PREVIEW / futures_30min / 2009-12-09

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-12-09.parquet
  size:    71 KB
  rows:    2,528

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
2009-12-09 00:00:00	ES	Futures	1058.75	1060.2	1058.75	1059.96	2640.0
2009-12-09 00:30:00	ES	Futures	1059.72	1061.42	1059.48	1060.93	3915.0
2009-12-09 01:00:00	ES	Futures	1061.17	1061.42	1059.24	1059.24	2032.0
2009-12-09 01:30:00	ES	Futures	1059.24	1059.48	1057.3	1057.3	2976.0
2009-12-09 02:00:00	ES	Futures	1057.3	1057.78	1056.09	1057.06	8953.0
2009-12-09 02:30:00	ES	Futures	1057.06	1058.75	1057.06	1057.78	5352.0
2009-12-09 03:00:00	ES	Futures	1057.54	1061.17	1057.3	1060.93	13758.0
2009-12-09 03:30:00	ES	Futures	1060.93	1061.17	1057.3	1058.99	10823.0
2009-12-09 04:00:00	ES	Futures	1058.75	1059.24	1055.84	1055.84	11662.0
2009-12-09 04:30:00	ES	Futures	1055.84	1057.78	1055.84	1056.81	6989.0
2009-12-09 05:00:00	ES	Futures	1056.57	1060.2	1056.33	1060.2	10831.0
2009-12-09 05:30:00	ES	Futures	1059.96	1061.42	1059.96	1061.17	10395.0
2009-12-09 06:00:00	ES	Futures	1060.93	1061.17	1059.24	1060.2	4859.0
2009-12-09 06:30:00	ES	Futures	1059.96	1062.63	1059.96	1062.63	13287.0
2009-12-09 07:00:00	ES	Futures	1062.38	1063.35	1061.42	1061.66	12879.0
2009-12-09 07:30:00	ES	Futures	1061.42	1061.9	1060.69	1061.17	7786.0
2009-12-09 08:00:00	ES	Futures	1061.42	1062.38	1060.2	1060.2	25146.0
2009-12-09 08:30:00	ES	Futures	1060.2	1060.69	1058.99	1059.72	21072.0
2009-12-09 09:00:00	ES	Futures	1059.48	1059.72	1056.09	1056.81	63322.0
2009-12-09 09:30:00	ES	Futures	1056.81	1058.75	1051.24	1055.12	250798.0
2009-12-09 10:00:00	ES	Futures	1055.12	1057.06	1053.66	1055.12	106033.0
2009-12-09 10:30:00	ES	Futures	1055.12	1061.17	1052.7	1058.75	214565.0
2009-12-09 11:00:00	ES	Futures	1058.75	1060.2	1058.02	1058.02	88705.0
2009-12-09 11:30:00	ES	Futures	1058.27	1058.75	1056.33	1058.02	73666.0
2009-12-09 12:00:00	ES	Futures	1057.78	1058.02	1054.15	1055.6	88772.0
2009-12-09 12:30:00	ES	Futures	1055.6	1056.81	1054.39	1056.09	64981.0
2009-12-09 13:00:00	ES	Futures	1056.33	1056.33	1053.18	1054.39	115187.0
2009-12-09 13:30:00	ES	Futures	1054.39	1055.12	1052.21	1053.42	98972.0
2009-12-09 14:00:00	ES	Futures	1053.42	1056.33	1052.94	1054.63	105518.0
2009-12-09 14:30:00	ES	Futures	1054.88	1058.27	1054.63	1057.54	84141.0
2009-12-09 15:00:00	ES	Futures	1057.54	1062.87	1057.3	1060.69	180914.0
2009-12-09 15:30:00	ES	Futures	1060.69	1061.9	1059.72	1060.93	119868.0
2009-12-09 16:00:00	ES	Futures	1060.93	1062.14	1060.45	1061.66	75900.0
2009-12-09 16:30:00	ES	Futures	1060.93	1062.38	1060.93	1062.14	3575.0
2009-12-09 17:00:00	ES	Futures	1062.14	1062.87	1061.9	1062.87	1134.0
2009-12-09 18:00:00	ES	Futures	1063.11	1063.35	1062.14	1062.87	2844.0
2009-12-09 18:30:00	ES	Futures	1062.87	1063.11	1062.38	1062.63	1099.0
2009-12-09 19:00:00	ES	Futures	1062.63	1064.81	1062.38	1064.32	4450.0
2009-12-09 19:30:00	ES	Futures	1064.32	1065.05	1063.6	1064.32	3057.0
2009-12-09 20:00:00	ES	Futures	1064.08	1064.81	1063.84	1064.32	2401.0
2009-12-09 20:30:00	ES	Futures	1064.56	1064.81	1062.38	1062.87	2835.0
2009-12-09 21:00:00	ES	Futures	1062.87	1063.35	1062.63	1062.87	766.0
2009-12-09 21:30:00	ES	Futures	1063.11	1063.35	1062.38	1062.38	1556.0
2009-12-09 22:00:00	ES	Futures	1062.63	1062.63	1061.9	1062.14	1466.0
2009-12-09 22:30:00	ES	Futures	1062.14	1062.38	1060.69	1060.93	3504.0
2009-12-09 23:00:00	ES	Futures	1060.69	1061.42	1060.2	1060.45	2113.0
2009-12-09 23:30:00	ES	Futures	1060.45	1060.69	1059.48	1059.96	2484.0
2009-12-09 00:00:00	NQ	Futures	2023.74	2025.73	2023.74	2025.16	110.0
2009-12-09 00:30:00	NQ	Futures	2025.16	2027.45	2024.02	2027.16	208.0
2009-12-09 01:00:00	NQ	Futures	2027.45	2027.45	2023.74	2024.02	143.0

> showing 50 of 2,528 rows — these rows as CSV

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