PREVIEW / futures_30min / 2009-12-08

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-08.parquet
  size:    73 KB
  rows:    2,546

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
2009-12-08 00:00:00	ES	Futures	1070.62	1071.1	1070.14	1070.38	1495.0
2009-12-08 00:30:00	ES	Futures	1070.38	1071.1	1069.65	1070.38	1890.0
2009-12-08 01:00:00	ES	Futures	1070.38	1071.1	1069.65	1069.89	1558.0
2009-12-08 01:30:00	ES	Futures	1070.14	1071.35	1070.14	1070.62	1344.0
2009-12-08 02:00:00	ES	Futures	1070.86	1070.86	1068.92	1069.41	4240.0
2009-12-08 02:30:00	ES	Futures	1069.17	1069.65	1068.2	1068.44	2973.0
2009-12-08 03:00:00	ES	Futures	1068.44	1070.62	1066.74	1070.62	14919.0
2009-12-08 03:30:00	ES	Futures	1070.38	1071.83	1068.92	1069.89	10131.0
2009-12-08 04:00:00	ES	Futures	1070.14	1071.83	1068.44	1071.35	10680.0
2009-12-08 04:30:00	ES	Futures	1071.1	1072.56	1070.86	1072.07	8706.0
2009-12-08 05:00:00	ES	Futures	1071.83	1072.8	1071.1	1071.35	5771.0
2009-12-08 05:30:00	ES	Futures	1071.59	1072.07	1070.38	1070.38	5446.0
2009-12-08 06:00:00	ES	Futures	1070.38	1070.38	1066.74	1067.23	12754.0
2009-12-08 06:30:00	ES	Futures	1066.99	1066.99	1062.38	1064.56	44999.0
2009-12-08 07:00:00	ES	Futures	1064.32	1064.56	1061.17	1062.38	33039.0
2009-12-08 07:30:00	ES	Futures	1062.38	1062.87	1058.99	1061.42	40927.0
2009-12-08 08:00:00	ES	Futures	1061.42	1062.63	1060.2	1060.45	33644.0
2009-12-08 08:30:00	ES	Futures	1060.45	1060.69	1058.02	1059.96	57840.0
2009-12-08 09:00:00	ES	Futures	1059.96	1062.38	1059.24	1061.66	39178.0
2009-12-08 09:30:00	ES	Futures	1061.9	1061.9	1053.91	1058.27	311179.0
2009-12-08 10:00:00	ES	Futures	1058.27	1060.69	1057.06	1059.24	156009.0
2009-12-08 10:30:00	ES	Futures	1059.24	1060.2	1055.84	1058.02	135546.0
2009-12-08 11:00:00	ES	Futures	1058.02	1061.66	1057.54	1061.42	163229.0
2009-12-08 11:30:00	ES	Futures	1061.42	1063.35	1060.2	1060.69	134377.0
2009-12-08 12:00:00	ES	Futures	1060.69	1061.66	1058.51	1059.24	63389.0
2009-12-08 12:30:00	ES	Futures	1058.99	1061.17	1058.51	1060.93	65277.0
2009-12-08 13:00:00	ES	Futures	1060.93	1061.66	1057.06	1057.3	101994.0
2009-12-08 13:30:00	ES	Futures	1057.3	1060.45	1057.06	1058.99	77728.0
2009-12-08 14:00:00	ES	Futures	1058.99	1059.96	1056.57	1057.06	86107.0
2009-12-08 14:30:00	ES	Futures	1057.06	1058.51	1054.88	1055.6	137052.0
2009-12-08 15:00:00	ES	Futures	1055.6	1058.51	1055.36	1058.27	89348.0
2009-12-08 15:30:00	ES	Futures	1058.27	1058.75	1056.09	1057.3	134074.0
2009-12-08 16:00:00	ES	Futures	1057.54	1057.54	1055.6	1056.33	87919.0
2009-12-08 16:30:00	ES	Futures	1056.09	1056.57	1055.36	1055.84	5924.0
2009-12-08 17:00:00	ES	Futures	1055.84	1056.33	1055.84	1056.09	1000.0
2009-12-08 18:00:00	ES	Futures	1055.6	1056.33	1054.88	1055.12	2091.0
2009-12-08 18:30:00	ES	Futures	1055.12	1056.33	1054.63	1056.33	3741.0
2009-12-08 19:00:00	ES	Futures	1056.33	1058.51	1056.09	1058.27	5706.0
2009-12-08 19:30:00	ES	Futures	1058.27	1058.75	1057.78	1058.51	2032.0
2009-12-08 20:00:00	ES	Futures	1058.75	1058.75	1057.3	1058.51	1542.0
2009-12-08 20:30:00	ES	Futures	1058.51	1058.99	1058.02	1058.75	1868.0
2009-12-08 21:00:00	ES	Futures	1058.75	1059.48	1058.27	1059.24	2495.0
2009-12-08 21:30:00	ES	Futures	1058.99	1059.48	1058.75	1058.99	1022.0
2009-12-08 22:00:00	ES	Futures	1058.75	1058.99	1058.27	1058.75	914.0
2009-12-08 22:30:00	ES	Futures	1058.51	1058.75	1058.27	1058.51	695.0
2009-12-08 23:00:00	ES	Futures	1058.27	1059.24	1058.02	1059.24	1545.0
2009-12-08 23:30:00	ES	Futures	1058.99	1059.48	1058.75	1058.75	864.0
2009-12-08 00:00:00	NQ	Futures	2037.14	2037.43	2036.0	2036.29	51.0
2009-12-08 00:30:00	NQ	Futures	2036.29	2037.71	2035.15	2036.57	117.0
2009-12-08 01:00:00	NQ	Futures	2036.29	2038.0	2035.43	2035.43	56.0

> showing 50 of 2,546 rows — these rows as CSV

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