:00	ES	Futures	1080.31	1080.31	1079.1	1079.1	6769.0
2009-12-03 03:00:00	ES	Futures	1079.1	1080.31	1077.64	1080.07	20378.0
2009-12-03 03:30:00	ES	Futures	1080.31	1080.55	1079.58	1080.07	9452.0
2009-12-03 04:00:00	ES	Futures	1080.07	1080.31	1079.1	1079.82	9385.0
2009-12-03 04:30:00	ES	Futures	1079.82	1080.55	1079.34	1079.58	8387.0
2009-12-03 05:00:00	ES	Futures	1079.34	1080.07	1079.1	1080.07	5981.0
2009-12-03 05:30:00	ES	Futures	1080.07	1080.31	1077.16	1077.64	8679.0
2009-12-03 06:00:00	ES	Futures	1077.89	1078.13	1076.43	1077.4	9544.0
2009-12-03 06:30:00	ES	Futures	1077.64	1078.61	1075.95	1076.19	9124.0
2009-12-03 07:00:00	ES	Futures	1076.19	1077.16	1076.19	1076.43	5462.0
2009-12-03 07:30:00	ES	Futures	1076.68	1078.37	1076.43	1077.89	16536.0
2009-12-03 08:00:00	ES	Futures	1078.13	1079.1	1077.16	1077.64	18318.0
2009-12-03 08:30:00	ES	Futures	1077.89	1079.34	1074.98	1076.19	61382.0
2009-12-03 09:00:00	ES	Futures	1076.19	1078.86	1075.22	1075.95	54369.0
2009-12-03 09:30:00	ES	Futures	1075.95	1082.25	1074.98	1078.13	231708.0
2009-12-03 10:00:00	ES	Futures	1078.13	1078.13	1071.1	1074.5	318061.0
2009-12-03 10:30:00	ES	Futures	1074.5	1076.19	1070.86	1075.46	175369.0
2009-12-03 11:00:00	ES	Futures	1075.46	1076.19	1074.25	1075.46	68214.0
2009-12-03 11:30:00	ES	Futures	1075.46	1075.95	1072.8	1074.01	82897.0
2009-12-03 12:00:00	ES	Futures	1074.25	1075.71	1073.28	1074.25	55834.0
2009-12-03 12:30:00	ES	Futures	1074.5	1075.46	1073.53	1075.22	46177.0
2009-12-03 13:00:00	ES	Futures	1075.22	1075.22	1073.04	1074.74	46595.0
2009-12-03 13:30:00	ES	Futures	1074.74	1076.19	1074.25	1075.46	42153.0
2009-12-03 14:00:00	ES	Futures	1075.46	1076.19	1073.77	1073.77	52364.0
2009-12-03 14:30:00	ES	Futures	1073.77	1075.22	1072.07	1072.8	82580.0
2009-12-03 15:00:00	ES	Futures	1073.04	1074.01	1071.35	1071.83	74772.0
2009-12-03 15:30:00	ES	Futures	1071.59	1072.56	1063.84	1065.05	329261.0
2009-12-03 16:00:00	ES	Futures	1065.05	1065.29	1063.35	1063.35	110424.0
2009-12-03 16:30:00	ES	Futures	1063.6	1063.84	1062.38	1062.63	6760.0
2009-12-03 17:00:00	ES	Futures	1062.63	1062.87	1062.14	1062.63	2545.0
2009-12-03 18:00:00	ES	Futures	1063.11	1063.6	1062.63	1063.35	3717.0
2009-12-03 18:30:00	ES	Futures	1063.11	1064.56	1063.11	1064.08	4126.0
2009-12-03 19:00:00	ES	Futures	1064.32	1064.56	1062.14	1063.35	6541.0
2009-12-03 19:30:00	ES	Futures	1063.35	1063.6	1062.63	1062.87	1680.0
2009-12-03 20:00:00	ES	Futures	1062.87	1063.6	1062.63	1062.63	958.0
2009-12-03 20:30:00	ES	Futures	1062.63	1064.32	1062.63	1064.08	2740.0
2009-12-03 21:00:00	ES	Futures	1063.84	1064.32	1063.35	1063.6	1592.0
2009-12-03 21:30:00	ES	Futures	1063.35	1064.56	1063.35	1064.32	1024.0
2009-12-03 22:00:00	ES	Futures	1064.32	1064.81	1063.35	1063.35	1552.0
2009-12-03 22:30:00	ES	Futures	1063.35	1063.6	1062.63	1062.87	1392.0
2009-12-03 23:00:00	ES	Futures	1063.11	1063.35	1062.63	1062.87	1334.0
2009-12-03 23:30:00	ES	Futures	1062.87	1063.6	1062.63	1063.6	1110.0
2009-12-03 00:00:00	NQ	Futures	2052.26	2052.83	2051.97	2052.83	305.0
2009-12-03 00:30:00	NQ	Futures	2052.83	2053.11	2051.4	2052.83	79.0
2009-12-03 01:00:00	NQ	Futures	2052.54	2055.68	2051.97	2055.11	240.0

> showing 50 of 2,520 rows — these rows as CSV

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