PREVIEW / futures_30min / 2009-12-04

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-04.parquet
  size:    62 KB
  rows:    2,046

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
2009-12-04 00:00:00	ES	Futures	1063.35	1064.08	1062.63	1062.63	2676.0
2009-12-04 00:30:00	ES	Futures	1062.87	1063.11	1062.14	1062.87	1880.0
2009-12-04 01:00:00	ES	Futures	1063.11	1063.6	1062.63	1063.35	1101.0
2009-12-04 01:30:00	ES	Futures	1063.35	1064.32	1063.35	1064.08	1336.0
2009-12-04 02:00:00	ES	Futures	1064.32	1065.53	1064.08	1065.29	4996.0
2009-12-04 02:30:00	ES	Futures	1065.53	1066.02	1065.05	1065.78	3909.0
2009-12-04 03:00:00	ES	Futures	1065.78	1066.74	1064.81	1065.29	19345.0
2009-12-04 03:30:00	ES	Futures	1065.29	1065.78	1064.56	1065.05	6085.0
2009-12-04 04:00:00	ES	Futures	1064.81	1065.29	1064.32	1064.81	7374.0
2009-12-04 04:30:00	ES	Futures	1064.56	1066.26	1064.32	1065.53	8907.0
2009-12-04 05:00:00	ES	Futures	1065.53	1066.02	1065.05	1065.29	3810.0
2009-12-04 05:30:00	ES	Futures	1065.05	1066.5	1064.81	1066.26	3790.0
2009-12-04 06:00:00	ES	Futures	1066.26	1066.5	1065.29	1065.78	5570.0
2009-12-04 06:30:00	ES	Futures	1065.53	1066.02	1065.05	1065.53	2945.0
2009-12-04 07:00:00	ES	Futures	1065.53	1066.5	1065.53	1065.78	6619.0
2009-12-04 07:30:00	ES	Futures	1065.53	1066.26	1065.29	1065.53	7045.0
2009-12-04 08:00:00	ES	Futures	1065.53	1068.92	1064.56	1068.92	26635.0
2009-12-04 08:30:00	ES	Futures	1068.92	1079.34	1068.92	1076.43	225736.0
2009-12-04 09:00:00	ES	Futures	1076.19	1079.58	1074.5	1078.86	86880.0
2009-12-04 09:30:00	ES	Futures	1078.61	1084.18	1076.92	1082.0	318926.0
2009-12-04 10:00:00	ES	Futures	1082.25	1082.97	1078.37	1080.31	201875.0
2009-12-04 10:30:00	ES	Futures	1080.07	1081.04	1076.19	1077.16	165347.0
2009-12-04 11:00:00	ES	Futures	1076.92	1077.64	1072.32	1072.56	170425.0
2009-12-04 11:30:00	ES	Futures	1072.32	1072.8	1061.17	1066.02	423274.0
2009-12-04 12:00:00	ES	Futures	1066.26	1068.68	1065.53	1067.47	116150.0
2009-12-04 12:30:00	ES	Futures	1067.23	1070.62	1067.23	1069.41	88867.0
2009-12-04 13:00:00	ES	Futures	1069.41	1071.35	1067.47	1067.71	76275.0
2009-12-04 13:30:00	ES	Futures	1067.71	1068.92	1063.84	1064.81	134663.0
2009-12-04 14:00:00	ES	Futures	1064.81	1065.78	1061.42	1063.84	134038.0
2009-12-04 14:30:00	ES	Futures	1063.6	1068.44	1063.6	1067.71	134744.0
2009-12-04 15:00:00	ES	Futures	1067.71	1072.32	1066.74	1070.86	139360.0
2009-12-04 15:30:00	ES	Futures	1071.1	1072.32	1068.2	1070.62	206412.0
2009-12-04 16:00:00	ES	Futures	1070.62	1074.01	1070.38	1073.77	131205.0
2009-12-04 00:00:00	NQ	Futures	2028.87	2029.44	2027.16	2027.45	100.0
2009-12-04 00:30:00	NQ	Futures	2027.73	2028.59	2027.16	2028.59	66.0
2009-12-04 01:00:00	NQ	Futures	2028.59	2028.87	2027.45	2028.87	136.0
2009-12-04 01:30:00	NQ	Futures	2029.44	2030.87	2028.87	2030.87	166.0
2009-12-04 02:00:00	NQ	Futures	2031.15	2033.72	2031.15	2033.43	487.0
2009-12-04 02:30:00	NQ	Futures	2033.43	2034.58	2033.15	2034.58	200.0
2009-12-04 03:00:00	NQ	Futures	2034.29	2035.72	2032.29	2032.29	1311.0
2009-12-04 03:30:00	NQ	Futures	2032.58	2033.43	2031.72	2032.29	715.0
2009-12-04 04:00:00	NQ	Futures	2032.29	2033.15	2030.87	2031.44	338.0
2009-12-04 04:30:00	NQ	Futures	2031.44	2032.86	2030.01	2032.29	761.0
2009-12-04 05:00:00	NQ	Futures	2032.01	2032.58	2031.15	2031.15	209.0
2009-12-04 05:30:00	NQ	Futures	2031.44	2033.43	2030.3	2033.15	289.0
2009-12-04 06:00:00	NQ	Futures	2033.43	2033.72	2031.44	2032.29	283.0
2009-12-04 06:30:00	NQ	Futures	2032.58	2032.86	2031.15	2031.72	199.0
2009-12-04 07:00:00	NQ	Futures	2031.72	2033.43	2031.72	2032.86	420.0
2009-12-04 07:30:00	NQ	Futures	2032.86	2033.15	2032.29	2032.58	375.0
2009-12-04 08:00:00	NQ	Futures	2032.29	2034.29	2031.15	2034.29	1620.0

> showing 50 of 2,046 rows — these rows as CSV

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